BDX Options History — April 2021

In April 2021, BDX traded between $185.10 and $200.24. ATM implied volatility averaged 24.0%, placing in the 18.3% IV rank vs the trailing year. The 30-day expected move averaged 6.7%. IV traded above realized volatility by 7.9% (HV 20d: 16.2%). Max pain ranged from $184.08 to $191.75. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 1.46.

Notable Days

  • 2021-04-13: Highest Volume — 4,075 contracts
  • 2021-04-16: Largest IV drop — 13.4% change
  • 2021-04-07: Highest IV Rank — 27.5%
  • 2021-04-30: Largest Expected Move — 7.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$193.30$185.10$200.24$185.10$190.70
Max Pain$187.46$184.08$191.75$185.99$191.75
ATM IV24.0%21.4%26.0%22.2%25.7%
Expected Move6.7%5.5%7.6%5.5%7.6%
HV 20d16.2%11.3%19.8%17.1%19.8%
HV 60d19.4%18.0%20.3%19.5%18.6%
IV Rank18.3%6.5%27.5%7.3%25.9%
IV Percentile20.8%3.2%41.3%4.8%41.3%
Term Structure-0.3%-2.4%3.0%3.0%-1.6%
VWIV23.8%19.5%27.2%19.5%26.7%
Skew 25d1.2%-5.5%3.2%2.1%3.2%
Skew 10d1.6%-8.0%13.9%-1.7%-2.6%
Call IV 25d24.0%20.8%25.5%20.8%24.5%
Put IV 25d25.2%19.6%27.7%22.9%27.7%
Bid-Ask Spread %71.5959.1486.5281.6564.86
Gamma HHI0.100.070.220.070.09
Net GEX5.2M1.3M13.7M1.3M1.6M
Net DEX-54.2M-145.8M-2.5M-2.5M-16.0M
Net VEX-843.4K-911.4K-792.3K-817.1K-847.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.460.096.080.636.08
Total Volume1,487.0953414,0756942,059
Total OI29,998.33326,72332,69427,62832,408

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-04-01$185.10$185.9922.2%5.5%17.1%7.3%19.5%2.1%3.0%1.3M-2.5M-817.1K0.6381.65N/AN/A42726715,10612,522
2021-04-05$188.20$184.0823.5%6.4%15.1%16.0%24.7%2.6%1.7%3.5M-25.0M-812.6K3.0481.70N/AN/A16851114,30112,422
2021-04-06$186.95$184.0824.4%6.7%15.3%19.9%24.0%2.9%0.4%2.7M-12.4M-808.3K1.4668.70N/AN/A13920214,50512,768
2021-04-07$187.12$184.0826.0%6.6%14.5%27.5%23.8%1.7%-2.4%2.7M-13.2M-813.1K0.3774.08N/AN/A47317714,54812,879
2021-04-08$186.30$184.0825.3%6.5%11.3%24.3%23.0%2.5%-1.9%2.1M-6.8M-798.4K0.9476.42N/AN/A30929114,81112,985
2021-04-09$189.25$184.0822.4%6.1%12.4%10.7%23.0%0.4%-1.7%4.4M-30.5M-792.3K3.2378.98N/AN/A5661,82514,89513,152
2021-04-12$189.61$184.0824.4%6.1%12.4%20.1%22.8%0.8%-1.4%3.7M-24.4M-799.5K0.8477.52N/AN/A36530814,55013,895
2021-04-13$192.25$184.0823.3%6.2%13.0%14.9%22.3%2.6%-1.4%7.0M-46.7M-803.6K0.8977.78N/AN/A2,1531,92215,23714,034
2021-04-14$191.66$184.0823.2%6.4%13.1%14.3%22.4%0.8%-0.9%6.2M-43.6M-812.2K0.0985.93N/AN/A2,41622515,46014,212
2021-04-15$198.07$184.0824.8%6.7%16.9%21.6%22.7%1.5%-0.4%11.6M-116.5M-844.2K0.2086.52N/AN/A2,11942917,65214,309
2021-04-16$200.24$184.0821.4%6.1%17.0%6.5%20.4%-5.5%0.5%13.7M-145.8M-839.2K0.6185.44N/AN/A2,4411,47918,31914,375
2021-04-19$198.60$184.0823.5%6.5%17.6%15.8%23.3%1.1%0.4%6.6M-91.3M-859.5K3.2159.14N/AN/A25983215,93613,655
2021-04-20$196.74$191.7525.7%7.4%18.2%26.0%25.2%0.2%0.5%5.7M-77.0M-889.9K1.6865.42N/AN/A7431,25216,04014,197
2021-04-21$197.83$191.7524.1%6.9%17.9%18.4%25.2%0.4%-0.6%5.7M-80.1M-894.9K1.0263.59N/AN/A60461416,09214,818
2021-04-22$197.51$191.7524.4%7.0%17.9%20.2%24.7%0.4%0.4%5.5M-75.0M-911.4K1.0561.45N/AN/A23024316,46715,291
2021-04-23$196.33$191.7524.4%6.9%18.1%19.9%24.5%0.7%1.0%5.1M-64.9M-892.4K0.7361.50N/AN/A50136516,54115,415
2021-04-26$197.53$191.7524.4%7.1%17.8%20.0%25.3%0.8%-1.2%5.3M-72.2M-877.2K0.1460.02N/AN/A6448916,20315,040
2021-04-27$198.58$191.7523.7%7.0%17.7%16.9%24.9%0.4%0.3%5.8M-81.6M-877.2K1.4765.29N/AN/A31345916,38115,087
2021-04-28$197.62$191.7523.3%7.0%17.5%15.1%24.6%2.3%-1.7%5.6M-75.0M-862.5K0.2962.99N/AN/A85424516,50915,133
2021-04-29$193.12$191.7524.9%7.3%19.3%22.2%27.2%3.1%0.2%3.8M-36.8M-859.3K2.7564.45N/AN/A4571,25416,59815,217
2021-04-30$190.70$191.7525.7%7.6%19.8%25.9%26.7%3.2%-1.6%1.6M-16.0M-847.4K6.0864.86N/AN/A2911,76816,62015,788