BDX Options History — October 2022

In October 2022, BDX traded between $173.41 and $186.62. ATM implied volatility averaged 31.8%, placing in the 76.2% IV rank vs the trailing year. The 30-day expected move averaged 9.0%. IV traded above realized volatility by 1.5% (HV 20d: 30.3%). Max pain ranged from $176.89 to $204.40. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 1.04.

Notable Days

  • 2022-10-21: Highest Volume — 10,901 contracts
  • 2022-10-27: Largest IV spike — 8.3% change
  • 2022-10-10: Highest IV Rank — 94.7%
  • 2022-10-14: Largest Expected Move — 9.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$179.43$173.41$186.62$181.78$186.00
Max Pain$184.37$176.89$204.40$204.40$176.89
ATM IV31.8%28.4%35.0%31.0%29.2%
Expected Move9.0%7.6%9.8%8.0%9.2%
HV 20d30.3%27.8%32.0%28.5%27.8%
HV 60d24.0%22.2%25.3%22.5%24.8%
IV Rank76.2%57.0%94.7%72.0%61.1%
IV Percentile93.8%81.3%99.6%96.4%83.7%
Term Structure-0.7%-2.6%1.6%-0.8%-0.9%
VWIV32.3%25.7%36.8%26.2%33.5%
Skew 25d5.6%3.4%9.2%5.7%5.3%
Skew 10d10.1%7.1%14.1%9.4%10.6%
Call IV 25d29.7%25.4%32.5%29.3%26.6%
Put IV 25d35.3%31.8%39.5%34.9%31.8%
Bid-Ask Spread %67.2755.3377.7874.2563.67
Gamma HHI0.090.070.230.080.08
Net GEX-2.6M-5.3M-545.2K-2.2M-693.2K
Net DEX73.1M8.0M120.1M89.7M8.0M
Net VEX-579.4K-684.8K-536.5K-562.9K-684.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.040.661.571.000.69
Total Volume8,370.9056,40710,9017,4557,163
Total OI32,419.23827,10435,34930,36533,289

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-10-03$181.78$204.4031.0%8.0%28.5%72.0%26.2%5.7%-0.8%-2.2M89.7M-562.9K1.0074.25N/AN/A3,7363,71914,38915,976
2022-10-04$185.90$204.4030.2%7.7%30.0%67.0%25.7%5.3%0.1%-915.5K69.8M-588.5K1.0574.65N/AN/A3,3683,54414,96916,165
2022-10-05$186.62$204.4029.9%7.6%28.3%65.4%26.9%5.4%0.5%-545.2K66.4M-603.0K1.5776.95N/AN/A3,1564,95315,15316,330
2022-10-06$180.14$188.6831.8%8.8%30.2%76.2%36.5%4.7%0.1%-3.1M97.7M-569.0K1.4565.43N/AN/A2,9074,22415,21116,747
2022-10-07$174.67$188.6833.7%9.3%30.3%87.1%36.8%3.4%1.6%-4.2M120.1M-544.0K0.9169.27N/AN/A3,8543,51315,24616,923
2022-10-10$173.41$188.6835.0%9.6%30.0%94.7%32.5%7.0%-2.5%-3.5M116.6M-539.0K0.9362.73N/AN/A3,3173,09015,42716,278
2022-10-11$175.29$180.8233.7%9.5%29.9%87.6%32.4%5.4%-0.7%-3.5M108.4M-543.8K0.7162.68N/AN/A4,2413,00316,15916,175
2022-10-12$174.13$180.8234.7%9.5%29.3%93.2%33.2%5.1%-2.0%-3.8M110.2M-536.5K1.4168.13N/AN/A4,0145,64917,69516,260
2022-10-13$178.03$180.8233.8%9.1%30.7%88.0%33.0%5.8%-2.3%-3.3M89.4M-562.3K1.1367.80N/AN/A3,8084,29617,86015,966
2022-10-14$176.77$180.8234.3%9.8%30.6%91.1%33.5%6.0%-0.2%-3.2M91.5M-563.4K1.1466.87N/AN/A3,8074,33818,06616,087
2022-10-17$180.59$180.8232.4%9.2%32.0%80.1%33.4%6.2%-1.1%-2.7M77.7M-566.2K0.9865.08N/AN/A4,3394,24817,00215,630
2022-10-18$181.37$180.8232.1%9.2%31.3%78.0%31.9%4.8%-1.5%-2.5M71.0M-562.5K1.0970.09N/AN/A4,2964,70317,85315,887
2022-10-19$177.18$180.8231.8%9.1%31.0%76.2%33.5%5.5%-0.8%-4.3M85.9M-542.7K0.9573.21N/AN/A4,9484,69118,01415,758
2022-10-20$175.19$180.8232.5%9.4%31.1%80.3%31.4%4.5%-2.2%-4.7M92.6M-538.6K0.7672.57N/AN/A5,7934,40419,05215,745
2022-10-21$175.90$180.8231.1%9.1%30.8%72.7%31.6%5.3%-2.6%-5.3M84.0M-548.1K0.6677.78N/AN/A6,5654,33619,63515,714
2022-10-24$177.09$180.8231.0%9.4%30.9%71.9%32.8%5.1%-0.1%-1.8M53.3M-570.5K0.6855.33N/AN/A5,8774,01414,01113,093
2022-10-25$177.64$176.8930.7%9.2%30.2%69.8%32.1%5.2%-0.1%-1.7M48.4M-611.4K1.0860.52N/AN/A3,7174,01815,77014,956
2022-10-26$183.18$176.8928.4%9.0%31.7%57.0%32.9%5.8%0.5%-827.1K20.6M-632.5K1.0659.76N/AN/A4,0754,30816,10015,062
2022-10-27$182.47$176.8930.8%9.1%30.5%70.8%33.6%6.4%-0.5%-746.3K19.5M-638.0K1.4062.18N/AN/A3,8255,34516,50215,370
2022-10-28$184.63$176.8929.1%8.9%30.2%60.6%34.2%9.2%-0.2%-1.5M13.4M-659.1K1.1263.76N/AN/A4,0544,53316,63916,640
2022-10-31$186.00$176.8929.2%9.2%27.8%61.1%33.5%5.3%-0.9%-693.2K8.0M-684.8K0.6963.67N/AN/A4,2422,92116,75616,533