BMED Options History — March 2022

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

In March 2022, BMED traded between $23.41 and $25.66. ATM implied volatility averaged 39.4%. The 30-day expected move averaged 10.7%. IV traded above realized volatility by 3.4% (HV 20d: 36.0%). Net GEX was positive for 0 of 17 trading days. Term structure was in contango for 1 of 17 days.

Notable Days

2022-03-23: Largest IV spike — 35.3% change
2022-03-11: Largest Expected Move — 20.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$24.62	$23.41	$25.66	$24.91	$25.49
ATM IV	39.4%	27.3%	46.2%	40.8%	43.5%
Expected Move	10.7%	7.2%	20.5%	11.7%	7.9%
HV 20d	36.0%	32.8%	38.5%	37.0%	34.0%
HV 60d	28.0%	26.8%	29.7%	26.8%	29.6%
Term Structure	-10.0%	-16.1%	0.6%	-6.6%	-16.1%
Skew 25d	2.7%	0.8%	7.9%	1.2%	2.7%
Skew 10d	5.4%	0.1%	11.5%	0.1%	5.2%
Call IV 25d	44.6%	23.9%	57.6%	34.1%	48.1%
Put IV 25d	47.3%	29.2%	61.5%	35.3%	50.8%
Bid-Ask Spread %	141.59	137.98	154.90	137.98	140.21
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 (17 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	Spread %	Call Wall	Put Wall
2022-03-02	$24.91	$0.00	40.8%	11.7%	37.0%	0.0%	0.0%	1.2%	-6.6%	137.98	N/A	N/A
2022-03-03	$24.74	$0.00	30.3%	8.7%	36.5%	0.0%	0.0%	0.8%	-7.1%	138.53	N/A	N/A
2022-03-08	$24.25	$0.00	34.3%	17.1%	36.6%	0.0%	0.0%	3.0%	-5.6%	140.33	N/A	N/A
2022-03-09	$24.32	$0.00	27.3%	11.1%	36.7%	0.0%	0.0%	5.3%	-10.0%	138.31	N/A	N/A
2022-03-10	$24.15	$0.00	32.8%	16.2%	36.2%	0.0%	0.0%	2.2%	-8.9%	139.19	N/A	N/A
2022-03-11	$24.13	$0.00	39.3%	20.5%	35.7%	0.0%	0.0%	1.6%	-10.5%	141.16	N/A	N/A
2022-03-14	$23.55	$0.00	43.3%	9.1%	35.9%	0.0%	0.0%	2.4%	-8.0%	140.56	N/A	N/A
2022-03-15	$23.41	$0.00	46.2%	9.6%	35.3%	0.0%	0.0%	7.9%	-14.1%	139.87	N/A	N/A
2022-03-16	$24.19	$0.00	45.0%	9.4%	36.4%	0.0%	0.0%	2.1%	-12.2%	140.46	N/A	N/A
2022-03-18	$25.00	$0.00	33.7%	7.5%	38.5%	0.0%	0.0%	1.0%	-8.9%	140.08	N/A	N/A
2022-03-23	$24.90	$0.00	45.6%	10.0%	38.0%	0.0%	0.0%	3.9%	-7.3%	149.79	N/A	N/A
2022-03-24	$24.77	$0.00	43.0%	8.6%	36.3%	0.0%	0.0%	2.5%	-12.6%	144.07	N/A	N/A
2022-03-25	$24.74	$0.00	43.0%	12.4%	36.2%	0.0%	0.0%	2.4%	0.6%	154.90	N/A	N/A
2022-03-28	$24.77	$0.00	43.7%	8.1%	32.8%	0.0%	0.0%	1.8%	-16.1%	143.12	N/A	N/A
2022-03-29	$25.66	$0.00	38.1%	7.2%	35.0%	0.0%	0.0%	2.6%	-12.9%	138.89	N/A	N/A
2022-03-30	$25.59	$0.00	39.4%	7.2%	34.5%	0.0%	0.0%	2.9%	-14.2%	139.58	N/A	N/A
2022-03-31	$25.49	$0.00	43.5%	7.9%	34.0%	0.0%	0.0%	2.7%	-16.1%	140.21	N/A	N/A