BDX Options History — November 2024

In November 2024, BDX traded between $173.92 and $188.14. ATM implied volatility averaged 22.0%, placing in the 31.6% IV rank vs the trailing year. The 30-day expected move averaged 5.6%. IV traded above realized volatility by 2.5% (HV 20d: 19.5%). Max pain ranged from $180.82 to $188.68. Net GEX was positive for 3 of 20 trading days. Term structure was in contango for 16 of 20 days. Put/call ratio averaged 1.42.

Notable Days

  • 2024-11-27: Highest Volume — 2,719 contracts
  • 2024-11-07: Largest IV drop — 48.6% change
  • 2024-11-01: Highest IV Rank — 100.0%
  • 2024-11-01: Largest Expected Move — 10.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$179.59$173.92$188.14$185.42$174.76
Max Pain$184.16$180.82$188.68$188.68$180.82
ATM IV22.0%14.3%39.6%34.9%18.1%
Expected Move5.6%4.1%10.0%10.0%5.2%
HV 20d19.5%12.1%22.0%12.1%22.0%
HV 60d16.0%13.2%17.1%13.2%16.4%
IV Rank31.6%0.0%100.0%100.0%15.0%
IV Percentile48.3%0.0%100.0%100.0%37.3%
Term Structure0.1%-10.0%2.7%-10.0%0.9%
VWIV19.6%14.5%34.9%34.9%18.1%
Skew 25d2.1%0.2%4.7%0.9%2.2%
Skew 10d4.3%2.2%11.4%11.4%2.7%
Call IV 25d18.8%14.1%34.9%34.9%17.0%
Put IV 25d20.9%15.9%35.8%35.8%19.2%
Bid-Ask Spread %83.5472.5492.0378.7291.52
Gamma HHI0.130.080.250.080.14
Net GEX-3.4M-6.7M1.1M271.3K-4.3M
Net DEX47.6M-602.6K75.0M12.0M68.2M
Net VEX-320.7K-409.4K-279.1K-409.4K-306.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.420.157.880.597.88
Total Volume939.552482,719248542
Total OI24,454.322,30326,48423,19525,821

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-11-01$185.42$188.6834.9%10.0%12.1%100.0%34.9%0.9%-10.0%271.3K12.0M-409.4K0.5978.72N/AN/A1569211,40711,788
2024-11-04$184.47$188.6838.2%7.5%12.1%100.0%26.2%4.7%-1.6%-92.5K18.8M-385.2K2.9775.96N/AN/A9829111,46111,812
2024-11-05$186.23$188.6839.1%7.3%12.6%100.0%25.3%2.9%-1.2%404.0K9.2M-393.6K0.6872.54N/AN/A17211711,49012,022
2024-11-06$188.14$188.6839.6%6.9%13.0%100.0%23.6%3.6%-1.4%1.1M-602.6K-375.4K2.8381.42N/AN/A26876111,47712,060
2024-11-07$179.60$188.6820.3%5.4%20.8%23.6%19.3%2.1%0.5%-4.9M61.4M-296.6K0.6679.81N/AN/A1,29285011,53212,679
2024-11-08$182.56$188.6818.8%5.4%21.7%17.8%19.2%2.0%0.9%-4.3M40.7M-317.4K1.3680.67N/AN/A8541,15911,99512,963
2024-11-11$184.18$184.7518.9%5.3%21.0%18.0%18.2%0.2%0.6%-4.0M29.3M-319.5K2.2684.54N/AN/A4881,10212,34313,399
2024-11-12$182.29$184.7522.5%5.4%21.0%32.4%18.7%1.6%0.4%-5.4M46.4M-326.0K0.2082.37N/AN/A54710912,34113,694
2024-11-13$181.95$184.7518.4%5.3%20.8%16.1%18.4%2.1%0.5%-5.8M49.2M-326.4K0.8182.35N/AN/A24920112,43013,763
2024-11-14$178.81$184.7518.8%5.4%21.5%17.7%18.8%2.5%0.3%-5.5M70.3M-304.2K1.5084.95N/AN/A27341112,53013,814
2024-11-15$177.46$184.7519.1%5.5%20.9%18.7%18.9%1.8%0.6%-6.7M75.0M-293.4K1.3685.14N/AN/A44460212,68813,796
2024-11-18$176.38$180.8216.7%4.8%20.7%9.3%16.9%1.3%1.3%-4.1M58.1M-292.8K0.7583.75N/AN/A55341710,58011,723
2024-11-19$174.86$180.8217.8%5.1%20.8%13.4%17.1%1.8%0.3%-4.2M66.9M-284.7K0.3885.41N/AN/A87433310,73811,906
2024-11-20$174.55$180.8217.0%4.9%20.6%10.4%16.7%1.9%1.4%-4.1M68.4M-283.8K0.2383.89N/AN/A68215511,27112,009
2024-11-21$176.75$180.8216.4%4.7%21.5%7.9%16.1%2.3%1.7%-3.3M52.3M-305.8K0.1585.93N/AN/A4556711,82112,074
2024-11-22$176.21$180.8216.9%4.8%21.4%10.1%16.8%2.1%0.6%-3.3M54.1M-311.1K0.8085.69N/AN/A16313112,08712,080
2024-11-25$177.22$180.8215.5%4.5%21.6%4.6%15.8%1.6%2.3%-3.3M48.2M-304.1K0.4388.61N/AN/A35215312,16812,132
2024-11-26$176.12$180.8214.3%4.1%21.7%0.0%14.5%1.8%2.7%-3.7M57.0M-279.1K1.3292.03N/AN/A28437512,23812,149
2024-11-27$173.92$180.8218.6%5.3%21.9%16.9%19.6%2.3%0.6%-3.5M66.6M-299.0K1.3385.53N/AN/A1,1651,55412,35512,450
2024-11-29$174.76$180.8218.1%5.2%22.0%15.0%18.1%2.2%0.9%-4.3M68.2M-306.6K7.8891.52N/AN/A6148112,78013,041