BDX Options History — September 2022

In September 2022, BDX traded between $175.53 and $207.85. ATM implied volatility averaged 24.8%, placing in the 37.6% IV rank vs the trailing year. The 30-day expected move averaged 7.0%. IV traded above realized volatility by 4.2% (HV 20d: 20.6%). Max pain ranged from $196.54 to $204.40. Net GEX was positive for 11 of 21 trading days. Term structure was in contango for 16 of 21 days. Put/call ratio averaged 1.45.

Notable Days

  • 2022-09-16: Highest Volume — 20,169 contracts
  • 2022-09-19: Largest IV spike — 11.4% change
  • 2022-09-29: Highest IV Rank — 67.8%
  • 2022-09-27: Largest Expected Move — 8.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$193.82$175.53$207.85$200.03$175.53
Max Pain$201.97$196.54$204.40$204.40$204.40
ATM IV24.8%20.3%30.3%21.1%29.8%
Expected Move7.0%5.5%8.6%5.5%8.1%
HV 20d20.6%16.6%24.7%16.6%24.5%
HV 60d20.8%19.9%21.6%21.5%21.3%
IV Rank37.6%13.4%67.8%22.9%65.0%
IV Percentile54.8%12.3%95.6%21.8%94.0%
Term Structure1.0%-1.7%3.8%0.7%3.0%
VWIV24.8%19.6%31.6%20.4%28.0%
Skew 25d3.9%1.8%6.0%4.7%2.1%
Skew 10d8.9%2.0%15.4%9.4%7.9%
Call IV 25d23.5%15.6%29.8%19.6%28.5%
Put IV 25d27.5%21.5%32.9%24.3%30.6%
Bid-Ask Spread %76.3562.7988.8081.2573.25
Gamma HHI0.140.070.350.090.10
Net GEX1.5M-3.2M8.9M380.4K-3.2M
Net DEX42.2M-86.1M124.9M28.6M124.9M
Net VEX-553.5K-647.1K-495.3K-538.2K-542.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.450.319.811.050.92
Total Volume6,25347320,1695,1049,684
Total OI33,500.28627,00939,59433,22734,441

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-09-01$200.03$204.4021.1%5.5%16.6%22.9%20.4%4.7%0.7%380.4K28.6M-538.2K1.0581.25N/AN/A2,4892,61517,72815,499
2022-09-02$198.00$200.4723.3%5.6%16.7%34.0%20.4%1.8%1.4%204.5K54.3M-571.4K0.6880.86N/AN/A49133518,89816,818
2022-09-06$198.66$196.5421.4%6.0%16.6%24.1%21.6%4.3%0.2%99.3K43.4M-546.7K1.8082.99N/AN/A3,1375,64017,91516,256
2022-09-07$203.58$196.5420.3%6.1%18.7%18.7%20.3%4.1%1.2%4.6M-28.1M-549.3K1.6980.07N/AN/A3,8016,41218,09516,350
2022-09-08$204.24$196.5421.8%6.1%18.0%21.9%22.2%2.5%-0.3%8.2M-40.3M-543.3K0.3888.55N/AN/A58022318,96417,044
2022-09-09$207.21$196.5421.0%6.2%18.7%15.0%24.5%6.0%-1.4%8.9M-79.3M-548.6K0.8486.40N/AN/A25721619,35017,258
2022-09-12$207.85$196.5420.7%6.2%17.9%13.4%21.0%2.8%1.0%7.0M-86.1M-495.3K9.8180.88N/AN/A8886118,17216,448
2022-09-13$201.95$196.5422.6%6.2%19.6%23.3%21.8%4.9%-0.7%4.9M-2.9M-500.8K2.3774.66N/AN/A3,7578,91518,18717,224
2022-09-14$203.59$204.4023.6%6.2%19.8%29.1%22.4%2.7%-1.7%4.9M-15.2M-538.8K0.8988.80N/AN/A1,2351,09818,55818,003
2022-09-15$199.36$204.4022.7%6.8%20.4%23.7%19.6%5.3%0.7%4.3M15.2M-526.7K1.1687.32N/AN/A2,4522,84918,78518,541
2022-09-16$199.76$204.4021.8%6.4%20.5%18.6%21.7%3.0%0.6%7.1M64.3M-558.5K1.2384.40N/AN/A9,05411,11519,81919,775
2022-09-19$197.11$204.4024.3%6.9%20.8%33.0%24.4%2.8%0.9%-2.0M46.8M-647.1K0.7674.21N/AN/A4,4013,35013,05815,175
2022-09-20$192.59$204.4026.3%7.5%21.5%44.6%26.0%3.4%-0.6%-1.9M65.5M-594.2K0.3162.79N/AN/A3,9971,23612,80814,201
2022-09-21$187.51$204.4027.4%7.9%23.1%51.2%27.6%4.3%0.4%-654.9K84.7M-577.4K1.5965.76N/AN/A36958514,82115,040
2022-09-22$187.18$204.4026.7%7.6%23.0%46.8%29.3%4.7%2.2%-1.3M90.7M-582.9K1.0163.72N/AN/A77678515,13315,409
2022-09-23$184.01$204.4028.3%8.1%23.2%56.0%30.8%4.7%0.4%-1.9M108.5M-561.7K0.9164.39N/AN/A1,7251,57715,47116,049
2022-09-26$182.78$204.4030.2%8.3%22.3%67.1%29.7%2.0%2.6%-1.9M93.9M-550.9K0.7667.76N/AN/A5,2093,93914,83515,179
2022-09-27$179.30$204.4028.1%8.6%22.6%55.3%31.6%5.3%3.4%-1.9M105.9M-556.0K0.8470.56N/AN/A4,7894,03716,06215,890
2022-09-28$182.11$204.4028.5%8.0%23.8%57.6%28.9%5.0%3.3%-998.3K95.7M-560.6K0.7472.06N/AN/A4,6813,46016,89516,111
2022-09-29$177.95$204.4030.3%8.4%24.7%67.8%29.3%6.0%3.8%-2.7M116.6M-532.8K0.7972.62N/AN/A5,0664,02717,01716,224
2022-09-30$175.53$204.4029.8%8.1%24.5%65.0%28.0%2.1%3.0%-3.2M124.9M-542.8K0.9273.25N/AN/A5,0324,65217,21317,228