BBSI Options History — October 2022

In October 2022, BBSI traded between $19.67 and $21.85. ATM implied volatility averaged 42.1%, placing in the 30.5% IV rank vs the trailing year. The 30-day expected move averaged 12.2%. IV traded above realized volatility by 18.4% (HV 20d: 23.7%). Max pain ranged from $18.75 to $20.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 0.15.

Notable Days

2022-10-13: Highest Volume — 528 contracts
2022-10-06: Largest IV drop — 26.3% change
2022-10-31: Highest IV Rank — 50.2%
2022-10-31: Largest Expected Move — 15.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$20.51	$19.67	$21.85	$19.96	$21.85
Max Pain	$19.56	$18.75	$20.00	$20.00	$20.00
ATM IV	42.1%	29.2%	54.2%	32.8%	54.2%
Expected Move	12.2%	9.4%	15.5%	9.4%	15.5%
HV 20d	23.7%	20.8%	27.0%	24.9%	25.8%
HV 60d	21.9%	20.7%	23.9%	21.5%	23.5%
IV Rank	30.5%	9.4%	50.2%	15.2%	50.2%
IV Percentile	65.3%	16.7%	94.4%	26.2%	94.4%
Term Structure	-6.8%	-15.0%	10.0%	10.0%	-14.7%
VWIV	44.5%	30.3%	56.7%	30.3%	56.7%
Skew 25d	6.7%	-8.6%	19.2%	-8.6%	16.5%
Skew 10d	10.7%	-8.1%	37.5%	-8.1%	16.3%
Call IV 25d	43.7%	29.1%	51.0%	44.6%	49.4%
Put IV 25d	50.4%	36.0%	65.9%	36.0%	65.9%
Bid-Ask Spread %	110.61	105.64	116.14	112.62	110.59
Gamma HHI	0.19	0.15	0.25	0.16	0.21
Net GEX	4.1K	3.3K	5.5K	3.9K	5.3K
Net DEX	-81.0K	-118.6K	-62.1K	-76.8K	-118.6K
Net VEX	-450	-512	-379	-439	-485
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.15	0.15	0.15	0.15	0.15
Total Volume	520.762	512	528	512	524
Total OI	248.762	240	268	252	244

Daily Data (21 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Vol	Put Vol	Call OI	Put OI
2022-10-03	$19.96	$20.00	32.8%	9.4%	24.9%	15.2%	30.3%	-8.6%	10.0%	3.9K	-76.8K	-439	0.15	112.62	444	68	148	104
2022-10-04	$20.27	$20.00	37.5%	10.8%	25.0%	23.0%	35.8%	-2.8%	3.3%	3.9K	-79.3K	-456	0.15	115.58	444	68	148	104
2022-10-05	$20.02	$0.00	39.7%	11.4%	24.9%	26.5%	43.0%	13.0%	-3.4%	3.5K	-75.3K	-465	0.15	116.14	444	68	148	104
2022-10-06	$19.68	$18.75	29.2%	11.4%	25.6%	9.4%	39.0%	12.3%	-5.5%	3.5K	-67.4K	-437	0.15	109.29	444	68	148	104
2022-10-07	$19.67	$18.75	35.3%	11.3%	24.1%	19.3%	40.0%	12.3%	-5.7%	3.4K	-62.1K	-416	0.15	110.09	444	68	148	104
2022-10-10	$19.80	$18.75	44.3%	12.0%	24.3%	34.1%	47.7%	5.1%	-8.2%	3.5K	-68.0K	-423	0.15	110.37	444	68	148	104
2022-10-11	$19.81	$18.75	46.5%	11.9%	22.5%	37.6%	47.8%	19.2%	-7.4%	3.3K	-64.1K	-433	0.15	106.61	444	68	148	104
2022-10-12	$20.04	$18.75	41.7%	11.9%	22.9%	29.8%	47.5%	6.1%	-7.1%	3.8K	-75.4K	-423	0.15	112.23	444	68	148	104
2022-10-13	$20.39	$18.75	42.3%	12.1%	23.5%	30.7%	42.8%	4.0%	-7.8%	4.0K	-82.6K	-379	0.15	110.92	460	68	148	104
2022-10-14	$20.00	$18.75	41.0%	11.7%	23.4%	28.6%	44.6%	3.2%	-3.8%	4.3K	-89.4K	-512	0.15	111.60	460	68	164	104
2022-10-17	$20.50	$20.00	46.9%	13.5%	23.2%	38.4%	41.9%	17.1%	-15.0%	3.7K	-68.9K	-489	0.15	105.64	460	68	144	104
2022-10-18	$20.66	$20.00	43.2%	12.4%	22.9%	32.2%	46.3%	5.1%	-7.6%	4.0K	-76.2K	-480	0.15	110.49	460	68	144	104
2022-10-19	$20.69	$20.00	43.4%	12.4%	22.9%	32.5%	47.8%	6.0%	-9.5%	3.9K	-74.8K	-464	0.15	109.40	460	68	144	104
2022-10-20	$20.50	$20.00	42.0%	12.1%	21.9%	30.4%	45.8%	5.7%	-5.1%	3.4K	-62.2K	-400	0.15	108.36	460	68	144	104
2022-10-21	$20.85	$20.00	41.3%	11.8%	21.2%	29.1%	48.0%	6.1%	-13.5%	4.1K	-81.1K	-468	0.15	107.18	460	68	144	104
2022-10-24	$21.09	$20.00	41.5%	11.9%	20.8%	29.5%	47.5%	-2.7%	-2.0%	4.7K	-92.2K	-471	0.15	112.39	456	68	144	96
2022-10-25	$21.54	$20.00	47.5%	13.6%	21.6%	39.2%	46.5%	10.5%	-14.4%	5.1K	-98.7K	-462	0.15	109.98	456	68	144	96
2022-10-26	$20.87	$20.00	43.3%	12.4%	25.0%	32.4%	44.7%	7.6%	-8.6%	4.6K	-84.6K	-423	0.15	110.80	456	68	144	96
2022-10-27	$20.92	$20.00	44.7%	12.8%	24.9%	34.6%	46.9%	2.2%	-7.1%	4.8K	-89.5K	-441	0.15	110.50	456	68	144	96
2022-10-28	$21.65	$20.00	46.6%	13.3%	27.0%	37.7%	44.1%	2.1%	-9.4%	5.5K	-113.0K	-486	0.15	112.09	456	68	148	96
2022-10-31	$21.85	$20.00	54.2%	15.5%	25.8%	50.2%	56.7%	16.5%	-14.7%	5.3K	-118.6K	-485	0.15	110.59	456	68	148	96