BMED Options History — February 2022

Name: BMED Options Analytics - February 2022
Creator: Options Analysis Suite

In February 2022, BMED traded between $24.03 and $25.75. ATM implied volatility averaged 34.3%. The 30-day expected move averaged 9.3%. IV traded above realized volatility by 3.1% (HV 20d: 31.2%). Net GEX was positive for 0 of 7 trading days. Term structure was in contango for 2 of 7 days.

Notable Days

2022-02-09: Largest IV drop — 48.5% change
2022-02-01: Largest Expected Move — 13.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$25.04	$24.03	$25.75	$25.14	$24.03
ATM IV	34.3%	21.7%	47.5%	47.5%	39.4%
Expected Move	9.3%	6.2%	13.6%	13.6%	11.3%
HV 20d	31.2%	29.0%	33.5%	31.1%	33.5%
HV 60d	24.6%	24.0%	25.8%	24.1%	25.8%
Term Structure	-3.2%	-15.0%	10.9%	-15.0%	-4.5%
Skew 25d	1.5%	0.2%	2.3%	1.7%	0.2%
Skew 10d	2.6%	-3.8%	9.9%	4.2%	-3.8%
Call IV 25d	31.5%	21.4%	58.7%	58.7%	25.8%
Put IV 25d	33.0%	23.2%	60.4%	60.4%	26.0%
Bid-Ask Spread %	134.48	128.35	142.11	142.11	129.37
Net GEX	0	0	0	0	0
Net DEX	0	0	0	0	0
Net VEX	0	0	0	0	0
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
Total Volume	0	0	0	0	0
Total OI	0	0	0	0	0

Daily Data (7 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	Spread %	Call Wall	Put Wall
2022-02-01	$25.14	$0.00	47.5%	13.6%	31.1%	0.0%	0.0%	1.7%	-15.0%	142.11	N/A	N/A
2022-02-02	$25.39	$0.00	35.6%	10.2%	31.5%	0.0%	0.0%	2.3%	-11.5%	130.13	N/A	N/A
2022-02-03	$24.99	$0.00	42.1%	8.5%	29.0%	0.0%	0.0%	0.9%	-4.9%	138.47	N/A	N/A
2022-02-09	$25.43	$0.00	21.7%	6.2%	29.8%	0.0%	0.0%	2.0%	5.7%	137.14	N/A	N/A
2022-02-10	$25.75	$0.00	27.4%	7.8%	30.5%	0.0%	0.0%	1.6%	-3.4%	135.79	N/A	N/A
2022-02-18	$24.58	$0.00	26.6%	7.6%	33.2%	0.0%	0.0%	1.8%	10.9%	128.35	N/A	N/A
2022-02-23	$24.03	$0.00	39.4%	11.3%	33.5%	0.0%	0.0%	0.2%	-4.5%	129.37	N/A	N/A