BDX Options History — January 2026

In January 2026, BDX traded between $152.99 and $163.87. ATM implied volatility averaged 28.8%, placing in the 34.0% IV rank vs the trailing year. The 30-day expected move averaged 8.7%. IV traded above realized volatility by 5.5% (HV 20d: 23.3%). Max pain ranged from $153.30 to $161.16. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 2 of 20 days. Put/call ratio averaged 0.63.

Notable Days

  • 2026-01-16: Highest Volume — 2,054 contracts
  • 2026-01-12: Largest IV spike — 28.4% change
  • 2026-01-29: Highest IV Rank — 54.4%
  • 2026-01-29: Largest Expected Move — 10.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$159.80$152.99$163.87$152.99$159.91
Max Pain$158.81$153.30$161.16$153.30$161.16
ATM IV28.8%19.5%36.2%19.5%34.0%
Expected Move8.7%5.6%10.4%5.6%9.8%
HV 20d23.3%20.0%27.0%23.4%24.7%
HV 60d23.0%21.5%23.7%21.5%23.2%
IV Rank34.0%8.6%54.4%8.6%48.4%
IV Percentile68.0%15.5%90.9%15.5%86.5%
Term Structure-1.8%-6.2%7.4%7.4%-4.9%
VWIV30.9%19.6%36.4%19.6%35.5%
Skew 25d1.9%-0.9%4.3%-0.9%2.8%
Skew 10d3.8%-2.2%8.3%0.2%7.3%
Call IV 25d30.2%20.5%36.1%20.5%34.0%
Put IV 25d32.0%19.5%37.3%19.5%36.8%
Bid-Ask Spread %77.0872.6895.2795.2775.83
Gamma HHI0.360.290.450.290.39
Net GEX9.8M6.6M13.9M6.6M8.6M
Net DEX-111.9M-169.8M-60.1M-60.1M-99.5M
Net VEX-678.7K-727.9K-622.8K-622.8K-678.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.630.051.491.491.44
Total Volume601.31802,054304192
Total OI31,739.828,51335,39033,35329,614

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2026-01-02$152.99$153.3019.5%5.6%23.4%8.6%19.6%-0.9%7.4%6.6M-60.1M-622.8K1.4995.27N/AN/A12218224,2249,129
2026-01-05$156.41$157.2320.9%7.7%24.6%12.3%27.1%3.2%-1.4%9.2M-88.3M-647.5K1.1379.23N/AN/A37942724,2799,146
2026-01-06$161.77$157.2321.6%7.8%27.0%14.2%29.4%2.1%-0.3%11.7M-140.1M-709.6K0.7374.61N/AN/A57742124,3109,330
2026-01-07$158.84$157.2323.1%8.4%26.2%18.4%30.0%2.3%-1.1%10.4M-115.4M-690.3K0.3975.94N/AN/A37314424,3969,362
2026-01-08$161.16$157.2324.9%8.2%26.4%23.3%28.1%2.4%-0.2%11.4M-136.4M-701.2K0.3176.69N/AN/A65520424,3869,359
2026-01-09$159.37$157.2323.1%8.3%20.1%18.5%29.4%1.2%-1.3%11.0M-124.2M-669.9K0.7074.04N/AN/A46232424,4439,401
2026-01-12$158.98$157.2329.7%8.7%20.0%36.5%31.1%1.0%-2.0%10.4M-114.0M-667.6K0.1576.09N/AN/A3595324,4029,705
2026-01-13$157.99$157.2328.2%8.8%20.1%32.5%31.0%3.0%-2.4%9.8M-101.3M-653.3K0.8075.96N/AN/A20916824,2799,708
2026-01-14$162.78$157.2332.0%9.2%22.7%42.9%31.8%1.5%-3.7%12.5M-155.5M-693.0K0.0976.37N/AN/A1,36712024,2639,816
2026-01-15$163.87$157.2330.4%8.7%21.0%38.5%30.8%0.5%-2.2%13.9M-169.8M-727.9K0.7972.68N/AN/A41132625,2899,881
2026-01-16$163.23$157.2325.4%7.3%21.0%24.6%25.8%4.3%2.7%13.6M-159.8M-709.0K0.0574.00N/AN/A1,9569825,37310,017
2026-01-20$160.20$161.1631.0%8.9%22.4%40.2%31.1%1.2%-2.1%8.6M-99.7M-691.1K0.3274.33N/AN/A44314422,2386,275
2026-01-21$161.95$161.1630.8%8.8%22.6%39.5%31.7%1.1%-2.5%8.8M-114.0M-724.8K0.2575.95N/AN/A2355922,1706,349
2026-01-22$161.87$161.1630.9%8.9%22.5%39.9%30.5%2.0%-2.9%9.1M-112.3M-702.4K0.6275.78N/AN/A16910422,2386,354
2026-01-23$158.19$161.1632.2%9.2%24.0%43.4%33.5%1.9%-2.3%7.4M-85.0M-672.3K1.3177.19N/AN/A16521622,3176,380
2026-01-26$159.64$161.1633.3%9.5%24.1%46.4%35.0%2.6%-3.6%8.1M-95.0M-661.9K0.2176.05N/AN/A1493122,3366,467
2026-01-27$160.35$161.1634.0%9.7%24.1%48.2%34.0%1.6%-3.9%8.4M-100.3M-678.4K0.1376.95N/AN/A3244222,4296,468
2026-01-28$158.26$161.1634.4%9.9%24.6%49.4%35.4%2.3%-4.2%7.8M-84.7M-633.0K1.0080.61N/AN/A979722,5786,492
2026-01-29$158.25$161.1636.2%10.4%24.6%54.4%36.4%1.2%-6.2%8.0M-82.1M-638.8K0.7878.11N/AN/A1259723,1416,452
2026-01-30$159.91$161.1634.0%9.8%24.7%48.4%35.5%2.8%-4.9%8.6M-99.5M-678.6K1.4475.83N/AN/A7911323,1296,485