BDX Options History — March 2023 In March 2023, BDX traded between $180.28 and $194.18. ATM implied volatility averaged 20.9%, placing in the 17.0% IV rank vs the trailing year. The 30-day expected move averaged 5.8%. IV traded above realized volatility by 5.5% (HV 20d: 15.4%). Max pain ranged from $180.82 to $188.68. Net GEX was positive for 11 of 23 trading days. Term structure was in contango for 9 of 23 days. Put/call ratio averaged 1.16.
Notable Days 2023-03-21 : Highest Volume — 2,608 contracts2023-03-16 : Largest IV drop — 12.4% change2023-03-13 : Highest IV Rank — 43.7%2023-03-15 : Largest Expected Move — 6.9%Monthly Statistics Metric Avg Min Max Open Close Price $186.59 $180.28 $194.18 $182.44 $194.18 Max Pain $188.34 $180.82 $188.68 $188.68 $188.68 ATM IV 20.9% 17.4% 25.5% 21.6% 19.4% Expected Move 5.8% 4.8% 6.9% 5.8% 4.8% HV 20d 15.4% 12.0% 19.2% 19.2% 16.6% HV 60d 17.3% 16.6% 18.0% 17.4% 17.8% IV Rank 17.0% 0.0% 43.7% 18.5% 11.8% IV Percentile 19.8% 0.0% 60.3% 29.0% 3.2% Term Structure 0.1% -2.2% 4.5% -0.5% 2.0% VWIV 20.3% 16.7% 26.1% 20.4% 16.7% Skew 25d 5.5% 3.3% 8.3% 4.4% 5.2% Skew 10d 11.1% -2.7% 20.9% 12.9% 12.2% Call IV 25d 18.5% 14.6% 23.5% 19.6% 16.3% Put IV 25d 24.0% 19.2% 29.2% 24.0% 21.4% Bid-Ask Spread % 88.81 79.80 95.33 79.80 90.40 Gamma HHI 0.12 0.09 0.28 0.11 0.12 Net GEX 1.2M -6.8M 6.7M -869.2K 6.7M Net DEX -1.5M -74.6M 55.4M 46.7M -74.6M Net VEX -943.2K -980.0K -881.7K -941.7K -980.0K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.16 0.11 4.73 0.50 1.25 Total Volume 832.478 150 2,608 910 773 Total OI 34,331.739 26,504 39,767 37,436 30,078
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 2023-03-01 $182.44 $188.68 21.6% 5.8% 19.2% 18.5% 20.4% 4.4% -0.5% -869.2K 46.7M -941.7K 0.50 79.80 N/A N/A 607 303 20,438 16,998 2023-03-02 $183.97 $188.68 19.4% 5.5% 18.6% 5.0% 17.1% 4.8% -0.7% -498.5K 31.3M -933.0K 0.61 82.08 N/A N/A 127 78 20,725 17,084 2023-03-03 $186.25 $188.68 18.1% 5.1% 17.1% 0.0% 18.3% 4.6% -1.6% -306.3K 12.1M -950.2K 0.23 81.88 N/A N/A 289 66 20,774 17,121 2023-03-06 $185.74 $188.68 20.1% 5.5% 16.6% 11.9% 20.2% 5.0% -1.2% -285.1K 20.0M -925.8K 0.31 84.62 N/A N/A 410 128 20,704 17,023 2023-03-07 $185.28 $188.68 21.2% 5.7% 14.1% 18.3% 19.7% 3.9% 0.5% 170.2K 20.3M -925.6K 0.93 88.69 N/A N/A 209 195 20,792 17,120 2023-03-08 $185.15 $188.68 19.9% 5.5% 12.6% 10.4% 19.7% 3.4% 0.2% -360.8K 21.9M -923.7K 1.91 87.10 N/A N/A 356 681 20,994 17,042 2023-03-09 $182.62 $188.68 21.9% 6.2% 12.7% 22.7% 19.3% 3.3% -0.2% -327.8K 38.8M -919.5K 0.59 86.98 N/A N/A 123 73 21,172 17,391 2023-03-10 $180.28 $188.68 24.3% 6.4% 12.0% 36.6% 23.2% 7.6% -0.2% -605.9K 55.4M -881.7K 0.98 88.44 N/A N/A 380 373 21,225 17,161 2023-03-13 $182.41 $180.82 25.5% 6.8% 12.5% 43.7% 22.9% 6.6% -2.2% 502.9K 31.7M -925.3K 0.69 90.03 N/A N/A 253 174 21,214 17,091 2023-03-14 $182.26 $188.68 23.8% 6.5% 12.5% 33.9% 22.8% 6.6% -1.1% -67.6K 45.2M -898.0K 0.13 87.84 N/A N/A 1,243 167 21,381 17,227 2023-03-15 $184.12 $188.68 24.9% 6.9% 12.8% 40.3% 23.4% 5.8% -1.1% 930.0K 19.4M -940.7K 0.16 89.11 N/A N/A 675 111 21,904 17,322 2023-03-16 $187.33 $188.68 21.8% 6.0% 14.6% 22.0% 21.4% 6.1% -1.2% -357.4K -4.8M -966.7K 1.11 88.92 N/A N/A 71 79 22,274 17,386 2023-03-17 $185.43 $188.68 20.9% 5.9% 14.9% 16.7% 18.7% 6.3% -0.1% 3.7M 28.5M -934.4K 0.11 90.73 N/A N/A 768 88 22,327 17,440 2023-03-20 $187.17 $188.68 20.3% 5.8% 15.3% 12.9% 19.7% 4.8% -2.1% 3.8M -30.6M -945.6K 0.26 89.65 N/A N/A 450 118 15,649 10,855 2023-03-21 $189.21 $188.68 19.7% 5.6% 15.2% 9.2% 17.3% 5.9% -2.0% 4.9M -40.7M -949.1K 4.38 91.58 N/A N/A 485 2,123 15,920 10,954 2023-03-22 $189.57 $188.68 19.6% 5.6% 15.2% 8.9% 18.9% 5.0% -1.0% -601.7K -34.0M -971.6K 0.87 95.33 N/A N/A 407 354 16,036 13,032 2023-03-23 $185.97 $188.68 21.2% 6.0% 16.7% 18.2% 23.2% 4.1% 1.4% -2.7M 2.6M -936.7K 1.22 92.40 N/A N/A 593 721 16,343 13,297 2023-03-24 $188.99 $188.68 20.6% 5.9% 17.4% 14.9% 20.4% 5.9% 0.5% -6.8M -33.1M -973.0K 3.31 89.36 N/A N/A 560 1,853 16,678 13,367 2023-03-27 $190.57 $188.68 21.6% 5.7% 17.5% 20.4% 21.2% 8.3% 1.1% 4.2M -44.6M -968.5K 0.42 91.83 N/A N/A 673 284 16,633 12,364 2023-03-28 $189.41 $188.68 19.5% 5.6% 17.3% 8.2% 26.1% 4.3% 3.6% 4.0M -38.1M -964.1K 4.73 91.58 N/A N/A 164 776 17,008 12,370 2023-03-29 $191.07 $188.68 17.4% 5.5% 16.9% 0.0% 19.0% 7.8% 4.4% 5.1M -50.0M -963.3K 0.49 92.02 N/A N/A 403 196 16,999 12,731 2023-03-30 $192.24 $188.68 18.6% 5.5% 16.8% 7.2% 18.1% 6.2% 4.5% 6.3M -57.4M -975.0K 1.49 92.32 N/A N/A 75 112 17,191 12,795 2023-03-31 $194.18 $188.68 19.4% 4.8% 16.6% 11.8% 16.7% 5.2% 2.0% 6.7M -74.6M -980.0K 1.25 90.40 N/A N/A 343 430 17,200 12,878
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