BBSI Options History — September 2025

In September 2025, BBSI traded between $43.99 and $49.09. ATM implied volatility averaged 33.3%, placing in the 9.1% IV rank vs the trailing year. The 30-day expected move averaged 7.8%. IV traded above realized volatility by 8.8% (HV 20d: 24.5%). Max pain ranged from $45.00 to $45.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 15 of 21 days. Put/call ratio averaged 0.00.

Notable Days

  • 2025-09-05: Highest Volume — 28 contracts
  • 2025-09-10: Largest IV drop — 73.5% change
  • 2025-09-09: Highest IV Rank — 39.8%
  • 2025-09-03: Largest Expected Move — 16.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$46.50$43.99$49.09$48.77$44.08
Max Pain$45.00$45.00$45.00$45.00$45.00
ATM IV33.3%18.5%77.9%50.3%19.5%
Expected Move7.8%5.3%16.6%14.4%5.6%
HV 20d24.5%19.0%30.9%30.4%20.4%
HV 60d25.9%24.8%26.5%24.8%26.5%
IV Rank9.1%0.0%39.8%19.1%0.8%
IV Percentile19.4%0.0%85.7%38.1%1.2%
Term Structure9.2%-24.2%28.4%-22.8%26.5%
VWIV26.2%23.0%32.4%32.4%23.4%
Skew 25d-22.3%-58.7%6.2%6.2%-17.4%
Skew 10d-27.9%-49.8%5.2%-36.4%-49.8%
Call IV 25d50.5%37.6%77.4%72.9%38.2%
Put IV 25d28.1%18.7%79.1%79.1%20.8%
Bid-Ask Spread %113.11102.29128.69128.69113.17
Gamma HHI0.770.510.880.580.87
Net GEX-9.0K-15.7K-746-1.4K-15.7K
Net DEX10.0K-76.9K128.9K-75.0K128.9K
Net VEX-780-905-567-567-862
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume2.52402800
Total OI112.9058613686113

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2025-09-02$48.77$45.0050.3%14.4%30.4%19.1%0.0%6.2%-22.8%-1.4K-75.0K-5670.00128.69004442
2025-09-03$48.36$45.0058.0%16.6%30.7%24.9%0.0%-58.7%-24.2%-982-72.1K-5880.00125.40004442
2025-09-04$49.09$45.0059.9%10.4%30.9%26.2%0.0%-19.2%-4.8%-984-76.9K-5820.00126.59004442
2025-09-05$48.13$45.0062.0%10.7%24.7%27.9%32.4%-17.4%-8.1%-746-73.8K-5690.00115.990284442
2025-09-08$47.55$45.0063.4%9.0%25.1%28.9%0.0%-9.4%-1.9%-5.1K-34.0K-7330.00112.89504470
2025-09-09$47.04$45.0077.9%8.5%25.0%39.8%0.0%-16.8%2.6%-5.1K-41.7K-7620.00116.21004970
2025-09-10$46.11$45.0020.7%5.9%25.4%0.0%0.0%-15.3%7.5%-9.4K-1.2K-8080.00109.83004970
2025-09-11$47.31$45.0029.4%8.4%26.8%6.3%0.0%-22.5%20.7%-7.0K-34.8K-7320.00109.11004970
2025-09-12$47.04$45.0023.0%6.6%25.9%1.7%0.0%-23.4%12.0%-6.2K-27.5K-7570.00106.90004970
2025-09-15$46.91$45.0023.6%6.8%25.6%2.1%0.0%-24.9%9.2%-6.3K-23.3K-7730.00112.32004970
2025-09-16$46.53$45.0021.9%6.3%25.7%0.9%0.0%-23.1%10.3%-10.7K-21.5K-7170.00107.590174970
2025-09-17$46.49$45.0020.2%5.8%25.7%0.0%0.0%-27.1%12.6%-14.9K6.6K-8960.00109.47004987
2025-09-18$47.08$45.0030.8%8.8%26.1%7.7%0.0%-28.0%-1.2%-8.8K-13.6K-8310.00107.31004987
2025-09-19$46.28$45.0020.8%6.0%26.8%0.4%0.0%-27.6%18.9%-11.8K-4.7K-9050.00102.29004987
2025-09-22$46.11$45.0020.0%5.7%19.0%0.0%0.0%-25.4%12.5%-13.7K55.1K-8830.00106.16002687
2025-09-23$45.52$45.0018.5%5.3%19.3%0.0%0.0%-28.4%22.0%-14.2K78.3K-8680.00107.33002687
2025-09-24$44.92$45.0019.2%5.5%19.2%0.5%23.0%-26.3%22.5%-14.6K101.7K-8900.00116.74022687
2025-09-25$43.99$45.0019.4%5.6%20.0%0.7%23.4%-15.2%25.0%-13.0K118.9K-8840.00116.48012687
2025-09-26$44.59$45.0019.6%5.6%21.0%0.8%0.0%-25.0%25.8%-14.4K109.1K-8950.00112.07002687
2025-09-29$44.50$45.0021.4%6.1%20.6%2.1%0.0%-24.2%28.4%-13.3K111.5K-8700.00112.74002687
2025-09-30$44.08$45.0019.5%5.6%20.4%0.8%0.0%-17.4%26.5%-15.7K128.9K-8620.00113.17002687