BBSI Options History — January 2025

In January 2025, BBSI traded between $41.20 and $44.31. ATM implied volatility averaged 62.7%, placing in the 33.4% IV rank vs the trailing year. The 30-day expected move averaged 13.1%. IV traded above realized volatility by 41.4% (HV 20d: 21.3%). Max pain ranged from $32.50 to $40.00. 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

2025-01-28: Highest Volume — 30 contracts
2025-01-15: Largest IV drop — 75.9% change
2025-01-14: Highest IV Rank — 100.0%
2025-01-14: Largest Expected Move — 17.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$43.01	$41.20	$44.31	$42.88	$43.31
Max Pain	$33.25	$32.50	$40.00	$40.00	$32.50
ATM IV	62.7%	33.1%	157.8%	36.9%	51.0%
Expected Move	13.1%	9.5%	17.1%	10.6%	14.6%
HV 20d	21.3%	18.6%	24.0%	21.9%	18.6%
HV 60d	27.1%	26.6%	27.7%	26.7%	26.6%
IV Rank	33.4%	12.4%	100.0%	15.3%	25.0%
IV Percentile	68.9%	41.7%	100.0%	52.4%	68.7%
Term Structure	-16.0%	-35.0%	4.4%	4.4%	-10.8%
VWIV	36.4%	35.1%	38.4%	38.4%	35.1%
Skew 25d	5.0%	-1.4%	29.6%	29.3%	0.5%
Skew 10d	12.1%	-10.9%	88.7%	21.8%	8.5%
Call IV 25d	63.8%	51.1%	74.7%	56.4%	63.1%
Put IV 25d	68.8%	53.8%	95.6%	85.6%	63.6%
Bid-Ask Spread %	121.99	117.75	132.33	128.38	119.94
Gamma HHI	0.38	0.34	0.50	0.34	0.37
Net GEX	31.8K	26.8K	43.1K	28.2K	33.3K
Net DEX	-804.3K	-937.2K	-673.2K	-791.3K	-865.8K
Net VEX	-1.8K	-2.2K	-1.5K	-2.2K	-1.6K
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	2.3	0	30	0	0
Total OI	346.1	342	358	343	358

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	Spread %	Call Vol	Put Vol	Call OI	Put OI
2025-01-02	$42.88	$40.00	36.9%	10.6%	21.9%	15.3%	0.0%	29.3%	4.4%	28.2K	-791.3K	-2.2K	128.38	0	0	339	4
2025-01-03	$42.76	$40.00	48.3%	13.9%	21.0%	23.4%	0.0%	29.6%	4.1%	29.7K	-796.9K	-2.1K	132.33	10	0	339	4
2025-01-06	$42.17	$32.50	84.9%	12.8%	21.1%	49.3%	0.0%	2.7%	-22.4%	30.5K	-742.6K	-2.0K	120.28	0	0	339	4
2025-01-07	$41.20	$32.50	89.3%	13.9%	22.4%	52.4%	38.4%	5.3%	-24.0%	27.7K	-673.2K	-2.0K	117.75	0	1	339	4
2025-01-08	$41.92	$32.50	89.5%	15.5%	22.7%	52.6%	0.0%	-0.7%	-28.1%	28.7K	-680.0K	-1.9K	121.57	0	0	339	5
2025-01-10	$41.44	$32.50	105.0%	15.6%	22.5%	63.6%	0.0%	0.0%	-29.3%	27.0K	-677.4K	-2.0K	122.06	0	0	339	5
2025-01-13	$41.83	$32.50	136.1%	16.9%	22.0%	85.6%	0.0%	1.7%	-29.1%	26.8K	-677.4K	-1.8K	122.81	0	0	339	5
2025-01-14	$42.41	$32.50	157.8%	17.1%	22.3%	100.0%	0.0%	-1.0%	-35.0%	30.2K	-712.9K	-1.8K	122.93	0	0	339	5
2025-01-15	$42.89	$32.50	38.1%	10.9%	22.5%	16.0%	0.0%	3.6%	-18.4%	30.3K	-782.2K	-1.9K	122.89	0	0	339	5
2025-01-16	$43.89	$32.50	35.3%	10.1%	24.0%	14.0%	35.6%	-1.4%	-6.8%	31.4K	-867.3K	-1.8K	120.59	0	1	339	5
2025-01-17	$43.76	$32.50	33.1%	9.5%	24.0%	12.4%	0.0%	0.9%	-13.9%	34.4K	-878.6K	-1.7K	122.57	0	0	339	5
2025-01-21	$44.31	$32.50	38.5%	11.0%	21.7%	16.3%	0.0%	5.7%	-1.0%	31.0K	-937.2K	-1.6K	117.80	0	0	337	5
2025-01-22	$44.10	$32.50	42.3%	12.1%	21.0%	18.9%	0.0%	0.1%	-16.0%	33.1K	-873.8K	-1.6K	118.34	4	0	337	5
2025-01-23	$43.69	$32.50	41.8%	12.0%	21.1%	18.5%	0.0%	14.2%	-18.1%	35.7K	-838.1K	-1.5K	121.58	0	0	341	5
2025-01-24	$43.60	$32.50	42.6%	12.2%	20.4%	19.2%	0.0%	-0.7%	-17.4%	35.9K	-833.8K	-1.5K	122.43	0	0	341	5
2025-01-27	$43.68	$32.50	45.2%	13.0%	19.9%	20.9%	0.0%	-0.5%	-19.4%	34.4K	-832.1K	-1.5K	123.52	0	0	341	5
2025-01-28	$43.58	$32.50	48.3%	13.8%	19.0%	23.1%	35.1%	5.0%	-13.1%	29.9K	-844.3K	-1.6K	120.64	30	0	341	5
2025-01-29	$43.42	$32.50	38.7%	11.1%	18.7%	16.4%	0.0%	3.1%	-15.8%	43.1K	-882.3K	-1.6K	120.65	0	0	353	5
2025-01-30	$43.45	$32.50	50.4%	14.5%	18.6%	24.6%	0.0%	2.9%	-10.9%	35.0K	-898.1K	-1.5K	120.78	0	0	353	5
2025-01-31	$43.31	$32.50	51.0%	14.6%	18.6%	25.0%	0.0%	0.5%	-10.8%	33.3K	-865.8K	-1.6K	119.94	0	0	353	5