BMED Options History — May 2022 In May 2022, BMED traded between $21.41 and $23.59. ATM implied volatility averaged 46.0%. The 30-day expected move averaged 12.4%. IV traded above realized volatility by 17.2% (HV 20d: 28.8%). Net GEX was positive for 0 of 18 trading days. Term structure was in contango for 2 of 18 days.
Notable Days 2022-05-06 : Largest IV spike — 45.0% change2022-05-04 : Largest Expected Move — 15.0%Monthly Statistics Metric Avg Min Max Open Close Price $22.43 $21.41 $23.59 $23.24 $22.55 ATM IV 46.0% 36.1% 65.9% 42.0% 50.9% Expected Move 12.4% 7.0% 15.0% 12.1% 14.6% HV 20d 28.8% 20.1% 32.9% 20.9% 31.3% HV 60d 30.7% 28.6% 32.0% 28.7% 30.8% Term Structure -8.9% -20.2% 4.0% -10.3% -15.7% Skew 25d 3.2% 0.3% 7.6% 2.0% 4.8% Skew 10d 8.1% 1.9% 16.5% 3.3% 16.5% Call IV 25d 52.2% 25.4% 65.8% 50.6% 64.8% Put IV 25d 55.3% 32.9% 69.6% 52.6% 69.6% Bid-Ask Spread % 139.74 131.43 144.76 135.61 144.76 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 GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2022-05-02 $23.24 $0.00 42.0% 12.1% 20.9% 0.0% 0.0% 2.0% -10.3% 0 0 0 0.00 135.61 N/A N/A 0 0 0 0 2022-05-03 $23.18 $0.00 44.6% 12.8% 20.9% 0.0% 0.0% 1.0% -12.9% 0 0 0 0.00 137.57 N/A N/A 0 0 0 0 2022-05-04 $22.95 $0.00 52.2% 15.0% 20.1% 0.0% 0.0% 1.8% -20.2% 0 0 0 0.00 137.42 N/A N/A 0 0 0 0 2022-05-05 $23.59 $0.00 45.5% 7.0% 23.2% 0.0% 0.0% 7.6% 3.9% 0 0 0 0.00 131.43 N/A N/A 0 0 0 0 2022-05-06 $22.60 $0.00 65.9% 10.6% 26.8% 0.0% 0.0% 1.9% 4.0% 0 0 0 0.00 139.53 N/A N/A 0 0 0 0 2022-05-11 $21.53 $0.00 49.8% 14.3% 30.6% 0.0% 0.0% 1.4% -8.2% 0 0 0 0.00 141.88 N/A N/A 0 0 0 0 2022-05-12 $21.41 $0.00 44.2% 12.7% 29.9% 0.0% 0.0% 2.8% -6.8% 0 0 0 0.00 138.37 N/A N/A 0 0 0 0 2022-05-13 $21.54 $0.00 36.1% 10.4% 30.1% 0.0% 0.0% 0.3% -6.4% 0 0 0 0.00 137.41 N/A N/A 0 0 0 0 2022-05-16 $22.17 $0.00 43.2% 12.4% 32.8% 0.0% 0.0% 2.8% -7.5% 0 0 0 0.00 143.35 N/A N/A 0 0 0 0 2022-05-17 $22.22 $0.00 44.3% 12.7% 32.9% 0.0% 0.0% 0.6% -8.8% 0 0 0 0.00 143.91 N/A N/A 0 0 0 0 2022-05-18 $22.06 $0.00 45.3% 13.0% 32.7% 0.0% 0.0% 2.2% -9.4% 0 0 0 0.00 141.63 N/A N/A 0 0 0 0 2022-05-19 $22.34 $0.00 42.6% 12.2% 32.5% 0.0% 0.0% 5.7% -6.6% 0 0 0 0.00 140.95 N/A N/A 0 0 0 0 2022-05-20 $22.24 $0.00 38.8% 11.1% 31.5% 0.0% 0.0% 4.5% -9.5% 0 0 0 0.00 136.20 N/A N/A 0 0 0 0 2022-05-24 $22.51 $0.00 40.1% 11.5% 32.1% 0.0% 0.0% 4.8% -8.7% 0 0 0 0.00 138.67 N/A N/A 0 0 0 0 2022-05-25 $22.34 $0.00 48.4% 13.9% 29.6% 0.0% 0.0% 3.8% -11.2% 0 0 0 0.00 142.46 N/A N/A 0 0 0 0 2022-05-26 $22.36 $0.00 51.2% 14.7% 29.5% 0.0% 0.0% 3.6% -13.4% 0 0 0 0.00 142.88 N/A N/A 0 0 0 0 2022-05-27 $22.93 $0.00 43.3% 12.4% 31.1% 0.0% 0.0% 5.9% -11.8% 0 0 0 0.00 141.25 N/A N/A 0 0 0 0 2022-05-31 $22.55 $0.00 50.9% 14.6% 31.3% 0.0% 0.0% 4.8% -15.7% 0 0 0 0.00 144.76 N/A N/A 0 0 0 0
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