BDX Options History — October 2021

In October 2021, BDX traded between $181.01 and $189.53. ATM implied volatility averaged 24.5%, placing in the 31.8% IV rank vs the trailing year. The 30-day expected move averaged 7.1%. IV traded above realized volatility by 9.1% (HV 20d: 15.4%). Max pain ranged from $189.83 to $199.42. Net GEX was positive for 6 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 1.32.

Notable Days

  • 2021-10-28: Highest Volume — 11,765 contracts
  • 2021-10-04: Largest IV spike — 21.4% change
  • 2021-10-29: Highest IV Rank — 47.4%
  • 2021-10-29: Largest Expected Move — 9.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$185.76$181.01$189.53$187.75$183.33
Max Pain$192.02$189.83$199.42$191.75$189.83
ATM IV24.5%21.6%28.5%21.6%28.5%
Expected Move7.1%5.8%9.3%5.8%9.3%
HV 20d15.4%12.8%19.0%14.4%18.8%
HV 60d17.2%16.1%18.5%16.5%16.1%
IV Rank31.8%20.4%47.4%20.4%47.4%
IV Percentile62.8%31.7%94.4%31.7%94.4%
Term Structure-0.8%-3.0%5.1%5.1%-1.0%
VWIV25.7%20.7%35.8%20.7%35.8%
Skew 25d2.0%-0.7%4.9%2.2%1.7%
Skew 10d4.4%-3.8%8.3%5.9%-3.8%
Call IV 25d24.2%21.0%28.4%21.0%28.4%
Put IV 25d26.2%23.2%30.2%23.2%30.1%
Bid-Ask Spread %69.2955.9081.7578.0558.14
Gamma HHI0.120.090.250.090.13
Net GEX-712.1K-5.8M5.7M-2.3M-459.9K
Net DEX19.7M-37.1M59.7M27.0M39.7M
Net VEX-740.4K-1.1M-676.0K-685.0K-1.1M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.320.256.391.460.56
Total Volume3,160.23863811,7659426,801
Total OI30,970.09526,87646,37527,27246,375

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-10-01$187.75$191.7521.6%5.8%14.4%20.4%20.7%2.2%5.1%-2.3M27.0M-685.0K1.4678.05N/AN/A38256013,14614,126
2021-10-04$184.94$199.4226.2%7.5%14.2%38.5%25.7%4.9%1.3%-2.0M37.5M-701.8K1.0675.77N/AN/A34536412,63214,244
2021-10-05$186.59$199.4224.1%7.1%14.8%30.3%23.8%2.7%0.8%-2.0M31.7M-694.4K0.4674.26N/AN/A84839212,87414,473
2021-10-06$187.70$191.7525.9%6.9%12.8%37.5%23.3%1.7%0.7%-1.8M24.4M-690.2K0.2575.36N/AN/A71617613,06114,670
2021-10-07$185.28$191.7524.3%6.7%13.1%30.9%24.0%2.5%-2.3%-2.1M39.1M-693.3K6.3978.74N/AN/A1981,26713,62614,778
2021-10-08$183.07$191.7524.4%6.5%13.4%31.4%23.2%-0.1%-0.0%-2.7M51.6M-689.4K0.8976.69N/AN/A37133114,14614,856
2021-10-11$181.01$191.7524.7%6.8%13.4%32.5%26.0%1.5%-0.5%-3.6M59.7M-676.0K1.4974.84N/AN/A1,3452,00813,69914,926
2021-10-12$181.91$191.7524.2%6.7%13.0%30.8%27.1%2.1%-0.7%-3.8M56.8M-694.3K1.2674.96N/AN/A58373613,90715,129
2021-10-13$183.84$191.7524.2%6.6%13.6%30.6%24.6%2.1%-1.6%-4.2M46.2M-720.1K0.6180.57N/AN/A39624213,95516,547
2021-10-14$185.80$191.7523.8%6.6%14.6%29.0%23.5%3.0%-1.5%-2.4M26.6M-699.4K1.7875.59N/AN/A33559514,23217,089
2021-10-15$184.53$191.7522.2%6.2%14.6%22.8%22.4%1.0%0.2%-5.8M37.2M-701.2K0.6081.75N/AN/A57434314,33217,172
2021-10-18$182.93$191.7523.5%6.7%14.5%27.7%23.0%3.6%-1.6%-2.5M37.6M-679.6K3.6763.21N/AN/A3411,24911,25515,834
2021-10-19$185.80$191.7523.2%6.6%15.9%26.6%22.9%2.6%-2.3%-1.1M20.5M-685.9K0.6561.70N/AN/A67543611,46115,869
2021-10-20$189.26$191.7522.9%6.6%17.3%25.6%23.8%1.8%-2.1%-165.2K-4.6M-700.8K0.7661.03N/AN/A3,0452,31611,82516,822
2021-10-21$188.63$191.7524.0%7.0%17.1%29.8%25.9%2.6%-2.6%1.8M-8.4M-735.3K0.7565.92N/AN/A3,7072,77713,37016,542
2021-10-22$189.53$191.7524.0%7.1%17.2%29.8%25.2%1.9%-1.8%3.0M-22.3M-752.5K0.7856.82N/AN/A2,9832,33914,89416,851
2021-10-25$188.86$189.8324.9%7.8%17.2%33.3%28.0%2.7%-0.9%3.5M-23.7M-793.7K0.4955.90N/AN/A3,2121,58116,16716,418
2021-10-26$189.09$189.8324.9%7.7%17.1%33.5%28.2%1.1%-0.3%4.9M-32.8M-820.8K0.6158.31N/AN/A2,7721,69017,84616,664
2021-10-27$188.34$189.8325.8%8.2%17.0%36.7%30.3%-0.7%-3.0%5.7M-37.1M-828.2K0.3867.31N/AN/A4,0491,52019,40416,712
2021-10-28$182.78$189.8327.3%8.9%19.0%42.7%32.6%1.7%-2.3%3.2M6.3M-846.5K2.7260.18N/AN/A3,1618,60421,66716,776
2021-10-29$183.33$189.8328.5%9.3%18.8%47.4%35.8%1.7%-1.0%-459.9K39.7M-1.1M0.5658.14N/AN/A4,3592,44223,16723,208