BDX Options History — December 2024

In December 2024, BDX traded between $172.89 and $179.64. ATM implied volatility averaged 17.5%, placing in the 12.5% IV rank vs the trailing year. The 30-day expected move averaged 5.1%. IV traded below realized volatility by 0.6% (HV 20d: 18.0%). Max pain ranged from $180.82 to $188.68. Net GEX was positive for 8 of 21 trading days. Term structure was in contango for 20 of 21 days. Put/call ratio averaged 0.98.

Notable Days

  • 2024-12-19: Highest Volume — 8,526 contracts
  • 2024-12-20: Largest IV drop — 12.0% change
  • 2024-12-19: Highest IV Rank — 27.7%
  • 2024-12-19: Largest Expected Move — 6.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$176.74$172.89$179.64$175.08$177.78
Max Pain$182.13$180.82$188.68$180.82$180.82
ATM IV17.5%15.0%21.3%15.9%17.9%
Expected Move5.1%4.5%6.1%4.6%5.1%
HV 20d18.0%13.6%21.8%21.8%18.2%
HV 60d17.2%16.0%18.2%16.4%17.7%
IV Rank12.5%2.6%27.7%6.3%14.2%
IV Percentile27.0%0.8%67.5%4.4%32.1%
Term Structure1.7%-0.1%2.6%1.7%2.2%
VWIV17.7%14.7%21.2%16.1%17.4%
Skew 25d1.8%0.6%3.7%1.2%2.0%
Skew 10d4.7%1.3%7.9%2.6%6.1%
Call IV 25d17.2%12.9%20.5%15.8%17.0%
Put IV 25d19.0%16.2%23.5%17.0%19.0%
Bid-Ask Spread %86.0882.4091.1587.2489.37
Gamma HHI0.160.100.250.140.17
Net GEX-661.6K-4.3M4.3M-4.3M2.5M
Net DEX25.4M-16.6M78.2M67.7M5.8M
Net VEX-348.8K-561.4K-230.5K-265.2K-469.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.980.065.065.060.40
Total Volume1,359.4762328,5261,349346
Total OI29,077.23825,30239,82925,62733,623

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-12-02$175.08$180.8215.9%4.6%21.8%6.3%16.1%1.2%1.7%-4.3M67.7M-265.2K5.0687.24N/AN/A2231,12612,80912,818
2024-12-03$174.26$180.8216.0%4.6%21.7%6.5%14.7%3.7%2.0%-3.9M70.0M-263.7K0.5189.71N/AN/A33517212,89612,546
2024-12-04$174.16$180.8215.5%4.5%21.3%4.8%16.1%0.6%1.9%-3.7M68.2M-264.0K0.7491.15N/AN/A30322513,10212,653
2024-12-05$175.23$188.6815.1%4.7%21.0%3.0%17.9%1.8%2.5%-3.6M64.4M-259.8K1.5085.06N/AN/A29644513,19712,674
2024-12-06$172.89$188.6815.0%5.0%14.2%2.6%15.8%1.4%2.0%-4.1M78.2M-242.3K0.9986.51N/AN/A20720513,31712,654
2024-12-09$175.73$188.6816.1%5.0%14.2%7.2%17.3%1.5%1.6%-3.1M52.0M-257.0K2.3184.94N/AN/A22852713,36912,745
2024-12-10$174.09$184.7516.3%5.0%13.8%7.7%17.7%1.3%1.6%-3.5M55.4M-249.4K1.9384.85N/AN/A11221613,44212,279
2024-12-11$173.51$180.8217.6%5.0%13.6%12.9%17.6%1.6%1.4%-3.6M53.0M-230.5K0.6085.45N/AN/A45027113,48111,821
2024-12-12$179.14$180.8217.9%5.1%18.3%14.1%18.0%1.6%1.4%-526.9K916.8K-260.6K0.4184.96N/AN/A94339113,80411,832
2024-12-13$177.67$180.8218.3%5.2%17.4%15.7%18.2%1.8%1.1%-1.1M12.8M-260.0K0.7284.51N/AN/A1359714,25711,798
2024-12-16$179.64$180.8219.1%5.5%17.6%19.1%19.0%1.3%0.5%87.4K-7.5M-261.1K0.2583.23N/AN/A73018214,30511,813
2024-12-17$176.89$180.8219.0%5.5%18.4%18.7%19.3%1.5%0.8%-1.4M20.2M-243.9K1.0685.40N/AN/A2,8813,05314,49211,842
2024-12-18$176.92$180.8220.3%5.8%18.1%23.8%20.3%1.4%-0.1%-1.3M19.6M-336.0K0.0686.28N/AN/A1,0996617,27114,309
2024-12-19$176.34$180.8221.3%6.1%18.2%27.7%21.2%3.0%1.9%-1.4M26.8M-344.0K0.9682.40N/AN/A4,3544,17217,77714,278
2024-12-20$179.43$180.8218.8%5.4%18.7%17.6%19.7%2.7%1.8%3.3M-16.6M-561.4K1.9683.78N/AN/A40479421,78618,043
2024-12-23$178.00$180.8218.7%5.4%18.9%17.4%18.4%2.1%2.0%2.1M-4.5M-527.8K0.2383.13N/AN/A60314017,05915,025
2024-12-24$178.29$180.8217.2%4.9%18.8%11.2%16.5%1.3%2.6%2.9M-3.0M-522.3K0.1288.64N/AN/A2573117,35015,109
2024-12-26$179.06$180.8216.3%4.7%18.7%8.0%16.3%2.0%2.6%3.8M-11.5M-502.1K0.1887.84N/AN/A1,55128417,32015,128
2024-12-27$179.39$180.8217.0%4.9%18.0%10.4%17.2%2.3%2.5%4.3M-14.1M-516.6K0.3187.39N/AN/A2247017,88315,343
2024-12-30$178.14$180.8217.8%5.1%18.2%14.0%17.7%2.0%2.2%2.7M-4.3M-488.5K0.3385.83N/AN/A30110018,01515,357
2024-12-31$177.78$180.8217.9%5.1%18.2%14.2%17.4%2.0%2.2%2.5M5.8M-469.0K0.4089.37N/AN/A2479918,23815,385