BDX Options History — June 2019

In June 2019, BDX traded between $178.13 and $192.21. ATM implied volatility averaged 19.1%, placing in the 25.6% IV rank vs the trailing year. The 30-day expected move averaged 5.5%. IV traded above realized volatility by 1.0% (HV 20d: 18.1%). Max pain ranged from $176.41 to $189.83. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 16 of 20 days. Put/call ratio averaged 1.07.

Notable Days

  • 2019-06-28: Highest Volume — 4,617 contracts
  • 2019-06-21: Largest IV drop — 7.3% change
  • 2019-06-03: Highest IV Rank — 38.6%
  • 2019-06-03: Largest Expected Move — 6.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$184.78$178.13$192.21$178.13$192.21
Max Pain$179.09$176.41$189.83$176.41$189.83
ATM IV19.1%16.9%22.1%22.1%18.6%
Expected Move5.5%4.8%6.5%6.5%5.1%
HV 20d18.1%15.9%20.1%19.7%16.2%
HV 60d23.1%22.4%24.1%23.5%22.7%
IV Rank25.6%15.7%38.6%38.6%23.5%
IV Percentile42.1%25.0%68.3%68.3%37.7%
Term Structure0.5%-0.9%3.0%0.0%3.0%
VWIV19.4%16.8%24.4%24.4%17.0%
Skew 25d3.5%2.8%4.0%3.8%2.9%
Skew 10d7.3%5.7%8.7%8.4%5.7%
Call IV 25d17.6%15.6%20.7%20.7%16.2%
Put IV 25d21.0%18.5%24.6%24.6%19.1%
Bid-Ask Spread %30.9410.4978.8915.1272.23
Gamma HHI0.260.180.490.190.49
Net GEX7.9M1.6M21.8M3.7M14.5M
Net DEX-43.6M-150.5M-769.8K-9.3M-60.6M
Net VEX-395.5K-446.3K-361.2K-379.8K-446.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.070.183.190.530.53
Total Volume2,279.253934,6173934,617
Total OI24,095.6516,81230,65322,72320,355

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-06-03$178.13$176.4122.1%6.5%19.7%38.6%24.4%3.8%0.0%3.7M-9.3M-379.8K0.5315.12N/AN/A25713613,5159,208
2019-06-04$180.13$176.4120.7%5.9%20.1%32.5%22.3%3.4%0.1%5.6M-23.5M-385.1K0.5118.24N/AN/A47724313,6569,225
2019-06-05$184.22$176.4119.3%5.4%19.2%26.3%19.0%3.5%0.1%9.7M-57.0M-407.8K0.1816.49N/AN/A2,22139413,8439,300
2019-06-06$182.03$176.4120.5%5.8%19.7%31.6%21.9%3.8%0.1%10.0M-45.8M-409.7K1.0814.93N/AN/A9341,00414,9599,338
2019-06-07$183.07$176.4120.0%5.7%18.9%29.6%20.8%3.3%0.0%10.4M-54.7M-417.1K1.8515.42N/AN/A7911,46214,9719,908
2019-06-10$184.58$176.4119.6%5.8%17.3%27.9%18.8%3.8%0.4%12.3M-63.0M-410.5K0.7615.08N/AN/A90668814,68810,096
2019-06-11$181.75$176.4120.1%5.7%18.1%29.7%19.7%3.9%-0.2%7.3M-26.9M-393.8K0.9611.73N/AN/A85782214,71410,626
2019-06-12$181.68$176.4119.7%5.6%18.1%28.3%19.7%3.9%-0.1%7.1M-22.4M-389.9K2.1011.59N/AN/A5191,08914,75410,813
2019-06-13$181.21$176.4119.3%5.5%18.0%26.5%20.3%3.8%0.0%6.2M-14.4M-373.5K3.1913.47N/AN/A6412,04314,94010,579
2019-06-14$180.16$176.4119.8%5.9%18.3%28.5%20.8%3.5%1.2%1.6M-769.8K-361.2K3.0413.04N/AN/A6441,95915,15611,271
2019-06-17$180.46$176.4118.9%5.4%17.5%24.9%20.6%4.0%1.0%5.8M-10.9M-369.0K0.2214.23N/AN/A1,87741015,23111,022
2019-06-18$181.46$176.4118.7%5.4%17.6%23.6%19.4%3.8%0.4%7.2M-14.0M-365.3K1.2613.95N/AN/A1,4951,88116,33011,205
2019-06-19$182.88$176.4117.9%5.1%15.9%20.5%18.0%3.5%0.9%10.9M-20.3M-372.2K0.9814.21N/AN/A1,4361,40216,54612,076
2019-06-20$187.59$176.4118.2%5.3%18.0%21.6%18.1%3.5%-0.9%21.8M-103.3M-375.1K0.9510.49N/AN/A1,3141,24916,53112,523
2019-06-21$190.35$176.4116.9%4.8%17.8%15.7%16.8%3.0%1.0%6.7M-150.5M-381.9K0.3078.89N/AN/A3,09293117,29213,361
2019-06-24$191.36$176.4117.6%5.0%17.7%19.0%17.4%3.1%1.5%4.2M-52.8M-382.9K0.6266.00N/AN/A1,0796738,1478,665
2019-06-25$190.46$189.8318.4%5.3%17.8%22.2%18.0%3.2%0.6%4.0M-47.1M-419.0K1.1065.04N/AN/A1,0071,1138,9459,221
2019-06-26$190.31$189.8318.3%5.3%17.8%22.2%17.6%2.9%0.7%4.2M-42.7M-439.2K0.5569.63N/AN/A1,0986099,5379,723
2019-06-27$191.54$189.8317.7%5.0%17.6%19.2%17.0%2.8%-0.3%5.8M-52.1M-430.0K0.6969.10N/AN/A1,3099069,60210,041
2019-06-28$192.21$189.8318.6%5.1%16.2%23.5%17.0%2.9%3.0%14.5M-60.6M-446.3K0.5372.23N/AN/A3,0081,6099,97010,385