BBSI Options History — February 2025

In February 2025, BBSI traded between $40.07 and $43.51. ATM implied volatility averaged 52.6%, placing in the 26.1% IV rank vs the trailing year. The 30-day expected move averaged 13.8%. IV traded above realized volatility by 36.0% (HV 20d: 16.6%). Max pain ranged from $32.50 to $35.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 1 of 19 days. Put/call ratio averaged 0.08.

Notable Days

2025-02-20: Highest Volume — 110 contracts
2025-02-12: Largest IV drop — 38.7% change
2025-02-11: Highest IV Rank — 38.5%
2025-02-03: Largest Expected Move — 17.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$41.76	$40.07	$43.51	$42.67	$40.07
Max Pain	$33.50	$32.50	$35.00	$32.50	$35.00
ATM IV	52.6%	42.6%	70.1%	60.8%	51.8%
Expected Move	13.8%	10.3%	17.4%	17.4%	14.9%
HV 20d	16.6%	14.2%	19.8%	18.7%	16.8%
HV 60d	20.6%	19.0%	26.7%	26.7%	19.0%
IV Rank	26.1%	19.1%	38.5%	31.9%	25.6%
IV Percentile	68.0%	53.6%	89.3%	81.3%	66.7%
Term Structure	-12.8%	-35.1%	10.5%	-35.1%	-11.0%
VWIV	34.5%	34.5%	34.5%	34.5%	34.5%
Skew 25d	-3.4%	-41.5%	8.3%	0.7%	1.2%
Skew 10d	0.7%	-30.8%	13.2%	-0.7%	9.5%
Call IV 25d	64.3%	47.0%	93.3%	93.3%	69.5%
Put IV 25d	60.9%	38.9%	94.0%	94.0%	70.7%
Bid-Ask Spread %	124.12	116.85	128.30	121.08	127.15
Gamma HHI	0.44	0.35	0.91	0.36	0.46
Net GEX	41.0K	14.5K	259.2K	32.3K	14.5K
Net DEX	-634.5K	-896.5K	-195.2K	-758.8K	-195.2K
Net VEX	-1.4K	-1.6K	-1.0K	-1.6K	-1.2K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.08	0.00	0.33	0.00	0.33
Total Volume	13.211	0	110	0	0
Total OI	332.684	249	366	358	253

Daily Data (19 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
2025-02-03	$42.67	$32.50	60.8%	17.4%	18.7%	31.9%	0.0%	0.7%	-35.1%	32.3K	-758.8K	-1.6K	0.00	121.08	0	0	353	5
2025-02-04	$43.44	$32.50	42.6%	12.2%	19.8%	19.1%	0.0%	8.3%	10.5%	31.1K	-873.4K	-1.6K	0.00	120.42	0	0	353	5
2025-02-05	$43.51	$32.50	48.1%	13.8%	19.0%	23.0%	0.0%	4.4%	-9.0%	33.9K	-896.5K	-1.5K	0.00	116.85	0	1	353	5
2025-02-06	$43.41	$0.00	50.3%	10.3%	16.7%	24.6%	0.0%	-5.7%	-9.1%	34.1K	-895.0K	-1.5K	0.00	126.26	0	0	353	5
2025-02-07	$42.50	$0.00	61.7%	12.9%	17.7%	32.5%	0.0%	2.4%	-11.7%	33.1K	-793.7K	-1.4K	0.00	125.86	0	0	353	5
2025-02-10	$42.94	$0.00	67.0%	11.5%	17.4%	36.2%	0.0%	2.9%	-15.3%	34.1K	-861.4K	-1.5K	0.00	126.31	0	0	353	5
2025-02-11	$42.83	$0.00	70.1%	11.7%	17.2%	38.5%	0.0%	3.3%	-17.5%	34.7K	-854.0K	-1.4K	0.00	125.36	56	0	353	5
2025-02-12	$42.51	$0.00	43.0%	12.3%	16.8%	19.4%	0.0%	5.1%	-14.7%	33.3K	-803.5K	-1.5K	0.00	125.30	0	0	361	5
2025-02-13	$42.42	$0.00	51.4%	14.7%	16.3%	25.3%	0.0%	5.3%	-20.0%	34.4K	-835.8K	-1.6K	0.00	122.98	0	0	361	5
2025-02-14	$41.86	$0.00	45.1%	12.9%	14.3%	20.8%	0.0%	2.7%	-9.2%	34.2K	-758.6K	-1.4K	0.00	127.73	0	0	361	5
2025-02-18	$41.31	$0.00	49.7%	14.2%	14.8%	24.1%	0.0%	4.4%	-15.6%	35.2K	-702.1K	-1.2K	0.00	123.45	0	0	361	5
2025-02-19	$41.58	$0.00	52.3%	15.0%	14.2%	26.0%	0.0%	2.1%	-11.8%	35.3K	-719.0K	-1.2K	0.00	124.93	0	0	361	5
2025-02-20	$40.95	$0.00	44.5%	12.8%	14.8%	20.4%	0.0%	2.3%	-12.8%	39.1K	-658.6K	-1.0K	0.00	121.60	110	0	361	5
2025-02-21	$40.13	$0.00	44.3%	12.7%	15.8%	20.3%	0.0%	-18.2%	-10.7%	259.2K	-594.2K	-1.2K	0.00	127.93	80	0	361	5
2025-02-24	$40.30	$0.00	50.3%	14.4%	16.1%	24.5%	0.0%	0.6%	-13.9%	14.8K	-199.0K	-1.3K	0.00	128.30	0	0	248	1
2025-02-25	$40.37	$0.00	58.7%	16.8%	16.1%	30.4%	0.0%	-41.5%	-15.4%	15.1K	-215.1K	-1.4K	0.00	120.28	0	0	248	1
2025-02-26	$40.61	$0.00	55.3%	15.9%	16.4%	28.0%	34.5%	-35.2%	-6.4%	15.6K	-232.1K	-1.5K	0.33	119.67	3	1	248	1
2025-02-27	$40.08	$35.00	52.5%	15.1%	16.8%	26.1%	0.0%	-9.2%	-14.6%	15.0K	-209.2K	-1.3K	0.00	126.90	0	0	251	2
2025-02-28	$40.07	$35.00	51.8%	14.9%	16.8%	25.6%	0.0%	1.2%	-11.0%	14.5K	-195.2K	-1.2K	0.00	127.15	0	0	251	2