BDX Options History — June 2024

In June 2024, BDX traded between $181.42 and $189.61. ATM implied volatility averaged 17.0%, placing in the 22.6% IV rank vs the trailing year. The 30-day expected move averaged 4.9%. IV traded below realized volatility by 3.2% (HV 20d: 20.2%). Max pain ranged from $184.75 to $192.61. Net GEX was positive for 10 of 19 trading days. Term structure was in contango for 17 of 19 days. Put/call ratio averaged 1.67.

Notable Days

  • 2024-06-21: Highest Volume — 2,850 contracts
  • 2024-06-04: Largest IV drop — 10.4% change
  • 2024-06-03: Highest IV Rank — 32.7%
  • 2024-06-03: Largest Expected Move — 5.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$185.12$181.42$189.61$187.35$182.82
Max Pain$187.44$184.75$192.61$184.75$184.75
ATM IV17.0%15.5%18.8%18.8%17.7%
Expected Move4.9%4.6%5.4%5.4%5.1%
HV 20d20.2%18.3%21.8%18.3%20.9%
HV 60d18.3%17.7%18.9%18.1%17.7%
IV Rank22.6%14.2%32.7%32.7%25.7%
IV Percentile33.0%12.3%58.7%58.7%42.5%
Term Structure2.2%-0.8%3.1%-0.8%2.6%
VWIV17.1%15.9%18.8%18.8%17.8%
Skew 25d1.1%-1.1%1.9%0.4%1.1%
Skew 10d3.0%1.3%6.3%1.9%2.4%
Call IV 25d16.7%15.3%18.8%18.8%17.3%
Put IV 25d17.8%16.7%19.2%19.2%18.4%
Bid-Ask Spread %85.2077.8288.5983.2986.72
Gamma HHI0.160.110.220.120.20
Net GEX355.9K-1.9M4.2M581.2K558.8K
Net DEX14.6M-10.3M40.6M-3.4M23.8M
Net VEX-545.3K-573.5K-516.4K-538.6K-573.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.670.067.690.780.54
Total Volume9752282,8501,743338
Total OI25,853.94722,90528,27824,59224,114

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-06-03$187.35$184.7518.8%5.4%18.3%32.7%18.8%0.4%-0.8%581.2K-3.4M-538.6K0.7883.29N/AN/A97976410,42114,171
2024-06-04$187.65$184.7516.8%4.8%18.3%21.8%18.5%1.1%-0.2%785.5K-4.3M-531.3K1.4485.52N/AN/A13519510,56114,240
2024-06-05$185.13$184.7516.7%4.8%18.8%20.8%17.2%1.0%0.1%-169.4K14.4M-534.6K7.6987.55N/AN/A2071,59510,60214,315
2024-06-06$188.58$192.6116.1%4.7%19.1%17.7%17.1%1.0%2.2%498.0K-1.7M-529.1K0.4585.14N/AN/A43819610,58815,431
2024-06-07$189.61$192.6115.5%4.6%19.2%14.2%15.9%1.0%2.3%1.2M-10.3M-536.2K0.8579.90N/AN/A19116210,97715,475
2024-06-10$188.29$192.6116.6%4.6%19.4%20.5%16.4%1.9%2.7%1.0M-3.1M-516.4K0.3677.82N/AN/A82729510,84915,473
2024-06-11$184.90$192.6117.2%4.8%20.5%23.8%17.2%1.4%2.4%-23.9K21.2M-551.0K2.1484.57N/AN/A22447811,57815,548
2024-06-12$184.42$192.6116.1%4.6%20.4%17.8%16.1%1.6%2.8%-381.0K27.9M-543.8K1.1185.92N/AN/A10812011,59915,714
2024-06-13$182.33$188.6817.1%4.9%20.5%23.2%17.2%1.5%2.9%-1.9M39.8M-526.6K5.2383.56N/AN/A2711,41611,63215,251
2024-06-14$183.62$188.6816.4%4.7%20.6%19.5%17.0%1.3%2.9%-817.1K28.0M-542.3K4.2285.04N/AN/A17072011,70515,405
2024-06-17$182.71$188.6818.0%5.2%20.7%28.2%18.0%0.7%2.4%-1.9M40.6M-540.4K1.7985.70N/AN/A22440111,75215,821
2024-06-18$183.75$184.7516.7%4.8%20.8%21.1%17.1%-1.1%3.1%-342.3K29.0M-533.1K1.9488.20N/AN/A29156511,74315,714
2024-06-20$187.33$184.7517.1%4.9%21.7%23.1%16.6%1.8%2.9%4.2M-5.9M-540.2K0.5786.62N/AN/A1,18667011,91916,067
2024-06-21$186.60$184.7517.0%4.9%21.8%22.6%16.7%0.8%2.7%534.9K-1.0M-549.3K0.0688.59N/AN/A2,69016012,13916,139
2024-06-24$185.19$184.7516.7%4.8%20.3%20.9%16.5%1.5%2.7%2.1M2.5M-571.6K0.6687.29N/AN/A59539610,23712,668
2024-06-25$184.10$184.7517.0%4.9%20.4%22.6%17.1%1.7%3.1%1.5M11.0M-571.3K0.4986.08N/AN/A46322910,60712,906
2024-06-26$181.48$184.7517.2%4.9%20.9%24.1%17.0%1.2%3.0%-266.8K33.8M-570.3K0.5283.35N/AN/A27314210,88313,015
2024-06-27$181.42$184.7518.2%5.2%20.8%29.6%17.1%1.4%2.3%-358.4K34.7M-560.2K0.8987.89N/AN/A21819310,96712,999
2024-06-28$182.82$184.7517.7%5.1%20.9%25.7%17.8%1.1%2.6%558.8K23.8M-573.5K0.5486.72N/AN/A22011811,03713,077