BDX Options History — October 2024 In October 2024, BDX traded between $184.08 and $191.08. ATM implied volatility averaged 25.5%, placing in the 61.0% IV rank vs the trailing year. The 30-day expected move averaged 7.5%. IV traded above realized volatility by 12.2% (HV 20d: 13.4%). Max pain ranged from $184.75 to $188.68. Net GEX was positive for 15 of 23 trading days. Term structure was in contango for 2 of 23 days. Put/call ratio averaged 1.46.
Notable Days 2024-10-15 : Highest Volume — 1,296 contracts2024-10-09 : Largest IV spike — 18.6% change2024-10-31 : Highest IV Rank — 100.0%2024-10-31 : Largest Expected Move — 9.5%Monthly Statistics Metric Avg Min Max Open Close Price $187.70 $184.08 $191.08 $190.25 $184.08 Max Pain $186.46 $184.75 $188.68 $188.68 $188.68 ATM IV 25.5% 19.6% 33.2% 20.8% 33.2% Expected Move 7.5% 5.9% 9.5% 6.0% 9.5% HV 20d 13.4% 11.7% 16.3% 16.3% 11.8% HV 60d 16.1% 13.1% 18.0% 18.0% 13.1% IV Rank 61.0% 28.8% 100.0% 35.0% 100.0% IV Percentile 83.3% 59.5% 100.0% 66.7% 100.0% Term Structure -3.4% -8.5% 3.7% 3.2% -8.5% VWIV 26.5% 20.3% 34.5% 20.3% 34.5% Skew 25d 3.1% 0.8% 4.2% 3.8% 2.5% Skew 10d 7.0% 5.5% 9.1% 7.6% 5.8% Call IV 25d 24.7% 18.2% 32.1% 18.2% 32.1% Put IV 25d 27.8% 22.0% 34.6% 22.0% 34.6% Bid-Ask Spread % 75.16 68.33 84.73 84.73 76.61 Gamma HHI 0.11 0.08 0.15 0.10 0.08 Net GEX 670.6K -1.6M 3.7M 592.5K -231.3K Net DEX -5.7M -43.7M 19.4M -19.0M 19.4M Net VEX -401.6K -451.9K -375.8K -451.9K -396.9K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.46 0.09 6.05 1.51 0.44 Total Volume 502.348 183 1,296 233 533 Total OI 23,201.87 20,640 25,582 22,879 22,855
Daily Data (23 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 2024-10-01 $190.25 $188.68 20.8% 6.0% 16.3% 35.0% 20.3% 3.8% 3.2% 592.5K -19.0M -451.9K 1.51 84.73 N/A N/A 93 140 10,490 12,389 2024-10-02 $188.31 $188.68 20.5% 5.9% 14.4% 33.6% 20.7% 3.9% 3.7% -294.7K -5.7M -438.3K 6.05 83.80 N/A N/A 83 500 10,512 12,462 2024-10-03 $186.89 $184.75 22.2% 7.2% 14.1% 43.1% 24.0% 4.0% -2.0% -1.3M 6.8M -437.2K 0.09 73.72 N/A N/A 834 78 10,549 12,854 2024-10-04 $187.13 $184.75 19.6% 6.9% 14.1% 28.8% 24.7% 0.8% -2.3% -1.0M 3.4M -427.0K 0.60 68.33 N/A N/A 242 145 11,092 12,871 2024-10-07 $186.12 $184.75 21.5% 7.4% 13.2% 38.9% 26.7% 3.9% -2.3% -1.6M 12.0M -430.9K 3.32 71.52 N/A N/A 243 806 11,208 12,918 2024-10-08 $186.45 $184.75 20.5% 7.2% 12.9% 33.8% 25.6% 4.2% -2.0% -521.0K 3.6M -420.1K 2.39 71.09 N/A N/A 184 441 11,369 12,562 2024-10-09 $187.27 $184.75 24.4% 7.0% 12.5% 54.8% 25.5% 2.9% -2.4% 800.9K -8.1M -404.1K 1.00 72.23 N/A N/A 142 142 11,415 12,303 2024-10-10 $185.12 $184.75 24.9% 7.2% 13.2% 57.9% 26.5% 3.3% -2.4% -696.8K 10.4M -395.3K 1.01 71.86 N/A N/A 186 187 11,475 12,369 2024-10-11 $185.57 $184.75 24.8% 7.1% 13.2% 57.1% 24.7% 3.2% -2.6% -546.4K 8.1M -390.7K 0.50 73.98 N/A N/A 226 113 11,528 12,448 2024-10-14 $188.72 $184.75 24.9% 7.1% 14.4% 57.8% 26.1% 3.6% -2.4% 2.1M -21.0M -392.1K 1.08 75.73 N/A N/A 172 186 11,842 12,505 2024-10-15 $190.11 $184.75 25.8% 7.4% 13.1% 62.6% 25.7% 3.3% -3.0% 3.1M -34.1M -392.4K 3.45 73.18 N/A N/A 291 1,005 11,877 12,585 2024-10-16 $188.39 $184.75 25.4% 7.3% 13.6% 60.2% 25.2% 3.2% -2.9% 1.3M -17.8M -388.7K 0.86 74.90 N/A N/A 108 93 11,931 13,407 2024-10-17 $188.88 $184.75 25.2% 7.2% 13.1% 59.2% 24.4% 2.7% -3.2% 609.4K -23.9M -375.8K 0.80 75.56 N/A N/A 270 215 11,950 13,456 2024-10-18 $191.08 $184.75 24.9% 7.1% 13.5% 57.4% 25.5% 2.9% -3.5% 3.7M -43.7M -381.7K 0.42 74.41 N/A N/A 661 279 12,033 13,549 2024-10-21 $189.06 $184.75 25.7% 7.4% 14.1% 62.0% 26.2% 3.7% -4.0% 1.9M -12.4M -378.2K 2.14 72.97 N/A N/A 126 270 10,236 10,404 2024-10-22 $188.39 $188.68 26.3% 7.5% 14.1% 65.1% 26.4% 3.0% -4.4% 1.6M -8.5M -379.8K 1.34 76.63 N/A N/A 156 210 10,318 10,615 2024-10-23 $189.06 $188.68 27.5% 7.9% 14.0% 71.8% 27.2% 3.3% -4.9% 1.6M -10.0M -393.3K 0.68 75.31 N/A N/A 170 116 10,395 10,771 2024-10-24 $188.58 $188.68 28.0% 8.0% 14.0% 74.3% 27.7% 2.6% -4.9% 1.6M -10.1M -387.3K 2.23 74.96 N/A N/A 167 371 10,513 10,868 2024-10-25 $187.49 $188.68 28.2% 8.1% 12.3% 75.9% 28.1% 3.2% -5.3% 922.4K 2.0M -405.0K 1.18 75.14 N/A N/A 84 99 10,597 11,335 2024-10-28 $187.60 $188.68 30.0% 8.6% 12.3% 85.7% 29.3% 2.2% -6.9% 972.2K 440.8K -382.9K 1.05 78.50 N/A N/A 193 202 10,642 11,398 2024-10-29 $186.82 $188.68 31.0% 8.9% 12.1% 91.1% 30.9% 2.6% -7.2% 630.5K 5.1M -396.1K 1.00 77.09 N/A N/A 117 117 10,766 11,571 2024-10-30 $185.68 $188.68 32.2% 9.2% 11.7% 97.4% 32.6% 2.5% -7.9% 223.0K 11.5M -391.8K 0.42 76.49 N/A N/A 394 164 10,794 11,616 2024-10-31 $184.08 $188.68 33.2% 9.5% 11.8% 100.0% 34.5% 2.5% -8.5% -231.3K 19.4M -396.9K 0.44 76.61 N/A N/A 370 163 11,141 11,714
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