BDX Options History — February 2019

In February 2019, BDX traded between $184.82 and $192.10. ATM implied volatility averaged 17.2%, placing in the 17.1% IV rank vs the trailing year. The 30-day expected move averaged 4.9%. IV traded above realized volatility by 1.5% (HV 20d: 15.7%). Max pain ranged from $184.08 to $184.08. Net GEX was positive for 16 of 19 trading days. Term structure was in contango for 13 of 19 days. Put/call ratio averaged 1.34.

Notable Days

  • 2019-02-05: Highest Volume — 4,020 contracts
  • 2019-02-14: Largest IV spike — 15.0% change
  • 2019-02-01: Highest IV Rank — 30.2%
  • 2019-02-01: Largest Expected Move — 5.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$188.88$184.82$192.10$189.36$191.01
Max Pain$184.08$184.08$184.08$184.08$184.08
ATM IV17.2%15.6%20.2%20.2%16.0%
Expected Move4.9%4.4%5.5%5.5%4.4%
HV 20d15.7%12.6%19.1%18.0%12.6%
HV 60d24.3%22.9%26.0%25.8%22.9%
IV Rank17.1%10.3%30.2%30.2%12.0%
IV Percentile31.2%19.0%52.0%52.0%24.2%
Term Structure0.1%-1.5%1.7%-0.4%0.8%
VWIV17.7%15.6%21.3%18.5%16.2%
Skew 25d3.2%2.3%3.9%3.0%3.3%
Skew 10d6.9%3.5%8.4%7.5%8.3%
Call IV 25d16.1%14.4%19.5%19.5%15.4%
Put IV 25d19.3%18.0%22.5%22.5%18.7%
Bid-Ask Spread %39.5731.0165.8646.3441.89
Gamma HHI0.140.110.200.140.20
Net GEX1.2M-1.2M3.8M3.6M3.8M
Net DEX-24.7M-47.0M1.5M-47.0M-34.9M
Net VEX-351.4K-363.5K-334.4K-363.5K-351.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.340.224.260.770.48
Total Volume1,299.0535004,0201,9001,209
Total OI18,539.21117,12520,46617,67318,185

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-02-01$189.36$184.0820.2%5.5%18.0%30.2%18.5%3.0%-0.4%3.6M-47.0M-363.5K0.7746.34N/AN/A1,0728288,5959,078
2019-02-04$189.29$184.0819.4%5.2%16.7%26.7%19.1%2.3%-0.6%3.1M-39.4M-353.0K1.0337.54N/AN/A6726918,5218,755
2019-02-05$185.52$184.0817.4%5.1%19.1%18.2%17.9%3.4%0.2%1.4M-17.1M-334.4K2.2638.54N/AN/A1,2342,7868,9789,429
2019-02-06$185.86$184.0817.2%5.0%18.8%17.3%17.6%2.9%0.3%47.7K-9.4M-350.3K0.5840.13N/AN/A4622709,50310,666
2019-02-07$184.82$184.0818.4%5.2%18.0%22.3%18.5%3.3%-0.4%-1.1M1.5M-351.1K0.8637.19N/AN/A2812439,64310,672
2019-02-08$185.06$184.0818.4%5.3%17.8%22.7%19.0%3.1%0.1%-1.2M-1.1M-346.1K2.8941.13N/AN/A3339659,75210,714
2019-02-11$185.97$184.0818.5%5.3%17.6%22.8%21.3%3.9%-1.5%17.1K-7.6M-341.2K4.2639.93N/AN/A1175009,0889,296
2019-02-12$188.39$184.0816.6%4.7%17.6%14.3%18.5%3.0%0.6%1.6M-22.1M-358.6K3.2934.31N/AN/A2448039,1679,724
2019-02-13$188.47$184.0815.6%4.5%16.8%10.3%17.5%3.9%1.7%1.6M-25.1M-357.2K1.0836.62N/AN/A7988619,5769,994
2019-02-14$187.90$184.0818.0%5.2%17.0%20.6%18.0%3.4%-1.3%1.8K-18.6M-354.5K0.7637.30N/AN/A9226989,57710,084
2019-02-15$190.18$184.0816.1%4.5%16.3%12.4%15.6%3.4%1.1%177.0K-34.1M-353.5K0.5033.47N/AN/A1,5447769,64010,096
2019-02-19$190.43$184.0817.0%4.9%14.0%16.4%17.1%3.0%0.1%882.5K-26.4M-351.5K2.1165.86N/AN/A1603408,1938,932
2019-02-20$190.91$184.0816.1%4.6%12.8%12.3%16.2%3.2%0.1%747.4K-29.0M-350.4K0.8339.33N/AN/A4593798,3259,231
2019-02-21$189.55$184.0817.4%4.8%13.2%18.0%17.3%3.6%0.3%-99.7K-19.8M-357.9K1.8035.82N/AN/A4347818,5279,242
2019-02-22$191.10$184.0815.9%4.6%13.2%11.5%16.2%3.4%0.2%1.5M-33.1M-357.5K0.9931.01N/AN/A3002968,6579,498
2019-02-25$192.10$184.0816.1%4.6%13.1%12.4%17.5%3.2%0.7%2.3M-38.1M-348.1K0.3736.14N/AN/A6372378,3919,027
2019-02-26$191.06$184.0815.9%4.5%13.2%11.6%17.1%2.7%0.4%1.3M-30.1M-353.9K0.2240.98N/AN/A1,0182268,2859,207
2019-02-27$191.66$184.0816.4%4.5%13.1%13.4%17.1%3.5%-0.2%3.5M-38.2M-343.6K0.3438.24N/AN/A8272798,6869,311
2019-02-28$191.01$184.0816.0%4.4%12.6%12.0%16.2%3.3%0.8%3.8M-34.9M-351.1K0.4841.89N/AN/A8173928,8339,352