BDX Options History — June 2025

In June 2025, BDX traded between $132.67 and $136.87. ATM implied volatility averaged 23.9%, placing in the 25.0% IV rank vs the trailing year. The 30-day expected move averaged 6.9%. IV traded above realized volatility by 5.2% (HV 20d: 18.7%). Max pain ranged from $133.65 to $157.23. Net GEX was positive for 11 of 20 trading days. Term structure was in contango for 19 of 20 days. Put/call ratio averaged 11.13.

Notable Days

  • 2025-06-12: Highest Volume — 85,584 contracts
  • 2025-06-06: Largest IV drop — 11.1% change
  • 2025-06-20: Highest IV Rank — 31.4%
  • 2025-06-20: Largest Expected Move — 7.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$134.73$132.67$136.87$132.67$135.42
Max Pain$137.78$133.65$157.23$157.23$133.65
ATM IV23.9%21.1%26.4%24.6%25.4%
Expected Move6.9%6.2%7.6%7.0%7.3%
HV 20d18.7%14.7%24.8%24.6%15.8%
HV 60d45.7%45.6%45.9%45.8%45.7%
IV Rank25.0%17.7%31.4%26.6%28.8%
IV Percentile66.0%51.2%81.0%70.6%75.0%
Term Structure3.4%-0.9%6.1%0.7%4.3%
VWIV24.0%22.0%26.3%24.9%25.4%
Skew 25d2.4%0.3%3.3%1.5%1.2%
Skew 10d4.8%-1.6%8.7%3.2%5.7%
Call IV 25d22.9%21.0%25.2%24.4%25.0%
Put IV 25d25.3%22.7%26.7%25.9%26.1%
Bid-Ask Spread %78.5569.6487.5880.0175.71
Gamma HHI0.260.200.490.280.20
Net GEX732.8K-7.7M7.3M-3.3M7.3M
Net DEX78.5M-17.9M161.0M161.0M-17.9M
Net VEX-603.1K-646.3K-551.5K-554.6K-646.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio11.130.1560.060.490.31
Total Volume16,581.9555385,5848751,380
Total OI65,654.3536,16879,27075,31938,498

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-06-02$132.67$157.2324.6%7.0%24.6%26.6%24.9%1.5%0.7%-3.3M161.0M-554.6K0.4980.01N/AN/A58828751,83423,485
2025-06-03$134.29$157.2324.3%7.0%24.8%25.9%23.5%1.8%0.4%-2.9M145.0M-582.4K0.1583.23N/AN/A2,91744152,03023,605
2025-06-04$134.50$149.3725.3%7.2%24.3%28.4%24.3%2.1%-0.9%-1.5M138.6M-607.5K0.2584.84N/AN/A1,10228054,18823,835
2025-06-05$134.73$133.6523.8%7.2%24.0%24.6%24.7%3.0%2.7%-1.2M135.2M-603.5K1.1371.59N/AN/A25929454,70123,950
2025-06-06$136.27$133.6521.1%6.7%24.2%17.7%24.1%2.9%2.9%-488.1K117.5M-601.9K0.3669.64N/AN/A69625154,77123,911
2025-06-09$135.73$133.6522.7%6.4%24.2%21.8%22.1%3.1%4.1%132.3K118.7M-592.9K17.0672.27N/AN/A65511,17354,71524,022
2025-06-10$136.81$133.6522.3%6.6%19.4%20.7%22.2%3.2%3.0%1.4M78.5M-591.8K12.4474.53N/AN/A1,53419,08854,98522,098
2025-06-11$135.66$133.6523.1%6.6%19.3%22.8%23.4%2.4%2.6%418.3K91.5M-596.2K30.5273.68N/AN/A58417,82155,80622,424
2025-06-12$136.87$137.5823.2%6.6%16.9%23.0%23.2%3.0%3.1%1.9M76.2M-612.7K60.0679.08N/AN/A1,40284,18256,00422,628
2025-06-13$135.60$137.5825.2%7.2%17.1%28.3%24.7%2.9%3.2%-429.7K95.1M-598.6K8.4781.54N/AN/A3,23527,41355,41822,790
2025-06-16$135.56$137.5824.2%6.9%16.2%25.7%22.7%0.3%5.0%931.5K88.5M-602.5K12.6687.58N/AN/A2,05726,04056,00621,688
2025-06-17$134.21$137.5824.0%6.9%16.0%25.1%23.5%2.8%5.1%-2.4M108.5M-577.5K22.6480.93N/AN/A85219,29156,17021,840
2025-06-18$133.11$137.5826.3%7.5%16.2%31.0%26.3%3.3%3.2%-7.5M127.6M-551.5K30.9982.51N/AN/A2,13466,14156,41621,957
2025-06-20$132.80$133.6526.4%7.6%15.2%31.4%26.0%1.5%3.1%-7.7M113.9M-599.7K1.6480.19N/AN/A4,3247,09357,92721,343
2025-06-23$133.25$133.6524.1%6.9%15.3%25.5%23.8%2.7%4.6%5.3M8.0M-611.7K3.5980.80N/AN/A2,7879,99724,10412,113
2025-06-24$135.09$133.6521.8%6.2%16.0%19.3%22.0%3.1%6.1%6.3M-10.7M-627.6K7.0282.13N/AN/A7175,03823,68612,482
2025-06-25$134.89$133.6522.9%6.6%14.7%22.3%23.2%2.2%6.0%6.3M-7.9M-632.4K5.9178.97N/AN/A4942,91524,15412,625
2025-06-26$133.16$133.6523.9%6.9%15.2%25.0%25.8%2.4%5.3%5.7M3.3M-638.4K6.7176.30N/AN/A5583,74624,50312,664
2025-06-27$134.01$133.6524.4%7.0%15.4%26.1%23.8%2.2%4.2%6.3M-1.1M-631.6K0.2375.50N/AN/A1,52834524,94312,768
2025-06-30$135.42$133.6525.4%7.3%15.8%28.8%25.4%1.2%4.3%7.3M-17.9M-646.3K0.3175.71N/AN/A1,05332725,55312,945