BIRD Options History — November 2021

Name: BIRD Options Analytics - November 2021
Creator: Options Analysis Suite

In November 2021, BIRD traded between $375.60 and $535.60. ATM implied volatility averaged 117.5%. The 30-day expected move averaged 33.7%. Max pain ranged from $400.00 to $450.00. Net GEX was positive for 3 of 9 trading days. Term structure was in contango for 0 of 9 days. Put/call ratio averaged 0.67.

Notable Days

2021-11-23: Highest Volume — 263 contracts
2021-11-18: Largest IV spike — 7.3% change
2021-11-30: Largest Expected Move — 38.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$434.64	$375.60	$535.60	$503.80	$390.80
Max Pain	$422.22	$400.00	$450.00	$400.00	$400.00
ATM IV	117.5%	105.3%	132.8%	105.3%	132.8%
Expected Move	33.7%	30.2%	38.1%	30.2%	38.1%
Term Structure	-13.7%	-22.4%	-8.9%	-8.9%	-22.4%
VWIV	118.5%	107.6%	133.9%	107.6%	133.9%
Skew 25d	-6.7%	-9.3%	-3.2%	-7.7%	-9.3%
Skew 10d	-11.0%	-29.3%	1.1%	-8.8%	-7.2%
Call IV 25d	123.1%	114.1%	140.0%	115.3%	140.0%
Put IV 25d	116.4%	107.6%	130.7%	107.6%	130.7%
Bid-Ask Spread %	26.86	9.46	53.61	25.62	10.78
Gamma HHI	0.25	0.19	0.35	0.29	0.22
Net GEX	-46.8K	-107.6K	41.1K	11.9K	-94.1K
Net DEX	-37.5K	-4.3M	2.2M	-2.1M	1.4M
Net VEX	-20.0K	-30.7K	-11.1K	-11.1K	-30.7K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.67	0.17	2.00	0.33	0.33
Total Volume	145.556	53	263	165	214
Total OI	546.222	389	804	389	804

Daily Data (9 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 Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2021-11-17	$503.80	$400.00	105.3%	30.2%	0.0%	0.0%	107.6%	-7.7%	-8.9%	11.9K	-2.1M	-11.1K	0.33	25.62	N/A	N/A	124	41	109	280
2021-11-18	$535.60	$400.00	113.0%	32.4%	0.0%	0.0%	114.0%	-3.3%	-14.4%	41.1K	-4.3M	-12.9K	0.17	13.44	N/A	N/A	133	23	155	294
2021-11-19	$488.60	$450.00	109.5%	31.4%	0.0%	0.0%	111.4%	-3.2%	-10.2%	9.6K	-1.9M	-15.0K	0.90	9.46	N/A	N/A	52	47	195	301
2021-11-22	$437.20	$450.00	112.6%	32.3%	0.0%	0.0%	116.0%	-4.6%	-12.2%	-23.5K	-204.5K	-14.9K	0.58	23.75	N/A	N/A	48	28	135	264
2021-11-23	$375.60	$450.00	113.8%	32.6%	0.0%	0.0%	113.3%	-8.2%	-13.1%	-73.9K	1.8M	-14.9K	2.00	21.90	N/A	N/A	88	175	136	279
2021-11-24	$403.80	$450.00	120.8%	34.6%	0.0%	0.0%	121.3%	-6.3%	-11.5%	-90.4K	1.3M	-27.1K	0.40	45.81	N/A	N/A	61	25	201	428
2021-11-26	$396.00	$400.00	124.0%	35.5%	0.0%	0.0%	122.7%	-8.5%	-14.3%	-94.3K	1.6M	-27.3K	0.65	53.61	N/A	N/A	32	21	219	439
2021-11-29	$380.40	$400.00	125.9%	36.1%	0.0%	0.0%	126.7%	-9.3%	-16.3%	-107.6K	2.2M	-26.3K	0.71	37.36	N/A	N/A	116	82	231	446
2021-11-30	$390.80	$400.00	132.8%	38.1%	0.0%	0.0%	133.9%	-9.3%	-22.4%	-94.1K	1.4M	-30.7K	0.33	10.78	N/A	N/A	161	53	303	501