BIRD Options History — November 2024

In November 2024, BIRD traded between $7.58 and $11.60. ATM implied volatility averaged 262.1%, placing in the 39.1% IV rank vs the trailing year. The 30-day expected move averaged 75.2%. IV traded above realized volatility by 182.1% (HV 20d: 80.1%). Max pain ranged from $0.50 to $0.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 7 of 20 days.

Notable Days

  • 2024-11-27: Largest IV drop — 55.8% change
  • 2024-11-26: Highest IV Rank — 63.0%
  • 2024-11-26: Largest Expected Move — 111.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$8.92$7.58$11.60$11.39$8.00
Max Pain$0.50$0.50$0.50$0.50$0.50
ATM IV262.1%127.3%388.1%220.7%138.3%
Expected Move75.2%36.5%111.3%63.3%39.6%
HV 20d80.1%55.8%92.1%59.6%79.9%
HV 60d93.1%87.8%96.9%91.6%87.8%
IV Rank39.1%13.4%63.0%31.2%15.5%
IV Percentile84.0%36.9%99.6%86.5%43.7%
Term Structure-76.2%-203.8%67.8%-1.4%58.6%
Skew 25d-24.6%-74.3%33.1%33.1%-1.6%
Skew 10d-57.7%-175.3%83.1%83.1%9.9%
Call IV 25d260.7%129.9%388.1%204.1%183.3%
Put IV 25d236.2%124.8%313.8%237.2%181.8%
Bid-Ask Spread %6.663.699.125.815.07
Gamma HHI0.340.330.350.340.33
Net GEX12.8K11.0K14.1K11.0K13.7K
Net DEX-14.9M-19.7M-12.4M-19.6M-13.3M
Net VEX-5.0K-5.9K-4.0K-5.5K-4.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI18,455.2518,41318,72918,72918,422

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-11-01$11.39$0.50220.7%63.3%59.6%31.2%0.0%33.1%-1.4%11.0K-19.6M-5.5K0.005.81N/AN/A0017,7021,027
2024-11-04$11.09$0.50179.6%51.5%60.4%23.4%0.0%-0.0%17.0%11.3K-18.9M-5.0K0.008.86N/AN/A0017,6001,027
2024-11-05$11.09$0.50127.3%36.5%56.4%13.4%0.0%-5.0%67.8%11.3K-18.8M-5.0K0.007.79N/AN/A0017,4691,027
2024-11-06$11.60$0.50179.8%51.6%55.8%23.4%0.0%0.0%21.4%11.0K-19.7M-5.1K0.009.12N/AN/A0017,4681,026
2024-11-07$10.29$0.50179.5%51.5%68.3%23.4%0.0%0.0%17.9%11.8K-17.3M-5.3K0.008.16N/AN/A0017,4681,026
2024-11-08$8.83$0.50179.7%51.5%86.5%23.4%0.0%4.2%11.9%12.6K-14.6M-5.9K0.007.35N/AN/A0017,4101,026
2024-11-11$8.47$0.50244.7%70.2%87.0%35.8%0.0%-6.1%-105.3%13.0K-14.0M-5.6K0.003.69N/AN/A0017,4101,013
2024-11-12$8.39$0.50310.8%89.1%86.8%48.3%0.0%-25.8%-124.9%13.1K-13.9M-5.6K0.006.43N/AN/A0017,4111,012
2024-11-13$8.48$0.50252.8%72.5%86.9%37.3%0.0%-16.3%-74.9%12.7K-14.0M-5.6K0.006.89N/AN/A0017,4011,012
2024-11-14$8.54$0.50319.2%91.5%86.8%49.9%0.0%-17.0%-141.3%12.6K-14.1M-5.5K0.006.51N/AN/A0017,4011,012
2024-11-15$8.15$0.50257.7%73.9%87.8%38.2%0.0%-24.1%-75.2%13.3K-13.5M-5.1K0.006.48N/AN/A0017,4011,012
2024-11-18$7.63$0.50327.5%93.9%90.0%51.5%0.0%-61.5%-147.2%13.9K-12.5M-4.9K0.006.04N/AN/A0017,4011,012
2024-11-19$7.58$0.50340.9%97.7%87.8%54.1%0.0%-65.5%-160.6%14.1K-12.4M-5.2K0.005.81N/AN/A0017,4011,012
2024-11-20$7.70$0.50346.1%99.2%88.1%55.0%0.0%-64.3%-165.4%13.9K-12.7M-4.8K0.005.79N/AN/A0017,4011,012
2024-11-21$8.00$0.50352.1%100.9%90.0%56.2%0.0%-51.4%-168.6%13.6K-13.2M-4.8K0.005.85N/AN/A0017,4011,012
2024-11-22$8.33$0.50359.8%103.1%91.5%57.6%0.0%-65.3%-173.9%13.6K-13.8M-4.9K0.006.38N/AN/A0017,4011,012
2024-11-25$8.50$0.50366.6%105.1%92.1%58.9%0.0%-58.7%-188.5%13.0K-14.1M-4.7K0.006.35N/AN/A0017,4011,012
2024-11-26$8.36$0.50388.1%111.3%79.9%63.0%0.0%-74.3%-203.8%13.3K-13.9M-4.3K0.006.32N/AN/A0017,4111,011
2024-11-27$8.06$0.50171.4%49.1%80.0%21.8%0.0%8.4%11.8%13.6K-13.4M-4.0K0.008.46N/AN/A0017,4111,011
2024-11-29$8.00$0.50138.3%39.6%79.9%15.5%0.0%-1.6%58.6%13.7K-13.3M-4.1K0.005.07N/AN/A0017,4111,011