BMED Options History — December 2021

In December 2021, BMED traded between $26.94 and $29.11. ATM implied volatility averaged 35.7%. The 30-day expected move averaged 8.2%. IV traded above realized volatility by 14.5% (HV 20d: 21.2%). Max pain ranged from $30.00 to $30.00. Net GEX was positive for 12 of 12 trading days. Term structure was in contango for 2 of 12 days. Put/call ratio averaged 0.00.

Notable Days

  • 2021-12-01: Highest Volume — 3 contracts
  • 2021-12-29: Largest IV spike — 64.5% change
  • 2021-12-03: Largest Expected Move — 12.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$27.92$26.94$29.11$27.30$29.11
Max Pain$30.00$30.00$30.00$30.00$30.00
ATM IV35.7%18.1%52.9%43.2%20.4%
Expected Move8.2%5.2%12.7%12.4%5.9%
HV 20d21.2%15.4%24.9%15.9%24.9%
Term Structure-5.7%-18.4%4.3%-18.4%-2.3%
VWIV23.4%13.4%43.4%33.7%16.9%
Skew 25d0.6%-6.0%4.4%0.5%-0.6%
Skew 10d-2.4%-12.5%3.7%3.7%-1.5%
Call IV 25d27.0%15.4%48.1%46.8%17.2%
Put IV 25d27.6%13.1%49.9%47.3%16.6%
Bid-Ask Spread %138.89126.05153.75134.08126.05
Gamma HHI1.001.001.001.001.00
Net GEX311191556235556
Net DEX-1.9K-2.8K-1.1K-2.1K-1.9K
Net VEX-8-10-5-10-6
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 (12 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-12-01$27.30$0.0043.2%12.4%15.9%0.0%0.0%0.5%-18.4%235-2.1K-100.00134.08N/AN/A3030
2021-12-03$26.95$0.0044.4%12.7%16.1%0.0%0.0%1.8%-13.0%193-1.5K-80.00129.89N/AN/A3030
2021-12-06$26.94$30.0043.5%7.6%15.4%0.0%33.7%-1.0%-4.8%191-1.3K-70.00146.82N/AN/A3030
2021-12-07$27.92$30.0045.4%8.2%21.1%0.0%16.3%1.4%-4.4%262-2.0K-90.00133.51N/AN/A3030
2021-12-10$27.57$30.0052.6%7.6%21.2%0.0%31.9%0.6%-5.5%242-1.7K-80.00152.12N/AN/A3030
2021-12-14$27.34$30.0052.9%7.6%21.1%0.0%20.0%4.4%-8.6%216-1.1K-60.00131.51N/AN/A3030
2021-12-15$27.82$30.0024.1%6.9%22.1%0.0%18.4%3.8%-4.3%264-1.3K-70.00129.95N/AN/A3030
2021-12-20$27.77$30.0028.8%8.3%21.8%0.0%43.4%-6.0%-5.3%225-2.5K-80.00151.22N/AN/A3030
2021-12-22$28.61$30.0024.8%7.1%24.9%0.0%13.4%4.3%0.3%471-2.8K-90.00138.21N/AN/A3030
2021-12-27$28.84$30.0018.1%5.2%24.9%0.0%17.1%-4.1%4.3%471-1.3K-50.00139.59N/AN/A3030
2021-12-29$28.86$30.0029.7%8.5%24.7%0.0%22.8%1.8%-6.3%411-2.7K-80.00153.75N/AN/A3030
2021-12-30$29.11$30.0020.4%5.9%24.9%0.0%16.9%-0.6%-2.3%556-1.9K-60.00126.05N/AN/A3030