BDX Options History — October 2019 In October 2019, BDX traded between $187.91 and $198.58. ATM implied volatility averaged 24.5%, placing in the 45.6% IV rank vs the trailing year. The 30-day expected move averaged 7.2%. IV traded above realized volatility by 5.1% (HV 20d: 19.4%). Max pain ranged from $191.75 to $199.42. Net GEX was positive for 11 of 23 trading days. Term structure was in contango for 5 of 23 days. Put/call ratio averaged 1.05.
Notable Days 2019-10-02 : Highest Volume — 2,041 contracts2019-10-02 : Largest IV spike — 13.4% change2019-10-08 : Highest IV Rank — 59.7%2019-10-30 : Largest Expected Move — 7.7%Monthly Statistics Metric Avg Min Max Open Close Price $192.75 $187.91 $198.58 $192.29 $196.17 Max Pain $192.25 $191.75 $199.42 $199.42 $191.75 ATM IV 24.5% 20.8% 27.4% 20.8% 23.2% Expected Move 7.2% 5.9% 7.7% 5.9% 7.7% HV 20d 19.4% 15.8% 21.9% 21.2% 21.3% HV 60d 23.3% 22.5% 24.1% 22.6% 22.5% IV Rank 45.6% 28.2% 59.7% 28.2% 39.8% IV Percentile 76.6% 50.0% 89.7% 50.0% 71.0% Term Structure -0.1% -1.7% 3.9% 3.9% -0.3% VWIV 25.2% 19.8% 28.3% 19.8% 27.5% Skew 25d 4.4% 2.3% 5.7% 3.1% 3.9% Skew 10d 9.8% 4.2% 17.8% 4.2% 8.8% Call IV 25d 22.5% 18.8% 25.5% 19.8% 21.3% Put IV 25d 26.9% 22.9% 30.9% 22.9% 25.2% Bid-Ask Spread % 35.20 20.14 59.91 59.91 20.40 Gamma HHI 0.14 0.10 0.65 0.10 0.14 Net GEX -1.3M -28.3M 8.2M -4.7M 4.8M Net DEX -1.2M -56.1M 46.5M 19.7M -36.7M Net VEX -478.4K -537.4K -435.6K -505.3K -452.4K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.05 0.11 3.41 0.61 1.10 Total Volume 881.522 201 2,041 859 430 Total OI 25,469.087 22,610 27,993 24,563 23,620
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 2019-10-01 $192.29 $199.42 20.8% 5.9% 21.2% 28.2% 19.8% 3.1% 3.9% -4.7M 19.7M -505.3K 0.61 59.91 N/A N/A 533 326 9,139 15,424 2019-10-02 $190.36 $195.58 23.6% 6.6% 18.8% 41.5% 26.8% 2.3% 2.9% -5.8M 32.7M -520.3K 2.25 22.77 N/A N/A 628 1,413 9,484 15,582 2019-10-03 $192.07 $191.75 24.3% 7.5% 18.4% 45.0% 25.1% 3.6% 3.0% -3.9M 20.1M -537.4K 0.51 41.86 N/A N/A 673 345 9,956 16,483 2019-10-04 $193.67 $191.75 22.8% 7.2% 17.1% 37.9% 24.6% 5.7% 3.7% -2.1M 2.9M -523.6K 0.33 42.63 N/A N/A 361 120 10,458 16,611 2019-10-07 $191.74 $191.75 25.1% 7.3% 15.8% 48.6% 24.1% 5.0% -0.8% -4.0M 19.2M -511.7K 0.50 43.88 N/A N/A 744 373 10,009 15,694 2019-10-08 $188.05 $191.75 27.4% 7.6% 16.9% 59.7% 27.1% 5.4% -1.4% -6.6M 46.5M -516.0K 1.24 39.76 N/A N/A 515 640 10,645 16,026 2019-10-09 $190.04 $191.75 26.8% 7.4% 17.1% 56.9% 25.4% 5.2% -1.0% -3.6M 25.5M -516.0K 0.76 40.72 N/A N/A 202 154 11,320 16,269 2019-10-10 $190.48 $191.75 26.7% 7.4% 16.9% 56.1% 25.4% 4.8% -1.1% -3.3M 23.2M -507.2K 3.41 42.27 N/A N/A 170 583 11,409 16,315 2019-10-11 $194.34 $191.75 25.6% 7.1% 18.6% 51.1% 22.3% 3.3% -1.7% 3.7M -15.9M -492.4K 0.11 56.94 N/A N/A 948 103 11,480 16,367 2019-10-14 $192.59 $191.75 25.8% 7.3% 18.7% 52.0% 23.1% 4.5% -0.7% -560.5K 1.5M -479.7K 0.28 46.91 N/A N/A 1,062 294 11,214 15,151 2019-10-15 $194.54 $191.75 25.0% 7.2% 19.2% 48.1% 26.1% 4.2% -1.0% 3.6M -20.3M -478.2K 1.47 39.27 N/A N/A 108 159 12,178 15,357 2019-10-16 $194.02 $191.75 24.9% 7.1% 19.1% 47.6% 27.1% 4.6% -1.0% 3.5M -14.5M -469.5K 2.35 40.04 N/A N/A 60 141 12,221 15,422 2019-10-17 $197.30 $191.75 22.4% 6.4% 20.1% 35.9% 23.0% 5.2% 0.7% 8.2M -49.6M -458.9K 0.64 31.92 N/A N/A 778 500 12,262 15,470 2019-10-18 $198.58 $191.75 23.2% 6.7% 19.9% 39.8% 23.8% 5.1% -0.0% 4.3M -56.1M -451.8K 0.53 36.90 N/A N/A 785 418 12,195 15,798 2019-10-21 $195.24 $191.75 24.4% 7.2% 20.9% 45.5% 24.9% 4.6% -1.0% 2.0M -21.7M -462.2K 1.85 25.18 N/A N/A 239 441 10,048 12,649 2019-10-22 $192.51 $191.75 24.6% 7.3% 20.9% 46.3% 24.8% 3.5% -0.9% 428.3K -9.0M -451.8K 0.64 28.65 N/A N/A 210 135 10,261 12,833 2019-10-23 $192.43 $191.75 25.2% 7.4% 20.2% 49.0% 24.8% 5.3% -1.3% 100.2K -2.8M -450.7K 0.43 30.84 N/A N/A 585 249 10,386 12,880 2019-10-24 $188.23 $191.75 25.1% 7.7% 21.1% 48.4% 28.3% 4.8% -1.4% -4.9M 26.4M -436.9K 2.59 22.89 N/A N/A 404 1,046 10,756 13,072 2019-10-25 $187.91 $191.75 24.4% 7.5% 20.8% 45.3% 26.9% 4.7% -1.3% -28.3M 30.2M -443.4K 0.80 22.48 N/A N/A 387 312 10,895 13,791 2019-10-28 $189.62 $191.75 24.0% 7.6% 19.6% 43.6% 27.3% 4.1% -0.3% -735.9K 11.0M -435.6K 0.81 28.79 N/A N/A 262 212 10,887 11,723 2019-10-29 $195.04 $191.75 23.7% 7.7% 21.9% 41.9% 25.2% 4.4% -0.6% 3.2M -26.3M -452.4K 0.68 20.14 N/A N/A 1,000 683 10,993 11,814 2019-10-30 $196.02 $191.75 23.3% 7.7% 21.5% 40.1% 26.6% 4.2% -0.2% 4.4M -33.9M -449.7K 0.28 24.36 N/A N/A 426 118 11,524 11,718 2019-10-31 $196.17 $191.75 23.2% 7.7% 21.3% 39.8% 27.5% 3.9% -0.3% 4.8M -36.7M -452.4K 1.10 20.40 N/A N/A 205 225 11,795 11,825
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