BBSI Options History — May 2024

In May 2024, BBSI traded between $29.83 and $33.05. ATM implied volatility averaged 23.4%, placing in the 14.0% IV rank vs the trailing year. The 30-day expected move averaged 5.7%. IV traded above realized volatility by 5.7% (HV 20d: 17.7%). Max pain ranged from $28.75 to $32.50. Net GEX was positive for 10 of 22 trading days. Term structure was in contango for 12 of 22 days. Put/call ratio averaged 1.29.

Notable Days

2024-05-02: Highest Volume — 804 contracts
2024-05-08: Largest IV spike — 97.0% change
2024-05-14: Highest IV Rank — 46.0%
2024-05-01: Largest Expected Move — 11.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$31.27	$29.83	$33.05	$30.63	$33.05
Max Pain	$31.76	$28.75	$32.50	$28.75	$31.25
ATM IV	23.4%	15.4%	41.4%	40.5%	19.0%
Expected Move	5.7%	4.4%	11.6%	11.6%	5.5%
HV 20d	17.7%	16.2%	19.7%	16.2%	17.2%
HV 60d	21.3%	17.2%	25.3%	23.9%	17.9%
IV Rank	14.0%	0.0%	46.0%	44.0%	6.4%
IV Percentile	30.1%	0.0%	97.2%	94.4%	9.5%
Term Structure	0.4%	-15.5%	8.0%	-15.5%	5.8%
VWIV	32.8%	16.6%	49.0%	49.0%	24.6%
Skew 25d	0.9%	-11.0%	5.9%	4.5%	0.2%
Skew 10d	3.7%	-3.8%	26.4%	26.4%	1.5%
Call IV 25d	25.4%	12.0%	46.4%	46.4%	28.2%
Put IV 25d	26.2%	15.0%	50.9%	50.9%	28.4%
Bid-Ask Spread %	112.25	98.72	114.95	98.72	112.69
Gamma HHI	0.62	0.30	0.86	0.30	0.51
Net GEX	-22.9K	-116.8K	45.5K	16.2K	28.1K
Net DEX	-314.6K	-808.2K	669.9K	-313.1K	-590.1K
Net VEX	-1.3K	-3.4K	-702	-1.2K	-860
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.29	0.00	3.86	3.86	0.00
Total Volume	70.545	0	804	680	0
Total OI	655.636	148	1,264	328	308

Daily Data (22 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
2024-05-01	$30.63	$28.75	40.5%	11.6%	16.2%	44.0%	49.0%	4.5%	-15.5%	16.2K	-313.1K	-1.2K	3.86	98.72	140	540	224	104
2024-05-02	$29.83	$30.00	27.2%	7.8%	16.5%	20.1%	25.5%	0.6%	-7.7%	-116.8K	669.9K	-3.4K	0.00	110.39	0	804	368	896
2024-05-03	$30.72	$30.00	23.2%	6.6%	19.3%	13.0%	48.5%	-11.0%	-8.6%	-64.5K	-304.9K	-2.3K	0.00	111.17	0	8	368	640
2024-05-06	$31.07	$32.50	23.7%	5.9%	19.7%	14.0%	0.0%	3.5%	1.8%	-49.0K	-390.5K	-2.0K	0.00	110.81	0	0	368	640
2024-05-07	$31.09	$32.50	15.4%	5.0%	19.6%	0.0%	0.0%	3.0%	6.4%	-58.1K	-518.6K	-1.8K	0.00	110.65	0	0	368	640
2024-05-08	$30.96	$32.50	30.3%	5.2%	16.9%	26.4%	0.0%	2.5%	4.8%	-68.7K	-489.1K	-1.7K	0.00	112.64	0	0	368	640
2024-05-09	$31.35	$32.50	32.1%	5.4%	17.3%	29.5%	0.0%	0.6%	4.1%	-45.7K	-701.5K	-1.4K	0.00	112.41	0	0	368	640
2024-05-10	$31.43	$32.50	34.6%	5.3%	17.3%	33.9%	0.0%	0.7%	4.2%	-42.8K	-550.8K	-1.6K	0.00	112.87	0	0	368	640
2024-05-13	$31.23	$32.50	24.3%	4.4%	17.5%	15.8%	0.0%	-0.4%	8.0%	-53.5K	-808.2K	-1.0K	0.00	113.68	0	0	368	640
2024-05-14	$31.43	$32.50	41.4%	5.5%	17.6%	46.0%	0.0%	-0.3%	4.3%	-46.0K	-658.6K	-1.1K	0.00	112.18	0	0	368	640
2024-05-15	$31.32	$32.50	16.8%	4.8%	17.7%	2.5%	0.0%	1.5%	6.4%	-49.7K	-569.3K	-1.1K	0.00	113.31	0	0	368	640
2024-05-16	$31.31	$32.50	18.4%	5.3%	17.5%	5.3%	0.0%	4.2%	-1.9%	-84.7K	196.2K	-930	0.00	114.13	0	0	100	640
2024-05-17	$31.30	$32.50	17.5%	5.0%	17.5%	3.7%	0.0%	-0.9%	3.2%	-86.9K	161.8K	-765	0.00	113.96	0	0	100	640
2024-05-20	$31.43	$32.50	19.3%	5.5%	17.4%	6.9%	0.0%	4.4%	-0.1%	6.5K	-109.2K	-702	0.00	113.98	0	8	88	60
2024-05-21	$31.13	$32.50	17.2%	4.9%	17.7%	3.2%	0.0%	5.9%	0.2%	4.1K	-90.1K	-764	0.00	114.63	0	0	88	68
2024-05-22	$31.36	$32.50	16.8%	4.8%	17.9%	2.5%	16.6%	-0.7%	0.4%	6.8K	-82.8K	-712	0.00	112.06	40	0	88	68
2024-05-23	$31.24	$31.25	18.6%	5.3%	18.0%	5.8%	0.0%	-0.1%	-1.5%	34.2K	-322.1K	-1.2K	0.00	114.95	0	0	228	68
2024-05-24	$31.14	$31.25	18.3%	5.2%	17.4%	5.1%	24.6%	0.2%	-0.7%	39.9K	-304.3K	-1.2K	0.00	113.76	8	0	228	68
2024-05-28	$31.37	$31.25	20.4%	5.9%	17.3%	8.9%	0.0%	0.5%	-2.1%	42.1K	-319.6K	-1.2K	0.00	113.69	0	4	236	68
2024-05-29	$31.49	$31.25	19.6%	5.6%	17.0%	7.4%	0.0%	-0.3%	-0.0%	45.5K	-365.8K	-1.1K	0.00	113.16	0	0	236	72
2024-05-30	$32.09	$31.25	19.2%	5.5%	18.0%	6.8%	0.0%	0.3%	-2.0%	38.1K	-460.5K	-1.1K	0.00	113.74	0	0	236	72
2024-05-31	$33.05	$31.25	19.0%	5.5%	17.2%	6.4%	0.0%	0.2%	5.8%	28.1K	-590.1K	-860	0.00	112.69	0	0	236	72