BBSI Options History — June 2023

In June 2023, BBSI traded between $21.08 and $22.95. ATM implied volatility averaged 28.8%, placing in the 18.4% IV rank vs the trailing year. The 30-day expected move averaged 6.7%. IV traded above realized volatility by 5.2% (HV 20d: 23.6%). Max pain ranged from $17.50 to $22.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 16 of 21 days. Put/call ratio averaged 0.19.

Notable Days

2023-06-29: Highest Volume — 20 contracts
2023-06-13: Largest IV spike — 131.5% change
2023-06-13: Highest IV Rank — 92.4%
2023-06-01: Largest Expected Move — 9.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$22.05	$21.08	$22.95	$21.08	$21.80
Max Pain	$22.02	$17.50	$22.50	$17.50	$22.50
ATM IV	28.8%	16.5%	72.0%	33.5%	16.5%
Expected Move	6.7%	4.0%	9.6%	9.6%	4.7%
HV 20d	23.6%	19.7%	29.0%	29.0%	26.2%
HV 60d	25.1%	24.1%	25.8%	25.0%	24.8%
IV Rank	18.4%	0.0%	92.4%	24.4%	0.0%
IV Percentile	26.3%	0.0%	99.6%	47.2%	0.0%
Term Structure	4.6%	-11.3%	16.0%	-11.3%	15.2%
VWIV	13.2%	13.2%	13.2%	13.2%	13.2%
Skew 25d	1.3%	-8.4%	9.5%	9.0%	-8.4%
Skew 10d	2.4%	-17.1%	41.3%	6.5%	16.2%
Call IV 25d	26.9%	15.1%	41.7%	30.5%	21.7%
Put IV 25d	28.2%	13.2%	47.2%	39.4%	13.2%
Bid-Ask Spread %	117.40	107.70	122.11	118.56	107.70
Gamma HHI	0.46	0.29	0.58	0.29	0.49
Net GEX	2.2K	336	4.0K	659	2.4K
Net DEX	-24.7K	-77.6K	15.5K	-20.2K	-7.0K
Net VEX	-415	-536	-302	-456	-470
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.19	0.00	0.50	0.00	0.50
Total Volume	2.857	0	20	0	12
Total OI	182.476	172	192	192	192

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
2023-06-01	$21.08	$17.50	33.5%	9.6%	29.0%	24.4%	0.0%	9.0%	-11.3%	659	-20.2K	-456	0.00	118.56	0	0	112	80
2023-06-02	$21.79	$17.50	33.2%	9.5%	21.6%	23.8%	0.0%	8.8%	-8.1%	1.7K	-40.5K	-459	0.00	118.45	8	0	112	80
2023-06-05	$21.66	$22.50	33.9%	6.4%	20.1%	25.1%	0.0%	0.1%	8.1%	1.6K	-36.3K	-440	0.00	121.14	0	0	112	80
2023-06-06	$22.13	$22.50	37.4%	5.7%	19.7%	31.2%	0.0%	2.0%	4.6%	2.5K	-46.8K	-445	0.00	119.29	0	0	112	80
2023-06-07	$22.90	$22.50	36.8%	6.2%	22.0%	30.2%	0.0%	-1.1%	6.1%	4.0K	-75.3K	-490	0.00	121.18	0	0	112	80
2023-06-08	$22.90	$22.50	29.6%	4.0%	21.9%	17.5%	0.0%	0.6%	13.3%	3.8K	-77.6K	-536	0.00	110.50	0	0	112	80
2023-06-09	$22.66	$22.50	17.5%	5.5%	22.1%	0.0%	0.0%	5.1%	8.2%	3.6K	-54.9K	-464	0.00	107.76	16	0	112	80
2023-06-12	$22.75	$22.50	31.1%	6.9%	22.1%	23.1%	0.0%	4.6%	-3.2%	3.5K	-44.8K	-465	0.00	114.83	0	0	104	80
2023-06-13	$22.95	$22.50	72.0%	6.8%	22.1%	92.4%	0.0%	6.0%	8.6%	3.8K	-47.7K	-456	0.00	116.60	0	0	104	80
2023-06-14	$22.45	$22.50	22.6%	6.5%	23.5%	8.7%	0.0%	0.3%	3.6%	3.4K	-43.0K	-442	0.00	120.76	0	0	104	80
2023-06-15	$22.37	$22.50	22.2%	6.4%	23.1%	8.0%	0.0%	0.3%	4.0%	2.8K	-34.5K	-420	0.00	119.26	0	0	104	80
2023-06-16	$22.20	$22.50	24.7%	7.1%	23.4%	12.2%	0.0%	-4.8%	-3.2%	2.7K	-31.4K	-387	0.00	121.11	0	4	104	80
2023-06-20	$21.95	$22.50	23.1%	6.6%	24.0%	9.6%	0.0%	-2.0%	2.9%	2.6K	-12.3K	-389	0.00	122.11	0	0	96	76
2023-06-21	$22.16	$22.50	21.3%	6.1%	22.5%	6.4%	0.0%	0.0%	4.1%	2.0K	-5.2K	-358	0.00	118.43	0	0	96	76
2023-06-22	$21.87	$22.50	26.4%	7.6%	22.9%	15.1%	0.0%	0.7%	16.0%	1.3K	-4.2K	-389	0.00	118.64	0	0	96	76
2023-06-23	$21.19	$22.50	26.8%	7.7%	25.8%	15.7%	0.0%	-0.2%	-1.2%	472	13.5K	-331	0.00	118.27	0	0	96	76
2023-06-26	$21.40	$22.50	26.2%	7.5%	25.8%	14.7%	0.0%	9.5%	1.5%	336	15.5K	-311	0.00	121.47	0	0	96	76
2023-06-27	$21.43	$22.50	24.3%	7.0%	25.8%	11.6%	0.0%	6.2%	6.7%	740	12.9K	-346	0.00	116.92	0	0	96	76
2023-06-28	$21.54	$22.50	19.5%	5.6%	25.8%	3.5%	0.0%	-2.3%	5.1%	565	13.8K	-302	0.00	121.32	0	0	96	76
2023-06-29	$21.85	$22.50	25.8%	7.4%	26.2%	14.2%	0.0%	-6.3%	14.9%	1.4K	6.1K	-350	0.25	111.06	16	4	96	76
2023-06-30	$21.80	$22.50	16.5%	4.7%	26.2%	0.0%	13.2%	-8.4%	15.2%	2.4K	-7.0K	-470	0.50	107.70	8	4	112	80