BMED Options History — October 2021

Name: BMED Options Analytics - October 2021
Creator: Options Analysis Suite

In October 2021, BMED traded between $28.65 and $29.77. ATM implied volatility averaged 34.1%. The 30-day expected move averaged 7.9%. Net GEX was positive for 7 of 13 trading days. Term structure was in contango for 0 of 13 days. Put/call ratio averaged 0.10.

Notable Days

2021-10-15: Highest Volume — 5 contracts
2021-10-13: Largest IV drop — 62.9% change
2021-10-27: Largest Expected Move — 8.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$29.26	$28.65	$29.77	$28.78	$29.77
ATM IV	34.1%	26.0%	72.7%	67.1%	27.0%
Expected Move	7.9%	7.5%	8.5%	7.9%	7.7%
Term Structure	-5.6%	-8.0%	-2.9%	-6.6%	-5.1%
Skew 25d	0.4%	-14.3%	2.9%	2.9%	-14.3%
Skew 10d	1.0%	-12.6%	6.5%	0.7%	-12.6%
Call IV 25d	32.1%	29.8%	35.6%	30.5%	32.6%
Put IV 25d	32.5%	18.4%	38.2%	33.4%	18.4%
Bid-Ask Spread %	157.28	141.85	160.34	159.50	141.85
Gamma HHI	1.00	1.00	1.00	1.00	1.00
Net GEX	173	0	354	0	354
Net DEX	-2.3K	-4.8K	0	0	-4.8K
Net VEX	-9	-18	0	0	-17
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.10	0.00	0.67	0.67	0.00
Total Volume	1.769	0	5	0	3
Total OI	1.615	0	3	0	3

Daily Data (13 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
2021-10-11	$28.78	$0.00	67.1%	7.9%	0.0%	0.0%	0.0%	2.9%	-6.6%	0	0	0	0.00	159.50	N/A	N/A	0	0	0
2021-10-12	$28.65	$0.00	72.7%	7.6%	0.0%	0.0%	0.0%	2.6%	-8.0%	0	0	0	0.00	157.47	N/A	N/A	0	0	0
2021-10-13	$28.81	$0.00	27.0%	7.7%	0.0%	0.0%	0.0%	1.4%	-7.4%	0	0	0	0.00	158.28	N/A	N/A	0	0	0
2021-10-14	$29.14	$0.00	26.4%	7.6%	0.0%	0.0%	0.0%	2.1%	-5.1%	0	0	0	0.00	158.28	N/A	N/A	0	0	0
2021-10-15	$29.26	$0.00	26.0%	7.5%	0.0%	0.0%	0.0%	1.2%	-4.2%	0	0	0	0.67	159.78	N/A	N/A	3	2	0
2021-10-18	$28.97	$0.00	27.0%	7.7%	0.0%	0.0%	0.0%	1.3%	-4.7%	0	0	0	0.00	158.08	N/A	N/A	0	0	0
2021-10-19	$29.24	$0.00	26.5%	7.6%	0.0%	0.0%	0.0%	0.5%	-4.7%	310	-3.8K	-17	0.00	159.34	N/A	N/A	0	0	3
2021-10-20	$29.40	$0.00	28.0%	8.0%	0.0%	0.0%	0.0%	0.9%	-5.8%	314	-4.0K	-18	0.00	159.71	N/A	N/A	3	0	3
2021-10-21	$29.41	$0.00	27.7%	7.9%	0.0%	0.0%	0.0%	0.9%	-4.4%	315	-4.0K	-18	0.00	160.34	N/A	N/A	3	0	3
2021-10-25	$29.69	$0.00	28.4%	8.1%	0.0%	0.0%	0.0%	0.9%	-6.8%	327	-4.3K	-18	0.00	158.95	N/A	N/A	3	0	3
2021-10-27	$29.56	$0.00	29.6%	8.5%	0.0%	0.0%	0.0%	2.5%	-2.9%	300	-4.1K	-17	0.00	154.88	N/A	N/A	3	0	3
2021-10-28	$29.67	$0.00	29.4%	8.4%	0.0%	0.0%	0.0%	2.5%	-6.7%	327	-4.3K	-17	0.00	158.21	N/A	N/A	3	0	3
2021-10-29	$29.77	$0.00	27.0%	7.7%	0.0%	0.0%	0.0%	-14.3%	-5.1%	354	-4.8K	-17	0.00	141.85	N/A	N/A	3	0	3