BDX Options History — July 2024 In July 2024, BDX traded between $174.21 and $189.96. ATM implied volatility averaged 23.9%, placing in the 58.9% IV rank vs the trailing year. The 30-day expected move averaged 6.9%. IV traded above realized volatility by 6.2% (HV 20d: 17.6%). Max pain ranged from $180.82 to $184.75. Net GEX was positive for 2 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 1.69.
Notable Days 2024-07-10 : Highest Volume — 6,169 contracts2024-07-08 : Largest IV spike — 13.0% change2024-07-30 : Highest IV Rank — 100.0%2024-07-31 : Largest Expected Move — 9.4%Monthly Statistics Metric Avg Min Max Open Close Price $181.71 $174.21 $189.96 $180.29 $189.76 Max Pain $182.07 $180.82 $184.75 $184.75 $180.82 ATM IV 23.9% 17.3% 32.6% 18.2% 32.6% Expected Move 6.9% 4.9% 9.4% 5.2% 9.4% HV 20d 17.6% 14.3% 20.5% 20.4% 20.1% HV 60d 17.6% 16.3% 18.7% 17.9% 18.3% IV Rank 58.9% 21.7% 100.0% 28.5% 100.0% IV Percentile 79.3% 36.5% 100.0% 50.4% 100.0% Term Structure -2.5% -8.6% 3.8% 2.7% -8.6% VWIV 24.3% 17.4% 33.5% 18.4% 33.5% Skew 25d 2.2% 0.8% 3.5% 1.5% 2.5% Skew 10d 4.4% 0.0% 7.8% 2.9% 4.6% Call IV 25d 23.2% 17.3% 31.2% 17.7% 31.2% Put IV 25d 25.4% 18.1% 33.8% 19.2% 33.8% Bid-Ask Spread % 79.76 75.95 94.06 89.16 77.55 Gamma HHI 0.16 0.09 0.23 0.17 0.10 Net GEX -3.0M -8.2M 122.7K -1.5M 122.7K Net DEX 32.9M -23.5M 93.4M 42.0M -23.5M Net VEX -520.6K -566.9K -461.8K -559.8K -566.9K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.69 0.15 11.63 1.59 1.77 Total Volume 1,032.591 52 6,169 228 2,068 Total OI 24,972.409 21,524 28,483 24,241 24,755
Daily Data (22 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 2024-07-01 $180.29 $184.75 18.2% 5.2% 20.4% 28.5% 18.4% 1.5% 2.7% -1.5M 42.0M -559.8K 1.59 89.16 N/A N/A 88 140 11,113 13,128 2024-07-02 $180.28 $184.75 17.5% 5.0% 16.5% 23.5% 17.4% 1.0% 3.3% -1.4M 45.4M -545.8K 0.41 93.32 N/A N/A 206 85 11,070 13,187 2024-07-03 $179.29 $184.75 17.3% 4.9% 16.5% 21.7% 17.4% 0.8% 3.8% -2.3M 52.1M -537.9K 1.56 94.06 N/A N/A 20 32 11,113 13,214 2024-07-05 $179.32 $184.75 17.7% 6.0% 15.9% 24.4% 22.1% 2.2% -1.3% -3.0M 56.5M -502.7K 1.14 76.61 N/A N/A 53 61 11,112 13,203 2024-07-08 $177.43 $184.75 20.0% 6.3% 14.3% 37.7% 21.6% 2.1% -1.5% -4.2M 67.6M -489.5K 1.94 77.52 N/A N/A 323 628 11,130 13,152 2024-07-09 $174.21 $184.75 20.5% 6.5% 14.9% 40.3% 22.1% 3.1% -1.9% -5.6M 88.9M -461.8K 11.63 79.54 N/A N/A 150 1,745 11,257 13,327 2024-07-10 $175.46 $184.75 22.7% 6.5% 15.4% 53.0% 23.4% 1.7% -1.5% -8.2M 93.4M -501.8K 4.59 77.11 N/A N/A 1,103 5,066 11,274 14,732 2024-07-11 $176.79 $180.82 23.1% 6.6% 14.9% 55.2% 22.9% 2.8% -1.6% -6.9M 72.0M -525.7K 0.85 79.29 N/A N/A 90 76 12,151 15,255 2024-07-12 $180.17 $180.82 22.5% 6.4% 16.7% 51.5% 22.6% 1.6% -1.3% -4.6M 41.3M -527.4K 0.91 77.79 N/A N/A 410 373 12,186 15,235 2024-07-15 $177.82 $180.82 24.1% 6.9% 16.8% 60.6% 24.0% 3.5% -2.3% -7.3M 61.2M -498.9K 0.37 78.23 N/A N/A 440 163 12,392 15,345 2024-07-16 $181.06 $180.82 23.4% 6.7% 18.0% 56.9% 24.2% 2.0% -2.4% -4.8M 32.9M -501.2K 2.63 77.48 N/A N/A 256 672 12,485 15,367 2024-07-17 $183.51 $180.82 24.3% 7.0% 18.6% 61.9% 24.9% 2.3% -2.8% 93.4K 10.7M -523.0K 0.55 79.20 N/A N/A 223 123 12,572 15,560 2024-07-18 $182.25 $180.82 25.0% 7.2% 18.6% 66.2% 24.1% 2.8% -2.8% -4.2M 24.1M -506.4K 0.18 76.30 N/A N/A 511 90 12,541 15,581 2024-07-19 $181.31 $180.82 25.4% 7.3% 17.1% 68.5% 25.3% 2.9% -3.0% -5.3M 28.3M -508.7K 0.15 77.58 N/A N/A 985 150 12,870 15,613 2024-07-22 $181.45 $180.82 24.9% 7.1% 17.1% 65.6% 24.4% 2.7% -3.6% -2.4M 30.1M -510.9K 0.74 78.80 N/A N/A 223 164 8,786 12,738 2024-07-23 $183.95 $180.82 24.1% 6.9% 17.8% 61.2% 24.2% 1.8% -2.9% -1.6M 13.9M -512.1K 0.44 77.10 N/A N/A 389 172 8,940 12,820 2024-07-24 $186.69 $180.82 25.8% 7.4% 18.4% 70.8% 25.5% 2.5% -3.7% -535.9K -3.1M -533.0K 0.31 77.82 N/A N/A 772 240 9,208 12,866 2024-07-25 $182.87 $180.82 27.2% 7.8% 19.2% 79.1% 28.2% 3.1% -4.9% -1.4M 19.5M -527.1K 2.37 75.95 N/A N/A 468 1,108 9,582 12,845 2024-07-26 $186.62 $180.82 27.9% 8.0% 20.5% 82.9% 27.3% 1.8% -4.7% -850.1K -2.3M -540.0K 0.38 77.93 N/A N/A 360 137 9,501 13,404 2024-07-29 $187.11 $180.82 28.6% 8.2% 20.3% 86.8% 29.4% 2.1% -5.7% -672.9K -6.2M -531.3K 2.15 78.88 N/A N/A 198 426 9,684 13,476 2024-07-30 $189.96 $180.82 31.9% 9.1% 20.1% 100.0% 32.1% 2.0% -7.7% -158.7K -21.2M -541.9K 0.54 77.45 N/A N/A 1,127 603 9,773 13,850 2024-07-31 $189.76 $180.82 32.6% 9.4% 20.1% 100.0% 33.5% 2.5% -8.6% 122.7K -23.5M -566.9K 1.77 77.55 N/A N/A 745 1,323 10,483 14,272
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