BDX Options History — June 2018

In June 2018, BDX traded between $172.26 and $184.37. ATM implied volatility averaged 15.8%, placing in the 30.7% IV rank vs the trailing year. The 30-day expected move averaged 4.6%. IV traded below realized volatility by 1.1% (HV 20d: 16.9%). Max pain ranged from $174.49 to $176.41. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 1.11.

Notable Days

  • 2018-06-08: Highest Volume — 3,913 contracts
  • 2018-06-25: Largest IV spike — 12.9% change
  • 2018-06-25: Highest IV Rank — 44.8%
  • 2018-06-25: Largest Expected Move — 5.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$178.65$172.26$184.37$172.26$184.37
Max Pain$176.32$174.49$176.41$174.49$176.41
ATM IV15.8%14.4%18.0%15.7%17.9%
Expected Move4.6%4.3%5.2%4.6%5.0%
HV 20d16.9%14.8%17.8%16.5%16.8%
HV 60d18.8%17.7%19.5%19.3%18.1%
IV Rank30.7%22.0%44.8%30.1%44.4%
IV Percentile41.1%21.8%65.5%41.7%63.5%
Term Structure0.9%-0.6%4.2%-0.3%2.4%
VWIV16.0%14.3%18.6%17.5%17.6%
Skew 25d2.2%1.6%3.1%2.1%2.1%
Skew 10d5.1%3.7%7.9%5.0%5.2%
Call IV 25d14.9%13.4%16.9%15.2%16.7%
Put IV 25d17.1%15.4%19.8%17.3%18.8%
Bid-Ask Spread %26.6615.7939.9217.1529.01
Gamma HHI0.120.090.200.090.20
Net GEX2.5M-988.0K5.1M-988.0K5.1M
Net DEX-38.2M-72.7M13.6M13.6M-72.7M
Net VEX-290.3K-316.5K-263.1K-305.9K-293.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.110.562.391.601.03
Total Volume3,061.192,2033,9133,6772,534
Total OI21,012.61916,43424,36122,71319,965

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-06-01$172.26$174.4915.7%4.6%16.5%30.1%17.5%2.1%-0.3%-988.0K13.6M-305.9K1.6017.15N/AN/A1,4132,2649,24613,467
2018-06-04$175.50$176.4115.0%4.4%17.4%25.7%16.4%2.6%0.1%926.9K-14.2M-305.1K2.3924.26N/AN/A9272,2208,92313,713
2018-06-05$174.80$176.4115.4%4.4%17.5%28.5%15.5%2.0%-0.1%1.1M-9.3M-297.2K1.5425.58N/AN/A1,4162,1809,12913,776
2018-06-06$177.34$176.4114.7%4.4%17.1%23.6%15.1%2.1%0.2%2.9M-36.6M-311.6K1.2836.00N/AN/A1,6972,1629,65713,886
2018-06-07$176.09$176.4114.5%4.3%17.2%22.7%14.8%1.9%-0.1%1.9M-15.0M-299.3K0.8922.49N/AN/A1,8861,6849,04313,953
2018-06-08$177.52$176.4114.4%4.5%17.2%22.0%15.4%1.6%-0.2%2.3M-34.2M-291.2K0.9028.26N/AN/A2,0561,8579,48414,073
2018-06-11$178.77$176.4114.9%4.5%17.3%25.1%15.2%1.9%0.6%2.7M-49.0M-273.3K1.3524.60N/AN/A1,4361,9419,38913,554
2018-06-12$179.11$176.4114.6%4.4%17.1%23.1%15.0%2.2%0.7%3.1M-55.2M-269.2K1.2524.52N/AN/A1,4951,8669,74113,830
2018-06-13$178.19$176.4114.6%4.4%16.6%23.0%15.3%2.1%0.9%2.8M-46.1M-290.3K1.2235.91N/AN/A1,5331,8709,98113,942
2018-06-14$178.50$176.4114.4%4.4%16.6%22.1%14.3%2.0%1.2%2.8M-53.8M-273.7K1.1820.74N/AN/A1,4541,71610,17014,080
2018-06-15$178.07$176.4114.5%4.3%16.5%22.5%14.5%1.8%0.8%966.0K-58.0M-263.1K1.1222.59N/AN/A1,5301,71010,27114,090
2018-06-18$177.04$176.4116.0%4.6%16.6%32.0%15.6%2.2%-0.4%1.9M-16.0M-278.1K0.8730.63N/AN/A1,3151,1466,7739,661
2018-06-19$176.11$176.4116.0%4.6%15.9%32.0%14.8%1.9%-0.3%1.8M-13.8M-280.1K0.8539.92N/AN/A1,1921,0117,2319,983
2018-06-20$176.45$176.4116.1%4.6%14.8%32.5%14.8%2.2%-0.3%1.8M-16.6M-284.3K1.0815.79N/AN/A1,1521,2457,38710,117
2018-06-21$178.55$176.4116.6%4.8%15.3%35.7%16.5%2.8%-0.4%2.7M-31.6M-289.8K0.8621.67N/AN/A1,2961,1177,56110,316
2018-06-22$182.88$176.4116.0%4.6%17.2%31.7%16.3%2.0%-0.6%3.4M-62.0M-282.9K0.5622.16N/AN/A2,1151,1947,88810,414
2018-06-25$180.16$176.4118.0%5.2%17.8%44.8%18.6%3.1%3.0%3.1M-41.4M-316.5K0.6834.16N/AN/A1,7801,2118,38610,250
2018-06-26$183.91$176.4116.6%4.8%17.5%36.1%17.1%3.0%4.2%4.1M-67.6M-288.4K0.7731.06N/AN/A1,4541,1268,53910,516
2018-06-27$182.36$176.4117.7%5.2%17.6%42.7%18.1%2.8%3.1%3.8M-56.2M-299.7K0.8918.13N/AN/A1,3061,1568,66710,605
2018-06-28$183.78$176.4117.9%5.0%17.2%44.3%17.7%2.2%3.6%4.1M-66.7M-303.1K1.0635.27N/AN/A1,2711,3518,85710,751
2018-06-29$184.37$176.4117.9%5.0%16.8%44.4%17.6%2.1%2.4%5.1M-72.7M-293.2K1.0329.01N/AN/A1,2481,2869,06010,905