BIRD Options History — October 2024

In October 2024, BIRD traded between $9.90 and $11.85. ATM implied volatility averaged 152.9%, placing in the 18.3% IV rank vs the trailing year. The 30-day expected move averaged 42.4%. IV traded above realized volatility by 82.1% (HV 20d: 70.9%). Max pain ranged from $0.50 to $1.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 14 of 23 days.

Notable Days

  • 2024-10-23: Largest IV spike — 72.9% change
  • 2024-10-17: Highest IV Rank — 25.4%
  • 2024-10-30: Largest Expected Move — 54.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$10.81$9.90$11.85$11.85$11.44
Max Pain$0.70$0.50$1.00$1.00$0.50
ATM IV152.9%103.9%190.4%150.4%135.8%
Expected Move42.4%29.8%54.5%43.1%38.9%
HV 20d70.9%44.4%116.1%115.7%60.0%
HV 60d94.3%90.4%103.6%103.2%91.6%
IV Rank18.3%9.0%25.4%17.8%15.1%
IV Percentile53.1%17.9%75.4%53.6%42.1%
Term Structure21.0%-34.0%82.5%-15.2%63.4%
Skew 25d-7.6%-70.5%2.9%-0.1%-6.4%
Skew 10d-0.6%-70.5%20.9%0.9%-5.9%
Call IV 25d158.6%114.8%277.8%137.5%139.0%
Put IV 25d151.0%92.9%208.9%137.4%132.6%
Bid-Ask Spread %8.520.6817.7811.367.20
Gamma HHI0.340.330.350.340.34
Net GEX11.1K10.4K11.7K10.4K11.1K
Net DEX-18.5M-20.4M-16.8M-20.4M-19.7M
Net VEX-6.9K-7.7K-5.5K-7.7K-5.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI18,877.52218,72918,99918,99918,729

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-10-01$11.85$1.00150.4%43.1%115.7%17.8%0.0%-0.1%-15.2%10.4K-20.4M-7.7K0.0011.36N/AN/A0017,7931,206
2024-10-02$11.34$1.00151.0%43.3%116.1%18.0%0.0%0.0%-7.2%10.6K-19.5M-7.6K0.0010.34N/AN/A0017,7931,206
2024-10-03$11.34$1.00146.1%41.9%115.5%17.0%0.0%0.0%-11.4%10.7K-19.5M-7.6K0.0010.67N/AN/A0017,7931,206
2024-10-04$11.13$1.00146.5%42.0%112.7%17.1%0.0%0.2%-25.6%10.8K-19.1M-7.5K0.0010.69N/AN/A0017,7931,206
2024-10-07$11.19$1.00145.8%41.8%109.2%17.0%0.0%-4.3%-29.3%10.8K-19.2M-7.5K0.000.71N/AN/A0017,7931,206
2024-10-08$10.56$1.00145.6%41.7%111.0%16.9%0.0%-0.0%-6.9%10.9K-18.1M-7.7K0.000.80N/AN/A0017,7931,206
2024-10-09$11.11$1.00149.9%43.0%112.5%17.7%0.0%0.0%-26.9%10.9K-19.0M-7.3K0.000.68N/AN/A0017,7931,205
2024-10-10$10.54$1.00150.1%43.0%54.2%17.8%0.0%0.0%-10.6%10.9K-18.0M-7.7K0.000.75N/AN/A0017,7931,205
2024-10-11$10.73$1.00149.3%42.8%52.6%17.6%0.0%-18.2%-34.0%11.0K-18.4M-7.2K0.000.73N/AN/A0017,7931,205
2024-10-14$10.76$0.50148.9%40.2%52.3%17.6%0.0%0.0%57.7%11.3K-18.4M-7.1K0.0011.60N/AN/A0017,7931,205
2024-10-15$10.80$0.50126.4%33.9%52.0%13.3%0.0%0.0%80.1%11.2K-18.5M-7.0K0.0017.78N/AN/A0017,7931,205
2024-10-16$10.46$0.50144.5%35.0%52.6%16.7%0.0%-70.5%76.4%11.3K-17.9M-7.0K0.0013.30N/AN/A0017,7931,087
2024-10-17$10.15$0.50190.4%33.1%52.1%25.4%0.0%0.0%81.5%11.4K-17.3M-7.0K0.0016.15N/AN/A0017,7931,086
2024-10-18$9.98$0.50113.7%32.6%51.4%10.9%0.0%-55.8%80.7%11.5K-17.0M-6.8K0.0014.56N/AN/A0017,7931,086
2024-10-21$9.90$0.50131.3%37.7%50.9%14.2%0.0%2.9%65.3%11.7K-16.8M-6.7K0.0010.12N/AN/A0017,7021,027
2024-10-22$10.31$0.50103.9%29.8%52.8%9.0%0.0%-21.9%82.5%11.5K-17.6M-6.8K0.0010.14N/AN/A0017,7021,027
2024-10-23$10.41$0.50179.6%51.5%51.5%23.4%0.0%0.0%2.5%11.4K-17.7M-6.7K0.007.81N/AN/A0017,7021,027
2024-10-24$10.38$0.50179.5%51.5%44.4%23.4%0.0%0.0%2.5%11.6K-17.7M-6.3K0.007.67N/AN/A0017,7021,027
2024-10-25$10.54$0.50179.6%51.5%44.4%23.4%0.0%0.0%2.9%11.5K-18.0M-6.3K0.007.94N/AN/A0017,7021,027
2024-10-28$10.55$0.50179.7%51.5%44.5%23.4%0.0%0.0%17.0%11.6K-18.0M-6.1K0.008.01N/AN/A0017,7021,027
2024-10-29$11.80$0.50179.5%51.4%61.1%23.4%0.0%0.0%22.3%10.9K-20.3M-5.7K0.008.67N/AN/A0017,7021,027
2024-10-30$11.45$0.50190.0%54.5%60.0%25.4%0.0%-1.1%16.4%11.1K-19.6M-5.8K0.008.27N/AN/A0017,7021,027
2024-10-31$11.44$0.50135.8%38.9%60.0%15.1%0.0%-6.4%63.4%11.1K-19.7M-5.5K0.007.20N/AN/A0017,7021,027