BBSI Options History — June 2024

In June 2024, BBSI traded between $32.43 and $33.82. ATM implied volatility averaged 30.1%, placing in the 32.9% IV rank vs the trailing year. The 30-day expected move averaged 8.2%. IV traded above realized volatility by 12.0% (HV 20d: 18.1%). Max pain ranged from $30.00 to $33.75. Net GEX was positive for 18 of 19 trading days. Term structure was in contango for 12 of 19 days. Put/call ratio averaged 0.03.

Notable Days

2024-06-21: Highest Volume — 248 contracts
2024-06-24: Largest IV spike — 199.1% change
2024-06-24: Highest IV Rank — 100.0%
2024-06-26: Largest Expected Move — 17.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$33.20	$32.43	$33.82	$33.71	$32.43
Max Pain	$31.04	$30.00	$33.75	$31.25	$30.00
ATM IV	30.1%	16.3%	59.6%	20.5%	57.3%
Expected Move	8.2%	4.7%	17.1%	5.9%	16.4%
HV 20d	18.1%	15.6%	19.8%	15.6%	18.9%
HV 60d	17.9%	17.3%	18.7%	18.2%	17.6%
IV Rank	32.9%	1.6%	100.0%	9.0%	94.9%
IV Percentile	44.1%	1.6%	100.0%	16.3%	99.2%
Term Structure	1.0%	-19.7%	10.6%	-1.4%	-10.9%
VWIV	20.4%	14.9%	28.1%	23.5%	16.7%
Skew 25d	0.1%	-26.3%	10.0%	0.2%	5.0%
Skew 10d	3.0%	-1.0%	14.5%	1.6%	6.2%
Call IV 25d	33.3%	19.8%	72.7%	29.1%	66.7%
Put IV 25d	33.4%	20.5%	73.2%	29.3%	71.7%
Bid-Ask Spread %	118.91	108.97	140.11	114.99	134.17
Gamma HHI	0.32	0.22	0.45	0.45	0.22
Net GEX	45.8K	0	69.0K	20.3K	36.1K
Net DEX	-775.6K	-1.2M	0	-668.6K	-713.8K
Net VEX	-1.4K	-2.9K	0	-669	-2.9K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.03	0.00	0.31	0.31	0.00
Total Volume	37	0	248	0	0
Total OI	462.053	0	658	308	658

Daily Data (19 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
2024-06-03	$33.71	$31.25	20.5%	5.9%	15.6%	9.0%	0.0%	0.2%	-1.4%	20.3K	-668.6K	-669	0.00	114.99	0	0	236	72
2024-06-04	$33.22	$31.25	22.6%	6.5%	16.8%	12.8%	23.5%	-0.4%	-3.8%	21.6K	-651.3K	-695	0.31	114.64	64	20	236	72
2024-06-05	$32.61	$31.25	21.5%	6.2%	18.5%	10.8%	0.0%	10.0%	-5.9%	46.3K	-564.8K	-1.1K	0.00	115.23	0	20	300	92
2024-06-06	$32.64	$33.75	23.2%	5.1%	18.3%	13.7%	0.0%	0.4%	8.4%	47.0K	-594.9K	-1.0K	0.00	111.86	0	0	300	76
2024-06-07	$32.90	$33.75	23.2%	5.0%	18.1%	13.7%	0.0%	1.8%	8.6%	46.8K	-647.6K	-949	0.00	113.10	0	0	300	76
2024-06-10	$33.05	$33.75	26.4%	5.0%	18.1%	19.5%	16.5%	0.1%	6.8%	44.7K	-672.5K	-849	0.00	113.39	40	0	300	76
2024-06-11	$33.01	$33.75	29.0%	5.1%	17.8%	24.0%	23.1%	0.7%	8.2%	52.5K	-727.3K	-1.0K	0.00	113.16	4	0	340	76
2024-06-12	$33.25	$30.00	16.3%	4.7%	17.9%	1.6%	0.0%	-0.1%	6.8%	51.7K	-789.6K	-982	0.00	113.61	0	0	344	76
2024-06-13	$33.05	$30.00	19.2%	5.5%	18.0%	6.7%	14.9%	0.7%	8.8%	51.9K	-738.1K	-1.0K	0.00	112.38	124	0	344	76
2024-06-14	$33.08	$30.00	18.6%	5.3%	18.0%	9.1%	20.2%	-0.1%	8.3%	69.0K	-1.0M	-1.6K	0.00	110.32	28	0	468	76
2024-06-17	$33.62	$30.00	22.4%	6.4%	18.6%	20.2%	28.1%	3.1%	3.5%	62.9K	-1.2M	-1.5K	0.00	108.97	136	0	488	76
2024-06-18	$33.82	$30.00	21.8%	6.3%	18.6%	18.4%	16.7%	-0.1%	4.3%	59.3K	-1.2M	-1.3K	0.00	111.28	8	0	468	76
2024-06-20	$33.77	$30.00	18.6%	5.3%	18.0%	9.2%	0.0%	0.4%	8.9%	64.5K	-1.2M	-1.2K	0.00	113.57	0	0	476	76
2024-06-21	$33.82	$30.00	18.8%	5.4%	18.0%	9.8%	0.0%	-0.7%	10.6%	67.3K	-1.2M	-1.1K	0.00	113.09	248	0	476	76
2024-06-24	$33.72	$0.00	56.3%	16.1%	18.0%	100.0%	0.0%	2.0%	-19.7%	0	0	0	0.00	136.96	2	0	0	0
2024-06-25	$33.40	$30.00	58.4%	16.7%	18.4%	100.0%	0.0%	-26.3%	3.7%	38.6K	-782.4K	-2.8K	0.00	139.28	9	0	581	76
2024-06-26	$32.98	$30.00	59.6%	17.1%	19.2%	100.0%	0.0%	2.6%	-13.8%	43.4K	-787.6K	-2.9K	0.00	140.11	0	0	582	76
2024-06-27	$32.63	$30.00	38.4%	11.0%	19.8%	52.1%	0.0%	2.5%	-11.6%	46.0K	-708.6K	-2.8K	0.00	129.16	0	0	582	76
2024-06-28	$32.43	$30.00	57.3%	16.4%	18.9%	94.9%	0.0%	5.0%	-10.9%	36.1K	-713.8K	-2.9K	0.00	134.17	0	0	582	76