BBSI Options History — January 2024

In January 2024, BBSI traded between $27.85 and $28.76. ATM implied volatility averaged 23.2%, placing in the 12.0% IV rank vs the trailing year. The 30-day expected move averaged 6.6%. IV traded above realized volatility by 5.7% (HV 20d: 17.5%). Max pain ranged from $25.00 to $28.75. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 17 of 21 days. Put/call ratio averaged 0.75.

Notable Days

2024-01-16: Highest Volume — 24 contracts
2024-01-03: Largest IV spike — 62.4% change
2024-01-09: Highest IV Rank — 24.4%
2024-01-03: Largest Expected Move — 8.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$28.34	$27.85	$28.76	$28.65	$28.36
Max Pain	$25.36	$25.00	$28.75	$28.75	$25.00
ATM IV	23.2%	18.0%	30.6%	18.0%	26.7%
Expected Move	6.6%	5.2%	8.4%	5.2%	7.6%
HV 20d	17.5%	15.6%	18.8%	15.6%	15.6%
HV 60d	21.4%	18.4%	22.5%	21.5%	18.4%
IV Rank	12.0%	3.6%	24.4%	3.6%	17.8%
IV Percentile	23.2%	4.0%	60.3%	4.0%	43.3%
Term Structure	3.5%	-4.2%	8.5%	5.6%	-0.0%
Skew 25d	2.3%	-5.8%	11.2%	3.9%	10.5%
Skew 10d	6.1%	-2.2%	17.0%	9.2%	2.2%
Call IV 25d	26.3%	20.2%	33.3%	23.7%	27.8%
Put IV 25d	28.6%	24.2%	38.3%	27.6%	38.3%
Bid-Ask Spread %	107.02	89.58	113.40	101.38	113.40
Gamma HHI	0.46	0.42	0.50	0.45	0.48
Net GEX	53.7K	39.9K	72.3K	63.7K	45.1K
Net DEX	-446.0K	-576.8K	-376.9K	-576.8K	-402.3K
Net VEX	-1.4K	-1.7K	-1.1K	-1.7K	-1.1K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.75	0.50	1.00	1.00	0.50
Total Volume	3.429	0	24	16	16
Total OI	488.571	396	560	520	412

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
2024-01-02	$28.65	$28.75	18.0%	5.2%	15.6%	3.6%	0.0%	3.9%	5.6%	63.7K	-576.8K	-1.7K	1.00	101.38	8	8	484	36
2024-01-03	$27.96	$28.75	29.3%	8.4%	17.3%	22.2%	0.0%	2.8%	0.1%	52.9K	-405.8K	-1.6K	0.00	101.60	0	0	492	44
2024-01-04	$27.87	$25.00	24.3%	7.1%	16.6%	13.9%	0.0%	0.1%	2.6%	51.6K	-385.8K	-1.5K	0.00	89.58	0	0	492	44
2024-01-05	$28.13	$25.00	28.2%	6.0%	16.9%	20.4%	0.0%	-3.4%	6.9%	58.3K	-455.8K	-1.6K	0.00	94.92	0	0	492	44
2024-01-08	$28.31	$25.00	20.2%	8.2%	17.0%	7.1%	0.0%	2.7%	-0.3%	52.9K	-498.6K	-1.6K	0.00	96.62	0	0	492	44
2024-01-09	$27.85	$25.00	30.6%	7.8%	18.0%	24.4%	0.0%	5.7%	-4.2%	48.3K	-397.9K	-1.5K	0.00	94.39	0	0	492	44
2024-01-10	$28.14	$25.00	23.4%	6.7%	18.1%	12.4%	0.0%	-0.3%	5.5%	55.7K	-421.5K	-1.5K	0.00	110.17	0	0	492	44
2024-01-11	$28.05	$25.00	20.9%	6.0%	18.0%	8.3%	0.0%	-1.8%	8.1%	56.1K	-421.7K	-1.4K	0.00	108.72	0	0	492	44
2024-01-12	$28.09	$25.00	23.1%	6.6%	17.7%	12.0%	0.0%	0.7%	5.3%	68.6K	-500.6K	-1.5K	0.00	106.08	0	0	492	44
2024-01-16	$28.30	$25.00	18.3%	5.2%	17.6%	4.0%	0.0%	-5.8%	8.5%	72.3K	-506.9K	-1.4K	0.50	110.31	16	8	492	44
2024-01-17	$28.45	$25.00	20.8%	5.9%	17.7%	8.1%	0.0%	-2.0%	8.3%	66.6K	-523.4K	-1.4K	0.00	111.13	0	0	508	52
2024-01-18	$28.64	$25.00	23.0%	6.6%	17.9%	11.8%	0.0%	0.9%	3.6%	68.8K	-551.6K	-1.3K	0.00	111.89	0	0	508	52
2024-01-19	$28.33	$25.00	21.2%	6.1%	18.1%	8.8%	0.0%	-0.7%	6.2%	39.9K	-477.2K	-1.3K	0.00	112.08	0	0	508	52
2024-01-22	$28.76	$25.00	23.6%	6.8%	18.8%	12.8%	0.0%	5.2%	0.2%	49.7K	-417.2K	-1.2K	0.00	111.38	0	0	344	52
2024-01-23	$28.67	$25.00	19.7%	5.7%	18.8%	6.4%	0.0%	6.0%	6.5%	50.8K	-458.5K	-1.2K	0.00	112.58	0	0	344	52
2024-01-24	$28.63	$25.00	21.6%	6.2%	18.8%	9.5%	0.0%	2.0%	1.8%	46.9K	-414.4K	-1.2K	0.00	112.88	0	4	344	52
2024-01-25	$28.37	$25.00	20.0%	5.7%	17.5%	6.9%	0.0%	2.5%	6.9%	47.3K	-379.3K	-1.1K	0.00	110.39	0	12	344	56
2024-01-26	$28.53	$25.00	23.4%	6.7%	17.5%	12.5%	0.0%	11.2%	1.9%	41.6K	-394.5K	-1.2K	0.00	112.72	0	0	344	68
2024-01-29	$28.66	$25.00	24.4%	7.0%	16.6%	14.1%	0.0%	3.1%	-0.7%	46.9K	-399.0K	-1.2K	0.00	113.20	0	0	344	68
2024-01-30	$28.41	$25.00	25.4%	7.3%	16.8%	15.8%	0.0%	4.3%	0.0%	44.2K	-376.9K	-1.1K	0.00	112.07	0	0	344	68
2024-01-31	$28.36	$25.00	26.7%	7.6%	15.6%	17.8%	0.0%	10.5%	-0.0%	45.1K	-402.3K	-1.1K	0.00	113.40	0	16	344	68