BDX Options History — April 2022

In April 2022, BDX traded between $194.87 and $217.24. ATM implied volatility averaged 25.8%, placing in the 48.3% IV rank vs the trailing year. The 30-day expected move averaged 7.7%. IV traded above realized volatility by 1.5% (HV 20d: 24.3%). Max pain ranged from $188.68 to $220.13. Net GEX was positive for 9 of 19 trading days. Term structure was in contango for 5 of 19 days. Put/call ratio averaged 2.73.

Notable Days

  • 2022-04-12: Highest Volume — 6,946 contracts
  • 2022-04-07: Largest IV spike — 14.9% change
  • 2022-04-27: Highest IV Rank — 68.5%
  • 2022-04-27: Largest Expected Move — 9.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$206.99$194.87$217.24$203.01$194.87
Max Pain$214.75$188.68$220.13$212.26$220.13
ATM IV25.8%20.4%29.7%20.4%28.1%
Expected Move7.7%6.7%9.1%7.0%8.7%
HV 20d24.3%17.3%30.2%20.7%30.2%
HV 60d24.2%21.9%26.4%21.9%26.4%
IV Rank48.3%20.8%68.5%20.8%59.9%
IV Percentile80.4%31.3%96.8%31.3%94.8%
Term Structure-0.1%-2.3%4.2%4.2%-1.7%
VWIV28.0%23.3%32.6%25.6%32.0%
Skew 25d4.3%0.6%7.7%5.7%6.8%
Skew 10d7.5%1.8%12.4%8.1%11.9%
Call IV 25d24.3%19.6%27.8%19.7%24.4%
Put IV 25d28.7%23.2%32.9%25.4%31.1%
Bid-Ask Spread %78.1667.0387.5067.0386.83
Gamma HHI0.200.100.700.100.14
Net GEX-211.1K-2.0M875.4K166.0K-1.1M
Net DEX9.2M-10.6M27.3M-10.6M27.3M
Net VEX-120.3K-775.8K-14.0K-775.8K-125.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.730.273.931.103.17
Total Volume5,096.6841386,9462,4855,336
Total OI4,920.84283318,58518,5856,435

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-04-04$203.01$212.2620.4%7.0%20.7%20.8%25.6%5.7%4.2%166.0K-10.6M-775.8K1.1067.03N/AN/A1,1821,30310,4058,180
2022-04-05$206.61$188.6821.4%7.2%21.8%25.5%23.3%1.4%3.4%84.5K-1.9M-28.3K2.7275.34N/AN/A1,3173,5872561,158
2022-04-06$211.73$188.6820.5%6.7%20.1%21.1%24.0%4.3%2.8%301.1K-2.7M-14.0K2.4870.21N/AN/A1,5003,713338495
2022-04-07$215.04$212.2623.6%7.3%20.6%36.8%25.7%2.9%-0.7%316.8K-3.4M-34.1K2.7772.44N/AN/A1,3663,785570483
2022-04-08$217.24$212.2624.6%6.9%17.3%42.2%25.7%0.6%-1.2%875.4K-5.7M-37.6K2.5470.11N/AN/A1,5153,852808661
2022-04-11$212.05$212.2625.9%7.7%19.5%48.9%28.7%5.6%0.4%332.6K-1.4M-38.8K3.3881.09N/AN/A1,3104,4307481,169
2022-04-12$211.08$212.2626.1%7.4%19.7%49.7%24.5%3.9%-0.0%-2.0M7.9M-43.9K2.6681.94N/AN/A1,9005,0467731,961
2022-04-13$213.05$220.1325.6%7.3%19.8%47.3%24.6%3.4%-1.0%-494.0K5.1M-80.6K3.9380.53N/AN/A1,3035,1151,5022,260
2022-04-14$213.83$220.1326.0%7.6%19.8%49.3%26.9%3.4%0.4%169.6K2.7M-97.2K2.6881.41N/AN/A1,7244,6171,6002,641
2022-04-18$203.84$220.1326.9%7.7%26.6%54.1%29.1%3.5%-1.4%-130.1K14.3M-89.6K2.0669.11N/AN/A1,6363,3721,8602,577
2022-04-19$206.34$220.1325.6%7.3%26.7%47.3%27.6%4.4%-0.5%-100.1K13.6M-99.9K2.3673.27N/AN/A1,5983,7692,0012,918
2022-04-20$210.90$220.1326.6%7.6%26.6%52.4%29.6%5.8%-0.6%400.0K6.1M-116.2K2.6776.92N/AN/A1,3923,7212,2203,254
2022-04-21$208.70$220.1325.3%7.3%26.8%45.6%27.8%1.8%-1.1%439.7K9.0M-110.4K2.6481.87N/AN/A1,3973,6942,3123,308
2022-04-22$202.08$220.1328.2%8.2%29.2%60.5%30.9%7.7%-0.8%-548.6K21.7M-93.4K3.4782.10N/AN/A1,2864,4612,3823,331
2022-04-25$203.33$220.1327.8%8.5%29.3%58.3%32.6%5.4%-0.9%-594.3K21.8M-123.3K3.7384.33N/AN/A1,1884,4292,1594,128
2022-04-26$200.50$220.1329.4%9.0%29.5%66.9%31.9%4.8%-0.7%-604.1K23.0M-127.3K3.6387.50N/AN/A1,2114,3912,3074,035
2022-04-27$199.02$220.1329.7%9.1%29.4%68.5%29.9%5.9%-1.1%-757.4K25.3M-123.3K0.2782.48N/AN/A109292,2353,671
2022-04-28$199.60$220.1328.7%8.5%29.1%63.3%32.6%5.2%-2.3%-791.5K23.2M-127.4K3.5880.48N/AN/A1,1474,1062,2454,110
2022-04-29$194.87$220.1328.1%8.7%30.2%59.9%32.0%6.8%-1.7%-1.1M27.3M-125.5K3.1786.83N/AN/A1,2814,0552,2824,153