BBSI Options History — July 2024

In July 2024, BBSI traded between $32.16 and $36.55. ATM implied volatility averaged 54.2%, placing in the 64.1% IV rank vs the trailing year. The 30-day expected move averaged 14.3%. IV traded above realized volatility by 37.4% (HV 20d: 16.8%). Max pain ranged from $30.00 to $30.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 1 of 22 days. Put/call ratio averaged 4.17.

Notable Days

2024-07-16: Highest Volume — 81 contracts
2024-07-10: Largest IV drop — 54.3% change
2024-07-03: Highest IV Rank — 100.0%
2024-07-22: Largest Expected Move — 19.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$34.11	$32.16	$36.55	$32.56	$36.55
Max Pain	$30.00	$30.00	$30.00	$30.00	$30.00
ATM IV	54.2%	28.3%	79.1%	43.4%	62.8%
Expected Move	14.3%	8.1%	19.5%	12.5%	18.0%
HV 20d	16.8%	11.2%	21.5%	15.6%	21.4%
HV 60d	17.5%	15.7%	19.1%	16.8%	17.7%
IV Rank	64.1%	20.3%	100.0%	63.5%	74.4%
IV Percentile	93.1%	60.7%	100.0%	96.8%	97.6%
Term Structure	-17.1%	-38.2%	7.3%	-4.0%	-19.8%
VWIV	57.1%	28.1%	160.5%	46.2%	70.0%
Skew 25d	-17.4%	-52.9%	11.5%	11.5%	-42.8%
Skew 10d	4.0%	-30.9%	39.7%	1.2%	-11.5%
Call IV 25d	70.3%	34.1%	96.5%	44.8%	90.9%
Put IV 25d	52.9%	30.5%	81.1%	56.3%	48.1%
Bid-Ask Spread %	132.05	119.23	139.10	137.31	129.32
Gamma HHI	0.28	0.19	0.52	0.21	0.42
Net GEX	49.9K	24.5K	147.1K	35.1K	60.3K
Net DEX	-873.5K	-1.2M	-524.9K	-685.7K	-1.2M
Net VEX	-2.2K	-2.9K	-1.6K	-2.7K	-1.6K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	4.17	0.00	40.00	0.00	40.00
Total Volume	9.818	0	81	2	41
Total OI	615.136	538	673	658	574

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
2024-07-01	$32.56	$30.00	43.4%	12.5%	15.6%	63.5%	46.2%	11.5%	-4.0%	35.1K	-685.7K	-2.7K	0.00	137.31	2	0	582	76
2024-07-02	$32.56	$30.00	45.6%	13.1%	13.6%	68.4%	0.0%	-6.7%	-9.9%	39.8K	-729.1K	-2.8K	0.00	132.94	0	0	584	76
2024-07-03	$32.76	$30.00	67.8%	19.4%	13.0%	100.0%	0.0%	-3.4%	-7.7%	26.7K	-771.2K	-2.8K	0.00	139.10	0	0	584	76
2024-07-05	$32.49	$30.00	72.1%	11.5%	11.6%	100.0%	28.1%	4.6%	-0.2%	52.2K	-628.7K	-2.3K	0.04	133.46	23	1	584	76
2024-07-08	$32.48	$30.00	79.1%	11.4%	11.6%	100.0%	0.0%	-3.3%	7.3%	24.5K	-850.4K	-2.9K	0.00	134.84	0	1	595	77
2024-07-09	$32.28	$30.00	62.0%	10.2%	11.3%	73.1%	0.0%	6.3%	-15.6%	42.2K	-669.3K	-2.5K	0.00	132.27	0	0	595	78
2024-07-10	$32.16	$30.00	28.3%	8.1%	11.2%	20.3%	0.0%	-1.2%	-7.5%	45.8K	-524.9K	-2.1K	0.00	132.43	0	0	595	78
2024-07-11	$32.85	$30.00	29.1%	8.3%	13.7%	21.5%	0.0%	-3.5%	-2.6%	57.8K	-722.1K	-2.3K	0.00	119.23	0	0	595	78
2024-07-12	$33.38	$30.00	35.6%	10.2%	14.7%	31.7%	0.0%	-12.9%	-25.9%	66.4K	-786.2K	-2.0K	0.00	131.30	0	0	595	78
2024-07-15	$33.77	$30.00	39.8%	11.4%	15.0%	38.3%	0.0%	4.2%	-23.8%	42.9K	-951.7K	-2.5K	0.00	133.44	4	0	595	78
2024-07-16	$34.75	$30.00	47.8%	13.7%	17.9%	50.8%	41.9%	-19.2%	-27.2%	55.0K	-1.1M	-2.4K	0.00	129.38	81	0	595	78
2024-07-17	$34.66	$30.00	60.8%	17.4%	17.3%	71.2%	0.0%	-20.9%	-32.1%	44.5K	-939.8K	-2.2K	0.00	132.40	0	0	522	78
2024-07-18	$34.16	$30.00	54.3%	15.6%	18.1%	61.0%	0.0%	0.3%	-20.4%	42.4K	-862.7K	-2.1K	0.00	126.99	0	0	522	78
2024-07-19	$33.86	$30.00	64.9%	18.6%	18.4%	77.7%	0.0%	-1.4%	-17.7%	147.1K	-842.7K	-2.0K	0.00	133.15	4	0	522	78
2024-07-22	$34.65	$30.00	67.9%	19.5%	20.1%	82.4%	41.4%	-47.6%	-25.4%	46.0K	-808.8K	-1.8K	0.00	127.72	1	0	464	74
2024-07-23	$35.44	$30.00	67.1%	19.2%	21.4%	81.2%	47.5%	-26.0%	-25.1%	48.4K	-955.6K	-1.8K	0.00	131.51	1	0	465	74
2024-07-24	$35.23	$30.00	55.8%	16.0%	21.2%	63.4%	48.1%	-51.0%	-26.7%	43.2K	-912.0K	-1.8K	0.00	133.71	9	0	465	74
2024-07-25	$35.56	$30.00	55.2%	15.8%	20.5%	62.5%	50.4%	-36.2%	-19.6%	43.3K	-978.2K	-1.9K	0.00	136.13	3	0	473	74
2024-07-26	$36.08	$30.00	53.0%	15.2%	20.1%	59.0%	160.5%	-49.6%	-20.5%	34.5K	-1.0M	-1.9K	12.00	134.10	1	12	470	74
2024-07-29	$35.65	$30.00	46.6%	13.4%	20.6%	49.0%	0.0%	-52.9%	-14.0%	39.5K	-973.8K	-1.8K	0.00	131.40	16	0	470	74
2024-07-30	$36.44	$30.00	53.8%	15.4%	21.5%	60.2%	37.2%	-30.8%	-38.2%	59.8K	-1.2M	-1.6K	2.20	132.90	5	11	486	74
2024-07-31	$36.55	$30.00	62.8%	18.0%	21.4%	74.4%	70.0%	-42.8%	-19.8%	60.3K	-1.2M	-1.6K	40.00	129.32	1	40	491	83