BDX Options History — June 2022

In June 2022, BDX traded between $184.14 and $203.26. ATM implied volatility averaged 25.1%, placing in the 44.6% IV rank vs the trailing year. The 30-day expected move averaged 7.3%. IV traded above realized volatility by 2.5% (HV 20d: 22.6%). Max pain ranged from $188.68 to $204.40. Net GEX was positive for 5 of 21 trading days. Term structure was in contango for 15 of 21 days. Put/call ratio averaged 2.58.

Notable Days

  • 2022-06-10: Highest Volume — 8,121 contracts
  • 2022-06-16: Largest IV spike — 21.7% change
  • 2022-06-16: Highest IV Rank — 70.4%
  • 2022-06-16: Largest Expected Move — 8.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$193.62$184.14$203.26$198.42$194.21
Max Pain$194.67$188.68$204.40$204.40$188.68
ATM IV25.1%21.1%30.1%24.6%28.5%
Expected Move7.3%6.3%8.7%7.4%8.3%
HV 20d22.6%17.9%27.3%21.6%26.9%
HV 60d24.8%23.4%26.3%24.4%26.3%
IV Rank44.6%24.3%70.4%42.2%61.7%
IV Percentile68.2%31.7%96.8%69.4%92.9%
Term Structure0.9%-1.7%4.2%-0.1%4.2%
VWIV26.2%23.0%30.5%27.0%30.5%
Skew 25d4.7%2.8%6.7%5.1%3.5%
Skew 10d8.0%2.8%12.2%10.4%10.0%
Call IV 25d23.6%19.5%27.0%23.6%26.7%
Put IV 25d28.2%22.3%33.0%28.7%30.2%
Bid-Ask Spread %78.3165.9886.9376.3476.45
Gamma HHI0.180.080.370.210.09
Net GEX-1.3M-3.0M1.2M-2.2M483.4K
Net DEX15.9M-10.0M46.0M19.6M-975.4K
Net VEX-179.3K-292.0K-147.5K-154.6K-292.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.581.983.813.052.37
Total Volume6,407.4295,1448,1217,0976,665
Total OI7,784.9055,4289,1577,4629,157

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-06-01$198.42$204.4024.6%7.4%21.6%42.2%27.0%5.1%-0.1%-2.2M19.6M-154.6K3.0576.34N/AN/A1,7535,3442,3495,113
2022-06-02$199.23$196.5423.1%6.9%20.1%34.3%25.3%4.6%-0.1%-2.3M16.7M-162.0K3.0876.21N/AN/A1,7925,5262,5195,363
2022-06-03$198.26$196.5424.2%7.4%17.9%40.0%28.0%4.6%-0.2%-2.2M18.5M-164.7K3.3976.25N/AN/A1,5875,3752,6185,416
2022-06-06$203.26$196.5422.6%6.5%19.8%31.7%24.5%3.3%0.2%-3.0M3.8M-162.0K2.6080.07N/AN/A1,7764,6162,5354,975
2022-06-07$202.62$196.5421.1%6.4%18.6%24.3%24.8%2.8%1.5%-2.9M5.8M-163.0K2.1981.66N/AN/A2,0984,6012,8205,023
2022-06-08$200.53$196.5421.8%6.3%18.3%27.6%23.0%3.9%0.9%-3.0M11.7M-168.2K2.2384.58N/AN/A2,1424,7792,9845,246
2022-06-09$196.05$204.4024.7%7.1%20.1%42.8%23.5%4.8%-0.7%-1.3M26.0M-166.6K1.9884.02N/AN/A2,3914,7293,0275,271
2022-06-10$196.71$204.4025.4%7.3%20.1%46.4%23.8%6.7%0.4%-303.5K22.8M-174.3K2.3680.65N/AN/A2,4195,7023,2695,311
2022-06-13$189.64$196.5429.3%8.4%24.0%66.0%25.7%5.0%-0.5%-1.9M32.3M-167.2K2.3881.86N/AN/A1,8984,5083,2254,981
2022-06-14$186.08$196.5427.4%7.8%23.9%56.4%30.4%6.0%1.0%-2.3M40.0M-159.5K2.5665.98N/AN/A1,8114,6423,2375,102
2022-06-15$186.22$196.5424.8%7.1%23.3%42.9%28.0%6.3%1.6%-2.5M41.2M-160.5K2.9986.93N/AN/A1,4954,4653,2425,377
2022-06-16$184.14$196.5430.1%8.7%23.0%70.4%29.5%6.0%-1.7%-2.5M46.0M-157.1K3.0084.18N/AN/A1,5454,6423,2845,401
2022-06-17$185.20$196.5426.6%7.6%23.1%52.1%26.7%3.6%0.2%-2.9M42.8M-152.5K2.4482.09N/AN/A1,8484,5163,3575,177
2022-06-21$185.87$188.6826.1%7.2%23.2%49.8%24.9%4.6%0.1%-1.2M13.7M-147.5K2.0674.42N/AN/A1,6793,4652,1323,296
2022-06-22$186.97$188.6824.6%7.2%22.0%42.1%25.5%5.1%1.8%-946.9K10.8M-161.4K2.0575.21N/AN/A1,7533,6002,6553,447
2022-06-23$190.50$188.6825.6%7.2%23.3%47.2%25.3%5.1%0.0%-453.9K3.4M-176.6K2.1969.13N/AN/A1,6883,6983,0543,551
2022-06-24$197.12$188.6822.8%6.3%25.9%32.8%23.1%2.8%0.4%1.2M-10.0M-178.2K2.2874.83N/AN/A1,6173,6803,2173,662
2022-06-27$196.62$188.6823.7%6.6%25.8%37.6%25.7%4.2%2.9%1.0M-8.6M-187.0K3.8177.95N/AN/A1,3205,0293,1613,256
2022-06-28$192.63$188.6824.1%7.2%26.5%39.8%26.2%3.9%3.7%269.7K2.6M-251.8K2.5881.38N/AN/A1,7074,4063,3114,878
2022-06-29$195.72$188.6826.1%7.2%27.3%48.9%27.8%6.0%3.1%974.9K-4.9M-258.3K2.6874.39N/AN/A1,6974,5523,5734,911
2022-06-30$194.21$188.6828.5%8.3%26.9%61.7%30.5%3.5%4.2%483.4K-975.4K-292.0K2.3776.45N/AN/A1,9754,6903,9795,178