BIRD Options History — June 2024

In June 2024, BIRD traded between $10.40 and $12.40. ATM implied volatility averaged 102.0%, placing in the 7.8% IV rank vs the trailing year. The 30-day expected move averaged 30.2%. IV traded above realized volatility by 33.4% (HV 20d: 68.6%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 4 of 19 days. Put/call ratio averaged 0.27.

Notable Days

2024-06-11: Highest Volume — 33 contracts
2024-06-10: Largest IV spike — 111.1% change
2024-06-04: Highest IV Rank — 20.1%
2024-06-04: Largest Expected Move — 49.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$11.12	$10.40	$12.40	$11.20	$10.40
Max Pain	$10.00	$10.00	$10.00	$10.00	$10.00
ATM IV	102.0%	59.8%	170.8%	104.3%	103.2%
Expected Move	30.2%	17.2%	49.0%	29.9%	29.6%
HV 20d	68.6%	44.4%	104.5%	104.5%	77.2%
HV 60d	90.8%	85.0%	99.9%	99.8%	92.5%
IV Rank	7.8%	0.0%	20.1%	7.3%	8.3%
IV Percentile	18.1%	0.0%	61.5%	14.3%	16.7%
Term Structure	-35.2%	-177.9%	359.8%	-33.8%	359.8%
VWIV	118.8%	82.0%	148.4%	126.2%	114.5%
Skew 25d	-7.8%	-105.7%	49.3%	-58.6%	22.7%
Skew 10d	-13.4%	-81.6%	37.5%	-63.2%	22.7%
Call IV 25d	104.3%	65.3%	186.6%	140.9%	91.8%
Put IV 25d	96.6%	80.9%	116.5%	82.3%	114.5%
Bid-Ask Spread %	106.69	81.10	122.08	83.08	110.90
Gamma HHI	0.38	0.34	0.46	0.38	0.34
Net GEX	1.9K	1.2K	2.7K	1.7K	2.3K
Net DEX	-145.1K	-208.3K	-86.3K	-129.7K	-192.6K
Net VEX	-1.5K	-1.9K	-1.1K	-1.6K	-1.7K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.27	0.00	2.13	0.00	0.14
Total Volume	5.211	0	33	16	2
Total OI	909	842	961	892	846

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
2024-06-03	$11.20	$10.00	104.3%	29.9%	104.5%	7.3%	126.2%	-58.6%	-33.8%	1.7K	-129.7K	-1.6K	0.00	83.08	N/A	N/A	16	0	825	67
2024-06-04	$11.00	$10.00	170.8%	49.0%	104.3%	20.1%	0.0%	-105.7%	-164.9%	1.5K	-86.3K	-1.1K	0.02	87.30	N/A	N/A	3	0	834	67
2024-06-05	$11.00	$10.00	82.7%	23.7%	97.7%	3.1%	82.0%	-51.1%	14.8%	1.7K	-151.9K	-1.7K	2.13	81.10	N/A	N/A	1	3	837	67
2024-06-06	$10.80	$10.00	101.8%	24.6%	95.9%	6.8%	85.8%	-70.7%	-98.7%	1.4K	-125.6K	-1.5K	0.06	99.47	N/A	N/A	10	1	837	69
2024-06-07	$10.60	$10.00	60.1%	24.2%	92.1%	0.0%	0.0%	18.5%	-91.4%	1.2K	-112.3K	-1.3K	0.41	113.61	N/A	N/A	2	1	847	69
2024-06-10	$10.60	$10.00	126.9%	39.0%	91.5%	12.8%	136.2%	0.0%	-95.1%	1.9K	-136.2K	-1.5K	0.35	100.55	N/A	N/A	1	0	848	70
2024-06-11	$11.00	$10.00	104.6%	42.5%	64.5%	8.5%	148.4%	0.0%	-18.9%	1.6K	-150.5K	-1.6K	0.02	114.78	N/A	N/A	32	1	848	70
2024-06-12	$11.20	$10.00	97.5%	28.0%	60.4%	7.2%	0.0%	49.3%	-92.3%	2.1K	-172.7K	-1.6K	0.01	122.08	N/A	N/A	9	0	875	70
2024-06-13	$10.80	$10.00	93.6%	26.8%	61.0%	6.4%	0.0%	0.0%	-177.9%	2.0K	-129.8K	-1.4K	0.71	108.33	N/A	N/A	0	0	884	70
2024-06-14	$10.40	$10.00	89.2%	25.6%	50.1%	5.6%	0.0%	0.0%	-177.9%	2.0K	-149.6K	-1.7K	0.00	109.14	N/A	N/A	3	0	884	71
2024-06-17	$10.60	$10.00	61.0%	17.5%	50.2%	0.2%	0.0%	0.0%	-12.4%	1.5K	-112.3K	-1.3K	0.03	107.21	N/A	N/A	6	0	887	71
2024-06-18	$10.80	$10.00	59.8%	17.2%	51.7%	0.0%	0.0%	0.0%	-10.7%	1.7K	-119.0K	-1.3K	0.15	99.11	N/A	N/A	2	0	889	71
2024-06-20	$11.20	$10.00	109.9%	31.5%	54.4%	9.6%	0.0%	20.8%	0.0%	2.0K	-130.5K	-1.3K	0.00	111.59	N/A	N/A	0	0	890	71
2024-06-21	$11.40	$10.00	114.6%	32.9%	54.9%	10.5%	0.0%	22.8%	0.0%	2.2K	-161.8K	-1.6K	0.54	118.98	N/A	N/A	1	1	890	71
2024-06-24	$12.00	$10.00	152.9%	43.8%	49.3%	17.8%	138.7%	38.5%	-36.7%	2.4K	-167.8K	-1.7K	0.44	115.96	N/A	N/A	0	0	790	52
2024-06-25	$11.80	$10.00	129.2%	37.0%	49.2%	13.3%	0.0%	-16.5%	23.1%	2.1K	-146.9K	-1.4K	0.03	119.35	N/A	N/A	3	0	790	53
2024-06-26	$12.00	$10.00	84.4%	24.2%	49.4%	4.7%	0.0%	-6.9%	-9.6%	2.3K	-172.1K	-1.7K	0.05	111.46	N/A	N/A	1	0	792	53
2024-06-27	$12.40	$10.00	91.5%	26.2%	44.4%	6.1%	0.0%	35.8%	24.3%	2.7K	-208.3K	-1.9K	0.00	113.01	N/A	N/A	0	0	793	53
2024-06-28	$10.40	$10.00	103.2%	29.6%	77.2%	8.3%	114.5%	22.7%	359.8%	2.3K	-192.6K	-1.7K	0.14	110.90	N/A	N/A	2	0	793	53