BIRD Options History — February 2022 In February 2022, BIRD traded between $157.40 and $251.60. ATM implied volatility averaged 108.7%. The 30-day expected move averaged 31.3%. IV traded above realized volatility by 35.5% (HV 20d: 73.1%). Max pain ranged from $200.00 to $400.00. Net GEX was positive for 15 of 19 trading days. Term structure was in contango for 3 of 19 days. Put/call ratio averaged 0.86.
Notable Days 2022-02-23 : Highest Volume — 310 contracts2022-02-24 : Largest IV drop — 20.4% change2022-02-23 : Largest Expected Move — 37.6%Monthly Statistics Metric Avg Min Max Open Close Price $208.51 $157.40 $251.60 $251.60 $157.40 Max Pain $310.53 $200.00 $400.00 $250.00 $200.00 ATM IV 108.7% 97.2% 131.3% 102.0% 108.6% Expected Move 31.3% 27.9% 37.6% 29.2% 31.1% HV 20d 73.1% 60.7% 90.4% 90.4% 78.0% HV 60d 114.4% 103.2% 121.8% 121.8% 103.2% Term Structure -4.7% -17.8% 6.2% 6.2% -9.1% VWIV 111.4% 98.8% 132.7% 98.8% 109.2% Skew 25d -0.9% -19.5% 13.0% 11.6% 13.0% Skew 10d 0.8% -47.8% 30.7% 30.7% 12.9% Call IV 25d 111.7% 97.2% 132.9% 97.2% 108.6% Put IV 25d 110.8% 89.1% 135.7% 108.8% 121.6% Bid-Ask Spread % 29.74 5.85 53.66 18.13 7.47 Gamma HHI 0.24 0.20 0.52 0.20 0.21 Net GEX 5.6K -91.8K 26.7K 25.8K 26.7K Net DEX 3.2M 1.3M 6.6M 1.3M 4.4M Net VEX -40.5K -51.8K -25.6K -51.8K -25.6K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.86 0.29 2.85 0.64 0.56 Total Volume 143.737 56 310 56 111 Total OI 1,590 1,406 1,771 1,406 1,771
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 Wall Put Wall Call Vol Put Vol Call OI Put OI 2022-02-01 $251.60 $250.00 102.0% 29.2% 90.4% 0.0% 98.8% 11.6% 6.2% 25.8K 1.3M -51.8K 0.64 18.13 N/A N/A 34 22 830 576 2022-02-02 $244.40 $250.00 97.2% 27.9% 90.2% 0.0% 99.2% -8.6% 4.0% 21.4K 1.4M -51.2K 0.67 16.95 N/A N/A 36 24 839 578 2022-02-03 $227.40 $400.00 105.7% 29.9% 82.5% 0.0% 106.6% -5.9% -3.2% 8.9K 2.4M -47.2K 0.29 29.30 N/A N/A 93 27 846 581 2022-02-04 $216.80 $350.00 97.4% 30.3% 68.0% 0.0% 106.6% 1.5% -2.2% 2.1K 3.0M -44.4K 0.34 40.06 N/A N/A 75 26 904 584 2022-02-07 $226.00 $350.00 107.0% 29.9% 62.0% 0.0% 105.8% 1.3% 1.0% 12.7K 2.3M -45.5K 0.89 25.76 N/A N/A 70 63 915 584 2022-02-08 $221.80 $350.00 100.4% 30.4% 60.7% 0.0% 107.8% -1.3% -2.2% -2.6K 2.9M -44.6K 0.47 34.72 N/A N/A 63 30 934 623 2022-02-09 $236.60 $350.00 102.5% 29.4% 66.5% 0.0% 105.7% -1.7% -1.4% 16.8K 1.5M -48.6K 0.29 33.77 N/A N/A 125 37 949 626 2022-02-10 $229.00 $350.00 106.5% 30.5% 66.7% 0.0% 109.4% -2.1% -3.3% 10.1K 2.2M -47.9K 0.73 50.47 N/A N/A 57 42 964 630 2022-02-11 $232.60 $350.00 107.5% 30.8% 67.2% 0.0% 111.0% -1.1% -0.9% 13.9K 1.9M -48.2K 0.53 23.46 N/A N/A 70 37 972 630 2022-02-14 $223.80 $350.00 114.3% 32.8% 67.6% 0.0% 120.0% -8.0% -14.5% 3.4K 2.8M -44.0K 1.04 53.66 N/A N/A 65 67 989 634 2022-02-15 $223.60 $350.00 111.8% 32.0% 67.4% 0.0% 116.9% 11.3% -1.7% -3.9K 3.1M -43.2K 2.85 29.70 N/A N/A 42 120 997 650 2022-02-16 $220.60 $350.00 114.4% 32.8% 66.5% 0.0% 110.9% -2.3% -9.0% -21.4K 3.7M -43.9K 1.48 36.72 N/A N/A 45 67 1,000 701 2022-02-17 $197.20 $350.00 114.6% 32.9% 74.6% 0.0% 119.5% -3.5% -6.3% -91.8K 5.4M -37.2K 0.97 38.51 N/A N/A 72 70 1,010 705 2022-02-18 $181.60 $300.00 115.5% 33.1% 75.7% 0.0% 119.1% -0.3% -9.6% 12.8K 6.6M -32.5K 1.75 49.96 N/A N/A 61 106 1,023 714 2022-02-22 $170.20 $300.00 119.9% 34.4% 75.1% 0.0% 125.2% -1.2% -11.4% 10.4K 4.0M -29.3K 0.87 24.67 N/A N/A 137 120 885 555 2022-02-23 $172.60 $250.00 131.3% 37.6% 76.1% 0.0% 132.7% 2.8% -17.8% 19.2K 4.0M -29.4K 0.78 9.16 N/A N/A 174 136 980 581 2022-02-24 $170.20 $250.00 104.5% 30.0% 76.1% 0.0% 106.6% -2.8% -3.8% 17.9K 4.3M -29.2K 0.51 36.77 N/A N/A 190 96 1,060 645 2022-02-25 $158.20 $200.00 103.6% 29.7% 77.9% 0.0% 105.4% -19.5% -3.7% 24.5K 4.4M -25.9K 0.69 5.85 N/A N/A 72 49 1,125 620 2022-02-28 $157.40 $200.00 108.6% 31.1% 78.0% 0.0% 109.2% 13.0% -9.1% 26.7K 4.4M -25.6K 0.56 7.47 N/A N/A 71 40 1,153 618
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