BMED Options History — April 2022

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

In April 2022, BMED traded between $23.53 and $25.98. ATM implied volatility averaged 46.3%. The 30-day expected move averaged 9.8%. IV traded above realized volatility by 20.9% (HV 20d: 25.3%). Net GEX was positive for 0 of 18 trading days. Term structure was in contango for 1 of 18 days.

Notable Days

2022-04-11: Largest IV spike — 72.6% change
2022-04-29: Largest Expected Move — 13.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$25.01	$23.53	$25.98	$25.78	$23.54
ATM IV	46.3%	31.3%	97.4%	40.3%	45.5%
Expected Move	9.8%	7.2%	13.0%	7.2%	13.0%
HV 20d	25.3%	20.7%	34.0%	34.0%	20.7%
HV 60d	29.6%	29.2%	30.6%	29.7%	29.4%
Term Structure	-7.0%	-14.8%	3.3%	-14.8%	-12.9%
Skew 25d	1.6%	0.2%	2.4%	2.3%	2.1%
Skew 10d	4.1%	2.1%	7.0%	4.6%	4.4%
Call IV 25d	41.5%	31.0%	55.7%	49.2%	55.0%
Put IV 25d	43.1%	33.1%	57.0%	51.4%	57.0%
Bid-Ask Spread %	139.78	134.25	144.73	138.46	140.25
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 (18 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	Spread %	Call Wall	Put Wall
2022-04-01	$25.78	$0.00	40.3%	7.2%	34.0%	0.0%	0.0%	2.3%	-14.8%	138.46	N/A	N/A
2022-04-04	$25.82	$0.00	54.7%	8.8%	29.2%	0.0%	0.0%	2.1%	-5.5%	143.35	N/A	N/A
2022-04-05	$25.84	$0.00	56.9%	9.1%	27.7%	0.0%	0.0%	2.1%	-5.3%	142.93	N/A	N/A
2022-04-06	$25.67	$0.00	58.8%	9.1%	25.1%	0.0%	0.0%	2.4%	-6.1%	142.87	N/A	N/A
2022-04-07	$25.93	$0.00	62.7%	9.0%	25.0%	0.0%	0.0%	2.4%	-5.7%	142.80	N/A	N/A
2022-04-08	$25.98	$0.00	56.4%	7.9%	23.6%	0.0%	0.0%	2.1%	-5.1%	137.94	N/A	N/A
2022-04-11	$25.52	$0.00	97.4%	9.5%	24.8%	0.0%	0.0%	1.6%	-7.5%	143.00	N/A	N/A
2022-04-13	$25.48	$0.00	35.4%	10.1%	24.6%	0.0%	0.0%	1.2%	-8.7%	142.80	N/A	N/A
2022-04-14	$25.59	$0.00	34.4%	9.9%	24.6%	0.0%	0.0%	0.8%	-5.6%	142.58	N/A	N/A
2022-04-19	$24.90	$0.00	34.4%	9.9%	25.0%	0.0%	0.0%	0.2%	-5.5%	136.38	N/A	N/A
2022-04-20	$25.29	$0.00	33.0%	9.5%	25.2%	0.0%	0.0%	1.0%	-6.3%	139.18	N/A	N/A
2022-04-21	$25.34	$0.00	31.3%	9.0%	22.8%	0.0%	0.0%	1.1%	-5.2%	135.12	N/A	N/A
2022-04-22	$24.36	$0.00	34.1%	9.8%	24.3%	0.0%	0.0%	1.1%	3.3%	137.56	N/A	N/A
2022-04-25	$24.10	$0.00	35.4%	10.1%	24.5%	0.0%	0.0%	2.3%	-7.2%	136.43	N/A	N/A
2022-04-26	$23.82	$0.00	34.7%	10.0%	24.7%	0.0%	0.0%	1.2%	-7.3%	135.45	N/A	N/A
2022-04-27	$23.53	$0.00	45.1%	12.9%	25.0%	0.0%	0.0%	0.9%	-10.8%	144.73	N/A	N/A
2022-04-28	$23.60	$0.00	42.2%	12.1%	25.0%	0.0%	0.0%	2.0%	-9.8%	134.25	N/A	N/A
2022-04-29	$23.54	$0.00	45.5%	13.0%	20.7%	0.0%	0.0%	2.1%	-12.9%	140.25	N/A	N/A