BDX Options History — December 2021 In December 2021, BDX traded between $185.65 and $197.29. ATM implied volatility averaged 22.6%, placing in the 32.0% IV rank vs the trailing year. The 30-day expected move averaged 6.5%. IV traded below realized volatility by 0.8% (HV 20d: 23.4%). Max pain ranged from $191.75 to $191.75. Net GEX was positive for 8 of 22 trading days. Term structure was in contango for 13 of 22 days. Put/call ratio averaged 1.26.
Notable Days 2021-12-16 : Highest Volume — 10,181 contracts2021-12-21 : Largest IV drop — 12.9% change2021-12-03 : Highest IV Rank — 56.4%2021-12-03 : Largest Expected Move — 8.4%Monthly Statistics Metric Avg Min Max Open Close Price $191.17 $185.65 $197.29 $185.84 $193.56 Max Pain $191.75 $191.75 $191.75 $191.75 $191.75 ATM IV 22.6% 18.8% 27.4% 26.2% 20.0% Expected Move 6.5% 5.5% 8.4% 7.8% 5.5% HV 20d 23.4% 18.5% 27.0% 20.8% 22.9% HV 60d 19.7% 17.7% 21.2% 18.2% 20.7% IV Rank 32.0% 12.5% 56.4% 50.2% 18.4% IV Percentile 48.0% 13.1% 93.3% 89.3% 25.8% Term Structure 0.7% -2.9% 3.9% -1.5% 2.2% VWIV 23.3% 20.1% 29.5% 28.4% 20.7% Skew 25d 1.9% -2.3% 4.8% 2.4% 4.1% Skew 10d 3.7% -3.0% 6.9% 0.8% 5.3% Call IV 25d 22.4% 17.0% 26.4% 25.1% 17.0% Put IV 25d 24.3% 20.6% 31.0% 27.6% 21.1% Bid-Ask Spread % 78.78 71.46 87.45 76.07 82.86 Gamma HHI 0.14 0.13 0.17 0.14 0.13 Net GEX -199.3K -4.2M 6.3M -4.2M 2.6M Net DEX -16.9M -93.1M 44.1M 43.2M -45.0M Net VEX -912.6K -1.0M -837.6K -984.0K -862.0K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.26 0.56 2.09 0.80 2.09 Total Volume 6,035.864 4,449 10,181 5,516 6,165 Total OI 39,100.5 35,579 42,800 39,310 37,930
Daily Data (22 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 2021-12-01 $185.84 $191.75 26.2% 7.8% 20.8% 50.2% 28.4% 2.4% -1.5% -4.2M 43.2M -984.0K 0.80 76.07 N/A N/A 3,060 2,456 16,677 22,633 2021-12-02 $185.65 $191.75 25.8% 7.7% 19.2% 48.3% 27.9% 2.2% -0.4% -4.2M 44.1M -995.3K 0.56 75.29 N/A N/A 3,436 1,937 17,443 22,907 2021-12-03 $186.05 $191.75 27.4% 8.4% 18.5% 56.4% 29.5% 4.8% 1.2% -3.8M 38.4M -1.0M 0.77 81.12 N/A N/A 2,583 1,981 17,646 22,924 2021-12-06 $189.00 $191.75 26.4% 7.4% 19.3% 51.5% 26.1% 1.1% 0.2% -2.1M 4.5M -977.0K 1.14 80.23 N/A N/A 2,756 3,139 17,159 22,584 2021-12-07 $191.79 $191.75 23.4% 7.0% 19.9% 36.1% 23.9% -2.3% 0.1% 412.3K -29.8M -926.6K 1.36 80.16 N/A N/A 2,314 3,151 17,199 22,649 2021-12-08 $189.18 $191.75 23.4% 6.8% 20.4% 35.8% 24.1% -0.1% 0.4% -2.1M 2.6M -913.0K 1.28 79.41 N/A N/A 2,622 3,370 17,215 22,617 2021-12-09 $187.80 $191.75 22.1% 6.9% 20.4% 29.2% 24.0% 0.4% 1.0% -2.8M 21.4M -930.0K 1.34 80.86 N/A N/A 2,525 3,391 17,557 22,966 2021-12-10 $188.20 $191.75 21.5% 6.0% 20.4% 26.1% 22.8% 0.7% 3.0% -3.0M 21.2M -907.3K 0.98 83.05 N/A N/A 2,899 2,833 17,590 22,929 2021-12-13 $194.45 $191.75 22.7% 6.6% 23.4% 32.3% 23.1% 1.0% 0.1% 3.0M -56.1M -883.4K 0.68 81.03 N/A N/A 3,064 2,094 17,276 22,654 2021-12-14 $190.10 $191.75 23.1% 6.6% 25.0% 34.5% 23.1% 1.9% -0.1% -196.5K -6.8M -882.5K 0.71 84.55 N/A N/A 2,603 1,846 17,590 22,713 2021-12-15 $190.81 $191.75 22.9% 6.7% 25.0% 33.3% 23.8% 0.1% 0.7% 692.5K -16.3M -879.1K 1.34 87.45 N/A N/A 2,781 3,718 17,692 22,748 2021-12-16 $196.30 $191.75 23.2% 6.4% 25.7% 34.7% 22.7% 3.2% -1.3% 6.3M -85.6M -925.7K 1.21 80.88 N/A N/A 4,608 5,573 17,828 24,639 2021-12-17 $197.29 $191.75 23.0% 6.5% 25.7% 33.9% 23.3% 2.1% -0.7% 6.2M -93.1M -916.1K 1.04 85.49 N/A N/A 4,247 4,435 18,047 24,753 2021-12-20 $193.49 $191.75 24.2% 6.9% 26.8% 40.0% 25.1% 2.2% -0.1% -538.1K -30.5M -932.2K 1.69 72.39 N/A N/A 2,195 3,705 13,927 21,652 2021-12-21 $192.45 $191.75 21.1% 6.0% 26.5% 24.0% 20.8% 2.2% -0.5% -528.4K -23.6M -907.9K 1.27 73.83 N/A N/A 2,695 3,434 14,037 21,856 2021-12-22 $189.75 $191.75 21.0% 6.0% 27.0% 23.7% 20.3% 3.6% -1.0% -2.5M 70.2K -903.9K 1.09 77.17 N/A N/A 3,175 3,453 14,720 21,971 2021-12-23 $191.26 $191.75 21.0% 6.1% 26.9% 23.6% 20.3% 2.8% -2.9% -139.0K -15.4M -890.4K 1.33 75.36 N/A N/A 2,530 3,359 15,270 22,489 2021-12-27 $192.48 $191.75 19.5% 5.8% 27.0% 15.8% 21.1% 1.5% 3.1% -382.6K -26.4M -881.6K 1.69 73.16 N/A N/A 2,103 3,553 15,002 22,073 2021-12-28 $191.69 $191.75 20.4% 5.8% 26.9% 20.7% 21.1% 1.6% 3.8% -926.7K -21.6M -872.9K 1.82 71.46 N/A N/A 1,874 3,405 15,104 22,154 2021-12-29 $194.24 $191.75 18.8% 5.5% 24.2% 12.5% 20.1% 2.2% 3.9% 1.5M -43.7M -865.8K 1.83 77.46 N/A N/A 2,127 3,899 15,307 22,390 2021-12-30 $194.29 $191.75 20.8% 5.6% 22.9% 22.4% 20.4% 4.5% 3.8% 2.4M -54.2M -837.6K 1.68 73.91 N/A N/A 2,122 3,573 15,284 22,410 2021-12-31 $193.56 $191.75 20.0% 5.5% 22.9% 18.4% 20.7% 4.1% 2.2% 2.6M -45.0M -862.0K 2.09 82.86 N/A N/A 1,992 4,173 15,446 22,484
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