BDX Options History — August 2024

In August 2024, BDX traded between $183.62 and $190.47. ATM implied volatility averaged 20.6%, placing in the 36.7% IV rank vs the trailing year. The 30-day expected move averaged 5.6%. IV traded below realized volatility by 0.6% (HV 20d: 21.2%). Max pain ranged from $180.82 to $188.68. Net GEX was positive for 12 of 22 trading days. Term structure was in contango for 18 of 22 days. Put/call ratio averaged 1.36.

Notable Days

  • 2024-08-01: Highest Volume — 3,463 contracts
  • 2024-08-05: Largest IV spike — 27.3% change
  • 2024-08-05: Highest IV Rank — 92.7%
  • 2024-08-05: Largest Expected Move — 7.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$185.84$183.62$190.47$186.27$190.47
Max Pain$186.18$180.82$188.68$180.82$184.75
ATM IV20.6%15.6%31.3%25.4%15.6%
Expected Move5.6%4.5%7.8%7.3%4.5%
HV 20d21.2%15.4%24.4%21.3%15.4%
HV 60d19.6%18.1%20.3%18.7%18.1%
IV Rank36.7%10.6%92.7%61.9%10.6%
IV Percentile50.9%6.0%99.2%85.7%6.0%
Term Structure0.3%-3.6%2.6%-3.6%0.9%
VWIV19.8%15.1%26.5%25.7%16.1%
Skew 25d3.0%1.0%7.8%3.4%2.1%
Skew 10d6.1%3.1%10.0%7.0%8.5%
Call IV 25d18.2%14.6%23.7%22.9%14.8%
Put IV 25d21.1%16.7%31.4%26.3%16.9%
Bid-Ask Spread %81.0471.4987.5887.5485.47
Gamma HHI0.150.090.300.120.12
Net GEX-560.3K-5.6M3.8M-879.1K3.8M
Net DEX5.0M-27.1M28.1M363.9K-27.1M
Net VEX-478.4K-600.5K-421.8K-542.4K-432.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.360.226.882.631.41
Total Volume804.8181903,4633,463341
Total OI24,459.09119,78927,56825,75022,061

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-08-01$186.27$180.8225.4%7.3%21.3%61.9%25.7%3.4%-3.6%-879.1K363.9K-542.4K2.6387.54N/AN/A9532,51011,02214,728
2024-08-02$190.19$180.8224.6%7.0%22.3%57.5%26.0%2.5%-1.5%222.8K-26.1M-577.2K0.3778.98N/AN/A1,43052411,31216,042
2024-08-05$185.00$188.6831.3%7.8%24.4%92.7%26.5%7.8%-0.3%-2.9M23.5M-600.5K0.4575.02N/AN/A81436511,11516,016
2024-08-06$186.35$188.6825.8%6.7%23.3%64.1%23.5%3.5%0.4%-2.4M8.2M-563.9K1.1771.49N/AN/A13115311,30415,989
2024-08-07$183.84$188.6826.2%6.8%24.0%66.1%23.4%3.1%0.4%-4.4M28.1M-557.5K0.8775.25N/AN/A28524711,32016,006
2024-08-08$184.03$188.6824.9%6.4%23.9%59.5%24.2%3.3%0.5%-4.6M26.4M-539.3K6.8879.31N/AN/A1481,01511,43816,130
2024-08-09$185.46$188.6822.4%6.1%23.1%46.1%21.2%1.0%0.6%-3.1M10.7M-518.3K3.3279.58N/AN/A21872111,45415,827
2024-08-12$183.81$188.6826.5%6.0%22.8%67.8%21.9%3.9%0.2%-4.5M22.8M-491.7K3.1476.68N/AN/A4614411,50815,508
2024-08-13$185.70$188.6824.8%5.8%22.3%58.7%21.1%2.9%0.8%-2.0M2.9M-473.4K1.5779.97N/AN/A9715111,53215,543
2024-08-14$183.95$188.6820.1%5.8%22.1%34.4%20.7%3.2%0.0%-5.4M22.8M-462.2K0.5577.92N/AN/A39821811,54315,493
2024-08-15$183.62$188.6818.5%5.3%21.9%25.9%18.9%3.1%2.6%-5.6M18.9M-442.8K0.6980.24N/AN/A33223011,63115,618
2024-08-16$186.19$188.6818.8%5.4%22.3%27.5%18.4%4.0%-1.2%1.1M-10.8M-425.8K0.2284.95N/AN/A96821111,73815,647
2024-08-19$185.52$184.7515.8%4.5%22.4%11.7%15.1%1.9%1.0%1.4M6.1M-421.8K0.3281.20N/AN/A7712489,48310,306
2024-08-20$184.16$184.7516.4%4.7%22.1%14.7%16.5%2.1%1.2%1.3M10.7M-435.5K0.8578.91N/AN/A33528510,11710,425
2024-08-21$184.50$184.7516.7%4.8%21.4%16.2%16.6%2.5%0.7%1.5M8.8M-438.4K1.2584.33N/AN/A19724710,27010,550
2024-08-22$185.16$184.7517.2%4.9%20.1%19.0%17.2%2.4%0.6%1.5M5.5M-449.7K0.6085.09N/AN/A22613610,38610,704
2024-08-23$185.20$184.7515.7%4.5%18.7%10.9%16.1%2.3%1.1%2.0M4.3M-428.9K1.3885.71N/AN/A15120910,52710,785
2024-08-26$185.62$184.7516.9%4.8%18.7%17.4%16.5%2.9%0.5%1.8M3.3M-437.9K0.4682.87N/AN/A49722610,58610,914
2024-08-27$186.67$184.7516.6%4.7%17.9%15.5%16.4%2.2%0.6%2.6M-3.0M-425.7K0.6987.58N/AN/A25117210,78410,957
2024-08-28$187.59$184.7516.8%4.8%18.0%16.5%16.8%2.6%0.4%2.7M-8.3M-428.6K0.6184.19N/AN/A42726210,84911,037
2024-08-29$189.09$184.7516.1%4.6%17.0%13.3%16.0%2.4%0.6%3.5M-18.9M-431.6K0.4980.68N/AN/A27913710,90610,989
2024-08-30$190.47$184.7515.6%4.5%15.4%10.6%16.1%2.1%0.9%3.8M-27.1M-432.5K1.4185.47N/AN/A14120011,00211,059