BIRD Options History — February 2023 In February 2023, BIRD traded between $53.80 and $63.80. ATM implied volatility averaged 93.3%, placing in the 48.3% IV rank vs the trailing year. The 30-day expected move averaged 28.4%. IV traded above realized volatility by 23.2% (HV 20d: 70.1%). Max pain ranged from $50.00 to $50.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 1 of 19 days. Put/call ratio averaged 0.38.
Notable Days 2023-02-02 : Highest Volume — 145 contracts2023-02-08 : Largest IV spike — 35.3% change2023-02-28 : Highest IV Rank — 66.5%2023-02-28 : Largest Expected Move — 31.9%Monthly Statistics Metric Avg Min Max Open Close Price $57.39 $53.80 $63.80 $59.00 $56.60 Max Pain $50.00 $50.00 $50.00 $50.00 $50.00 ATM IV 93.3% 58.7% 111.4% 73.1% 111.4% Expected Move 28.4% 20.9% 31.9% 20.9% 31.9% HV 20d 70.1% 64.4% 77.3% 64.4% 69.2% HV 60d 76.4% 74.2% 79.8% 77.4% 74.2% IV Rank 48.3% 13.6% 66.5% 28.0% 66.5% IV Percentile 57.4% 3.2% 90.9% 15.9% 90.9% Term Structure -11.2% -24.1% 44.3% 44.3% -24.1% VWIV 99.3% 86.9% 107.1% 90.6% 102.4% Bid-Ask Spread % 16.12 8.13 50.08 8.13 14.95 Gamma HHI 0.66 0.56 0.86 0.57 0.63 Net GEX 5.0K 3.8K 6.9K 5.4K 5.4K Net DEX -505.7K -726.0K -353.8K -509.3K -473.7K Net VEX -5.8K -6.4K -5.2K -6.0K -5.9K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.38 0.00 2.32 0.20 0.00 Total Volume 18.105 0 145 30 0 Total OI 579.526 513 618 513 607
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 2023-02-01 $59.00 $50.00 73.1% 20.9% 64.4% 28.0% 90.6% 0.0% 44.3% 5.4K -509.3K -6.0K 0.20 8.13 N/A N/A 25 5 370 143 2023-02-02 $63.80 $50.00 74.2% 25.3% 65.6% 29.2% 87.3% 0.0% -6.3% 6.9K -726.0K -6.4K 0.08 28.11 N/A N/A 134 11 382 148 2023-02-03 $59.80 $50.00 72.2% 25.0% 67.5% 27.1% 86.9% 0.0% -4.3% 6.1K -560.1K -6.1K 0.10 14.02 N/A N/A 19 2 396 150 2023-02-06 $61.00 $50.00 58.7% 30.5% 66.9% 13.6% 106.3% 0.0% -21.2% 4.2K -667.4K -5.3K 0.74 11.55 N/A N/A 17 13 397 150 2023-02-07 $61.00 $50.00 71.5% 30.9% 66.2% 26.5% 107.1% 0.0% -23.1% 4.3K -677.0K -5.5K 0.01 11.56 N/A N/A 6 0 404 150 2023-02-08 $58.00 $50.00 96.7% 27.7% 70.0% 51.7% 96.1% 0.0% -15.3% 3.8K -613.0K -5.2K 0.30 12.64 N/A N/A 10 3 407 166 2023-02-09 $56.20 $50.00 93.9% 26.9% 70.7% 48.9% 92.8% 0.0% -7.0% 4.0K -403.2K -6.0K 0.38 12.94 N/A N/A 1 1 411 172 2023-02-10 $57.40 $50.00 99.9% 28.6% 70.8% 54.9% 99.7% 0.0% -16.0% 4.8K -463.2K -5.9K 0.01 11.71 N/A N/A 7 0 412 172 2023-02-13 $57.00 $50.00 101.8% 29.2% 71.0% 56.8% 101.5% 0.0% -14.7% 4.9K -473.8K -6.0K 0.09 14.94 N/A N/A 3 0 419 172 2023-02-14 $58.20 $50.00 105.4% 30.2% 70.7% 60.4% 105.4% 0.0% -19.2% 4.5K -662.5K -5.3K 0.46 13.14 N/A N/A 6 3 421 172 2023-02-15 $60.00 $50.00 102.6% 29.4% 66.1% 57.6% 102.5% 0.0% -9.1% 6.0K -595.8K -6.2K 0.41 14.02 N/A N/A 7 3 420 172 2023-02-16 $54.00 $50.00 97.3% 27.9% 77.3% 52.3% 97.3% 0.0% -9.9% 4.6K -381.6K -5.6K 0.19 10.77 N/A N/A 23 4 425 173 2023-02-17 $55.00 $50.00 94.2% 27.0% 75.8% 49.2% 94.4% 0.0% -6.5% 5.2K -441.0K -5.9K 0.29 14.15 N/A N/A 11 3 443 175 2023-02-21 $53.80 $50.00 103.2% 29.6% 72.3% 58.2% 103.6% 0.0% -17.6% 4.9K -353.8K -5.8K 0.99 12.97 N/A N/A 5 5 432 156 2023-02-22 $54.60 $50.00 104.8% 30.0% 72.3% 59.8% 104.8% 0.0% -20.6% 4.8K -364.9K -5.8K 0.13 13.87 N/A N/A 5 1 433 160 2023-02-23 $55.80 $50.00 106.0% 30.4% 72.6% 61.0% 106.0% 0.0% -13.6% 5.4K -435.9K -6.0K 0.38 50.08 N/A N/A 1 0 438 160 2023-02-24 $54.20 $50.00 102.9% 29.5% 72.3% 57.9% 103.1% 0.0% -16.2% 4.9K -382.8K -5.8K 0.04 21.03 N/A N/A 7 0 438 160 2023-02-27 $55.00 $50.00 102.3% 29.3% 69.7% 57.4% 102.4% 0.0% -12.4% 4.8K -423.2K -5.8K 2.32 15.75 N/A N/A 1 2 445 160 2023-02-28 $56.60 $50.00 111.4% 31.9% 69.2% 66.5% 0.0% 0.0% -24.1% 5.4K -473.7K -5.9K 0.00 14.95 N/A N/A 0 0 446 161
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