BDX Options History — May 2022

In May 2022, BDX traded between $192.72 and $204.72. ATM implied volatility averaged 26.4%, placing in the 51.3% IV rank vs the trailing year. The 30-day expected move averaged 7.8%. IV traded below realized volatility by 0.3% (HV 20d: 26.7%). Max pain ranged from $204.40 to $220.13. Net GEX was positive for 4 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 2.98.

Notable Days

  • 2022-05-05: Highest Volume — 7,694 contracts
  • 2022-05-18: Largest IV spike — 14.9% change
  • 2022-05-02: Highest IV Rank — 68.7%
  • 2022-05-02: Largest Expected Move — 9.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$198.73$192.72$204.72$192.72$201.50
Max Pain$207.02$204.40$220.13$220.13$204.40
ATM IV26.4%22.6%29.8%29.8%24.5%
Expected Move7.8%6.6%9.3%9.3%7.7%
HV 20d26.7%21.2%31.2%30.3%21.2%
HV 60d24.6%24.0%26.3%26.3%24.3%
IV Rank51.3%32.1%68.7%68.7%41.8%
IV Percentile80.2%46.8%96.8%96.8%69.0%
Term Structure0.0%-2.5%3.3%0.4%-0.6%
VWIV27.9%23.6%31.4%31.4%25.4%
Skew 25d4.6%0.6%8.1%8.1%4.4%
Skew 10d9.1%3.8%18.4%18.4%8.7%
Call IV 25d24.8%20.5%30.0%26.7%23.0%
Put IV 25d29.3%24.5%34.7%34.7%27.4%
Bid-Ask Spread %83.2674.6390.7587.9475.10
Gamma HHI0.150.100.290.150.25
Net GEX-1.2M-2.4M1.3M-1.1M-1.8M
Net DEX23.9M-3.9M41.0M32.0M11.7M
Net VEX-130.4K-157.3K-108.6K-108.6K-157.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.981.904.473.472.97
Total Volume6,640.4765,4817,6947,0206,841
Total OI7,441.814,8918,5046,2397,193

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-05-02$192.72$220.1329.8%9.3%30.3%68.7%31.4%8.1%0.4%-1.1M32.0M-108.6K3.4787.94N/AN/A1,5725,4482,2883,951
2022-05-03$195.31$220.1327.3%9.3%30.7%55.9%29.9%7.7%0.1%-1.8M40.1M-127.6K3.0784.97N/AN/A1,7915,5042,4274,897
2022-05-04$199.71$220.1326.5%8.9%31.2%51.7%30.4%4.3%-0.4%-1.9M31.8M-144.4K3.4086.34N/AN/A1,7435,9222,4935,264
2022-05-05$204.72$212.2623.9%7.7%31.2%38.4%27.3%7.7%0.4%-1.6M24.4M-138.6K3.1083.44N/AN/A1,8755,8192,5835,523
2022-05-06$202.44$204.4025.8%7.4%30.7%48.4%28.9%5.2%1.2%-1.3M25.3M-140.2K3.9380.70N/AN/A1,4865,8412,8035,364
2022-05-09$198.71$204.4029.5%8.1%30.7%67.4%28.9%3.9%-1.1%-1.9M34.5M-128.5K4.3990.75N/AN/A1,2765,6032,7035,275
2022-05-10$195.99$204.4029.1%8.3%30.1%65.2%31.3%0.9%0.8%-1.9M38.5M-128.4K4.4784.91N/AN/A1,2365,5232,8145,279
2022-05-11$195.83$204.4029.5%7.9%30.1%67.1%29.7%6.0%-2.4%-2.0M40.2M-125.3K4.3187.15N/AN/A1,2755,4982,8625,292
2022-05-12$195.28$204.4029.2%8.4%29.7%65.8%29.3%4.8%-1.2%-2.1M41.0M-123.2K3.6784.49N/AN/A1,4985,5052,9485,299
2022-05-13$195.45$204.4028.2%7.8%29.6%60.6%28.3%4.6%-2.5%-2.1M39.8M-124.1K3.0485.53N/AN/A1,5234,6222,9985,304
2022-05-16$198.53$204.4027.1%7.8%25.6%55.1%25.6%3.4%-0.6%-2.4M34.2M-111.9K2.3184.88N/AN/A1,8624,3112,5265,064
2022-05-17$200.75$204.4024.8%7.1%25.5%43.2%27.7%3.6%-0.1%-2.1M23.0M-126.0K2.2287.05N/AN/A1,9504,3363,1584,977
2022-05-18$197.33$204.4028.5%8.2%24.6%62.2%29.4%4.0%-2.0%-1.7M28.2M-125.0K2.4887.73N/AN/A1,7534,3433,4554,993
2022-05-19$197.74$204.4026.3%7.6%24.5%51.0%26.5%5.0%-0.5%-1.7M29.2M-120.7K2.4286.88N/AN/A1,7994,3533,4364,996
2022-05-20$197.84$204.4026.8%7.6%21.9%53.4%26.8%3.4%0.6%-1.2M28.4M-118.2K2.4386.94N/AN/A1,7714,3103,4995,005
2022-05-23$201.64$204.4022.9%7.0%22.9%33.5%23.6%2.9%3.3%1.2M-2.2M-118.3K1.9074.63N/AN/A1,8903,5912,1152,776
2022-05-24$202.46$204.4023.5%7.0%22.3%36.3%26.8%0.6%2.2%1.3M-3.9M-122.7K2.0575.87N/AN/A2,1454,3992,2742,825
2022-05-25$198.55$204.4025.3%7.5%23.3%45.4%27.9%5.2%0.2%-93.7K4.2M-153.3K2.0775.79N/AN/A2,0624,2762,4963,910
2022-05-26$199.72$204.4023.2%6.9%23.4%34.7%25.8%6.5%1.7%328.2K2.3M-150.3K2.1276.84N/AN/A1,9354,1052,5534,021
2022-05-27$201.19$204.4022.6%6.6%21.7%32.1%24.2%3.3%1.4%1.1M-264.7K-146.1K2.7380.45N/AN/A1,8395,0192,5854,054
2022-05-31$201.50$204.4024.5%7.7%21.2%41.8%25.4%4.4%-0.6%-1.8M11.7M-157.3K2.9775.10N/AN/A1,7215,1202,2934,900