BBSI Options History — April 2024

In April 2024, BBSI traded between $29.80 and $31.63. ATM implied volatility averaged 31.5%, placing in the 27.9% IV rank vs the trailing year. The 30-day expected move averaged 9.0%. IV traded above realized volatility by 13.1% (HV 20d: 18.4%). Max pain ranged from $27.50 to $30.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 0.00.

Notable Days

  • 2024-04-16: Highest Volume — 200 contracts
  • 2024-04-04: Largest IV spike — 16.2% change
  • 2024-04-30: Highest IV Rank — 43.7%
  • 2024-04-30: Largest Expected Move — 11.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$30.59$29.80$31.63$31.63$30.53
Max Pain$29.09$27.50$30.00$27.50$28.75
ATM IV31.5%23.1%40.4%24.4%40.4%
Expected Move9.0%6.6%11.6%7.0%11.6%
HV 20d18.4%16.0%21.0%20.4%16.1%
HV 60d24.0%23.2%24.4%23.2%23.9%
IV Rank27.9%12.9%43.7%15.2%43.7%
IV Percentile69.6%26.2%93.7%36.5%93.7%
Term Structure-4.2%-10.8%6.4%3.9%-10.8%
VWIV31.5%30.3%32.7%30.3%31.6%
Skew 25d3.7%-4.2%9.0%5.4%3.2%
Skew 10d12.5%2.6%25.7%2.6%23.7%
Call IV 25d33.6%26.2%43.6%35.2%43.6%
Put IV 25d37.3%27.7%46.8%40.6%46.8%
Bid-Ask Spread %108.04104.12114.41113.85107.89
Gamma HHI0.330.250.800.280.32
Net GEX10.0K2.3K76.6K2.6K18.1K
Net DEX-227.7K-898.7K-89.4K-207.6K-334.4K
Net VEX-869-1.2K-777-808-1.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume18.364020000
Total OI263.636208480224328

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-04-01$31.63$27.5024.4%7.0%20.4%15.2%0.0%5.4%3.9%2.6K-207.6K-8080.00113.8500120104
2024-04-02$31.17$27.5023.1%6.6%21.0%12.9%0.0%4.4%6.4%2.5K-189.7K-8030.00114.4100120104
2024-04-03$31.13$27.5023.8%6.8%17.5%14.2%0.0%4.2%5.7%2.5K-185.7K-8050.00114.2000120104
2024-04-04$30.38$30.0027.7%8.4%19.3%21.0%0.0%5.2%-1.5%2.6K-144.5K-8570.00104.4500120104
2024-04-05$30.72$30.0027.0%7.8%19.4%19.8%0.0%0.1%-2.0%2.5K-148.6K-8510.00104.1200120104
2024-04-08$30.78$30.0030.6%8.2%18.7%26.3%0.0%0.8%-1.9%2.9K-161.3K-8060.00104.3300120104
2024-04-09$30.61$30.0034.2%8.6%18.7%32.7%0.0%1.6%-1.9%2.9K-153.7K-7810.00104.7900120104
2024-04-10$29.80$30.0030.2%8.7%21.0%25.6%30.3%1.6%-2.8%3.4K-97.7K-8030.00107.92012120104
2024-04-11$29.95$30.0030.2%8.7%20.7%25.6%0.0%1.3%-4.2%2.9K-95.1K-8180.00107.2600120116
2024-04-12$30.05$30.0031.9%9.2%20.4%28.7%0.0%6.2%-3.4%2.6K-89.4K-8310.00106.9900120116
2024-04-15$30.15$30.0031.9%9.1%20.2%28.5%0.0%2.0%-4.4%2.5K-111.1K-7770.00108.3900120116
2024-04-16$30.27$30.0034.3%9.8%19.8%32.9%0.0%5.1%-6.7%3.4K-107.4K-7810.00106.482000120116
2024-04-17$30.20$28.7534.0%9.8%19.8%32.4%0.0%2.9%-9.0%76.6K-448.5K-1.1K0.00107.92520316116
2024-04-18$30.45$28.7532.9%9.4%18.4%30.3%0.0%3.3%-5.9%61.3K-603.6K-1.1K0.00108.4800364116
2024-04-19$30.55$28.7534.0%9.8%17.1%32.4%0.0%6.8%-7.9%2.3K-898.7K-8510.00106.9500364116
2024-04-22$30.73$28.7532.5%9.3%16.7%29.6%0.0%9.0%-7.4%2.7K-136.9K-8250.00107.6400104104
2024-04-23$30.92$28.7533.0%9.5%16.1%30.5%0.0%5.9%-6.8%2.7K-156.2K-7820.00109.2200104104
2024-04-24$30.85$28.7533.1%9.5%16.0%30.8%32.7%3.9%-6.5%2.8K-148.1K-7910.00108.33240104104
2024-04-25$30.86$28.7534.6%9.9%16.0%33.4%0.0%4.7%-9.7%2.6K-145.6K-8890.00107.3300108104
2024-04-26$30.51$28.7533.4%9.6%16.1%31.3%31.6%-4.2%-4.3%2.6K-133.8K-8900.00107.30840108104
2024-04-29$30.80$28.7536.6%10.5%16.6%36.9%0.0%7.7%-10.5%15.0K-311.4K-1.1K0.00108.52320192104
2024-04-30$30.53$28.7540.4%11.6%16.1%43.7%0.0%3.2%-10.8%18.1K-334.4K-1.2K0.00107.8900224104