BIRD Options History — September 2023 In September 2023, BIRD traded between $22.00 and $28.00. ATM implied volatility averaged 162.6%, placing in the 34.5% IV rank vs the trailing year. The 30-day expected move averaged 32.9%. IV traded above realized volatility by 106.3% (HV 20d: 56.3%). 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 8 of 20 days. Put/call ratio averaged 1.06.
Notable Days 2023-09-26 : Highest Volume — 48 contracts2023-09-13 : Largest IV drop — 67.4% change2023-09-12 : Highest IV Rank — 83.4%2023-09-28 : Largest Expected Move — 49.9%Monthly Statistics Metric Avg Min Max Open Close Price $24.79 $22.00 $28.00 $26.20 $22.40 Max Pain $50.00 $50.00 $50.00 $50.00 $50.00 ATM IV 162.6% 92.4% 329.6% 155.5% 140.4% Expected Move 32.9% 24.1% 49.9% 44.6% 40.3% HV 20d 56.3% 38.8% 117.8% 117.8% 47.9% HV 60d 87.9% 86.7% 89.4% 89.3% 87.7% IV Rank 34.5% 13.9% 83.4% 32.4% 28.0% IV Percentile 78.5% 41.3% 99.6% 90.9% 80.6% Term Structure -2.4% -63.0% 51.7% -63.0% -25.2% VWIV 121.0% 121.0% 121.0% 121.0% 121.0% Bid-Ask Spread % 23.12 6.39 72.51 21.74 15.88 Gamma HHI 0.52 0.43 0.56 0.54 0.51 Net GEX 2.2K 1.5K 3.4K 2.5K 1.8K Net DEX -351.0K -670.5K -259.3K -383.8K -317.0K Net VEX -3.9K -4.3K -3.3K -4.0K -3.6K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.06 0.00 18.18 0.77 0.00 Total Volume 5.1 0 48 2 1 Total OI 1,015.65 862 1,152 1,143 910
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 2023-09-01 $26.20 $50.00 155.5% 44.6% 117.8% 32.4% 0.0% 0.0% -63.0% 2.5K -383.8K -4.0K 0.77 21.74 N/A N/A 1 1 1,109 34 2023-09-05 $25.40 $50.00 194.3% 24.1% 117.6% 43.7% 0.0% 0.0% 37.6% 2.5K -329.8K -4.0K 0.00 72.51 N/A N/A 0 0 1,108 34 2023-09-06 $25.80 $50.00 189.7% 25.0% 116.6% 42.4% 0.0% 0.0% 38.4% 2.5K -354.6K -4.0K 18.18 11.33 N/A N/A 1 10 1,108 34 2023-09-07 $25.40 $50.00 286.6% 27.2% 47.4% 70.8% 0.0% 0.0% 39.8% 2.3K -320.6K -4.1K 0.00 8.21 N/A N/A 0 0 1,108 44 2023-09-08 $25.80 $50.00 214.9% 25.5% 48.4% 49.8% 0.0% 0.0% 46.5% 2.3K -363.8K -4.1K 0.00 6.96 N/A N/A 0 0 1,108 44 2023-09-11 $27.00 $50.00 273.5% 25.5% 51.1% 67.0% 0.0% 0.0% 36.6% 3.4K -396.7K -4.2K 0.19 15.43 N/A N/A 2 0 1,108 44 2023-09-12 $28.00 $50.00 329.6% 24.6% 52.0% 83.4% 0.0% 0.0% 51.7% 1.5K -670.5K -3.3K 0.14 14.77 N/A N/A 3 0 1,107 44 2023-09-13 $27.00 $50.00 107.4% 30.8% 41.0% 18.3% 0.0% 0.0% 43.0% 2.5K -337.7K -4.2K 0.00 21.42 N/A N/A 1 0 1,106 44 2023-09-14 $27.00 $50.00 92.4% 26.5% 38.8% 13.9% 0.0% 0.0% 7.6% 2.6K -350.4K -4.3K 0.00 14.85 N/A N/A 1 0 1,106 44 2023-09-15 $25.80 $50.00 97.3% 27.9% 41.8% 15.3% 0.0% 0.0% -6.3% 2.5K -338.7K -4.1K 1.29 14.88 N/A N/A 0 0 1,106 44 2023-09-18 $25.00 $50.00 107.6% 30.8% 42.7% 18.3% 121.0% 0.0% -8.7% 2.4K -311.0K -4.1K 0.03 62.32 N/A N/A 12 0 809 53 2023-09-19 $25.40 $50.00 111.3% 31.9% 43.2% 19.4% 0.0% 0.0% -26.2% 2.2K -317.7K -4.1K 0.29 55.49 N/A N/A 1 0 816 53 2023-09-20 $25.00 $50.00 111.0% 31.8% 40.4% 19.3% 0.0% 0.0% -10.4% 2.0K -379.6K -4.0K 0.00 20.06 N/A N/A 3 0 816 54 2023-09-21 $23.40 $50.00 114.5% 32.8% 44.8% 20.3% 0.0% 0.0% -30.9% 1.9K -334.9K -3.8K 0.01 14.96 N/A N/A 4 0 817 54 2023-09-22 $22.60 $50.00 123.5% 35.4% 45.9% 23.0% 0.0% 0.0% -33.4% 1.7K -336.9K -3.6K 0.02 13.18 N/A N/A 3 0 818 54 2023-09-25 $22.00 $50.00 125.2% 35.9% 46.3% 23.5% 0.0% 0.0% -38.8% 2.0K -259.3K -3.6K 0.23 10.42 N/A N/A 4 1 820 54 2023-09-26 $22.60 $50.00 133.2% 38.2% 47.9% 25.8% 0.0% 0.0% -39.4% 1.9K -316.9K -3.7K 0.00 6.39 N/A N/A 48 0 824 55 2023-09-27 $22.00 $50.00 170.2% 48.8% 47.6% 36.7% 0.0% 0.0% -42.5% 1.6K -330.2K -3.6K 0.03 35.98 N/A N/A 4 0 856 55 2023-09-28 $22.00 $50.00 174.0% 49.9% 47.6% 37.8% 0.0% 0.0% -23.7% 1.8K -270.4K -3.5K 0.00 25.62 N/A N/A 1 0 856 55 2023-09-29 $22.40 $50.00 140.4% 40.3% 47.9% 28.0% 0.0% 0.0% -25.2% 1.8K -317.0K -3.6K 0.00 15.88 N/A N/A 1 0 855 55
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