BBSI Options History — November 2024

In November 2024, BBSI traded between $36.24 and $43.67. ATM implied volatility averaged 70.1%, placing in the 49.4% IV rank vs the trailing year. The 30-day expected move averaged 14.3%. IV traded above realized volatility by 36.9% (HV 20d: 33.3%). Max pain ranged from $30.00 to $40.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 0 of 20 days. Put/call ratio averaged 0.01.

Notable Days

2024-11-15: Highest Volume — 93 contracts
2024-11-06: Largest IV spike — 167.7% change
2024-11-07: Highest IV Rank — 100.0%
2024-11-01: Largest Expected Move — 22.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$41.32	$36.24	$43.67	$36.24	$43.08
Max Pain	$38.75	$30.00	$40.00	$30.00	$40.00
ATM IV	70.1%	35.8%	156.4%	79.8%	56.3%
Expected Move	14.3%	12.1%	22.9%	22.9%	16.1%
HV 20d	33.3%	18.0%	37.4%	18.0%	35.7%
HV 60d	24.4%	17.6%	26.5%	17.6%	26.1%
IV Rank	49.4%	19.9%	100.0%	77.8%	29.0%
IV Percentile	84.5%	66.7%	100.0%	97.6%	82.1%
Term Structure	-13.7%	-34.2%	-3.7%	-34.2%	-23.6%
VWIV	41.2%	36.7%	45.7%	45.7%	36.7%
Skew 25d	3.9%	-8.9%	36.4%	3.1%	3.1%
Skew 10d	9.4%	-1.5%	22.1%	9.3%	12.8%
Call IV 25d	66.6%	29.7%	101.4%	101.4%	80.0%
Put IV 25d	70.6%	52.2%	104.5%	104.5%	83.1%
Bid-Ask Spread %	130.01	116.54	136.67	136.67	133.46
Gamma HHI	0.36	0.22	0.56	0.47	0.34
Net GEX	29.6K	19.9K	52.4K	36.8K	28.7K
Net DEX	-818.8K	-1.2M	-536.4K	-536.4K	-773.1K
Net VEX	-2.1K	-2.7K	-1.2K	-1.6K	-2.5K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.01	0.00	0.07	0.07	0.00
Total Volume	17	0	93	0	0
Total OI	357.65	333	393	356	346

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
2024-11-01	$36.24	$30.00	79.8%	22.9%	18.0%	77.8%	0.0%	3.1%	-34.2%	36.8K	-536.4K	-1.6K	0.00	136.67	0	0	343	13
2024-11-04	$36.82	$35.00	88.2%	13.4%	18.9%	87.9%	0.0%	3.3%	-5.1%	42.4K	-594.4K	-1.5K	0.00	129.60	0	0	343	13
2024-11-05	$37.45	$35.00	35.8%	14.1%	19.8%	24.6%	0.0%	1.8%	-6.2%	52.4K	-631.0K	-1.3K	0.00	130.80	0	1	343	13
2024-11-06	$40.63	$35.00	95.7%	12.2%	34.8%	97.0%	45.7%	2.3%	-6.5%	34.0K	-976.8K	-1.2K	0.07	131.08	75	5	343	14
2024-11-07	$40.90	$40.00	101.2%	12.4%	34.2%	100.0%	0.0%	2.5%	-9.6%	28.5K	-974.2K	-1.8K	0.00	131.36	0	0	355	19
2024-11-08	$41.05	$40.00	103.6%	12.6%	33.9%	100.0%	0.0%	-8.9%	-3.7%	37.6K	-993.0K	-1.5K	0.00	133.02	0	0	355	19
2024-11-11	$42.83	$40.00	134.8%	12.1%	36.4%	100.0%	0.0%	2.1%	-15.5%	28.0K	-1.2M	-1.4K	0.00	130.39	38	0	355	19
2024-11-12	$42.51	$40.00	156.4%	12.3%	36.7%	100.0%	0.0%	2.2%	-21.2%	23.8K	-1.1M	-1.6K	0.00	131.26	44	0	355	19
2024-11-13	$42.55	$40.00	43.4%	12.4%	36.6%	19.9%	0.0%	2.2%	-14.6%	23.3K	-1.0M	-2.2K	0.00	129.91	60	0	367	19
2024-11-14	$41.97	$40.00	47.3%	13.6%	37.1%	22.6%	0.0%	2.9%	-10.8%	23.5K	-948.1K	-2.3K	0.00	131.72	6	0	371	19
2024-11-15	$41.47	$40.00	48.6%	13.9%	37.4%	23.5%	0.0%	36.4%	-11.1%	19.9K	-953.0K	-2.2K	0.00	130.84	93	0	374	19
2024-11-18	$41.30	$40.00	49.9%	14.3%	36.6%	24.5%	0.0%	5.0%	-12.6%	25.4K	-632.2K	-2.6K	0.00	128.34	0	0	322	11
2024-11-19	$41.45	$40.00	48.9%	14.0%	36.1%	23.8%	0.0%	2.0%	-12.2%	27.5K	-613.1K	-2.4K	0.00	130.72	0	0	322	11
2024-11-20	$41.89	$40.00	50.8%	14.6%	36.1%	25.1%	0.0%	4.7%	-11.1%	25.4K	-675.6K	-2.5K	0.00	129.47	10	0	322	11
2024-11-21	$42.22	$40.00	52.3%	15.0%	35.6%	26.2%	0.0%	3.3%	-8.3%	26.3K	-694.3K	-2.6K	0.00	129.36	5	0	332	11
2024-11-22	$42.40	$40.00	51.4%	14.7%	34.8%	25.5%	36.7%	3.3%	-5.4%	26.9K	-705.4K	-2.6K	0.00	116.54	1	0	332	11
2024-11-25	$43.67	$40.00	51.7%	14.8%	35.1%	25.8%	0.0%	1.7%	-18.7%	26.5K	-848.6K	-2.7K	0.00	127.90	0	0	333	11
2024-11-26	$43.30	$40.00	52.8%	15.1%	35.7%	26.5%	0.0%	2.3%	-20.2%	27.8K	-787.7K	-2.6K	0.00	129.73	0	0	333	11
2024-11-27	$42.67	$40.00	53.8%	15.4%	36.3%	27.3%	0.0%	3.5%	-22.4%	27.7K	-745.7K	-2.6K	0.00	128.10	2	0	333	11
2024-11-29	$43.08	$40.00	56.3%	16.1%	35.7%	29.0%	0.0%	3.1%	-23.6%	28.7K	-773.1K	-2.5K	0.00	133.46	0	0	335	11