BDX Options History — July 2022

In July 2022, BDX traded between $184.04 and $197.98. ATM implied volatility averaged 27.6%, placing in the 57.0% IV rank vs the trailing year. The 30-day expected move averaged 7.7%. IV traded above realized volatility by 2.7% (HV 20d: 25.0%). Max pain ranged from $188.68 to $196.54. Net GEX was positive for 5 of 20 trading days. Term structure was in contango for 6 of 20 days. Put/call ratio averaged 2.49.

Notable Days

  • 2022-07-20: Highest Volume — 9,597 contracts
  • 2022-07-05: Largest IV spike — 16.0% change
  • 2022-07-05: Highest IV Rank — 78.4%
  • 2022-07-14: Largest Expected Move — 8.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$190.17$184.04$197.98$197.98$192.37
Max Pain$192.22$188.68$196.54$188.68$188.68
ATM IV27.6%24.7%31.8%27.4%24.7%
Expected Move7.7%6.9%8.5%6.9%7.5%
HV 20d25.0%20.7%28.4%27.8%20.7%
HV 60d24.5%22.8%26.3%26.3%22.8%
IV Rank57.0%41.8%78.4%55.5%41.8%
IV Percentile83.5%59.1%97.6%86.9%59.1%
Term Structure-0.4%-3.1%3.2%3.2%-1.0%
VWIV28.4%24.2%33.0%27.6%26.9%
Skew 25d4.4%2.0%6.6%3.5%2.5%
Skew 10d8.5%2.9%15.2%6.9%6.9%
Call IV 25d25.9%22.2%29.5%24.1%25.5%
Put IV 25d30.3%25.4%35.8%27.6%28.0%
Bid-Ask Spread %75.2563.0982.2179.7979.18
Gamma HHI0.120.090.290.140.10
Net GEX-1.6M-5.9M1.8M1.8M-127.9K
Net DEX11.7M-11.3M29.8M-11.3M2.6M
Net VEX-299.0K-331.9K-262.5K-287.2K-313.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.491.283.383.053.09
Total Volume7,905.96,4379,5976,8809,302
Total OI13,170.259,24216,4569,62916,456

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-07-01$197.98$188.6827.4%6.9%27.8%55.5%27.6%3.5%3.2%1.8M-11.3M-287.2K3.0579.79N/AN/A1,6995,1814,1955,434
2022-07-05$194.58$196.5431.8%8.2%28.4%78.4%30.2%6.3%-1.9%317.0K-2.2M-287.0K1.2869.24N/AN/A3,8824,9683,9615,281
2022-07-06$193.92$196.5431.2%8.1%26.7%75.4%31.3%5.2%-1.8%905.6K-5.7M-295.5K2.1778.80N/AN/A2,4425,2955,1305,379
2022-07-07$193.46$196.5428.8%7.6%26.7%62.8%29.1%5.3%-0.5%527.6K249.3K-301.0K1.5972.32N/AN/A3,2585,1805,3795,730
2022-07-08$193.50$196.5426.4%7.0%26.6%50.2%26.5%6.1%0.4%-372.9K1.4M-299.2K2.3481.29N/AN/A2,2095,1625,8916,031
2022-07-11$191.01$196.5428.0%7.9%25.8%58.9%33.0%5.6%-0.4%200.0K8.3M-290.1K3.1174.81N/AN/A1,6615,1635,9765,678
2022-07-12$185.76$196.5430.4%8.0%27.3%71.5%30.0%6.6%-2.4%-828.0K21.9M-275.1K2.6578.93N/AN/A1,7644,6735,9955,884
2022-07-13$185.11$196.5429.8%7.9%24.3%68.4%28.0%4.6%-1.6%-1.1M23.7M-271.0K3.3876.71N/AN/A1,5005,0646,1425,972
2022-07-14$184.22$196.5427.6%8.5%23.4%56.7%27.8%4.0%2.6%-1.8M29.8M-262.5K2.7881.46N/AN/A1,8185,0476,2406,248
2022-07-15$187.88$196.5425.1%7.2%24.5%43.4%26.6%4.9%-0.3%-2.1M18.1M-277.3K1.9482.21N/AN/A2,3324,5166,3756,267
2022-07-18$184.04$188.6826.6%7.7%25.3%51.6%24.2%6.4%-1.1%-1.1M18.1M-264.6K2.1775.42N/AN/A2,2814,9565,1995,400
2022-07-19$187.58$188.6827.4%7.8%26.1%55.9%27.1%2.7%-1.6%-1.8M13.3M-292.3K2.6965.33N/AN/A2,4216,5105,7696,122
2022-07-20$186.42$188.6827.4%7.9%26.2%55.7%28.6%4.6%0.9%-5.4M27.8M-313.4K2.2069.47N/AN/A2,9986,5995,6508,053
2022-07-21$189.05$188.6826.8%7.7%26.6%52.5%29.0%2.2%0.5%-5.7M25.7M-331.9K2.4472.85N/AN/A2,1805,3216,2399,848
2022-07-22$189.91$188.6826.6%7.7%25.8%51.6%28.4%4.1%0.3%-5.9M17.9M-325.6K2.8263.09N/AN/A2,3716,6976,36810,027
2022-07-25$190.35$188.6827.5%8.0%22.4%56.2%28.7%4.1%-0.6%-3.9M16.5M-325.8K2.3871.24N/AN/A2,4735,8966,2579,755
2022-07-26$191.93$188.6827.2%8.3%22.7%54.8%29.1%5.0%-3.1%-2.7M11.9M-323.9K2.4973.66N/AN/A2,4226,0416,5349,718
2022-07-27$192.71$188.6826.1%7.7%21.5%48.6%27.8%3.1%-0.5%-1.8M6.9M-326.6K2.7280.51N/AN/A2,2596,1546,6499,785
2022-07-28$191.71$188.6826.3%7.4%20.8%49.7%28.1%2.0%-0.0%-2.2M8.8M-317.6K2.4378.64N/AN/A2,4595,9646,6819,707
2022-07-29$192.37$188.6824.7%7.5%20.7%41.8%26.9%2.5%-1.0%-127.9K2.6M-313.2K3.0979.18N/AN/A2,2747,0286,8319,625