BBSI Options History — March 2025

In March 2025, BBSI traded between $39.25 and $41.86. ATM implied volatility averaged 52.0%, placing in the 25.7% IV rank vs the trailing year. The 30-day expected move averaged 15.3%. IV traded above realized volatility by 36.3% (HV 20d: 15.7%). Max pain ranged from $30.00 to $35.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 0.00.

Notable Days

2025-03-05: Highest Volume — 16 contracts
2025-03-31: Largest IV drop — 42.5% change
2025-03-06: Highest IV Rank — 35.3%
2025-03-14: Largest Expected Move — 25.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$40.31	$39.25	$41.86	$39.73	$41.21
Max Pain	$32.38	$30.00	$35.00	$35.00	$30.00
ATM IV	52.0%	33.6%	65.7%	61.9%	33.6%
Expected Move	15.3%	9.0%	25.7%	17.7%	12.2%
HV 20d	15.7%	14.4%	18.0%	16.8%	16.0%
HV 60d	18.1%	17.1%	19.1%	19.0%	17.4%
IV Rank	25.7%	12.8%	35.3%	32.6%	12.8%
IV Percentile	62.8%	27.0%	84.1%	81.0%	27.0%
Term Structure	-12.2%	-20.8%	-2.6%	-18.7%	-2.6%
Skew 25d	-4.0%	-31.5%	6.6%	3.9%	-31.5%
Skew 10d	-9.3%	-57.6%	11.7%	-13.1%	-24.3%
Call IV 25d	60.2%	44.4%	78.7%	76.1%	61.5%
Put IV 25d	56.2%	30.0%	81.2%	80.0%	30.0%
Bid-Ask Spread %	126.24	119.93	130.25	129.24	126.17
Gamma HHI	0.48	0.46	0.51	0.46	0.48
Net GEX	17.9K	14.1K	23.0K	14.4K	19.4K
Net DEX	-241.7K	-321.3K	-187.5K	-195.6K	-260.3K
Net VEX	-1.4K	-1.7K	-1.2K	-1.2K	-1.5K
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	2.143	0	16	0	10
Total OI	278.048	253	282	253	281

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	Put Vol	Call OI	Put OI
2025-03-03	$39.73	$35.00	61.9%	17.7%	16.8%	32.6%	0.0%	3.9%	-18.7%	14.4K	-195.6K	-1.2K	129.24	0	0	251	2
2025-03-04	$39.28	$35.00	60.2%	17.3%	16.6%	31.5%	0.0%	2.5%	-17.7%	14.1K	-187.5K	-1.2K	126.16	13	0	251	2
2025-03-05	$39.30	$35.00	64.3%	18.4%	14.5%	34.4%	0.0%	3.2%	-11.1%	14.5K	-198.7K	-1.3K	128.36	16	0	264	2
2025-03-06	$39.25	$35.00	65.7%	18.8%	14.4%	35.3%	0.0%	3.2%	-9.6%	15.7K	-208.2K	-1.4K	128.69	0	0	280	2
2025-03-07	$39.78	$35.00	55.1%	15.8%	15.8%	27.9%	0.0%	4.5%	-11.2%	16.6K	-223.5K	-1.4K	127.67	0	0	280	2
2025-03-10	$39.27	$35.00	58.1%	16.7%	14.9%	30.0%	0.0%	2.4%	-7.6%	15.6K	-202.2K	-1.3K	130.25	0	0	280	2
2025-03-11	$39.69	$35.00	45.7%	18.5%	15.0%	21.3%	0.0%	3.7%	-9.7%	15.8K	-197.0K	-1.3K	129.52	1	0	280	2
2025-03-12	$39.64	$35.00	47.3%	23.6%	15.0%	22.4%	0.0%	4.7%	-10.9%	16.4K	-218.2K	-1.4K	128.05	0	0	280	2
2025-03-13	$39.70	$35.00	49.0%	24.4%	15.0%	23.6%	0.0%	4.9%	-13.5%	16.6K	-225.6K	-1.4K	127.41	0	0	280	2
2025-03-14	$39.93	$35.00	49.5%	25.7%	15.4%	24.0%	0.0%	-6.0%	-12.9%	17.1K	-245.9K	-1.5K	127.23	0	0	280	2
2025-03-17	$39.53	$30.00	51.3%	12.2%	15.1%	25.2%	0.0%	4.2%	-7.3%	16.7K	-229.6K	-1.4K	122.46	0	0	280	2
2025-03-18	$39.87	$30.00	51.1%	11.1%	15.1%	25.1%	0.0%	4.5%	-11.9%	16.5K	-224.1K	-1.4K	127.49	0	0	280	2
2025-03-19	$40.95	$30.00	50.5%	11.2%	18.0%	24.7%	0.0%	4.3%	-9.8%	17.9K	-259.4K	-1.5K	126.04	0	0	280	2
2025-03-20	$40.98	$30.00	41.7%	9.0%	17.2%	18.5%	0.0%	-23.0%	-14.3%	20.1K	-252.6K	-1.5K	124.56	0	0	280	2
2025-03-21	$40.84	$30.00	42.6%	10.6%	15.5%	19.1%	0.0%	-2.0%	-14.4%	19.9K	-245.6K	-1.4K	121.34	2	0	280	2
2025-03-24	$41.33	$30.00	44.0%	10.2%	16.0%	20.1%	0.0%	-19.4%	-14.4%	21.4K	-262.3K	-1.4K	119.93	0	0	279	1
2025-03-25	$41.44	$30.00	54.2%	11.4%	16.0%	27.2%	0.0%	-19.5%	-14.9%	21.0K	-313.6K	-1.7K	125.02	2	0	279	1
2025-03-26	$41.70	$30.00	53.7%	12.1%	16.0%	26.9%	0.0%	-9.9%	-10.8%	21.9K	-321.3K	-1.6K	125.74	0	1	279	1
2025-03-27	$41.86	$30.00	54.1%	11.9%	15.1%	27.2%	0.0%	6.6%	-11.1%	23.0K	-313.5K	-1.6K	124.90	0	0	279	2
2025-03-28	$41.20	$30.00	58.5%	11.8%	16.4%	30.3%	0.0%	-24.4%	-20.8%	20.5K	-289.9K	-1.5K	124.80	0	0	279	2
2025-03-31	$41.21	$30.00	33.6%	12.2%	16.0%	12.8%	0.0%	-31.5%	-2.6%	19.4K	-260.3K	-1.5K	126.17	0	10	279	2