BBSI Options History — April 2023 In April 2023, BBSI traded between $20.51 and $22.55. ATM implied volatility averaged 35.7%, placing in the 28.1% IV rank vs the trailing year. The 30-day expected move averaged 10.2%. IV traded above realized volatility by 15.4% (HV 20d: 20.3%). Max pain ranged from $20.00 to $22.50. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 3 of 19 days.
Notable Days 2023-04-19 : Highest Volume — 32 contracts2023-04-11 : Largest IV spike — 34.5% change2023-04-27 : Highest IV Rank — 39.3%2023-04-27 : Largest Expected Move — 12.0%Monthly Statistics Metric Avg Min Max Open Close Price $21.76 $20.51 $22.55 $22.55 $20.89 Max Pain $21.32 $20.00 $22.50 $22.50 $22.50 ATM IV 35.7% 30.4% 42.0% 33.0% 33.4% Expected Move 10.2% 9.0% 12.0% 9.5% 9.6% HV 20d 20.3% 15.0% 27.0% 25.8% 20.6% HV 60d 23.8% 23.2% 24.9% 24.9% 24.1% IV Rank 28.1% 18.9% 39.3% 23.4% 24.2% IV Percentile 53.9% 34.5% 80.2% 41.7% 44.0% Term Structure -4.6% -16.3% 5.2% 5.2% -3.4% VWIV 54.9% 35.8% 74.0% 35.8% 74.0% Skew 25d 3.2% -5.8% 11.9% -2.9% 11.2% Skew 10d 9.8% -4.9% 28.9% 5.1% 10.7% Call IV 25d 40.8% 29.3% 61.9% 29.3% 43.8% Put IV 25d 44.0% 26.4% 61.1% 26.4% 55.0% Bid-Ask Spread % 109.65 102.58 121.33 112.54 107.48 Gamma HHI 0.33 0.24 0.37 0.33 0.28 Net GEX 3.1K 438 4.6K 4.5K 641 Net DEX -31.5K -73.2K 23.4K -73.2K 23.4K Net VEX -564 -660 -479 -660 -492 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 4 0 32 0 0 Total OI 233.474 228 252 228 252
Daily Data (19 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 2023-04-03 $22.55 $22.50 33.0% 9.5% 25.8% 23.4% 0.0% -2.9% 5.2% 4.5K -73.2K -660 0.00 112.54 0 0 152 76 2023-04-04 $21.92 $22.50 31.5% 9.0% 27.0% 20.9% 0.0% -5.8% 3.5% 4.0K -61.9K -624 0.00 121.33 0 0 152 76 2023-04-05 $21.92 $22.50 32.5% 9.3% 25.8% 22.5% 0.0% -5.8% -4.2% 4.1K -49.9K -619 0.00 120.09 0 0 152 76 2023-04-06 $22.03 $20.00 33.7% 9.9% 25.7% 24.6% 0.0% 2.6% -3.3% 3.4K -43.9K -602 0.00 108.56 0 4 152 76 2023-04-10 $22.17 $20.00 30.4% 10.4% 24.1% 18.9% 0.0% 0.9% -4.0% 4.1K -50.8K -621 0.00 108.13 0 0 152 80 2023-04-11 $22.23 $20.00 40.9% 10.2% 22.5% 37.4% 0.0% 0.0% -3.4% 4.4K -55.4K -613 0.00 109.51 0 0 152 80 2023-04-12 $22.34 $20.00 35.4% 10.1% 22.6% 27.6% 0.0% 5.2% -4.6% 4.6K -55.1K -606 0.00 110.62 0 0 152 80 2023-04-13 $22.38 $20.00 35.7% 10.2% 20.6% 28.1% 0.0% 5.1% -4.1% 4.6K -56.0K -605 0.00 109.50 0 0 152 80 2023-04-14 $22.02 $20.00 34.8% 10.0% 18.9% 26.6% 0.0% 4.3% -5.5% 4.0K -47.3K -575 0.00 111.41 0 0 152 80 2023-04-17 $22.03 $20.00 34.2% 9.8% 15.7% 25.6% 0.0% 3.8% -4.9% 4.1K -43.6K -546 0.00 107.83 0 0 152 80 2023-04-18 $22.08 $20.00 33.6% 9.6% 15.3% 24.5% 0.0% 3.6% 0.4% 3.7K -40.9K -550 0.00 104.40 0 0 152 80 2023-04-19 $22.05 $20.00 36.4% 10.4% 15.2% 29.3% 35.8% 11.9% -6.1% 2.2K -31.5K -539 0.00 105.02 0 32 152 80 2023-04-20 $21.83 $22.50 37.0% 10.6% 15.0% 30.5% 0.0% -3.0% -16.3% 3.2K -18.9K -521 0.00 107.83 0 0 152 80 2023-04-21 $21.70 $22.50 36.1% 10.4% 15.2% 29.0% 0.0% 2.7% -2.9% 2.9K -24.2K -485 0.00 111.57 0 20 152 76 2023-04-24 $21.42 $22.50 39.3% 11.3% 15.5% 34.5% 74.0% 3.5% -11.9% 2.5K -14.2K -518 0.00 109.72 0 4 136 96 2023-04-25 $20.65 $22.50 38.2% 10.9% 20.0% 32.6% 0.0% 2.6% -12.5% 975 7.0K -497 0.00 110.12 0 0 136 100 2023-04-26 $20.51 $22.50 39.5% 11.3% 19.8% 34.8% 0.0% 8.5% -1.9% 887 17.0K -479 0.00 105.02 0 16 136 100 2023-04-27 $20.70 $22.50 42.0% 12.0% 20.2% 39.3% 0.0% 11.6% -7.9% 438 20.3K -570 0.00 102.58 0 0 136 116 2023-04-28 $20.89 $22.50 33.4% 9.6% 20.6% 24.2% 0.0% 11.2% -3.4% 641 23.4K -492 0.00 107.48 0 0 136 116
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