BBSI Options History — October 2024

In October 2024, BBSI traded between $35.82 and $37.97. ATM implied volatility averaged 55.1%, placing in the 48.7% IV rank vs the trailing year. The 30-day expected move averaged 14.0%. IV traded above realized volatility by 36.6% (HV 20d: 18.5%). Max pain ranged from $30.00 to $30.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 6 of 23 days. Put/call ratio averaged 0.33.

Notable Days

  • 2024-10-16: Highest Volume — 8 contracts
  • 2024-10-31: Largest IV spike — 136.2% change
  • 2024-10-08: Highest IV Rank — 100.0%
  • 2024-10-31: Largest Expected Move — 23.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$36.89$35.82$37.97$37.23$36.54
Max Pain$30.00$30.00$30.00$30.00$30.00
ATM IV55.1%25.0%98.2%64.4%81.8%
Expected Move14.0%7.2%23.5%18.5%23.5%
HV 20d18.5%17.6%21.2%20.2%18.4%
HV 60d21.0%17.9%22.7%22.4%17.9%
IV Rank48.7%11.6%100.0%61.6%80.2%
IV Percentile76.2%36.9%100.0%94.0%98.4%
Term Structure-14.3%-41.3%14.5%-31.6%-41.3%
VWIV47.2%31.1%75.8%31.1%75.8%
Skew 25d18.2%-36.1%43.5%-11.3%13.7%
Skew 10d5.7%-87.5%39.4%-50.1%23.5%
Call IV 25d55.5%24.9%104.5%72.8%84.0%
Put IV 25d73.7%52.2%97.7%61.4%97.7%
Bid-Ask Spread %131.85118.04136.62118.04132.87
Gamma HHI0.510.430.580.500.54
Net GEX38.1K32.4K43.3K34.8K42.5K
Net DEX-622.9K-778.9K-508.3K-681.6K-536.0K
Net VEX-1.9K-2.2K-1.5K-2.2K-1.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.330.002.000.000.00
Total Volume1.5650800
Total OI354.87350357350356

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-10-01$37.23$0.0064.4%18.5%20.2%61.6%0.0%-11.3%-31.6%34.8K-681.6K-2.2K0.00118.040034010
2024-10-02$36.66$0.0079.7%22.9%21.2%80.8%0.0%-36.1%-19.7%35.5K-609.5K-2.1K0.00126.990034010
2024-10-03$36.37$30.0083.0%13.9%20.0%84.9%0.0%2.2%-15.2%34.1K-554.3K-2.0K0.00132.310034010
2024-10-04$36.84$30.0084.8%14.0%19.6%87.2%0.0%23.7%-13.1%36.6K-589.6K-2.0K0.00132.453034010
2024-10-07$36.67$30.0066.7%11.9%19.6%64.5%0.0%24.6%-21.7%36.7K-595.9K-2.0K0.00123.504034310
2024-10-08$36.83$30.0098.2%14.7%17.7%100.0%0.0%28.4%-15.6%37.2K-608.0K-2.0K0.00134.690034710
2024-10-09$36.83$30.0051.9%14.9%17.6%44.1%0.0%25.1%-16.8%37.3K-618.0K-2.0K0.00133.220034710
2024-10-10$36.41$30.0054.1%15.5%18.0%46.8%0.0%12.3%-23.5%36.1K-591.3K-2.0K0.00134.420034710
2024-10-11$37.11$30.0025.2%7.2%17.7%11.8%0.0%39.9%-2.7%36.2K-664.4K-2.0K0.00133.480034710
2024-10-14$37.28$30.0025.0%7.2%17.7%11.6%31.1%43.5%1.3%42.3K-635.3K-1.7K0.00135.324034710
2024-10-15$37.36$30.0026.9%7.7%17.7%13.9%0.0%37.8%-3.8%35.2K-693.7K-2.0K0.00133.690034710
2024-10-16$37.97$30.0026.6%7.6%18.0%13.5%45.7%20.8%1.8%38.2K-778.9K-2.0K0.00133.568034710
2024-10-17$37.80$30.0026.0%7.4%17.8%12.8%0.0%33.1%8.9%37.9K-737.2K-1.9K0.00125.900034710
2024-10-18$37.59$30.0031.2%9.0%17.6%19.1%0.0%42.9%14.5%38.8K-713.5K-1.9K0.00133.610034710
2024-10-21$36.94$30.0031.1%8.9%17.9%18.9%0.0%25.0%6.6%41.0K-684.0K-1.9K0.00130.620034310
2024-10-22$36.53$30.0064.8%18.6%18.3%59.6%0.0%4.6%-26.8%39.0K-555.8K-1.7K0.00134.380134310
2024-10-23$36.59$30.0066.1%18.9%18.1%61.2%0.0%11.0%-29.5%40.4K-606.0K-1.8K0.00135.870234311
2024-10-24$36.28$30.0071.3%20.4%18.2%67.5%0.0%9.5%-36.3%39.1K-535.0K-1.7K0.00133.210034313
2024-10-25$35.82$30.0069.9%20.0%18.7%65.8%0.0%9.2%-32.0%32.4K-508.3K-1.7K0.00136.620034313
2024-10-28$36.73$30.0074.5%21.4%18.8%71.4%36.1%3.8%-33.9%42.7K-565.6K-1.6K2.00132.052434313
2024-10-29$37.08$30.0030.6%8.8%19.0%18.3%0.0%37.4%-4.6%38.8K-636.7K-1.7K0.00133.470034313
2024-10-30$36.93$30.0034.6%9.9%18.2%23.3%75.8%18.1%6.5%43.3K-627.8K-1.6K0.00132.388034313
2024-10-31$36.54$30.0081.8%23.5%18.4%80.2%0.0%13.7%-41.3%42.5K-536.0K-1.5K0.00132.870034313