BBSI Options History — February 2024

In February 2024, BBSI traded between $27.10 and $30.36. ATM implied volatility averaged 32.1%, placing in the 26.8% IV rank vs the trailing year. The 30-day expected move averaged 9.2%. IV traded above realized volatility by 10.2% (HV 20d: 21.9%). Max pain ranged from $27.50 to $28.75. Net GEX was positive for 12 of 20 trading days. Term structure was in contango for 6 of 20 days. Put/call ratio averaged 2.86.

Notable Days

2024-02-28: Highest Volume — 756 contracts
2024-02-29: Largest IV drop — 51.7% change
2024-02-28: Highest IV Rank — 54.1%
2024-02-28: Largest Expected Move — 14.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$28.35	$27.10	$30.36	$28.46	$30.36
Max Pain	$27.66	$27.50	$28.75	$27.50	$28.75
ATM IV	32.1%	23.5%	48.7%	28.8%	23.5%
Expected Move	9.2%	6.7%	14.0%	8.3%	6.7%
HV 20d	21.9%	11.8%	32.1%	12.8%	32.1%
HV 60d	19.1%	15.8%	22.2%	17.8%	22.2%
IV Rank	26.8%	12.6%	54.1%	21.4%	12.6%
IV Percentile	65.0%	24.6%	98.4%	53.6%	24.6%
Term Structure	-2.7%	-15.3%	4.4%	0.4%	4.4%
VWIV	36.8%	28.7%	51.2%	28.7%	29.7%
Skew 25d	-0.0%	-6.7%	4.7%	4.6%	-3.2%
Skew 10d	8.0%	-17.5%	19.1%	5.6%	-17.5%
Call IV 25d	36.9%	30.2%	58.8%	30.2%	33.8%
Put IV 25d	36.9%	30.6%	52.1%	34.8%	30.6%
Bid-Ask Spread %	106.51	96.58	112.08	108.45	111.33
Gamma HHI	0.61	0.28	0.87	0.49	0.40
Net GEX	-5.8K	-115.2K	62.6K	47.0K	-115.2K
Net DEX	1.1K	-432.7K	635.3K	-360.6K	195.6K
Net VEX	-1.5K	-2.8K	-654	-1.1K	-2.6K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	2.86	0.00	12.50	0.00	12.50
Total Volume	120.8	0	756	8	756
Total OI	631.4	412	1,704	412	1,704

Daily Data (20 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
2024-02-01	$28.46	$0.00	28.8%	8.3%	12.8%	21.4%	0.0%	4.6%	0.4%	47.0K	-360.6K	-1.1K	0.00	108.45	8	0	344	68
2024-02-02	$28.02	$0.00	28.6%	8.6%	14.0%	21.1%	0.0%	1.0%	0.8%	36.7K	-337.6K	-1.1K	0.00	107.58	0	4	352	68
2024-02-05	$27.95	$0.00	28.5%	8.4%	13.6%	20.8%	0.0%	1.0%	1.0%	34.0K	-333.7K	-1.1K	0.00	107.47	0	0	352	72
2024-02-06	$27.80	$0.00	31.4%	8.7%	13.5%	25.6%	0.0%	0.1%	-0.9%	42.8K	-266.8K	-955	0.00	109.61	0	0	352	72
2024-02-07	$27.69	$0.00	32.5%	9.3%	12.3%	27.4%	0.0%	1.1%	-2.6%	38.0K	-214.6K	-884	0.00	104.23	0	0	352	72
2024-02-08	$27.84	$0.00	29.4%	8.4%	11.8%	22.3%	0.0%	0.4%	1.3%	41.3K	-279.1K	-937	0.00	106.31	0	0	352	72
2024-02-09	$28.40	$0.00	27.4%	7.9%	13.8%	19.1%	0.0%	1.9%	1.9%	59.1K	-335.9K	-915	0.00	102.84	8	0	352	72
2024-02-12	$28.72	$0.00	27.9%	8.0%	14.3%	19.9%	0.0%	-1.0%	-0.1%	62.6K	-432.7K	-921	0.00	103.47	4	0	360	72
2024-02-13	$27.10	$0.00	35.6%	10.2%	25.2%	32.6%	0.0%	-0.3%	-4.7%	34.7K	-200.9K	-785	0.00	107.16	8	0	360	72
2024-02-14	$27.78	$0.00	34.4%	9.9%	26.9%	30.5%	0.0%	-0.2%	-4.1%	40.2K	-238.4K	-820	0.00	108.65	4	0	364	72
2024-02-15	$28.35	$0.00	32.8%	9.4%	27.9%	28.0%	0.0%	-2.3%	-6.0%	49.1K	-364.7K	-801	0.00	108.04	0	0	364	72
2024-02-16	$28.35	$0.00	31.3%	9.0%	27.6%	25.5%	28.7%	-2.7%	-4.3%	2.8K	-167.0K	-654	9.85	108.72	52	512	364	72
2024-02-20	$28.28	$27.50	34.0%	9.8%	27.0%	30.0%	0.0%	-0.4%	-5.2%	-53.4K	403.9K	-2.2K	0.00	112.08	0	0	100	556
2024-02-21	$28.16	$27.50	30.9%	8.9%	27.0%	24.8%	0.0%	4.7%	-3.6%	-59.4K	423.6K	-2.2K	0.00	105.91	4	0	100	556
2024-02-22	$28.15	$27.50	30.3%	8.7%	27.0%	23.9%	30.4%	1.8%	-4.1%	-60.6K	430.1K	-2.2K	0.00	109.00	0	292	104	556
2024-02-23	$28.57	$27.50	33.7%	9.7%	27.4%	29.4%	45.7%	1.2%	-7.0%	-84.1K	635.3K	-2.8K	0.00	108.29	0	4	104	848
2024-02-26	$29.02	$27.50	38.7%	11.1%	27.9%	37.7%	34.8%	1.1%	-3.9%	-76.2K	428.7K	-2.4K	0.00	102.40	4	0	104	852
2024-02-27	$28.95	$27.50	33.9%	9.7%	27.9%	29.8%	0.0%	-3.0%	-2.3%	-90.5K	465.1K	-2.4K	0.00	102.01	0	0	108	852
2024-02-28	$28.97	$27.50	48.7%	14.0%	27.6%	54.1%	51.2%	-6.7%	-15.3%	-64.9K	571.0K	-2.5K	6.27	96.58	104	652	108	852
2024-02-29	$30.36	$28.75	23.5%	6.7%	32.1%	12.6%	29.7%	-3.2%	4.4%	-115.2K	195.6K	-2.6K	12.50	111.33	56	700	208	1,496