BDX Options History — August 2023 In August 2023, BDX traded between $210.32 and $222.32. ATM implied volatility averaged 17.3%, placing in the 19.7% IV rank vs the trailing year. The 30-day expected move averaged 4.9%. IV traded below realized volatility by 8.4% (HV 20d: 25.6%). Max pain ranged from $212.26 to $212.26. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 21 of 23 days. Put/call ratio averaged 1.18.
Notable Days 2023-08-15 : Highest Volume — 2,587 contracts2023-08-03 : Largest IV drop — 25.3% change2023-08-02 : Highest IV Rank — 49.8%2023-08-02 : Largest Expected Move — 6.9%Monthly Statistics Metric Avg Min Max Open Close Price $218.42 $210.32 $222.32 $218.62 $219.58 Max Pain $212.26 $212.26 $212.26 $212.26 $212.26 ATM IV 17.3% 14.1% 23.9% 22.3% 14.2% Expected Move 4.9% 4.0% 6.9% 6.4% 4.1% HV 20d 25.6% 17.0% 30.7% 24.2% 17.0% HV 60d 20.2% 18.0% 21.2% 18.0% 19.5% IV Rank 19.7% 5.4% 49.8% 42.4% 5.8% IV Percentile 17.9% 5.2% 73.8% 66.3% 6.0% Term Structure 0.8% -4.3% 1.8% -4.3% 1.4% VWIV 17.3% 14.9% 24.0% 23.3% 14.9% Skew 25d 2.5% 1.5% 3.7% 2.5% 1.8% Skew 10d 5.3% 2.5% 7.3% 5.1% 3.2% Call IV 25d 16.2% 13.4% 23.0% 21.4% 13.7% Put IV 25d 18.7% 14.9% 25.5% 23.9% 15.6% Bid-Ask Spread % 75.87 56.98 86.48 74.40 83.32 Gamma HHI 0.16 0.10 0.22 0.21 0.11 Net GEX 13.3M 8.2M 18.0M 13.9M 12.1M Net DEX -202.0M -277.5M -113.4M -219.7M -193.7M Net VEX -1.4M -1.5M -1.2M -1.3M -1.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.18 0.15 3.44 3.44 1.84 Total Volume 1,292.565 257 2,587 998 604 Total OI 42,988.087 38,135 48,710 38,135 44,546
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 2023-08-01 $218.62 $212.26 22.3% 6.4% 24.2% 42.4% 23.3% 2.5% -4.3% 13.9M -219.7M -1.3M 3.44 74.40 N/A N/A 225 773 23,419 14,716 2023-08-02 $217.67 $212.26 23.9% 6.9% 24.0% 49.8% 24.0% 2.5% -4.3% 13.3M -208.7M -1.3M 0.66 73.43 N/A N/A 1,258 833 23,526 14,865 2023-08-03 $210.32 $212.26 17.9% 4.9% 27.3% 22.4% 17.7% 3.7% 0.9% 10.5M -113.4M -1.2M 1.39 77.14 N/A N/A 1,011 1,404 24,387 15,230 2023-08-04 $212.86 $212.26 17.7% 5.0% 27.4% 21.8% 17.6% 3.0% 1.1% 12.0M -147.5M -1.3M 1.44 74.94 N/A N/A 495 715 24,672 15,859 2023-08-07 $216.32 $212.26 17.9% 4.8% 27.8% 22.8% 17.2% 3.0% 1.6% 15.4M -194.3M -1.3M 1.37 72.18 N/A N/A 354 483 24,916 15,986 2023-08-08 $221.53 $212.26 18.5% 5.0% 28.7% 25.2% 17.0% 2.4% 1.4% 17.9M -273.2M -1.3M 0.41 76.73 N/A N/A 1,432 590 25,112 16,154 2023-08-09 $222.24 $212.26 16.6% 4.8% 28.6% 16.9% 17.2% 2.7% 1.7% 17.1M -277.5M -1.3M 2.13 74.73 N/A N/A 328 698 24,950 16,430 2023-08-10 $217.91 $212.26 17.7% 5.1% 29.9% 21.6% 16.8% 3.3% 1.4% 15.1M -210.7M -1.3M 1.83 76.36 N/A N/A 653 1,196 25,009 16,968 2023-08-11 $221.90 $212.26 17.1% 4.9% 30.3% 19.0% 16.3% 2.5% 1.3% 15.6M -255.3M -1.3M 0.15 76.17 N/A N/A 1,879 273 24,753 17,892 2023-08-14 $222.32 $212.26 16.3% 4.7% 30.0% 15.4% 17.0% 2.5% 1.8% 17.5M -271.5M -1.3M 0.39 74.25 N/A N/A 1,250 485 26,445 18,117 2023-08-15 $220.23 $212.26 17.7% 5.1% 30.2% 21.7% 17.4% 2.7% 1.1% 18.0M -244.3M -1.4M 0.60 77.52 N/A N/A 1,622 965 27,337 18,430 2023-08-16 $217.82 $212.26 17.4% 5.0% 30.7% 20.4% 17.0% 2.8% 1.7% 16.5M -207.0M -1.4M 0.86 78.56 N/A N/A 819 705 28,570 18,960 2023-08-17 $216.24 $212.26 18.0% 5.1% 29.8% 22.9% 18.4% 2.9% 1.2% 11.1M -174.6M -1.4M 1.19 64.49 N/A N/A 790 944 28,400 19,434 2023-08-18 $215.20 $212.26 16.8% 4.8% 29.8% 17.5% 16.6% 2.9% 1.2% 8.2M -161.7M -1.4M 0.32 80.33 N/A N/A 1,099 354 28,595 20,115 2023-08-21 $216.78 $212.26 16.3% 4.7% 22.6% 15.3% 16.2% 2.7% 1.1% 9.9M -151.4M -1.4M 0.42 76.32 N/A N/A 649 272 24,004 17,694 2023-08-22 $217.05 $212.26 16.7% 4.8% 22.1% 17.1% 16.5% 2.6% 1.0% 10.3M -156.0M -1.5M 0.48 67.43 N/A N/A 544 259 24,373 17,917 2023-08-23 $217.73 $212.26 16.3% 4.7% 22.1% 15.2% 17.1% 2.3% 1.1% 10.5M -164.4M -1.5M 0.51 79.09 N/A N/A 567 289 24,604 18,123 2023-08-24 $217.84 $212.26 16.7% 4.8% 21.8% 16.9% 16.8% 2.2% 1.1% 10.7M -173.8M -1.4M 1.49 76.13 N/A N/A 103 154 24,987 18,220 2023-08-25 $220.57 $212.26 16.0% 4.6% 21.7% 14.1% 16.0% 2.0% 1.4% 11.8M -204.2M -1.5M 0.67 56.98 N/A N/A 608 410 25,049 18,303 2023-08-28 $221.55 $212.26 16.1% 4.6% 21.3% 14.2% 16.6% 2.0% 1.2% 12.7M -219.5M -1.4M 1.44 82.09 N/A N/A 172 247 25,275 18,421 2023-08-29 $221.19 $212.26 14.8% 4.2% 21.3% 8.6% 15.0% 1.6% 1.4% 13.1M -219.8M -1.4M 2.42 86.48 N/A N/A 116 280 25,348 18,533 2023-08-30 $220.19 $212.26 14.1% 4.0% 21.3% 5.4% 15.0% 1.5% 1.4% 12.4M -203.3M -1.4M 1.62 85.86 N/A N/A 314 508 25,381 18,701 2023-08-31 $219.58 $212.26 14.2% 4.1% 17.0% 5.8% 14.9% 1.8% 1.4% 12.1M -193.7M -1.4M 1.84 83.32 N/A N/A 212 392 25,551 18,995
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