BBSI Options History — November 2022

In November 2022, BBSI traded between $21.27 and $24.81. ATM implied volatility averaged 30.3%, placing in the 14.3% IV rank vs the trailing year. The 30-day expected move averaged 8.2%. IV traded below realized volatility by 6.6% (HV 20d: 36.9%). Max pain ranged from $20.00 to $23.75. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 0.13.

Notable Days

2022-11-18: Highest Volume — 556 contracts
2022-11-09: Largest IV drop — 32.1% change
2022-11-02: Highest IV Rank — 39.1%
2022-11-02: Largest Expected Move — 13.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$23.77	$21.27	$24.81	$21.79	$24.43
Max Pain	$22.81	$20.00	$23.75	$20.00	$23.75
ATM IV	30.3%	19.7%	47.4%	45.2%	33.8%
Expected Move	8.2%	5.6%	13.6%	13.0%	9.7%
HV 20d	36.9%	25.6%	40.0%	25.6%	37.3%
HV 60d	28.6%	23.3%	29.9%	23.3%	29.6%
IV Rank	14.3%	0.0%	39.1%	35.6%	21.7%
IV Percentile	22.2%	0.0%	82.9%	76.6%	31.3%
Term Structure	0.3%	-10.7%	11.3%	-5.4%	-10.7%
VWIV	33.0%	20.3%	50.4%	46.3%	22.2%
Skew 25d	4.8%	-2.3%	20.3%	7.0%	1.4%
Skew 10d	8.6%	-9.1%	30.2%	11.0%	3.9%
Call IV 25d	33.0%	21.8%	54.0%	41.7%	41.9%
Put IV 25d	37.7%	28.1%	53.6%	48.7%	43.3%
Bid-Ask Spread %	111.54	102.15	115.64	106.52	114.83
Gamma HHI	0.22	0.19	0.27	0.22	0.20
Net GEX	7.6K	5.3K	12.7K	5.7K	5.7K
Net DEX	-171.9K	-240.7K	-117.4K	-117.4K	-136.5K
Net VEX	-502	-559	-438	-468	-550
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.13	0.00	0.16	0.15	0.00
Total Volume	430.476	0	556	532	4
Total OI	232.952	132	296	244	168

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
2022-11-01	$21.79	$20.00	45.2%	13.0%	25.6%	35.6%	46.3%	7.0%	-5.4%	5.7K	-117.4K	-468	0.15	106.52	464	68	148	96
2022-11-02	$21.27	$20.00	47.4%	13.6%	26.9%	39.1%	50.4%	-0.3%	-7.7%	6.0K	-118.5K	-472	0.15	102.15	460	68	156	96
2022-11-03	$22.72	$0.00	39.6%	8.8%	34.0%	26.4%	0.0%	7.2%	-2.9%	6.4K	-166.4K	-475	0.16	109.45	464	72	156	96
2022-11-04	$22.44	$0.00	34.0%	7.7%	34.6%	17.2%	0.0%	6.8%	1.3%	6.7K	-143.5K	-489	0.16	113.78	464	72	156	100
2022-11-07	$23.63	$0.00	31.3%	7.2%	38.1%	12.8%	0.0%	-2.1%	2.6%	6.7K	-186.2K	-505	0.16	115.40	464	72	156	100
2022-11-08	$23.77	$0.00	38.5%	7.6%	38.0%	24.6%	0.0%	5.6%	0.1%	7.1K	-196.8K	-495	0.16	114.48	464	72	160	100
2022-11-09	$23.77	$0.00	26.1%	7.5%	38.1%	4.4%	0.0%	-2.3%	2.5%	6.8K	-196.0K	-484	0.16	113.64	464	72	160	100
2022-11-10	$24.60	$0.00	20.6%	5.9%	39.1%	0.0%	0.0%	4.1%	3.3%	8.3K	-233.7K	-514	0.15	110.42	476	72	164	100
2022-11-11	$24.03	$0.00	24.8%	7.1%	39.5%	6.6%	0.0%	0.9%	2.2%	10.0K	-234.4K	-547	0.15	112.90	480	72	180	100
2022-11-14	$24.08	$0.00	27.9%	8.0%	39.1%	11.5%	0.0%	8.6%	-2.6%	12.3K	-232.8K	-495	0.15	106.89	480	72	196	100
2022-11-15	$24.15	$0.00	26.8%	7.7%	39.2%	9.7%	0.0%	9.3%	-0.4%	12.7K	-240.7K	-492	0.15	111.01	480	72	196	100
2022-11-16	$23.77	$0.00	26.5%	7.6%	40.0%	9.3%	0.0%	1.6%	1.9%	12.2K	-218.1K	-465	0.15	110.73	480	72	196	100
2022-11-17	$23.91	$0.00	26.4%	7.6%	39.6%	9.0%	0.0%	2.4%	3.7%	12.4K	-170.7K	-462	0.15	114.25	480	72	172	100
2022-11-18	$24.14	$0.00	26.4%	7.6%	39.4%	9.1%	0.0%	2.1%	6.5%	5.3K	-174.1K	-438	0.16	115.64	480	76	172	100
2022-11-21	$24.32	$0.00	25.5%	7.3%	39.4%	7.7%	20.3%	4.4%	11.3%	5.7K	-132.0K	-495	0.08	112.33	436	36	120	12
2022-11-22	$24.65	$23.75	19.7%	5.6%	39.1%	0.0%	26.2%	8.0%	6.1%	6.1K	-151.2K	-559	0.09	110.54	436	40	128	36
2022-11-23	$24.55	$23.75	25.4%	7.3%	36.7%	8.8%	32.3%	13.7%	-4.5%	6.0K	-144.1K	-540	0.09	110.52	436	40	128	40
2022-11-25	$24.81	$23.75	26.9%	7.7%	36.7%	11.0%	0.0%	20.3%	-3.6%	5.6K	-146.1K	-538	0.00	110.24	0	0	128	40
2022-11-28	$24.38	$23.75	35.3%	10.1%	36.5%	23.9%	0.0%	3.3%	-2.9%	5.6K	-140.1K	-524	0.00	113.80	0	0	128	40
2022-11-29	$24.01	$23.75	27.7%	8.0%	37.2%	12.4%	0.0%	-1.6%	5.3%	5.7K	-130.4K	-536	0.00	112.76	8	0	128	40
2022-11-30	$24.43	$23.75	33.8%	9.7%	37.3%	21.7%	22.2%	1.4%	-10.7%	5.7K	-136.5K	-550	0.00	114.83	4	0	128	40