BBSI Options History — August 2024

In August 2024, BBSI traded between $34.20 and $36.72. ATM implied volatility averaged 42.6%, placing in the 35.4% IV rank vs the trailing year. The 30-day expected move averaged 13.6%. IV traded above realized volatility by 15.5% (HV 20d: 27.1%). Max pain ranged from $31.25 to $35.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 12 of 22 days. Put/call ratio averaged 0.38.

Notable Days

  • 2024-08-23: Highest Volume — 180 contracts
  • 2024-08-05: Largest IV spike — 98.6% change
  • 2024-08-01: Highest IV Rank — 100.0%
  • 2024-08-01: Largest Expected Move — 23.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$35.35$34.20$36.72$36.72$36.33
Max Pain$34.66$31.25$35.00$31.25$35.00
ATM IV42.6%18.2%95.0%81.7%50.9%
Expected Move13.6%10.7%23.4%23.4%14.6%
HV 20d27.1%21.4%30.6%21.4%23.5%
HV 60d21.2%17.6%22.1%17.6%20.1%
IV Rank35.4%3.5%100.0%100.0%44.6%
IV Percentile73.0%5.6%100.0%100.0%91.7%
Term Structure-5.4%-40.8%8.5%-40.8%5.9%
VWIV39.9%26.4%62.9%62.9%26.4%
Skew 25d-24.7%-79.3%4.2%-79.3%-29.5%
Skew 10d-32.3%-71.6%14.3%11.8%-55.1%
Call IV 25d74.7%42.2%107.1%107.1%92.7%
Put IV 25d50.0%25.3%78.1%27.9%63.1%
Bid-Ask Spread %127.07110.64132.55132.55110.64
Gamma HHI0.430.310.630.340.43
Net GEX44.0K4.1K89.1K35.0K30.7K
Net DEX-584.5K-1.1M-134.6K-1.1M-569.3K
Net VEX-1.6K-2.6K-919-1.9K-2.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.380.001.091.090.00
Total Volume11.9550180230
Total OI442.455170610595351

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-08-01$36.72$31.2581.7%23.4%21.4%100.0%62.9%-79.3%-40.8%35.0K-1.1M-1.9K1.09132.551112492103
2024-08-02$35.95$31.2547.8%13.7%23.0%48.9%30.4%-5.4%-23.3%66.9K-1.0M-1.6K0.80122.2354491115
2024-08-05$34.20$35.0095.0%11.6%30.1%100.0%0.0%4.2%-2.4%58.6K-639.9K-1.5K0.00129.10290491119
2024-08-06$34.83$35.0025.9%11.8%30.4%13.2%0.0%-1.6%-16.9%60.9K-758.6K-1.6K0.00132.2400491119
2024-08-07$34.53$35.0025.7%14.4%30.6%13.0%0.0%0.6%-17.9%65.9K-652.3K-1.4K0.00131.4400491119
2024-08-08$35.19$35.0022.5%12.4%30.5%8.9%0.0%-29.3%-12.8%77.8K-787.5K-1.4K0.00128.2800491119
2024-08-09$34.97$35.0018.2%14.8%30.3%3.5%0.0%-38.5%-16.9%73.2K-697.6K-1.2K0.00127.1306491119
2024-08-12$34.80$35.0020.2%15.2%30.2%6.1%0.0%1.9%-19.7%72.3K-708.1K-1.2K0.00132.3500491115
2024-08-13$35.04$35.0023.3%15.2%28.5%10.0%0.0%2.0%-18.6%76.1K-686.3K-1.1K0.00122.9340491115
2024-08-14$35.00$35.0039.0%11.2%28.5%29.7%26.4%-39.8%-18.1%70.7K-662.4K-1.0K0.00130.93011491115
2024-08-15$35.22$35.0044.0%12.6%28.0%35.9%0.0%3.5%6.9%89.1K-713.1K-9190.00132.1000491116
2024-08-16$34.64$35.0041.3%11.9%28.5%32.6%0.0%-37.5%8.5%4.1K-134.6K-1.2K0.00129.8400338116
2024-08-19$34.78$35.0043.8%12.6%27.4%35.7%0.0%-39.9%0.2%10.2K-267.7K-1.2K0.00123.850015812
2024-08-20$34.68$35.0038.3%11.0%26.1%28.8%0.0%-41.6%5.3%9.9K-258.7K-1.2K0.00129.580015812
2024-08-21$35.12$35.0037.4%10.7%26.4%27.7%0.0%-30.6%1.1%10.3K-273.5K-1.2K0.00128.370015812
2024-08-22$35.59$35.0041.5%11.9%26.7%32.8%0.0%-30.2%6.3%16.6K-283.0K-1.0K0.00130.950015812
2024-08-23$35.69$35.0049.9%14.3%26.1%43.4%0.0%-33.2%6.3%14.3K-291.1K-1.1K0.00122.69180015812
2024-08-26$35.83$35.0038.9%11.2%25.8%29.6%0.0%-31.9%7.7%33.1K-566.8K-2.5K0.00123.810133812
2024-08-27$36.13$35.0049.8%14.3%24.7%43.3%0.0%-31.6%6.3%29.5K-558.3K-2.5K0.00132.230033813
2024-08-28$36.13$35.0054.5%15.6%24.7%49.1%0.0%-30.4%7.9%31.0K-555.0K-2.5K0.00118.290033813
2024-08-29$36.23$35.0048.2%13.8%24.7%41.2%0.0%-25.4%5.9%31.6K-601.5K-2.6K0.00124.050033813
2024-08-30$36.33$35.0050.9%14.6%23.5%44.6%0.0%-29.5%5.9%30.7K-569.3K-2.5K0.00110.640033813