BMED Options History — November 2021

In November 2021, BMED traded between $27.62 and $30.16. ATM implied volatility averaged 31.0%. The 30-day expected move averaged 8.7%. IV traded above realized volatility by 17.7% (HV 20d: 13.3%). Net GEX was positive for 14 of 14 trading days. Term structure was in contango for 0 of 14 days. Put/call ratio averaged 0.00.

Notable Days

  • 2021-11-01: Highest Volume — 3 contracts
  • 2021-11-08: Largest IV spike — 139.8% change
  • 2021-11-24: Largest Expected Move — 12.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$29.01$27.62$30.16$30.00$27.62
ATM IV31.0%16.8%44.3%24.9%35.9%
Expected Move8.7%4.8%12.7%7.1%10.3%
HV 20d13.3%10.3%16.0%10.3%15.9%
Term Structure-8.5%-19.7%-3.6%-13.1%-8.9%
Skew 25d-0.0%-17.1%4.8%-17.1%1.4%
Skew 10d1.2%-15.6%7.2%-15.6%3.6%
Call IV 25d32.5%16.7%52.1%35.4%44.6%
Put IV 25d32.5%16.4%52.4%18.3%45.9%
Bid-Ask Spread %135.33121.57143.69132.26133.41
Gamma HHI1.001.001.001.001.00
Net GEX324229462333255
Net DEX-3.5K-4.8K-2.1K-4.8K-2.1K
Net VEX-14-17-10-17-10
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume33333
Total OI33333

Daily Data (14 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-11-01$30.00$0.0024.9%7.1%0.0%0.0%0.0%-17.1%-13.1%333-4.8K-170.00132.26N/AN/A3030
2021-11-03$30.16$0.0016.8%4.8%0.0%0.0%0.0%0.0%-8.6%462-4.6K-170.00137.69N/AN/A3030
2021-11-08$29.94$0.0040.3%8.4%10.3%0.0%0.0%4.1%-3.7%301-4.7K-160.00133.22N/AN/A3030
2021-11-10$29.59$0.0024.0%6.9%11.4%0.0%0.0%0.4%-3.6%343-4.1K-160.00136.55N/AN/A3030
2021-11-11$29.34$0.0031.1%8.9%11.8%0.0%0.0%-0.4%-19.7%406-3.0K-140.00121.57N/AN/A3030
2021-11-12$29.44$0.0026.9%7.7%11.4%0.0%0.0%1.2%-4.4%329-4.0K-150.00139.93N/AN/A3030
2021-11-15$29.24$0.0026.9%7.7%11.5%0.0%0.0%0.6%-4.4%330-3.7K-150.00140.07N/AN/A3030
2021-11-17$29.32$0.0029.6%8.5%11.2%0.0%0.0%0.1%-10.7%344-4.1K-150.00136.26N/AN/A3030
2021-11-22$28.78$0.0022.4%6.4%13.1%0.0%0.0%4.8%-3.6%396-2.8K-120.00128.90N/AN/A3030
2021-11-23$28.03$0.0034.8%10.0%15.9%0.0%0.0%1.6%-11.6%279-2.7K-120.00135.68N/AN/A3030
2021-11-24$28.32$0.0044.3%12.7%15.8%0.0%0.0%0.3%-6.4%229-2.8K-120.00143.69N/AN/A3030
2021-11-26$28.35$0.0038.8%11.1%15.7%0.0%0.0%1.4%-9.5%259-2.9K-120.00143.24N/AN/A3030
2021-11-29$27.98$0.0037.2%10.7%16.0%0.0%0.0%1.4%-10.4%269-2.5K-110.00132.13N/AN/A3030
2021-11-30$27.62$0.0035.9%10.3%15.9%0.0%0.0%1.4%-8.9%255-2.1K-100.00133.41N/AN/A3030