BIRD Options History — July 2023 In July 2023, BIRD traded between $24.20 and $33.40. ATM implied volatility averaged 123.7%, placing in the 23.1% IV rank vs the trailing year. The 30-day expected move averaged 31.3%. IV traded above realized volatility by 58.9% (HV 20d: 64.8%). Max pain ranged from $50.00 to $50.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 6 of 20 days. Put/call ratio averaged 0.13.
Notable Days 2023-07-19 : Highest Volume — 320 contracts2023-07-19 : Largest IV spike — 86.6% change2023-07-11 : Highest IV Rank — 41.5%2023-07-25 : Largest Expected Move — 44.2%Monthly Statistics Metric Avg Min Max Open Close Price $28.27 $24.20 $33.40 $25.80 $30.00 Max Pain $50.00 $50.00 $50.00 $50.00 $50.00 ATM IV 123.7% 76.4% 186.5% 118.7% 112.3% Expected Move 31.3% 21.9% 44.2% 34.0% 32.2% HV 20d 64.8% 48.2% 80.7% 59.5% 80.7% HV 60d 66.1% 61.7% 72.4% 62.0% 71.6% IV Rank 23.1% 9.2% 41.5% 21.6% 19.7% IV Percentile 72.1% 22.6% 97.2% 82.1% 72.2% Term Structure -8.8% -59.0% 50.3% -45.3% 38.8% VWIV 162.0% 144.6% 187.7% 144.6% 174.6% Bid-Ask Spread % 12.70 4.05 83.96 4.24 7.89 Gamma HHI 0.66 0.46 0.73 0.66 0.72 Net GEX 7.0K 1.6K 10.7K 4.6K 9.8K Net DEX -776.1K -1.3M -274.8K -398.7K -1.0M Net VEX -6.7K -9.5K -3.2K -4.7K -8.3K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.13 0.00 0.87 0.00 0.64 Total Volume 30 0 320 4 3 Total OI 1,186.25 1,073 1,347 1,073 1,313
Daily Data (20 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 2023-07-03 $25.80 $50.00 118.7% 34.0% 59.5% 21.6% 0.0% 0.0% -45.3% 4.6K -398.7K -4.7K 0.00 4.24 N/A N/A 4 0 1,039 34 2023-07-05 $25.40 $50.00 119.6% 34.3% 58.7% 21.8% 0.0% 0.0% -52.3% 4.1K -465.5K -4.7K 0.00 6.59 N/A N/A 5 0 1,041 34 2023-07-06 $24.20 $50.00 148.5% 25.5% 61.2% 30.3% 0.0% 0.0% -18.9% 1.6K -274.8K -3.2K 0.40 5.38 N/A N/A 0 0 1,044 34 2023-07-07 $25.00 $50.00 161.4% 27.0% 58.0% 34.1% 0.0% 0.0% -18.7% 4.1K -463.8K -4.8K 0.87 6.73 N/A N/A 1 1 1,044 34 2023-07-10 $25.40 $50.00 167.6% 25.8% 57.7% 35.9% 0.0% 0.0% -20.1% 4.1K -464.4K -4.8K 0.00 4.09 N/A N/A 8 0 1,045 35 2023-07-11 $24.60 $50.00 186.5% 27.8% 53.8% 41.5% 0.0% 0.0% -21.5% 4.2K -420.0K -4.8K 0.25 8.80 N/A N/A 0 0 1,044 35 2023-07-12 $25.40 $50.00 92.5% 26.5% 55.2% 13.9% 0.0% 0.0% -21.3% 4.2K -450.5K -4.8K 0.00 6.96 N/A N/A 15 0 1,044 35 2023-07-13 $25.80 $50.00 85.1% 24.4% 54.3% 11.7% 0.0% 0.0% 45.5% 6.3K -645.5K -6.2K 0.00 5.65 N/A N/A 24 0 1,051 35 2023-07-14 $25.80 $50.00 86.3% 24.7% 48.2% 12.1% 0.0% 0.0% -6.3% 4.5K -561.5K -5.3K 0.00 5.65 N/A N/A 13 0 1,066 35 2023-07-17 $26.20 $50.00 93.3% 26.7% 48.6% 14.1% 0.0% 0.0% 50.3% 4.6K -568.6K -5.4K 0.24 5.65 N/A N/A 5 1 1,073 35 2023-07-18 $30.00 $50.00 76.4% 21.9% 66.2% 9.2% 0.0% 0.0% 46.5% 8.1K -861.0K -7.4K 0.03 6.35 N/A N/A 25 1 1,077 35 2023-07-19 $33.40 $50.00 142.7% 40.9% 70.2% 28.6% 144.6% 0.0% -16.5% 9.0K -1.1M -8.5K 0.00 6.87 N/A N/A 319 1 1,117 35 2023-07-20 $33.00 $50.00 126.9% 36.4% 68.8% 24.0% 146.4% 0.0% -33.8% 10.1K -1.3M -9.3K 0.01 11.10 N/A N/A 42 0 1,287 36 2023-07-21 $33.00 $50.00 122.2% 35.0% 69.0% 22.6% 145.7% 0.0% -17.9% 10.7K -1.3M -9.5K 0.01 4.05 N/A N/A 23 0 1,311 36 2023-07-24 $30.80 $50.00 143.1% 41.0% 74.7% 28.7% 173.3% 0.0% -55.1% 10.1K -1.1M -8.7K 0.02 53.64 N/A N/A 18 0 1,300 33 2023-07-25 $30.00 $50.00 154.1% 44.2% 75.7% 32.0% 187.7% 0.0% -59.0% 9.7K -1.1M -8.4K 0.00 7.89 N/A N/A 41 0 1,304 34 2023-07-26 $31.60 $50.00 142.2% 40.8% 75.8% 28.5% 174.6% 0.0% -51.2% 10.5K -1.0M -8.6K 0.00 83.96 N/A N/A 13 0 1,295 34 2023-07-27 $29.60 $50.00 99.4% 28.5% 80.1% 15.9% 0.0% 0.0% 41.0% 9.4K -968.0K -8.0K 0.00 6.19 N/A N/A 29 0 1,297 34 2023-07-28 $30.40 $50.00 95.4% 27.4% 80.3% 14.8% 0.0% 0.0% 40.3% 9.9K -1.0M -8.4K 0.07 6.35 N/A N/A 7 1 1,276 34 2023-07-31 $30.00 $50.00 112.3% 32.2% 80.7% 19.7% 0.0% 0.0% 38.8% 9.8K -1.0M -8.3K 0.64 7.89 N/A N/A 2 1 1,279 34
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