BDX Options History — May 2024

In May 2024, BDX traded between $177.48 and $188.12. ATM implied volatility averaged 18.4%, placing in the 30.7% IV rank vs the trailing year. The 30-day expected move averaged 5.2%. IV traded above realized volatility by 3.1% (HV 20d: 15.3%). Max pain ranged from $184.75 to $188.68. Net GEX was positive for 16 of 22 trading days. Term structure was in contango for 8 of 22 days. Put/call ratio averaged 1.08.

Notable Days

  • 2024-05-02: Highest Volume — 4,574 contracts
  • 2024-05-13: Largest IV spike — 35.8% change
  • 2024-05-01: Highest IV Rank — 100.0%
  • 2024-05-01: Largest Expected Move — 8.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$183.81$177.48$188.12$184.50$181.49
Max Pain$186.54$184.75$188.68$184.75$184.75
ATM IV18.4%15.3%30.8%30.8%17.4%
Expected Move5.2%4.6%8.8%8.8%5.0%
HV 20d15.3%12.8%19.0%17.2%15.0%
HV 60d16.8%16.1%17.6%16.9%16.9%
IV Rank30.7%13.5%100.0%100.0%25.1%
IV Percentile45.7%11.5%100.0%100.0%40.5%
Term Structure-0.6%-8.0%1.3%-8.0%-0.2%
VWIV18.1%16.1%30.8%30.8%17.6%
Skew 25d1.8%1.1%2.7%1.9%1.1%
Skew 10d4.1%2.3%6.2%5.2%2.3%
Call IV 25d17.3%15.4%29.7%29.7%17.1%
Put IV 25d19.1%17.1%31.6%31.6%18.3%
Bid-Ask Spread %83.2176.7489.0479.7889.04
Gamma HHI0.200.070.640.070.14
Net GEX3.7M-3.9M15.5M613.0K-2.3M
Net DEX8.3M-25.2M68.6M5.0M41.4M
Net VEX-462.5K-534.4K-413.1K-459.7K-534.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.080.129.120.890.83
Total Volume1,2942084,5743,577300
Total OI23,183.68218,42126,54719,21024,425

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-05-01$184.50$184.7530.8%8.8%17.2%100.0%30.8%1.9%-8.0%613.0K5.0M-459.7K0.8979.78N/AN/A1,8891,6889,2939,917
2024-05-02$188.12$184.7521.1%6.0%18.8%45.4%21.5%2.7%-2.1%3.5M-21.2M-474.3K0.3679.52N/AN/A3,3661,20810,88211,138
2024-05-03$185.20$184.7519.6%5.6%19.0%37.3%19.9%1.7%-1.5%5.2M-10.1M-493.7K0.7384.18N/AN/A99272412,42111,887
2024-05-06$185.46$188.6819.4%5.1%18.4%36.3%18.3%2.4%1.3%5.7M-11.3M-478.9K1.2880.57N/AN/A24431212,30511,978
2024-05-07$186.88$188.6817.3%5.0%17.9%24.7%18.1%2.5%0.6%7.7M-25.2M-458.6K0.4380.15N/AN/A56324212,30511,902
2024-05-08$184.20$188.6817.9%5.0%17.8%27.7%17.1%2.1%-1.5%6.4M-2.9M-447.3K0.1282.29N/AN/A1,58119612,74311,953
2024-05-09$185.16$188.6816.9%4.9%17.8%22.1%17.1%2.4%0.2%6.4M-7.5M-444.5K0.2782.10N/AN/A88724312,13012,039
2024-05-10$185.46$188.6815.3%4.7%13.5%13.5%16.4%1.9%0.0%7.1M-10.0M-429.4K0.4576.74N/AN/A29413211,89412,135
2024-05-13$185.83$188.6820.8%4.9%13.5%44.2%17.4%1.2%0.0%7.0M-15.8M-423.2K0.2784.89N/AN/A1,12730311,98012,184
2024-05-14$184.73$188.6820.8%4.9%12.8%43.7%17.1%1.7%0.1%7.7M-4.0M-413.1K0.3880.74N/AN/A85132112,79912,374
2024-05-15$186.35$188.6817.2%4.9%13.1%23.9%17.1%1.7%-0.4%10.4M-20.0M-447.8K1.1284.39N/AN/A53059413,34212,572
2024-05-16$185.46$188.6816.9%4.8%13.3%22.0%16.8%1.3%-0.0%10.7M-8.1M-428.1K0.4484.30N/AN/A46720713,29712,903
2024-05-17$185.47$188.6816.1%4.6%13.3%17.7%16.1%1.6%-0.1%15.5M-11.5M-424.3K0.2984.75N/AN/A85225113,57512,972
2024-05-20$186.08$184.7516.7%4.8%13.3%20.8%16.5%1.9%-0.2%1.3M-1.1M-425.6K1.2285.02N/AN/A2593178,7679,654
2024-05-21$184.56$184.7516.3%4.7%13.6%18.9%16.6%1.4%-0.0%1.0M5.8M-424.7K0.6382.72N/AN/A5143268,9519,867
2024-05-22$184.65$184.7516.8%4.8%13.6%21.4%16.7%1.7%0.0%1.2M2.6M-444.1K1.3183.66N/AN/A1682209,36810,090
2024-05-23$180.61$184.7517.4%5.0%15.1%25.3%17.5%1.7%-0.4%-180.8K25.7M-439.8K9.1287.85N/AN/A3743,4109,35610,243
2024-05-24$179.76$184.7516.5%4.7%15.0%19.9%16.2%1.8%0.3%-2.8M53.1M-525.5K1.8682.31N/AN/A2514669,54313,436
2024-05-28$178.44$184.7517.9%5.1%15.0%27.7%17.5%1.6%-0.3%-3.6M62.4M-515.7K0.8186.24N/AN/A2702199,65413,802
2024-05-29$177.48$184.7518.2%5.2%14.9%29.2%18.0%1.5%-0.4%-3.9M68.6M-519.1K0.3983.35N/AN/A7903129,71413,933
2024-05-30$177.88$184.7518.1%5.2%14.9%29.0%17.9%1.5%-0.5%-3.6M65.7M-522.5K0.5286.06N/AN/A1377110,23614,082
2024-05-31$181.49$184.7517.4%5.0%15.0%25.1%17.6%1.1%-0.2%-2.3M41.4M-534.4K0.8389.04N/AN/A16413610,29814,127