BBSI Options History — August 2023

In August 2023, BBSI traded between $22.67 and $24.26. ATM implied volatility averaged 27.0%, placing in the 17.4% IV rank vs the trailing year. The 30-day expected move averaged 7.5%. IV traded above realized volatility by 9.6% (HV 20d: 17.4%). Max pain ranged from $21.25 to $22.50. Net GEX was positive for 13 of 23 trading days. Term structure was in contango for 11 of 23 days. Put/call ratio averaged 0.12.

Notable Days

2023-08-01: Highest Volume — 112 contracts
2023-08-08: Largest IV spike — 62.2% change
2023-08-01: Highest IV Rank — 41.2%
2023-08-01: Largest Expected Move — 11.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$23.72	$22.67	$24.26	$22.72	$24.08
Max Pain	$22.39	$21.25	$22.50	$21.25	$22.50
ATM IV	27.0%	20.3%	41.2%	41.2%	24.0%
Expected Move	7.5%	5.3%	11.8%	11.8%	6.9%
HV 20d	17.4%	12.3%	20.2%	17.9%	12.3%
HV 60d	20.2%	18.6%	21.0%	21.0%	18.6%
IV Rank	17.4%	6.3%	41.2%	41.2%	12.5%
IV Percentile	28.7%	2.8%	82.9%	82.9%	13.9%
Term Structure	-1.0%	-25.2%	8.7%	-25.2%	2.3%
VWIV	32.3%	24.1%	43.7%	43.7%	24.1%
Skew 25d	1.8%	-7.6%	13.2%	-6.3%	-1.6%
Skew 10d	7.5%	-21.0%	67.5%	-6.8%	67.5%
Call IV 25d	31.3%	18.9%	45.6%	45.6%	37.0%
Put IV 25d	33.1%	24.5%	41.8%	39.3%	35.4%
Bid-Ask Spread %	108.51	95.31	116.58	103.56	115.07
Gamma HHI	0.47	0.36	0.74	0.67	0.40
Net GEX	-6.8K	-42.4K	14.2K	-39.3K	-373
Net DEX	-47.0K	-140.2K	240.3K	240.3K	-69.5K
Net VEX	-712	-1.3K	-481	-1.3K	-570
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.12	0.00	0.65	0.65	0.00
Total Volume	11.13	0	112	112	16
Total OI	679.478	204	1,000	888	208

Daily Data (23 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
2023-08-01	$22.72	$21.25	41.2%	11.8%	17.9%	41.2%	43.7%	-6.3%	-25.2%	-39.3K	240.3K	-1.3K	0.65	103.56	68	44	156	732
2023-08-02	$22.67	$21.25	27.5%	7.9%	17.9%	18.3%	0.0%	13.2%	-5.2%	-42.4K	128.5K	-1.2K	0.00	102.53	0	0	204	776
2023-08-03	$23.36	$22.50	29.7%	8.3%	19.6%	22.0%	29.0%	5.8%	-0.1%	-21.5K	-24.0K	-960	0.21	97.35	76	16	204	776
2023-08-04	$23.21	$22.50	29.0%	8.5%	19.8%	20.7%	0.0%	9.3%	-5.6%	-42.2K	33.5K	-1.2K	0.00	95.31	4	0	212	788
2023-08-07	$23.59	$22.50	23.5%	5.3%	20.2%	11.7%	0.0%	-3.4%	8.7%	4.6K	-112.5K	-643	0.00	102.21	0	0	208	788
2023-08-08	$23.66	$22.50	38.2%	6.0%	19.6%	36.1%	0.0%	3.2%	4.3%	-14.0K	-110.5K	-755	0.00	101.35	0	0	208	788
2023-08-09	$23.68	$22.50	25.6%	7.3%	19.6%	15.1%	0.0%	7.9%	0.1%	12.1K	-105.7K	-644	0.00	106.40	0	0	208	788
2023-08-10	$23.49	$22.50	27.1%	7.8%	20.1%	17.6%	0.0%	6.8%	-4.6%	419	-78.2K	-750	0.00	107.62	0	0	208	788
2023-08-11	$23.52	$22.50	23.6%	6.8%	19.5%	11.9%	0.0%	-0.1%	2.4%	-20.9K	-29.6K	-848	0.00	115.02	0	0	208	788
2023-08-14	$23.88	$22.50	23.6%	6.8%	19.4%	11.8%	0.0%	11.9%	-0.1%	-9.4K	-125.3K	-630	0.00	105.24	0	0	208	788
2023-08-15	$23.93	$22.50	23.9%	6.9%	16.1%	12.3%	0.0%	1.0%	1.9%	14.2K	-140.2K	-606	0.00	104.88	0	4	208	788
2023-08-16	$23.88	$22.50	20.3%	5.8%	15.9%	6.3%	0.0%	3.4%	-1.0%	6.4K	-123.1K	-521	0.00	101.46	0	0	208	792
2023-08-17	$23.59	$22.50	24.0%	6.9%	16.6%	12.5%	24.1%	5.9%	-2.4%	-17.4K	8.5K	-646	0.00	113.43	8	0	184	792
2023-08-18	$23.98	$22.50	23.7%	6.8%	16.5%	12.0%	0.0%	-0.9%	-1.4%	-999	-59.2K	-481	0.00	114.74	16	0	180	792
2023-08-21	$23.91	$22.50	25.1%	7.2%	16.6%	14.2%	0.0%	0.9%	-0.8%	794	-53.0K	-573	0.00	115.84	0	0	92	112
2023-08-22	$23.89	$22.50	27.1%	7.8%	16.6%	17.7%	0.0%	0.4%	-6.6%	1.2K	-54.4K	-570	0.00	113.39	0	0	92	112
2023-08-23	$23.96	$22.50	22.7%	6.5%	16.5%	10.3%	0.0%	0.8%	0.4%	1.1K	-60.3K	-560	0.00	112.37	4	0	92	112
2023-08-24	$24.09	$22.50	25.4%	7.3%	15.4%	14.7%	0.0%	0.5%	1.5%	1.7K	-63.3K	-588	0.00	116.58	0	0	96	112
2023-08-25	$24.26	$22.50	31.8%	9.1%	15.5%	25.5%	0.0%	-4.0%	-3.6%	2.6K	-73.7K	-594	0.00	110.48	0	0	96	112
2023-08-28	$24.13	$22.50	27.5%	7.9%	15.8%	18.3%	0.0%	-4.9%	7.8%	1.8K	-74.1K	-601	0.00	112.06	0	0	96	112
2023-08-29	$24.04	$22.50	25.4%	7.3%	16.0%	14.7%	0.0%	-0.4%	5.0%	2.0K	-64.8K	-599	0.00	114.50	0	0	96	112
2023-08-30	$24.01	$22.50	31.0%	8.9%	15.9%	24.1%	0.0%	-7.6%	0.1%	2.4K	-71.3K	-577	0.00	114.28	0	0	96	112
2023-08-31	$24.08	$22.50	24.0%	6.9%	12.3%	12.5%	0.0%	-1.6%	2.3%	-373	-69.5K	-570	0.00	115.07	16	0	96	112