BDX Options History — June 2021

In June 2021, BDX traded between $182.93 and $189.75. ATM implied volatility averaged 18.3%, placing in the 3.2% IV rank vs the trailing year. The 30-day expected move averaged 5.1%. IV traded above realized volatility by 4.8% (HV 20d: 13.6%). Max pain ranged from $184.08 to $184.08. Net GEX was positive for 14 of 22 trading days. Term structure was in contango for 16 of 22 days. Put/call ratio averaged 0.92.

Notable Days

  • 2021-06-18: Highest Volume — 8,768 contracts
  • 2021-06-10: Largest IV drop — 12.3% change
  • 2021-06-09: Highest IV Rank — 14.6%
  • 2021-06-03: Largest Expected Move — 5.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$185.24$182.93$189.75$182.93$186.56
Max Pain$184.08$184.08$184.08$184.08$184.08
ATM IV18.3%16.4%21.6%20.7%18.9%
Expected Move5.1%4.5%5.6%5.6%4.8%
HV 20d13.6%11.1%21.5%21.1%13.4%
HV 60d18.2%17.9%18.7%18.7%18.3%
IV Rank3.2%0.0%14.6%8.3%10.0%
IV Percentile1.7%0.0%10.7%3.2%6.3%
Term Structure0.6%-2.3%3.3%0.6%3.3%
VWIV18.1%15.7%20.4%19.9%18.2%
Skew 25d0.8%-2.0%3.7%-0.6%-2.0%
Skew 10d0.8%-2.9%5.7%1.5%0.7%
Call IV 25d18.8%16.8%22.3%21.4%21.4%
Put IV 25d19.6%17.7%22.6%20.8%19.5%
Bid-Ask Spread %77.1662.8287.4975.1262.89
Gamma HHI0.150.080.260.110.20
Net GEX5.7M-2.5M16.4M-1.9M12.6M
Net DEX-11.4M-116.6M32.8M31.3M-52.2M
Net VEX-851.2K-931.3K-785.3K-796.9K-867.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.920.076.261.090.47
Total Volume2,674.0917498,7681,5112,430
Total OI35,297.59130,92742,30030,98337,214

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-06-01$182.93$184.0820.7%5.6%21.1%8.3%19.9%-0.6%0.6%-1.9M31.3M-796.9K1.0975.12N/AN/A72278915,52915,454
2021-06-02$183.07$184.0818.5%5.2%21.1%0.0%18.6%2.4%0.1%-2.5M32.8M-808.8K0.1676.51N/AN/A1,07417315,55516,017
2021-06-03$184.78$184.0819.3%5.6%21.5%3.3%20.4%3.7%-0.6%-595.2K13.0M-817.5K0.6980.86N/AN/A51135116,16716,120
2021-06-04$184.63$184.0818.2%5.5%17.1%0.0%19.3%2.4%-0.3%-917.5K14.3M-811.1K1.7081.28N/AN/A27747216,30716,316
2021-06-07$183.85$184.0818.6%5.4%17.1%1.6%18.5%0.7%0.9%-1.8M22.1M-785.3K0.2981.51N/AN/A1,46843015,32615,601
2021-06-08$183.44$184.0819.8%5.6%13.6%6.8%20.2%-0.3%-0.3%-920.0K24.7M-806.0K0.5376.47N/AN/A82744115,56015,889
2021-06-09$186.55$184.0821.6%5.5%12.4%14.6%19.2%0.3%-2.3%2.3M-5.9M-825.3K0.5281.76N/AN/A1,40072616,18616,163
2021-06-10$187.78$184.0819.0%5.4%12.5%3.3%18.3%0.4%-0.5%4.4M-24.6M-819.2K1.1282.96N/AN/A58966116,77116,542
2021-06-11$185.96$184.0818.6%5.4%12.0%1.7%18.5%0.5%0.5%1.7M-1.2M-822.0K1.7485.99N/AN/A50587616,89616,799
2021-06-14$186.00$184.0818.5%5.2%11.4%1.2%19.0%0.6%1.3%578.5K-946.1K-801.3K0.2787.15N/AN/A1,90552316,08616,639
2021-06-15$185.10$184.0818.0%5.1%11.4%0.0%18.0%0.7%0.4%1.3M-5.4K-815.7K6.2686.57N/AN/A6614,13517,25016,836
2021-06-16$184.68$184.0818.5%5.3%11.4%2.1%18.3%0.9%0.8%-2.2M17.3M-834.8K0.5887.49N/AN/A4,0652,33917,62018,787
2021-06-17$184.32$184.0817.3%4.9%11.4%0.0%17.4%-0.4%1.2%-339.0K19.4M-878.6K0.0787.41N/AN/A5,34135119,70520,243
2021-06-18$185.80$184.0819.0%5.3%11.1%6.7%17.8%1.6%2.1%9.7M-31.6M-904.3K0.1887.36N/AN/A7,4491,31922,04120,259
2021-06-21$184.57$184.0817.7%4.8%11.3%1.6%16.9%0.9%0.9%13.1M-24.2M-919.3K0.5369.44N/AN/A1,37272920,21716,339
2021-06-22$184.58$184.0816.5%4.6%11.3%0.0%17.0%2.1%-2.1%15.1M-26.5M-931.3K0.5169.70N/AN/A90346221,23116,789
2021-06-23$184.82$184.0817.3%4.6%11.2%2.9%16.7%0.4%0.3%16.4M-33.0M-926.9K1.1764.73N/AN/A1,5431,80421,55917,040
2021-06-24$184.13$184.0816.6%4.6%11.2%0.4%16.4%0.1%1.4%13.4M-13.5M-910.3K0.6972.72N/AN/A85458821,82117,372
2021-06-25$184.59$184.0816.4%4.5%11.3%0.0%15.7%1.1%0.0%15.1M-24.9M-896.2K0.4065.96N/AN/A71628921,97817,625
2021-06-28$187.31$184.0817.0%4.5%12.4%2.3%16.1%2.2%1.1%14.3M-70.7M-876.7K0.5270.94N/AN/A2,1221,10218,89216,806
2021-06-29$189.75$184.0817.6%4.5%11.6%4.6%17.0%-0.1%3.3%16.2M-116.6M-871.8K0.7662.82N/AN/A2,0081,52819,42217,578
2021-06-30$186.56$184.0818.9%4.8%13.4%10.0%18.2%-2.0%3.3%12.6M-52.2M-867.4K0.4762.89N/AN/A1,65577519,65917,555