BBSI Options History — September 2024 In September 2024, BBSI traded between $34.63 and $37.69. ATM implied volatility averaged 56.3%, placing in the 51.4% IV rank vs the trailing year. The 30-day expected move averaged 15.9%. IV traded above realized volatility by 38.5% (HV 20d: 17.8%). Max pain ranged from $35.00 to $35.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 2 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2024-09-23 : Highest Volume — 2 contracts2024-09-09 : Largest IV drop — 36.3% change2024-09-30 : Highest IV Rank — 72.9%2024-09-30 : Largest Expected Move — 21.0%Monthly Statistics Metric Avg Min Max Open Close Price $36.35 $34.63 $37.69 $35.72 $37.45 Max Pain $35.00 $35.00 $35.00 $35.00 $35.00 ATM IV 56.3% 32.5% 73.4% 64.0% 73.4% Expected Move 15.9% 10.1% 21.0% 18.4% 21.0% HV 20d 17.8% 14.5% 21.2% 15.7% 21.2% HV 60d 21.6% 20.4% 22.4% 20.5% 22.4% IV Rank 51.4% 21.5% 72.9% 61.2% 72.9% IV Percentile 91.2% 64.7% 98.8% 96.8% 98.8% Term Structure -12.4% -40.8% 1.4% 1.4% -25.4% Skew 25d -22.1% -45.0% 6.5% 6.5% -17.4% Skew 10d -40.7% -93.7% 9.8% -2.8% -39.0% Call IV 25d 80.9% 65.8% 102.4% 101.9% 96.7% Put IV 25d 58.8% 28.8% 108.5% 108.5% 79.3% Bid-Ask Spread % 122.63 104.67 131.46 123.35 104.67 Gamma HHI 0.47 0.39 0.55 0.45 0.47 Net GEX 32.8K 25.2K 40.4K 29.3K 37.8K Net DEX -580.8K -721.9K -431.1K -508.3K -660.6K Net VEX -2.3K -2.4K -2.0K -2.4K -2.0K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 0.25 0 2 0 0 Total OI 350.6 348 352 351 350
Daily Data (20 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 2024-09-03 $35.72 $35.00 64.0% 18.4% 15.7% 61.2% 0.0% 6.5% 1.4% 29.3K -508.3K -2.4K 0.00 123.35 0 0 338 13 2024-09-04 $35.78 $35.00 65.9% 18.9% 14.5% 63.5% 0.0% -45.0% 0.8% 29.8K -504.6K -2.3K 0.00 117.60 0 0 338 13 2024-09-05 $35.09 $0.00 53.0% 12.6% 15.9% 47.3% 0.0% -27.9% -3.9% 27.4K -447.5K -2.3K 0.00 128.49 0 0 338 13 2024-09-06 $34.63 $0.00 51.0% 12.8% 15.1% 44.7% 0.0% -30.0% -4.9% 25.2K -431.1K -2.3K 0.00 123.14 0 0 338 13 2024-09-09 $34.98 $0.00 32.5% 10.1% 15.4% 21.5% 0.0% -37.0% -6.3% 28.6K -468.1K -2.3K 0.00 122.63 0 0 338 13 2024-09-10 $35.86 $0.00 41.6% 11.5% 17.6% 33.0% 0.0% -39.3% -11.5% 27.0K -551.6K -2.4K 0.00 125.40 0 0 338 13 2024-09-11 $35.73 $0.00 42.5% 12.2% 17.6% 34.1% 0.0% -39.7% -19.2% 40.4K -615.1K -2.3K 0.00 124.47 0 0 338 13 2024-09-12 $36.02 $0.00 43.7% 12.5% 17.8% 35.6% 0.0% -39.0% -13.9% 35.1K -561.1K -2.3K 0.00 122.97 0 0 338 13 2024-09-13 $36.80 $0.00 41.2% 11.8% 19.1% 32.4% 0.0% -30.2% -5.7% 31.9K -614.5K -2.3K 0.00 117.11 0 0 338 13 2024-09-16 $36.72 $0.00 48.4% 13.9% 17.8% 41.4% 0.0% -31.6% -7.0% 34.0K -612.4K -2.3K 0.00 118.85 0 0 338 13 2024-09-17 $36.84 $0.00 57.0% 16.3% 17.8% 52.3% 0.0% -23.8% -7.1% 33.2K -604.2K -2.2K 0.00 124.52 1 0 338 13 2024-09-18 $37.33 $0.00 58.3% 16.7% 18.1% 53.9% 0.0% 3.2% -18.2% 33.4K -675.5K -2.3K 0.00 130.50 0 0 339 13 2024-09-19 $37.69 $0.00 55.4% 15.9% 17.9% 50.3% 0.0% 3.2% -40.8% 34.0K -721.9K -2.3K 0.00 131.46 0 0 339 13 2024-09-20 $37.33 $0.00 60.3% 17.3% 18.1% 56.5% 0.0% 3.2% -18.4% 34.6K -665.0K -2.3K 0.00 131.28 0 0 339 13 2024-09-23 $36.80 $0.00 64.9% 18.6% 19.0% 62.2% 0.0% -28.0% -13.0% 34.1K -625.3K -2.3K 0.00 116.84 2 0 338 10 2024-09-24 $36.57 $0.00 66.6% 19.1% 19.2% 64.4% 0.0% -18.4% -12.6% 34.8K -600.9K -2.2K 0.00 119.86 0 0 339 10 2024-09-25 $36.37 $0.00 67.0% 19.2% 19.1% 64.9% 0.0% -34.4% -13.1% 34.5K -558.0K -2.1K 0.00 119.23 0 0 339 10 2024-09-26 $36.66 $0.00 69.4% 19.9% 19.3% 67.9% 0.0% -21.6% -15.8% 35.4K -602.8K -2.2K 0.00 129.36 2 0 339 10 2024-09-27 $36.54 $0.00 69.8% 20.0% 19.4% 68.4% 0.0% 5.0% -14.2% 35.0K -586.7K -2.2K 0.00 120.89 0 0 340 10 2024-09-30 $37.45 $0.00 73.4% 21.0% 21.2% 72.9% 0.0% -17.4% -25.4% 37.8K -660.6K -2.0K 0.00 104.67 0 0 340 10
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