BDX Options History — February 2024 In February 2024, BDX traded between $185.36 and $193.51. ATM implied volatility averaged 18.2%, placing in the 33.0% IV rank vs the trailing year. The 30-day expected move averaged 5.2%. IV traded above realized volatility by 3.2% (HV 20d: 14.9%). Max pain ranged from $192.61 to $196.54. Net GEX was positive for 18 of 20 trading days. Term structure was in contango for 2 of 20 days. Put/call ratio averaged 1.72.
Notable Days 2024-02-07 : Highest Volume — 5,807 contracts2024-02-05 : Largest IV spike — 10.1% change2024-02-20 : Highest IV Rank — 39.8%2024-02-20 : Largest Expected Move — 5.5%Monthly Statistics Metric Avg Min Max Open Close Price $189.12 $185.36 $193.51 $189.22 $185.36 Max Pain $194.18 $192.61 $196.54 $192.61 $192.61 ATM IV 18.2% 16.9% 19.3% 17.9% 18.7% Expected Move 5.2% 4.8% 5.5% 5.0% 5.4% HV 20d 14.9% 11.1% 17.8% 17.6% 17.2% HV 60d 17.1% 14.2% 25.0% 24.8% 16.1% IV Rank 33.0% 25.1% 39.8% 31.2% 36.5% IV Percentile 48.4% 31.7% 60.7% 45.2% 56.7% Term Structure -0.4% -1.2% 0.2% -0.3% -0.2% VWIV 18.2% 17.3% 19.4% 18.1% 18.4% Skew 25d 1.9% 0.9% 2.6% 2.3% 1.6% Skew 10d 4.4% 2.7% 9.3% 4.5% 3.3% Call IV 25d 17.3% 16.3% 18.8% 16.4% 17.9% Put IV 25d 19.2% 18.1% 20.4% 18.7% 19.5% Bid-Ask Spread % 79.59 25.17 88.26 78.46 81.94 Gamma HHI 0.11 0.08 0.25 0.10 0.09 Net GEX 2.0M -539.6K 4.6M 2.8M -539.6K Net DEX 2.7M -29.4M 42.1M -11.1M 42.1M Net VEX -564.3K -610.1K -524.9K -524.9K -542.4K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.72 0.07 11.93 1.82 0.78 Total Volume 1,520.2 321 5,807 3,498 1,129 Total OI 26,887.85 24,087 30,526 24,087 26,717
Daily Data (20 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 2024-02-01 $189.22 $192.61 17.9% 5.0% 17.6% 31.2% 18.1% 2.3% -0.3% 2.8M -11.1M -524.9K 1.82 78.46 N/A N/A 1,241 2,257 12,781 11,306 2024-02-02 $186.86 $196.54 17.1% 5.0% 17.7% 26.3% 17.5% 2.4% -0.2% 964.6K 14.4M -548.6K 0.55 83.31 N/A N/A 450 249 13,341 12,743 2024-02-05 $185.36 $196.54 18.8% 5.2% 17.8% 37.2% 18.3% 2.4% -0.4% -41.1K 26.8M -535.0K 0.79 81.88 N/A N/A 519 412 13,441 12,834 2024-02-06 $187.55 $196.54 18.0% 5.0% 16.6% 31.7% 17.7% 2.0% -0.3% 1.3M 11.1M -546.9K 1.18 82.04 N/A N/A 354 417 13,567 13,088 2024-02-07 $188.20 $196.54 17.3% 5.0% 11.1% 27.7% 18.3% 2.2% -0.1% 1.7M 3.4M -561.0K 11.93 83.40 N/A N/A 449 5,358 13,701 13,229 2024-02-08 $189.18 $196.54 17.4% 5.0% 11.2% 28.2% 17.4% 2.0% -0.1% 2.5M -2.0M -555.9K 1.54 83.10 N/A N/A 551 846 13,869 13,389 2024-02-09 $191.30 $196.54 16.9% 4.8% 11.2% 25.1% 17.6% 1.8% 0.2% 3.5M -22.2M -568.3K 0.75 82.41 N/A N/A 937 707 14,063 13,496 2024-02-12 $191.81 $196.54 17.3% 5.0% 11.3% 27.6% 17.3% 2.1% -0.2% 4.2M -29.4M -561.3K 0.16 85.16 N/A N/A 1,883 295 14,302 13,563 2024-02-13 $187.37 $192.61 18.4% 5.3% 14.3% 34.2% 18.3% 2.5% -0.4% 1.5M 14.3M -562.7K 0.48 83.24 N/A N/A 930 444 14,963 13,699 2024-02-14 $187.24 $192.61 17.8% 5.1% 14.0% 30.7% 17.9% 2.6% 0.1% 2.5M 13.9M -543.4K 4.06 76.39 N/A N/A 555 2,254 15,044 13,755 2024-02-15 $188.44 $196.54 18.2% 5.2% 14.1% 33.3% 18.2% 2.4% -0.1% 4.0M 5.8M -568.0K 3.74 83.57 N/A N/A 365 1,364 15,090 14,463 2024-02-16 $189.65 $192.61 19.1% 5.5% 14.2% 38.6% 18.7% 1.8% -0.5% 4.6M -7.2M -595.3K 0.07 80.18 N/A N/A 1,880 125 15,253 15,273 2024-02-20 $189.06 $192.61 19.3% 5.5% 14.3% 39.8% 19.4% 1.7% -1.1% 1.3M 7.1M -584.6K 1.28 79.66 N/A N/A 432 555 13,196 11,794 2024-02-21 $192.63 $192.61 19.2% 5.5% 15.4% 39.7% 19.2% 1.5% -1.2% 2.3M -16.2M -610.1K 0.96 81.88 N/A N/A 254 245 13,497 12,209 2024-02-22 $191.63 $192.61 18.5% 5.3% 15.0% 35.3% 18.9% 1.1% -0.5% 1.9M -7.8M -595.8K 0.89 83.03 N/A N/A 170 151 13,486 12,252 2024-02-23 $193.51 $192.61 18.3% 5.2% 15.3% 33.6% 18.6% 1.1% -0.4% 2.8M -22.9M -596.5K 1.28 25.17 N/A N/A 242 309 13,575 12,258 2024-02-26 $190.28 $192.61 18.8% 5.4% 16.7% 36.9% 18.8% 1.1% -0.7% 1.5M 3.4M -565.8K 0.69 84.50 N/A N/A 319 220 13,619 12,374 2024-02-27 $189.71 $192.61 18.2% 5.2% 16.7% 33.4% 18.1% 0.9% -0.6% 1.1M 9.0M -563.6K 0.88 88.26 N/A N/A 322 282 13,688 12,425 2024-02-28 $188.09 $192.61 18.1% 5.2% 17.0% 32.9% 18.2% 1.8% -0.3% 558.2K 21.0M -556.5K 0.49 84.21 N/A N/A 625 307 13,797 12,617 2024-02-29 $185.36 $192.61 18.7% 5.4% 17.2% 36.5% 18.4% 1.6% -0.2% -539.6K 42.1M -542.4K 0.78 81.94 N/A N/A 633 496 13,958 12,759
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