BMED Options History — January 2022

In January 2022, BMED traded between $24.09 and $28.65. ATM implied volatility averaged 39.8%. The 30-day expected move averaged 10.4%. IV traded above realized volatility by 13.5% (HV 20d: 26.4%). Max pain ranged from $30.00 to $30.00. Net GEX was positive for 11 of 14 trading days. Term structure was in contango for 1 of 14 days. Put/call ratio averaged 0.00.

Notable Days

  • 2022-01-03: Highest Volume — 3 contracts
  • 2022-01-26: Largest IV spike — 120.4% change
  • 2022-01-26: Largest Expected Move — 20.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$26.38$24.09$28.65$28.65$24.09
Max Pain$30.00$30.00$30.00$30.00$30.00
ATM IV39.8%26.1%72.5%26.1%72.5%
Expected Move10.4%7.5%20.8%7.5%20.8%
HV 20d26.4%24.8%29.0%25.4%26.9%
HV 60d21.5%20.5%22.4%20.6%22.1%
Term Structure-7.9%-18.6%6.7%-12.7%-18.6%
VWIV35.6%16.6%48.7%16.6%48.7%
Skew 25d0.4%-8.3%3.3%1.6%0.6%
Skew 10d-0.3%-18.7%9.2%0.4%9.2%
Call IV 25d37.0%16.1%82.8%17.8%82.8%
Put IV 25d37.4%17.8%83.4%19.4%83.4%
Bid-Ask Spread %139.81127.46154.48134.16150.97
Gamma HHI1.001.001.001.001.00
Net GEX16205985980
Net DEX-849-2.5K0-2.5K0
Net VEX-2-60-60
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume2.5710330
Total OI2.5710330

Daily Data (14 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-01-03$28.65$30.0026.1%7.5%25.4%0.0%16.6%1.6%-12.7%598-2.5K-60.00134.16N/AN/A3030
2022-01-04$28.30$30.0033.9%9.7%25.7%0.0%41.7%0.2%-9.3%326-2.2K-60.00154.48N/AN/A3030
2022-01-05$27.65$30.0039.4%11.3%26.1%0.0%48.7%0.5%-6.3%257-1.4K-50.00148.59N/AN/A3030
2022-01-06$27.21$0.0039.0%9.0%25.1%0.0%0.0%3.3%-14.1%205-1.0K-40.00127.46N/AN/A3030
2022-01-07$26.96$0.0041.2%8.6%24.8%0.0%0.0%2.7%-4.5%175-809-30.00133.55N/AN/A3030
2022-01-10$26.38$0.0045.3%9.7%25.7%0.0%0.0%0.8%-4.5%141-747-20.00133.48N/AN/A3030
2022-01-11$26.73$0.0045.0%7.8%26.1%0.0%0.0%1.5%-6.4%152-669-20.00136.21N/AN/A3030
2022-01-12$26.96$0.0038.0%10.9%26.1%0.0%0.0%1.0%-8.9%191-1.6K-30.00149.08N/AN/A3030
2022-01-13$26.33$0.0029.7%8.5%27.0%0.0%0.0%0.7%-6.3%125-566-20.00139.65N/AN/A3030
2022-01-19$25.48$0.0038.9%11.2%29.0%0.0%0.0%0.8%-7.2%80-364-10.00134.45N/AN/A3030
2022-01-20$25.40$0.0029.8%8.5%29.0%0.0%0.0%-8.3%6.7%15-3300.00129.12N/AN/A3030
2022-01-21$24.96$0.0046.2%13.2%25.5%0.0%0.0%1.0%-10.1%0000.00138.63N/AN/A3030
2022-01-25$24.20$0.0032.9%9.4%26.9%0.0%0.0%-0.9%-8.2%0000.00147.56N/AN/A0000
2022-01-26$24.09$0.0072.5%20.8%26.9%0.0%0.0%0.6%-18.6%0000.00150.97N/AN/A0000