BDX Options History — September 2024

In September 2024, BDX traded between $181.30 and $190.34. ATM implied volatility averaged 19.2%, placing in the 26.7% IV rank vs the trailing year. The 30-day expected move averaged 5.5%. IV traded above realized volatility by 4.7% (HV 20d: 14.5%). Max pain ranged from $184.75 to $188.68. Net GEX was positive for 11 of 20 trading days. Term structure was in contango for 18 of 20 days. Put/call ratio averaged 1.58.

Notable Days

  • 2024-09-20: Highest Volume — 3,785 contracts
  • 2024-09-04: Largest IV spike — 8.3% change
  • 2024-09-04: Highest IV Rank — 36.3%
  • 2024-09-04: Largest Expected Move — 5.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$185.16$181.30$190.34$190.34$188.97
Max Pain$185.53$184.75$188.68$184.75$188.68
ATM IV19.2%17.5%20.5%18.9%19.5%
Expected Move5.5%5.0%5.9%5.4%5.6%
HV 20d14.5%11.5%16.3%11.5%16.1%
HV 60d18.0%17.7%18.4%17.7%18.1%
IV Rank26.7%17.1%36.3%28.0%28.2%
IV Percentile54.5%32.5%65.9%56.7%59.1%
Term Structure2.6%-1.5%3.8%-1.0%3.5%
VWIV19.5%17.6%24.0%18.5%19.7%
Skew 25d3.0%1.7%4.7%2.4%3.7%
Skew 10d6.2%-1.6%7.9%5.8%6.8%
Call IV 25d17.8%16.4%19.3%17.2%17.8%
Put IV 25d20.8%19.1%22.0%19.6%21.5%
Bid-Ask Spread %83.3577.5489.0379.5788.81
Gamma HHI0.150.100.420.120.11
Net GEX707.3K-1.2M6.9M3.7M-594.1K
Net DEX17.9M-28.0M52.4M-28.0M-8.4M
Net VEX-400.4K-440.4K-351.2K-413.2K-440.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.580.168.991.041.22
Total Volume890.351583,785653878
Total OI23,52419,39325,59222,22722,896

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-09-03$190.34$184.7518.9%5.4%11.5%28.0%18.5%2.4%-1.0%3.7M-28.0M-413.2K1.0479.57N/AN/A32133211,05411,173
2024-09-04$185.95$184.7520.5%5.9%14.2%36.3%19.7%3.0%-1.5%1.8M7.3M-416.5K8.9982.95N/AN/A1721,54411,08011,353
2024-09-05$183.95$188.6819.8%5.5%13.9%29.5%19.8%3.4%2.7%-1.2M39.6M-431.3K1.3079.82N/AN/A45759511,14812,827
2024-09-06$183.56$188.6819.9%5.6%13.9%30.5%24.0%3.1%2.7%-1.1M41.0M-425.1K2.2177.54N/AN/A19042011,33913,062
2024-09-09$186.40$188.6820.4%5.7%14.7%33.3%19.9%2.9%2.7%150.6K12.0M-440.3K0.2681.22N/AN/A85222111,34613,383
2024-09-10$184.97$184.7520.4%5.6%14.6%33.3%20.3%2.9%2.8%29.7K18.2M-421.7K0.3279.95N/AN/A1203811,56513,014
2024-09-11$183.50$184.7519.2%5.5%14.4%26.5%19.3%1.7%2.7%-428.7K31.7M-395.0K0.6580.73N/AN/A16910911,57813,028
2024-09-12$184.55$184.7518.9%5.4%14.2%24.8%20.5%4.7%2.7%78.0K22.0M-402.8K0.8281.31N/AN/A30725111,62113,032
2024-09-13$184.17$184.7518.7%5.4%14.2%23.9%20.9%3.0%3.0%352.9K25.4M-402.3K1.4981.06N/AN/A12118112,41913,006
2024-09-16$184.15$184.7519.1%5.5%13.2%25.7%20.2%2.8%3.1%445.1K28.8M-385.5K0.5980.79N/AN/A1096512,44013,065
2024-09-17$181.30$184.7519.6%5.6%14.2%28.6%19.6%3.1%2.8%-842.9K52.4M-361.9K1.1180.44N/AN/A26629512,44113,091
2024-09-18$182.28$184.7519.2%5.5%14.2%26.6%19.1%2.7%3.8%645.4K49.6M-362.9K0.1682.86N/AN/A65110712,46713,097
2024-09-19$184.45$184.7518.1%5.2%14.9%20.3%17.8%3.2%3.4%3.6M25.9M-360.9K0.8485.50N/AN/A22018612,57812,985
2024-09-20$183.77$184.7517.7%5.1%14.9%18.3%18.9%3.3%3.2%6.9M37.4M-351.2K2.6884.67N/AN/A1,0292,75612,60012,992
2024-09-23$184.76$184.7517.5%5.0%15.0%17.1%17.6%2.7%3.6%-457.2K11.4M-379.7K0.6786.56N/AN/A4683149,09010,303
2024-09-24$185.71$184.7518.5%5.3%15.1%22.5%17.9%2.8%3.3%-1.7K1.8M-381.8K0.6589.03N/AN/A7805099,32610,527
2024-09-25$184.94$184.7518.9%5.4%15.0%25.0%19.1%3.1%2.9%-449.7K8.1M-407.2K2.7187.79N/AN/A1604349,85210,967
2024-09-26$185.95$184.7519.1%5.5%15.0%25.8%18.3%3.0%3.8%-72.8K2.1M-415.1K0.4888.47N/AN/A183889,93411,322
2024-09-27$189.56$184.7519.8%5.7%16.3%29.9%19.8%2.9%2.8%1.5M-21.0M-413.1K3.3887.86N/AN/A4361,47310,09011,389
2024-09-30$188.97$188.6819.5%5.6%16.1%28.2%19.7%3.7%3.5%-594.1K-8.4M-440.4K1.2288.81N/AN/A39648210,26212,634