BDX Options History — March 2024

In March 2024, BDX traded between $183.61 and $194.65. ATM implied volatility averaged 19.0%, placing in the 37.9% IV rank vs the trailing year. The 30-day expected move averaged 5.3%. IV traded above realized volatility by 3.5% (HV 20d: 15.4%). Max pain ranged from $184.75 to $192.61. Net GEX was positive for 11 of 20 trading days. Term structure was in contango for 19 of 20 days. Put/call ratio averaged 3.15.

Notable Days

  • 2024-03-04: Highest Volume — 3,657 contracts
  • 2024-03-13: Largest IV drop — 22.0% change
  • 2024-03-12: Highest IV Rank — 67.6%
  • 2024-03-05: Largest Expected Move — 5.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$188.03$183.61$194.65$184.94$194.65
Max Pain$187.11$184.75$192.61$192.61$184.75
ATM IV19.0%16.2%23.7%18.9%16.2%
Expected Move5.3%4.7%5.5%5.4%4.7%
HV 20d15.4%12.9%17.1%17.1%15.3%
HV 60d16.0%15.4%17.0%16.1%17.0%
IV Rank37.9%20.8%67.6%37.3%20.8%
IV Percentile57.0%19.0%88.5%57.9%19.0%
Term Structure2.4%-0.2%3.7%-0.2%3.7%
VWIV18.9%16.4%20.8%18.9%16.4%
Skew 25d1.8%1.1%2.2%1.1%1.1%
Skew 10d3.7%2.2%5.2%2.2%2.4%
Call IV 25d17.4%15.9%18.3%18.3%15.9%
Put IV 25d19.3%17.1%20.4%19.4%17.1%
Bid-Ask Spread %80.6377.6786.7186.7180.62
Gamma HHI0.100.080.220.090.11
Net GEX736.3K-2.8M4.9M-672.7K4.9M
Net DEX7.6M-55.6M63.3M45.0M-55.6M
Net VEX-561.0K-621.3K-529.9K-547.8K-536.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.150.2216.970.551.15
Total Volume1,673.953463,6571,912822
Total OI27,56521,49133,62727,26522,899

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-03-01$184.94$192.6118.9%5.4%17.1%37.3%18.9%1.1%-0.2%-672.7K45.0M-547.8K0.5586.71N/AN/A1,23567714,23513,030
2024-03-04$185.00$188.6819.6%5.3%16.6%42.0%20.8%1.6%2.3%-423.0K42.5M-543.0K16.9778.02N/AN/A2043,45314,60813,247
2024-03-05$183.61$188.6820.3%5.5%16.5%46.4%20.7%2.2%2.0%-2.8M63.3M-576.4K2.5978.64N/AN/A4681,21114,64816,489
2024-03-06$185.15$188.6819.6%5.4%16.2%42.2%19.9%1.7%2.2%-2.7M52.3M-586.7K1.1178.99N/AN/A64771614,59417,218
2024-03-07$186.43$188.6819.5%5.4%16.4%41.2%19.5%2.0%2.3%-1.6M37.6M-590.2K0.8378.75N/AN/A68356714,52817,706
2024-03-08$188.28$188.6819.0%5.4%16.7%38.3%19.7%2.2%2.4%-805.1K20.1M-621.3K5.8778.32N/AN/A3311,94014,74417,887
2024-03-11$187.96$188.6822.3%5.4%16.1%59.1%19.0%2.0%2.0%-1.0M23.2M-573.5K5.1478.86N/AN/A3381,73914,49217,797
2024-03-12$187.41$188.6823.7%5.3%16.1%67.6%18.8%2.1%2.3%-1.3M25.1M-561.4K0.2279.83N/AN/A1,52333514,56817,704
2024-03-13$187.67$188.6818.5%5.3%13.8%34.9%19.2%1.8%2.2%4.0M13.4M-548.3K8.7779.65N/AN/A3272,86615,80517,822
2024-03-14$185.75$188.6818.3%5.2%14.3%33.6%18.2%2.1%2.8%116.1K39.2M-546.5K0.5681.93N/AN/A1,8111,02315,96417,550
2024-03-15$186.56$188.6818.8%5.4%14.2%37.2%18.9%2.1%2.6%-1.1M23.7M-529.9K0.6281.81N/AN/A1,01662715,53016,887
2024-03-18$186.67$184.7518.2%5.2%13.9%33.0%18.0%2.1%2.0%306.7K-589.3K-544.4K0.5580.15N/AN/A9575258,88012,611
2024-03-19$188.48$184.7517.9%5.1%14.4%31.2%18.4%2.0%2.6%1.5M-14.8M-565.4K0.6680.46N/AN/A4182779,62012,999
2024-03-20$186.62$184.7518.1%5.2%12.9%32.5%18.7%2.0%2.7%1.0M-5.9M-563.3K0.9382.52N/AN/A4594299,94712,997
2024-03-21$189.61$184.7518.2%5.2%14.3%33.1%18.4%1.8%2.6%2.3M-23.9M-563.8K3.0382.44N/AN/A2577789,90613,152
2024-03-22$193.14$184.7517.6%5.0%15.4%29.2%20.2%1.6%3.1%3.7M-44.9M-561.7K10.1677.67N/AN/A2862,9079,99813,535
2024-03-25$189.32$184.7518.8%5.4%15.8%36.7%19.0%1.9%2.4%2.4M-19.3M-555.1K1.2381.52N/AN/A24930710,05912,275
2024-03-26$190.32$184.7518.6%5.3%15.9%35.7%18.5%1.5%2.6%2.9M-25.1M-561.9K1.0583.04N/AN/A16917710,13812,469
2024-03-27$192.98$184.7517.2%4.9%16.3%26.7%17.3%1.5%3.1%4.1M-43.5M-543.6K1.0482.71N/AN/A35537010,24312,519
2024-03-28$194.65$184.7516.2%4.7%15.3%20.8%16.4%1.1%3.7%4.9M-55.6M-536.9K1.1580.62N/AN/A38244010,39112,508