BDX Options History — July 2019

In July 2019, BDX traded between $192.31 and $197.67. ATM implied volatility averaged 20.2%, placing in the 30.2% IV rank vs the trailing year. The 30-day expected move averaged 5.9%. IV traded above realized volatility by 6.7% (HV 20d: 13.5%). Max pain ranged from $189.83 to $191.75. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 6 of 22 days. Put/call ratio averaged 1.48.

Notable Days

  • 2019-07-30: Highest Volume — 6,249 contracts
  • 2019-07-05: Largest IV spike — 9.9% change
  • 2019-07-17: Highest IV Rank — 35.1%
  • 2019-07-31: Largest Expected Move — 6.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$194.51$192.31$197.67$194.99$194.82
Max Pain$191.49$189.83$191.75$189.83$191.75
ATM IV20.2%16.9%21.3%17.3%21.1%
Expected Move5.9%4.6%6.8%4.6%6.8%
HV 20d13.5%10.9%16.5%16.3%12.5%
HV 60d19.4%16.2%23.0%22.9%16.7%
IV Rank30.2%16.0%35.1%17.6%34.6%
IV Percentile51.8%23.8%62.7%25.4%61.5%
Term Structure0.1%-1.9%3.7%2.6%-0.5%
VWIV20.5%16.3%24.1%16.8%24.1%
Skew 25d3.2%1.1%3.8%2.4%3.4%
Skew 10d6.8%1.3%8.8%3.4%7.9%
Call IV 25d18.6%14.8%19.9%17.5%19.6%
Put IV 25d21.8%15.9%23.7%19.9%23.0%
Bid-Ask Spread %35.2520.7677.5976.6027.14
Gamma HHI0.140.090.280.090.28
Net GEX2.8M-20.9M7.6M3.7M-20.9M
Net DEX-43.6M-68.6M11.6M-64.6M11.6M
Net VEX-428.3K-459.0K-394.9K-448.1K-445.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.480.197.211.571.02
Total Volume1,566.6366006,2497961,272
Total OI22,116.90919,74127,24419,74127,244

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-07-01$194.99$189.8317.3%4.6%16.3%17.6%16.8%2.4%2.6%3.7M-64.6M-448.1K1.5776.60N/AN/A3104869,73710,004
2019-07-02$193.82$189.8317.5%4.6%16.5%18.4%16.3%1.6%2.8%3.1M-53.8M-454.2K1.0676.90N/AN/A5706049,85810,409
2019-07-03$195.36$189.8316.9%4.6%15.1%16.0%16.3%1.1%3.3%4.0M-68.6M-449.5K4.7577.59N/AN/A5302,52110,04510,462
2019-07-05$194.51$191.7518.6%5.9%14.3%23.4%20.2%2.8%3.7%2.6M-49.0M-459.0K1.8429.71N/AN/A6261,15110,17111,381
2019-07-08$192.89$191.7520.4%6.0%14.9%31.3%20.9%3.6%-0.2%1.9M-33.7M-447.0K2.5924.25N/AN/A20152010,07811,288
2019-07-09$192.31$191.7521.3%6.0%14.8%35.1%20.0%3.8%-0.7%1.8M-28.5M-447.2K1.3430.50N/AN/A44559710,07611,500
2019-07-10$194.19$191.7521.0%6.0%13.5%33.8%20.2%3.7%0.0%3.4M-47.1M-438.3K2.0926.94N/AN/A33569810,31111,648
2019-07-11$195.90$191.7520.4%5.5%13.6%31.4%20.3%3.4%-1.4%4.7M-64.3M-428.6K1.5923.05N/AN/A38561310,43011,755
2019-07-12$193.83$191.7520.9%5.9%14.4%33.4%21.5%2.9%-0.3%6.6M-43.8M-430.0K1.1666.48N/AN/A66076810,56311,811
2019-07-15$193.97$191.7521.1%6.0%14.0%34.2%19.8%3.4%-0.8%3.4M-42.3M-416.3K0.1930.87N/AN/A1,08821110,24611,662
2019-07-16$193.03$191.7521.1%6.0%14.3%34.5%19.6%3.7%-1.0%4.1M-34.7M-420.9K0.4330.67N/AN/A74932610,94711,774
2019-07-17$193.20$191.7521.3%6.1%14.3%35.1%20.7%3.5%-0.7%4.2M-36.7M-412.9K0.2825.27N/AN/A67219011,07411,837
2019-07-18$194.48$191.7520.9%6.0%14.3%33.4%19.8%3.8%-1.9%7.6M-50.4M-408.4K0.6529.04N/AN/A74248011,08911,850
2019-07-19$193.26$191.7520.6%6.0%11.9%32.2%19.2%3.6%-0.8%3.0M-35.9M-394.9K0.2531.18N/AN/A2,05351411,14412,033
2019-07-22$193.20$191.7520.6%6.1%10.9%32.2%22.2%3.1%-0.3%2.2M-27.6M-397.6K0.8427.38N/AN/A3272739,81311,008
2019-07-23$196.07$191.7520.0%6.0%11.9%29.7%20.6%3.4%0.2%3.7M-51.6M-402.9K1.5723.30N/AN/A7301,14710,03611,227
2019-07-24$196.35$191.7520.0%6.0%11.6%29.4%21.5%3.2%-0.2%4.2M-54.2M-415.7K0.9120.76N/AN/A63357710,46211,879
2019-07-25$194.93$191.7520.6%6.2%12.0%32.3%22.6%3.3%-0.5%4.2M-41.7M-421.7K0.5222.25N/AN/A1,12458410,78912,033
2019-07-26$195.04$191.7520.6%6.3%11.9%32.1%22.3%3.4%-0.7%6.4M-43.4M-438.1K0.4525.43N/AN/A1,27858011,24612,254
2019-07-29$195.39$191.7520.8%6.5%11.8%32.8%22.7%3.6%-0.4%3.1M-38.7M-419.8K0.3125.52N/AN/A49215510,30311,159
2019-07-30$197.67$191.7520.7%6.5%11.5%32.5%23.2%3.0%-0.2%4.1M-59.2M-426.0K7.2124.72N/AN/A7625,48710,64411,292
2019-07-31$194.82$191.7521.1%6.8%12.5%34.6%24.1%3.4%-0.5%-20.9M11.6M-445.0K1.0227.14N/AN/A63164110,78116,463