BDX Options History — October 2018 In October 2018, BDX traded between $173.52 and $202.35. ATM implied volatility averaged 24.4%, placing in the 79.7% IV rank vs the trailing year. The 30-day expected move averaged 7.3%. IV traded above realized volatility by 6.4% (HV 20d: 18.0%). Max pain ranged from $187.91 to $207.09. Net GEX was positive for 8 of 23 trading days. Term structure was in contango for 3 of 23 days. Put/call ratio averaged 1.16.
Notable Days 2018-10-26 : Highest Volume — 8,528 contracts2018-10-08 : Largest IV spike — 21.6% change2018-10-11 : Highest IV Rank — 100.0%2018-10-29 : Largest Expected Move — 10.5%Monthly Statistics Metric Avg Min Max Open Close Price $185.70 $173.52 $202.35 $201.83 $177.30 Max Pain $196.92 $187.91 $207.09 $199.42 $187.91 ATM IV 24.4% 17.1% 31.1% 17.1% 28.2% Expected Move 7.3% 4.1% 10.5% 4.1% 9.7% HV 20d 18.0% 12.7% 20.9% 12.7% 20.7% HV 60d 14.8% 11.7% 16.1% 11.8% 16.1% IV Rank 79.7% 39.0% 100.0% 39.0% 85.4% IV Percentile 87.2% 52.4% 100.0% 52.4% 98.8% Term Structure -0.5% -2.4% 5.1% -0.2% -0.6% VWIV 24.7% 13.0% 35.1% 13.0% 33.8% Skew 25d 2.9% 1.3% 4.5% 1.5% 3.5% Skew 10d 6.0% 1.5% 8.5% 2.9% 7.4% Call IV 25d 23.4% 16.7% 29.4% 17.1% 26.7% Put IV 25d 26.3% 18.1% 32.8% 18.6% 30.2% Bid-Ask Spread % 28.14 13.27 57.16 22.69 21.76 Gamma HHI 0.13 0.08 0.30 0.15 0.18 Net GEX -175.5K -4.6M 5.7M 5.1M -2.9M Net DEX 15.2M -80.3M 64.8M -77.8M 51.5M Net VEX -407.3K -551.8K -329.3K -428.5K -542.6K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.16 0.64 3.02 0.64 1.33 Total Volume 3,969.739 2,454 8,528 3,655 4,097 Total OI 17,561.696 14,305 23,650 14,932 23,650
Daily Data (23 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 2018-10-01 $201.83 $199.42 17.1% 4.1% 12.7% 39.0% 13.0% 1.5% -0.2% 5.1M -77.8M -428.5K 0.64 22.69 N/A N/A 2,234 1,421 9,385 5,547 2018-10-02 $202.35 $199.42 17.5% 4.1% 12.7% 41.3% 13.4% 2.0% -0.1% 5.7M -80.3M -437.0K 0.70 13.27 N/A N/A 1,967 1,372 9,728 5,753 2018-10-03 $198.15 $199.42 17.9% 4.3% 13.4% 44.3% 14.5% 2.3% 1.2% 3.3M -46.0M -430.3K 0.79 14.24 N/A N/A 2,151 1,707 9,777 5,826 2018-10-04 $193.50 $207.09 18.5% 5.8% 15.8% 47.7% 19.3% 2.1% 2.5% 1.8M -8.1M -413.6K 0.89 26.11 N/A N/A 2,192 1,958 9,965 6,193 2018-10-05 $194.12 $207.09 17.7% 6.0% 15.7% 42.9% 19.1% 1.3% 5.1% 864.4K -13.2M -423.4K 0.91 23.47 N/A N/A 2,119 1,919 10,166 6,705 2018-10-08 $192.18 $207.09 21.6% 6.3% 16.0% 67.4% 22.1% 2.5% -0.6% 658.6K -2.0M -406.7K 1.22 29.47 N/A N/A 1,505 1,838 9,679 6,416 2018-10-09 $192.22 $199.42 22.4% 6.3% 16.0% 72.5% 21.3% 2.4% -0.8% 126.4K 135.6K -411.2K 1.12 15.99 N/A N/A 1,666 1,865 9,732 6,711 2018-10-10 $186.49 $199.42 25.9% 7.1% 18.3% 95.3% 22.7% 4.5% -1.0% -609.8K 25.1M -392.2K 1.35 50.71 N/A N/A 1,618 2,188 10,120 6,880 2018-10-11 $184.38 $199.42 27.1% 7.5% 18.0% 100.0% 24.7% 3.1% -0.9% -1.1M 36.4M -378.6K 1.31 49.45 N/A N/A 1,715 2,249 10,218 7,460 2018-10-12 $186.04 $199.42 25.6% 7.2% 18.6% 90.7% 25.1% 2.4% -0.8% -581.0K 29.3M -394.1K 1.50 57.16 N/A N/A 1,559 2,347 10,419 7,664 2018-10-15 $183.62 $199.42 25.9% 7.3% 18.4% 92.5% 24.3% 3.6% -1.5% -520.4K 33.6M -373.6K 1.21 29.78 N/A N/A 1,572 1,905 10,293 7,493 2018-10-16 $187.23 $199.42 24.6% 7.0% 19.3% 84.6% 24.1% 3.2% -2.0% -177.6K 18.3M -382.8K 1.19 32.34 N/A N/A 1,561 1,852 10,396 7,342 2018-10-17 $187.36 $199.42 24.2% 6.9% 19.3% 82.0% 23.6% 3.5% -1.9% 133.8K 19.1M -383.7K 1.09 18.14 N/A N/A 1,539 1,683 10,483 7,514 2018-10-18 $183.84 $199.42 25.2% 7.3% 19.7% 88.2% 24.9% 2.8% -1.3% -703.6K 35.9M -362.9K 0.94 54.60 N/A N/A 2,067 1,945 10,528 7,502 2018-10-19 $182.53 $199.42 24.8% 7.3% 19.6% 85.9% 25.0% 4.0% -1.4% -4.6M 40.6M -350.9K 0.79 25.20 N/A N/A 2,368 1,869 10,944 7,888 2018-10-22 $180.61 $191.75 25.5% 7.8% 19.6% 89.9% 26.4% 2.7% -0.7% -938.0K 24.2M -340.3K 1.34 17.55 N/A N/A 1,047 1,407 8,026 6,279 2018-10-23 $177.63 $191.75 26.9% 8.3% 19.9% 98.6% 28.0% 3.0% -1.1% -950.8K 32.4M -329.3K 0.95 14.36 N/A N/A 2,045 1,946 8,168 6,389 2018-10-24 $176.52 $191.75 28.5% 8.9% 19.7% 100.0% 29.8% 3.5% -1.1% -599.6K 35.7M -355.6K 0.87 17.68 N/A N/A 1,827 1,587 9,166 7,147 2018-10-25 $178.01 $187.91 27.6% 8.8% 20.4% 95.3% 30.8% 3.2% -1.0% -663.0K 29.8M -356.4K 1.68 34.02 N/A N/A 1,967 3,301 9,281 7,163 2018-10-26 $175.51 $187.91 28.1% 9.5% 20.3% 97.9% 32.3% 2.5% -2.4% -1.4M 42.9M -401.5K 3.02 29.55 N/A N/A 2,120 6,408 9,515 9,025 2018-10-29 $173.52 $187.91 31.1% 10.5% 19.6% 100.0% 35.1% 3.4% -0.9% -3.0M 64.8M -520.7K 1.03 32.42 N/A N/A 1,953 2,016 9,129 13,136 2018-10-30 $176.18 $187.91 29.7% 10.0% 20.9% 92.8% 34.7% 3.4% -1.1% -2.9M 56.5M -551.8K 0.85 17.14 N/A N/A 1,963 1,669 9,302 13,816 2018-10-31 $177.30 $187.91 28.2% 9.7% 20.7% 85.4% 33.8% 3.5% -0.6% -2.9M 51.5M -542.6K 1.33 21.76 N/A N/A 1,755 2,342 9,518 14,132
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