BDX Options History — April 2024

In April 2024, BDX traded between $181.45 and $193.14. ATM implied volatility averaged 23.9%, placing in the 69.3% IV rank vs the trailing year. The 30-day expected move averaged 7.0%. IV traded above realized volatility by 4.6% (HV 20d: 19.3%). Max pain ranged from $184.75 to $192.61. Net GEX was positive for 14 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 0.94.

Notable Days

  • 2024-04-19: Highest Volume — 1,302 contracts
  • 2024-04-10: Largest IV spike — 24.0% change
  • 2024-04-30: Highest IV Rank — 97.0%
  • 2024-04-30: Largest Expected Move — 8.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$186.61$181.45$193.14$192.29$184.25
Max Pain$188.32$184.75$192.61$188.68$184.75
ATM IV23.9%18.0%28.3%18.0%28.3%
Expected Move7.0%5.2%8.1%5.2%8.1%
HV 20d19.3%16.1%22.8%16.1%17.8%
HV 60d16.7%15.0%17.3%16.8%16.9%
IV Rank69.3%32.1%97.0%32.1%97.0%
IV Percentile85.7%50.8%99.2%50.8%99.2%
Term Structure-2.8%-6.4%2.9%2.6%-6.4%
VWIV24.4%18.4%28.6%18.4%28.6%
Skew 25d2.6%1.3%3.4%1.3%2.6%
Skew 10d5.6%3.5%6.9%3.5%4.8%
Call IV 25d23.3%17.6%27.4%17.6%27.2%
Put IV 25d25.9%18.9%29.8%18.9%29.8%
Bid-Ask Spread %76.4271.9184.3081.8880.58
Gamma HHI0.100.060.170.100.07
Net GEX1.4M-1.9M5.0M4.0M771.8K
Net DEX-37.8K-42.8M37.0M-39.7M4.8M
Net VEX-490.0K-554.7K-431.2K-544.1K-440.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.940.192.921.280.52
Total Volume563.3181801,302301674
Total OI22,371.86417,71024,91523,62919,109

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-04-01$192.29$188.6818.0%5.2%16.1%32.1%18.4%1.3%2.6%4.0M-39.7M-544.1K1.2881.88N/AN/A13216910,72612,903
2024-04-02$189.57$188.6819.5%5.6%17.1%41.3%18.6%2.4%2.4%2.9M-18.3M-526.4K0.4983.02N/AN/A22911310,76612,925
2024-04-03$191.67$188.6818.9%5.4%17.1%37.8%19.6%2.0%2.9%3.8M-32.9M-554.7K0.7884.30N/AN/A31724810,88312,943
2024-04-04$191.27$192.6120.3%6.5%17.0%46.1%22.7%2.4%-2.2%3.6M-29.4M-554.4K2.9274.63N/AN/A7923010,93412,892
2024-04-05$193.14$192.6118.9%6.4%17.2%37.6%22.4%2.1%-2.3%4.5M-42.8M-548.9K1.4376.26N/AN/A7410610,95612,986
2024-04-08$190.15$192.6120.0%6.5%17.9%44.4%22.6%2.3%-2.0%3.4M-20.2M-532.8K1.3575.27N/AN/A14419310,99913,034
2024-04-09$192.74$192.6119.1%6.5%18.5%38.9%22.7%2.7%-2.5%5.0M-40.0M-519.5K0.9376.77N/AN/A20018610,99913,041
2024-04-10$189.77$192.6123.7%6.8%19.4%67.8%23.7%2.4%-2.6%3.5M-16.6M-519.3K0.4976.72N/AN/A24512111,03813,131
2024-04-11$190.51$188.6824.0%6.9%19.4%69.7%23.8%2.2%-2.8%4.4M-24.7M-521.0K0.3873.94N/AN/A30811711,26513,160
2024-04-12$184.43$188.6825.7%7.4%22.5%80.5%25.7%3.1%-3.0%-334.4K24.7M-511.0K0.5972.65N/AN/A55032211,28513,200
2024-04-15$184.89$188.6826.0%7.5%22.4%82.6%25.9%2.9%-3.2%-280.1K21.2M-491.1K0.1972.66N/AN/A98518811,35813,211
2024-04-16$182.48$188.6825.7%7.4%22.8%80.4%25.2%3.1%-3.3%-1.9M37.0M-477.6K1.1975.05N/AN/A36543411,47513,205
2024-04-17$182.75$188.6826.3%7.5%22.5%84.2%25.9%3.4%-3.4%-1.7M35.6M-462.2K1.9571.91N/AN/A39977811,66613,249
2024-04-18$182.94$188.6825.4%7.3%22.3%78.2%26.3%3.3%-3.1%-1.5M33.5M-449.1K1.0775.00N/AN/A19120411,58813,072
2024-04-19$183.38$188.6826.2%7.5%21.4%83.3%26.1%2.9%-3.5%-540.8K27.8M-457.0K0.7574.68N/AN/A74555711,69512,977
2024-04-22$184.01$184.7525.7%7.4%20.2%80.4%25.7%2.6%-4.2%270.0K9.1M-454.2K0.8174.85N/AN/A2391938,4879,223
2024-04-23$184.21$184.7526.3%7.5%19.1%84.3%25.8%2.6%-4.5%295.8K8.6M-453.0K1.3877.98N/AN/A1562168,6329,335
2024-04-24$183.92$184.7526.5%7.6%19.0%85.4%26.5%2.4%-4.7%165.3K10.1M-446.4K0.7375.66N/AN/A136998,6959,541
2024-04-25$181.45$184.7526.8%7.7%18.5%87.3%26.7%2.8%-4.9%-520.6K22.7M-431.2K0.8272.84N/AN/A4223458,7419,588
2024-04-26$182.43$184.7527.4%7.9%18.2%91.1%26.6%2.5%-4.7%-114.8K16.9M-447.8K0.3974.05N/AN/A2891128,9419,654
2024-04-29$183.18$184.7527.7%7.9%18.1%93.1%27.5%2.1%-5.6%168.0K11.9M-437.7K0.2280.40N/AN/A4761078,9619,712
2024-04-30$184.25$184.7528.3%8.1%17.8%97.0%28.6%2.6%-6.4%771.8K4.8M-440.8K0.5280.58N/AN/A4442309,3249,785