BDX Options History — August 2022 In August 2022, BDX traded between $192.03 and $211.11. ATM implied volatility averaged 21.5%, placing in the 24.9% IV rank vs the trailing year. The 30-day expected move averaged 6.2%. IV traded above realized volatility by 4.2% (HV 20d: 17.3%). Max pain ranged from $188.68 to $212.26. Net GEX was positive for 16 of 23 trading days. Term structure was in contango for 12 of 23 days. Put/call ratio averaged 1.55.
Notable Days 2022-08-31 : Highest Volume — 13,372 contracts2022-08-04 : Largest IV drop — 17.8% change2022-08-02 : Highest IV Rank — 57.8%2022-08-02 : Largest Expected Move — 8.2%Monthly Statistics Metric Avg Min Max Open Close Price $202.13 $192.03 $211.11 $192.59 $199.06 Max Pain $200.98 $188.68 $212.26 $188.68 $204.40 ATM IV 21.5% 18.6% 27.8% 26.1% 20.4% Expected Move 6.2% 5.3% 8.2% 8.0% 5.8% HV 20d 17.3% 13.2% 20.9% 19.3% 19.0% HV 60d 22.0% 21.5% 22.4% 22.4% 21.5% IV Rank 24.9% 9.6% 57.8% 49.1% 19.0% IV Percentile 27.8% 5.2% 87.3% 74.2% 15.1% Term Structure -0.3% -2.7% 1.7% -1.7% 0.8% VWIV 21.7% 19.3% 29.6% 28.9% 19.9% Skew 25d 3.6% 1.5% 5.2% 4.1% 4.2% Skew 10d 7.3% 4.1% 10.7% 6.4% 6.8% Call IV 25d 20.4% 18.4% 24.8% 24.4% 19.9% Put IV 25d 24.1% 20.0% 29.8% 28.6% 24.1% Bid-Ask Spread % 80.32 72.90 87.65 75.15 76.38 Gamma HHI 0.12 0.08 0.16 0.11 0.08 Net GEX 1.7M -1.8M 5.6M -1.7M -234.0K Net DEX -13.6M -80.1M 41.3M 15.2M 41.3M Net VEX -397.5K -493.0K -305.7K -319.1K -493.0K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.55 0.11 3.81 3.17 1.65 Total Volume 5,469.043 760 13,372 8,921 13,372 Total OI 22,765.043 14,198 31,471 14,198 31,471
Daily Data (23 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 2022-08-01 $192.59 $188.68 26.1% 8.0% 19.3% 49.1% 28.9% 4.1% -1.7% -1.7M 15.2M -319.1K 3.17 75.15 N/A N/A 2,141 6,780 6,140 8,058 2022-08-02 $192.03 $188.68 27.8% 8.2% 18.4% 57.8% 28.9% 5.2% -2.7% -1.7M 15.2M -320.1K 3.22 80.13 N/A N/A 2,325 7,477 6,294 8,106 2022-08-03 $192.90 $188.68 26.1% 8.0% 18.5% 48.7% 29.6% 4.2% -1.9% -1.8M 13.4M -314.9K 3.63 76.93 N/A N/A 2,828 10,259 6,427 8,460 2022-08-04 $198.06 $196.54 21.4% 6.3% 20.7% 24.4% 22.8% 4.8% 0.1% 1.4M -13.8M -305.7K 2.72 84.07 N/A N/A 3,250 8,826 6,915 11,097 2022-08-05 $200.05 $196.54 21.2% 6.0% 20.9% 23.4% 20.5% 3.5% -0.9% 2.3M -24.3M -323.7K 2.11 81.67 N/A N/A 4,297 9,064 8,009 11,523 2022-08-08 $201.19 $196.54 22.6% 5.8% 20.3% 30.7% 20.6% 3.8% -2.6% 2.7M -19.4M -344.0K 3.81 82.79 N/A N/A 2,499 9,512 8,110 9,349 2022-08-09 $200.38 $196.54 22.1% 6.5% 17.0% 28.1% 21.4% 3.2% 0.7% 1.9M -15.4M -349.3K 0.11 82.87 N/A N/A 1,673 181 8,211 10,087 2022-08-10 $203.43 $196.54 19.6% 5.7% 17.2% 15.0% 19.5% 4.0% 0.2% 3.6M -33.3M -359.7K 0.31 80.88 N/A N/A 1,944 612 9,268 10,221 2022-08-11 $203.62 $196.54 20.6% 6.3% 16.9% 20.3% 21.0% 3.1% 1.7% 3.7M -33.2M -375.0K 0.94 82.50 N/A N/A 2,300 2,156 10,159 10,671 2022-08-12 $206.82 $196.54 18.6% 5.3% 16.5% 9.6% 20.4% 2.1% 0.1% 4.8M -54.1M -390.1K 0.20 85.90 N/A N/A 635 125 11,171 11,832 2022-08-15 $210.13 $196.54 20.3% 5.8% 13.9% 18.9% 20.5% 4.4% -0.2% 4.4M -67.4M -351.1K 0.52 85.45 N/A N/A 1,899 987 10,614 11,031 2022-08-16 $211.11 $196.54 19.7% 5.7% 13.2% 15.6% 19.8% 2.3% -0.6% 5.1M -80.1M -374.4K 0.98 86.82 N/A N/A 3,073 3,021 11,814 11,886 2022-08-17 $207.85 $212.26 21.5% 6.2% 14.6% 24.9% 21.7% 3.0% -0.9% 4.5M -56.9M -443.7K 0.84 85.12 N/A N/A 987 826 13,276 13,347 2022-08-18 $207.19 $212.26 19.9% 5.7% 14.6% 16.4% 19.5% 1.5% -0.5% 5.6M -41.1M -428.8K 1.74 87.65 N/A N/A 445 773 13,345 13,621 2022-08-19 $207.89 $212.26 20.7% 6.1% 14.6% 20.7% 19.3% 2.6% -1.3% 3.4M -57.0M -439.5K 0.63 81.48 N/A N/A 623 392 13,426 13,946 2022-08-22 $204.63 $212.26 20.8% 6.0% 16.3% 21.0% 21.0% 2.8% 0.4% 1.6M -7.7M -431.8K 0.62 72.90 N/A N/A 3,439 2,132 11,211 9,750 2022-08-23 $202.93 $212.26 21.3% 6.0% 16.7% 23.6% 21.3% 3.4% 0.1% 481.0K 6.0M -438.5K 1.38 76.36 N/A N/A 795 1,100 14,080 10,808 2022-08-24 $203.44 $204.40 20.1% 5.7% 16.7% 17.7% 19.9% 4.3% 0.7% 405.8K 3.6M -467.4K 0.98 73.38 N/A N/A 602 589 14,620 11,615 2022-08-25 $204.32 $204.40 20.1% 5.8% 16.4% 17.3% 20.2% 3.3% 0.3% 1.8M -4.2M -462.5K 1.35 74.91 N/A N/A 1,478 2,002 14,955 11,991 2022-08-26 $199.74 $204.40 21.4% 5.9% 18.8% 24.2% 21.5% 4.7% 1.7% -1.8M 32.9M -469.2K 2.75 76.88 N/A N/A 394 1,085 15,718 13,097 2022-08-29 $200.47 $204.40 21.1% 5.7% 18.8% 22.9% 20.7% 4.9% 0.5% -40.5K 28.5M -460.1K 0.98 74.80 N/A N/A 1,674 1,636 15,115 12,938 2022-08-30 $199.20 $204.40 21.2% 6.4% 19.0% 23.1% 20.8% 4.6% -0.0% -464.2K 39.3M -481.9K 0.97 82.41 N/A N/A 1,816 1,764 16,000 13,813 2022-08-31 $199.06 $204.40 20.4% 5.8% 19.0% 19.0% 19.9% 4.2% 0.8% -234.0K 41.3M -493.0K 1.65 76.38 N/A N/A 5,037 8,335 16,872 14,599
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