BBSI Options History — December 2024

In December 2024, BBSI traded between $42.01 and $44.19. ATM implied volatility averaged 53.1%, placing in the 26.8% IV rank vs the trailing year. The 30-day expected move averaged 13.6%. IV traded above realized volatility by 29.6% (HV 20d: 23.6%). Max pain ranged from $40.00 to $40.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 0.00.

Notable Days

2024-12-13: Highest Volume — 5 contracts
2024-12-11: Largest IV drop — 47.4% change
2024-12-10: Highest IV Rank — 47.0%
2024-12-03: Largest Expected Move — 18.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$43.29	$42.01	$44.19	$43.47	$43.48
Max Pain	$40.00	$40.00	$40.00	$40.00	$40.00
ATM IV	53.1%	37.5%	81.7%	57.7%	56.7%
Expected Move	13.6%	9.8%	18.0%	16.5%	16.3%
HV 20d	23.6%	19.4%	35.2%	35.2%	21.4%
HV 60d	26.2%	25.6%	27.0%	25.9%	26.5%
IV Rank	26.8%	15.7%	47.0%	30.0%	29.3%
IV Percentile	74.3%	57.1%	95.6%	83.3%	79.8%
Term Structure	-14.0%	-37.4%	3.0%	-20.3%	-14.7%
VWIV	40.9%	40.9%	40.9%	40.9%	40.9%
Skew 25d	-0.9%	-24.5%	8.6%	8.6%	-24.5%
Skew 10d	4.0%	-57.4%	20.5%	20.5%	5.1%
Call IV 25d	69.0%	53.1%	87.4%	84.6%	81.8%
Put IV 25d	68.1%	53.4%	93.2%	93.2%	57.3%
Bid-Ask Spread %	127.73	116.25	133.49	130.66	123.94
Gamma HHI	0.35	0.33	0.38	0.34	0.38
Net GEX	29.4K	26.5K	33.7K	29.1K	33.7K
Net DEX	-800.8K	-867.2K	-728.5K	-798.2K	-815.1K
Net VEX	-2.3K	-2.6K	-1.9K	-2.4K	-1.9K
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	0.667	0	5	0	0
Total OI	345.19	338	347	346	343

Daily Data (21 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	Spread %	Call Vol	Call OI	Put OI
2024-12-02	$43.47	$40.00	57.7%	16.5%	35.2%	30.0%	0.0%	8.6%	-20.3%	29.1K	-798.2K	-2.4K	130.66	0	335	11
2024-12-03	$43.49	$40.00	62.7%	18.0%	35.2%	33.6%	0.0%	2.7%	-37.4%	26.5K	-814.0K	-2.6K	124.23	0	335	11
2024-12-04	$44.19	$40.00	58.4%	16.7%	35.2%	30.5%	40.9%	2.2%	-28.1%	28.7K	-852.0K	-2.4K	127.63	1	335	11
2024-12-05	$43.60	$40.00	61.8%	11.3%	23.0%	32.9%	0.0%	1.6%	-5.0%	29.7K	-827.9K	-2.5K	130.20	0	336	11
2024-12-06	$43.50	$40.00	58.8%	9.8%	23.1%	30.8%	0.0%	0.3%	-2.6%	30.4K	-818.6K	-2.4K	130.30	0	336	11
2024-12-09	$42.70	$40.00	77.7%	11.9%	24.3%	44.2%	0.0%	2.7%	-9.4%	26.7K	-751.0K	-2.5K	133.49	0	336	11
2024-12-10	$43.16	$40.00	81.7%	12.0%	19.4%	47.0%	0.0%	2.1%	-9.8%	27.7K	-767.0K	-2.4K	131.97	0	336	11
2024-12-11	$43.82	$40.00	43.0%	12.3%	19.8%	19.6%	0.0%	2.4%	-8.2%	29.6K	-825.4K	-2.3K	126.64	0	336	11
2024-12-12	$43.23	$40.00	43.2%	12.4%	20.6%	19.7%	0.0%	2.1%	-9.6%	29.7K	-792.2K	-2.4K	131.93	0	336	11
2024-12-13	$43.57	$40.00	40.5%	11.6%	20.0%	17.8%	0.0%	-6.4%	-8.9%	29.6K	-831.6K	-2.4K	128.34	5	336	11
2024-12-16	$43.41	$40.00	37.5%	10.7%	19.4%	15.7%	0.0%	-1.8%	-6.3%	29.7K	-867.2K	-2.4K	127.19	0	336	11
2024-12-17	$43.23	$40.00	46.0%	13.2%	19.4%	21.7%	0.0%	2.9%	-9.5%	30.4K	-792.1K	-2.2K	128.60	0	336	11
2024-12-18	$42.01	$40.00	48.9%	14.0%	22.3%	23.7%	0.0%	-4.5%	3.0%	28.3K	-730.5K	-2.3K	130.80	0	336	11
2024-12-19	$42.81	$40.00	42.8%	12.3%	22.9%	19.4%	0.0%	0.2%	-13.5%	26.5K	-756.9K	-2.2K	129.27	0	336	11
2024-12-20	$43.15	$40.00	43.1%	12.4%	22.9%	19.7%	0.0%	2.2%	-9.5%	30.7K	-806.0K	-2.3K	121.12	2	336	11
2024-12-23	$42.52	$40.00	47.0%	13.5%	23.6%	22.4%	0.0%	-17.1%	-27.0%	28.4K	-728.5K	-2.1K	125.69	0	334	4
2024-12-24	$43.08	$40.00	52.1%	14.9%	21.5%	26.0%	0.0%	-3.3%	-22.8%	28.4K	-761.8K	-2.2K	116.25	4	334	4
2024-12-26	$43.81	$40.00	52.8%	15.1%	22.1%	26.5%	0.0%	3.7%	-13.3%	31.8K	-834.0K	-2.1K	123.69	2	338	4
2024-12-27	$43.37	$40.00	52.2%	15.0%	21.8%	26.1%	0.0%	4.0%	-16.1%	31.8K	-822.6K	-2.1K	130.16	0	339	4
2024-12-30	$43.58	$40.00	51.2%	14.7%	21.6%	25.4%	0.0%	1.3%	-25.0%	29.7K	-824.4K	-2.1K	130.18	0	339	4
2024-12-31	$43.48	$40.00	56.7%	16.3%	21.4%	29.3%	0.0%	-24.5%	-14.7%	33.7K	-815.1K	-1.9K	123.94	0	339	4