BBSI Options History — December 2022 In December 2022, BBSI traded between $22.96 and $24.79. ATM implied volatility averaged 32.2%, placing in the 20.3% IV rank vs the trailing year. The 30-day expected move averaged 7.3%. IV traded above realized volatility by 9.4% (HV 20d: 22.8%). Max pain ranged from $23.75 to $25.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2022-12-15 : Highest Volume — 40 contracts2022-12-14 : Largest IV drop — 58.9% change2022-12-12 : Highest IV Rank — 64.7%2022-12-01 : Largest Expected Move — 8.7%Monthly Statistics Metric Avg Min Max Open Close Price $23.67 $22.96 $24.79 $24.70 $23.25 Max Pain $24.88 $23.75 $25.00 $23.75 $25.00 ATM IV 32.2% 21.6% 61.8% 30.3% 26.9% Expected Move 7.3% 6.2% 8.7% 8.7% 7.7% HV 20d 22.8% 18.6% 35.6% 35.6% 22.6% HV 60d 29.1% 28.3% 29.7% 29.5% 29.2% IV Rank 20.3% 3.6% 64.7% 16.4% 14.0% IV Percentile 28.0% 0.8% 98.0% 23.4% 14.7% Term Structure -1.9% -12.3% 3.2% -7.7% -7.1% Skew 25d 0.7% -6.5% 9.6% 1.2% 1.1% Skew 10d 1.6% -19.8% 19.7% 3.3% 2.9% Call IV 25d 30.0% 21.7% 42.7% 42.7% 38.5% Put IV 25d 30.7% 19.6% 43.9% 43.9% 39.6% Bid-Ask Spread % 115.84 106.06 188.48 117.66 115.83 Gamma HHI 0.20 0.19 0.23 0.21 0.19 Net GEX 6.7K 5.8K 8.2K 5.8K 6.1K Net DEX -135.5K -180.2K -100.4K -144.7K -129.3K Net VEX -629 -798 -469 -521 -759 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 3.619 0 40 0 4 Total OI 196.381 168 236 168 236
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 2022-12-01 $24.70 $23.75 30.3% 8.7% 35.6% 16.4% 0.0% 1.2% -7.7% 5.8K -144.7K -521 0.00 117.66 0 0 128 40 2022-12-02 $24.79 $23.75 27.6% 7.9% 28.0% 12.1% 0.0% -5.6% -2.2% 6.0K -156.4K -526 0.00 115.89 4 0 128 40 2022-12-05 $24.34 $25.00 37.9% 8.0% 28.6% 28.0% 0.0% 2.1% -0.1% 6.1K -138.6K -522 0.00 112.04 0 0 132 40 2022-12-06 $24.37 $25.00 32.8% 7.8% 22.4% 20.2% 0.0% 4.1% -0.7% 6.2K -141.7K -515 0.00 111.93 0 0 132 40 2022-12-07 $23.94 $25.00 38.0% 7.7% 23.4% 28.2% 0.0% 2.0% -0.3% 6.0K -125.8K -505 0.00 112.00 8 0 132 40 2022-12-08 $23.61 $25.00 46.0% 7.7% 23.9% 40.5% 0.0% -3.1% -2.2% 6.1K -117.5K -538 0.00 111.30 0 0 140 40 2022-12-09 $23.53 $25.00 45.8% 7.7% 20.1% 40.2% 0.0% 0.5% -0.1% 6.1K -116.6K -527 0.00 113.07 0 0 140 40 2022-12-12 $23.41 $25.00 61.8% 6.9% 18.6% 64.7% 0.0% 0.7% 0.7% 6.1K -106.7K -495 0.00 115.12 0 0 140 40 2022-12-13 $23.70 $25.00 61.1% 7.2% 19.1% 63.6% 0.0% 0.8% -1.3% 6.4K -121.3K -495 0.00 112.59 0 0 140 40 2022-12-14 $23.72 $25.00 25.1% 7.2% 19.1% 8.3% 0.0% 0.8% -0.5% 6.4K -120.2K -492 0.00 114.19 0 0 140 40 2022-12-15 $23.20 $25.00 23.2% 6.7% 19.9% 6.9% 0.0% 5.2% -1.0% 6.1K -100.4K -469 0.00 112.22 40 0 140 40 2022-12-16 $23.23 $25.00 24.1% 6.9% 19.7% 8.5% 0.0% 9.6% -3.9% 7.6K -138.3K -748 0.00 106.06 0 0 180 40 2022-12-19 $23.23 $25.00 28.4% 8.2% 19.3% 16.9% 0.0% 1.2% -8.3% 7.6K -141.1K -740 0.00 188.48 0 0 176 36 2022-12-20 $23.61 $25.00 23.6% 6.8% 20.1% 7.5% 0.0% -5.9% 2.7% 7.7K -154.6K -788 0.00 107.47 0 0 176 36 2022-12-21 $24.09 $25.00 23.6% 6.8% 20.8% 7.6% 0.0% 1.0% 2.4% 8.2K -180.2K -798 0.00 107.63 0 0 176 36 2022-12-22 $23.30 $25.00 21.6% 6.2% 23.7% 3.6% 0.0% 4.5% 2.6% 7.6K -153.8K -752 0.00 110.43 0 0 176 36 2022-12-23 $23.61 $25.00 22.9% 6.6% 23.9% 6.2% 0.0% -4.7% 3.2% 7.8K -161.1K -783 0.00 109.06 0 0 176 36 2022-12-27 $23.20 $25.00 25.7% 7.4% 23.9% 11.7% 0.0% 8.5% -12.3% 7.5K -144.2K -726 0.00 112.92 0 20 176 36 2022-12-28 $22.96 $25.00 24.0% 6.9% 23.6% 8.3% 0.0% -6.5% 2.8% 6.3K -121.8K -751 0.00 111.77 0 0 176 56 2022-12-29 $23.25 $25.00 26.1% 7.5% 23.1% 12.4% 0.0% -3.2% -7.1% 6.4K -131.1K -757 0.00 114.98 0 0 176 56 2022-12-30 $23.25 $25.00 26.9% 7.7% 22.6% 14.0% 0.0% 1.1% -7.1% 6.1K -129.3K -759 0.00 115.83 4 0 176 60
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