BBSI Options History — October 2023

In October 2023, BBSI traded between $21.83 and $23.66. ATM implied volatility averaged 32.3%, placing in the 26.3% IV rank vs the trailing year. The 30-day expected move averaged 9.1%. IV traded above realized volatility by 12.2% (HV 20d: 20.1%). Max pain ranged from $22.50 to $22.50. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 8 of 22 days. Put/call ratio averaged 0.95.

Notable Days

  • 2023-10-23: Highest Volume — 404 contracts
  • 2023-10-30: Largest IV spike — 65.5% change
  • 2023-10-30: Highest IV Rank — 56.5%
  • 2023-10-30: Largest Expected Move — 14.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$22.80$21.83$23.66$22.59$22.77
Max Pain$22.50$22.50$22.50$22.50$22.50
ATM IV32.3%25.6%50.4%26.4%35.7%
Expected Move9.1%7.1%14.5%7.6%10.2%
HV 20d20.1%16.0%22.1%22.1%18.8%
HV 60d18.0%17.1%18.8%18.8%17.8%
IV Rank26.3%15.1%56.5%16.4%31.9%
IV Percentile57.5%27.4%97.6%32.1%74.6%
Term Structure-3.6%-22.6%5.7%2.0%-7.3%
VWIV43.1%23.8%76.0%23.8%34.7%
Skew 25d4.9%-10.0%19.0%1.7%-10.0%
Skew 10d13.2%-10.0%31.3%12.1%-10.0%
Call IV 25d33.7%18.8%52.4%28.5%45.6%
Put IV 25d38.6%30.1%53.7%30.1%35.7%
Bid-Ask Spread %97.6587.87109.32104.22101.89
Gamma HHI0.740.310.850.820.74
Net GEX-39.6K-88.6K-2.8K-49.8K-27.4K
Net DEX242.6K34.1K410.1K344.6K205.7K
Net VEX-905-1.2K-453-1.1K-859
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.950.005.310.000.00
Total Volume26.364040408
Total OI557.818256624564588

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2023-10-02$22.59$22.5026.4%7.6%22.1%16.4%0.0%1.7%2.0%-49.8K344.6K-1.1K0.00104.2200120444
2023-10-03$22.72$22.5025.6%7.3%20.9%15.1%23.8%10.8%4.0%-55.4K338.5K-1.1K0.00105.2040120444
2023-10-04$22.92$22.5027.6%7.9%21.3%18.4%0.0%15.1%3.1%-36.8K274.3K-1.1K0.00109.3280124444
2023-10-05$23.10$22.5028.2%9.0%21.5%19.4%0.0%-3.0%0.9%-37.7K228.4K-1.1K0.0094.3100124444
2023-10-06$23.30$22.5028.3%8.5%21.3%19.6%0.0%0.2%-4.8%-36.4K156.5K-1.0K0.0087.8700124444
2023-10-09$23.59$22.5041.2%8.2%21.8%41.1%62.5%-4.2%-0.6%-31.6K156.3K-9521.3396.691216124444
2023-10-10$23.66$22.5033.0%7.1%21.8%27.5%0.0%15.5%0.8%-30.2K103.1K-9230.0099.8300136428
2023-10-11$23.62$22.5029.1%8.3%21.8%21.0%0.0%5.2%-0.7%-34.3K122.4K-9780.0096.8000136428
2023-10-12$23.58$22.5026.7%7.7%21.7%16.9%0.0%-1.6%-4.6%-21.2K194.3K-9490.0094.8900136428
2023-10-13$23.28$22.5028.7%8.2%21.6%20.2%38.1%16.5%1.4%-30.0K198.8K-8640.0095.6980136428
2023-10-16$23.21$22.5029.9%8.6%21.0%22.3%0.0%8.3%0.8%-43.4K139.7K-7060.0094.7200136428
2023-10-17$23.33$22.5035.4%10.2%20.6%31.5%0.0%0.1%-8.8%-51.5K67.5K-6420.0089.7300136428
2023-10-18$22.95$22.5035.9%10.3%21.2%32.4%34.1%6.3%-11.8%-49.0K256.6K-6380.0097.06020136428
2023-10-19$22.45$22.5030.4%8.7%20.8%23.1%34.6%-4.8%-3.4%-55.6K410.1K-5760.00102.57024136448
2023-10-20$22.53$22.5033.3%9.5%20.8%27.9%43.9%8.5%-0.7%-88.6K389.8K-5840.0092.54016136488
2023-10-23$22.13$22.5036.0%10.3%18.4%32.5%35.0%3.3%-6.9%-2.8K34.1K-4535.3194.7964340132124
2023-10-24$21.83$22.5034.0%9.7%18.6%29.1%34.1%8.0%-7.4%-37.7K296.8K-9610.00100.5804872464
2023-10-25$21.84$22.5029.3%8.4%16.9%21.3%0.0%3.5%5.7%-42.9K372.4K-1.1K0.0092.600072512
2023-10-26$22.02$22.5035.5%10.2%17.1%31.6%0.0%19.0%-10.1%-36.8K358.2K-1.2K0.0094.630072512
2023-10-27$21.95$22.5030.5%8.7%16.0%23.2%76.0%18.6%-7.4%-40.8K360.9K-1.1K0.00104.630872512
2023-10-30$22.21$22.5050.4%14.5%16.6%56.5%57.2%-10.0%-22.6%-31.9K329.0K-1.1K0.0097.764072512
2023-10-31$22.77$22.5035.7%10.2%18.8%31.9%34.7%-10.0%-7.3%-27.4K205.7K-8590.00101.898076512