BBSI Options History — May 2025

In May 2025, BBSI traded between $40.30 and $42.70. ATM implied volatility averaged 67.1%, placing in the 36.0% IV rank vs the trailing year. The 30-day expected move averaged 14.2%. IV traded above realized volatility by 40.7% (HV 20d: 26.5%). Max pain ranged from $35.00 to $45.00. 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

  • 2025-05-07: Highest Volume — 10 contracts
  • 2025-05-14: Largest IV drop — 52.7% change
  • 2025-05-12: Highest IV Rank — 79.3%
  • 2025-05-02: Largest Expected Move — 22.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$41.59$40.30$42.70$40.98$41.49
Max Pain$43.33$35.00$45.00$35.00$45.00
ATM IV67.1%45.9%128.4%62.6%62.5%
Expected Move14.2%10.7%22.0%17.9%17.9%
HV 20d26.5%19.5%35.5%34.5%22.0%
HV 60d24.5%23.5%24.9%23.5%24.9%
IV Rank36.0%20.9%79.3%33.1%32.7%
IV Percentile66.9%34.9%98.4%76.6%73.0%
Term Structure-13.4%-30.4%-3.0%-30.4%-19.0%
VWIV15.7%15.7%15.7%15.7%15.7%
Skew 25d0.1%-32.6%31.5%-22.3%2.6%
Skew 10d-3.9%-64.8%47.9%-11.6%9.7%
Call IV 25d61.0%21.2%101.7%99.3%85.1%
Put IV 25d61.1%40.7%107.3%76.9%87.8%
Bid-Ask Spread %121.39110.33127.98125.36116.88
Gamma HHI0.310.250.430.290.33
Net GEX8.0K5.1K11.7K7.9K7.7K
Net DEX-160.8K-237.2K-107.7K-156.8K-146.2K
Net VEX-1.2K-1.5K-726-1.5K-882
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume1.42901001
Total OI462.095374541518374

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2025-05-01$40.98$35.0062.6%17.9%34.5%33.1%0.0%-22.3%-30.4%7.9K-156.8K-1.5K0.00125.3600228290
2025-05-02$42.23$35.0076.9%22.0%35.5%43.2%0.0%5.6%-27.2%11.7K-237.2K-1.5K0.00126.4200228290
2025-05-05$42.02$0.0085.4%12.6%34.6%49.2%0.0%-2.8%-6.9%11.3K-222.4K-1.5K0.00124.5700228290
2025-05-06$41.46$0.0083.2%11.0%34.2%47.7%0.0%-8.2%-6.6%9.7K-184.6K-1.4K0.00126.3200228290
2025-05-07$40.72$0.0075.1%12.6%32.5%42.0%0.0%13.1%-11.8%6.9K-137.8K-1.4K0.00127.94010228290
2025-05-08$40.30$0.00101.4%12.8%28.1%60.4%0.0%8.9%-15.6%5.2K-114.3K-1.4K0.00127.9600228304
2025-05-09$40.37$0.0090.1%10.7%27.1%52.5%0.0%20.7%-13.7%5.1K-107.7K-1.3K0.00125.8400228304
2025-05-12$41.42$0.00128.4%11.4%27.3%79.3%0.0%19.8%-9.7%8.3K-154.4K-1.3K0.00120.8450228304
2025-05-13$41.71$0.0097.3%12.6%27.4%57.3%0.0%30.9%-7.8%9.0K-164.7K-1.2K0.00116.7700233304
2025-05-14$41.68$0.0046.0%13.2%27.4%21.0%0.0%31.5%-10.2%7.0K-153.2K-1.2K0.00117.1400233304
2025-05-15$42.24$0.0045.9%13.2%27.6%20.9%15.7%30.6%-8.4%10.3K-178.5K-1.1K0.00126.1940233304
2025-05-16$42.49$45.0049.8%14.3%27.7%23.7%0.0%2.0%-10.8%8.0K-187.1K-1.1K0.00127.98010237304
2025-05-19$42.70$45.0046.2%13.2%21.5%21.1%0.0%-11.5%-15.7%8.3K-185.0K-1.1K0.00111.0400130244
2025-05-20$42.35$45.0053.1%15.2%19.5%26.0%0.0%-17.3%-12.6%7.8K-173.3K-1.1K0.00121.8300130244
2025-05-21$41.70$45.0051.6%14.8%20.5%25.0%0.0%-25.4%-13.3%6.7K-150.6K-1.1K0.00117.2200130244
2025-05-22$41.61$45.0052.0%14.9%20.6%25.3%0.0%2.2%-12.8%6.4K-147.8K-1.1K0.00124.1100130244
2025-05-23$41.05$45.0053.5%15.4%21.2%26.3%0.0%-32.6%-14.3%6.2K-133.5K-1.0K0.00110.3300130244
2025-05-27$41.89$45.0046.6%13.4%22.1%21.4%0.0%-12.1%-15.6%10.1K-146.3K-7260.00122.8500130244
2025-05-28$41.35$45.0048.7%14.0%22.1%22.9%0.0%-8.5%-16.4%7.7K-139.9K-8640.00117.5000130244
2025-05-29$41.70$45.0053.1%15.2%22.2%26.0%0.0%-24.9%-3.0%6.8K-155.5K-1.1K0.00114.0900130244
2025-05-30$41.49$45.0062.5%17.9%22.0%32.7%0.0%2.6%-19.0%7.7K-146.2K-8820.00116.8810130244