BMED Options History — June 2022 In June 2022, BMED traded between $20.79 and $22.74. ATM implied volatility averaged 49.7%, placing in the 37.5% IV rank vs the trailing year. The 30-day expected move averaged 13.2%. IV traded above realized volatility by 17.7% (HV 20d: 32.0%). Net GEX was positive for 0 of 17 trading days. Term structure was in contango for 2 of 17 days.
Notable Days 2022-06-09 : Largest IV drop — 44.8% change2022-06-30 : Highest IV Rank — 47.6%2022-06-30 : Largest Expected Move — 15.8%Monthly Statistics Metric Avg Min Max Open Close Price $22.04 $20.79 $22.74 $22.66 $22.25 ATM IV 49.7% 38.9% 70.4% 46.4% 55.1% Expected Move 13.2% 10.7% 15.8% 13.3% 15.8% HV 20d 32.0% 30.2% 35.1% 31.4% 32.3% HV 60d 29.5% 28.2% 30.4% 29.4% 28.6% IV Rank 37.5% 31.2% 47.6% 31.2% 47.6% IV Percentile 72.6% 53.2% 90.7% 53.2% 90.7% Term Structure -3.6% -19.7% 101.5% -12.9% -18.3% Skew 25d 0.5% -14.4% 4.7% 4.7% 2.2% Skew 10d -2.1% -14.7% 13.0% 13.0% 5.7% Call IV 25d 57.6% 45.7% 71.2% 54.9% 69.3% Put IV 25d 58.2% 49.8% 71.5% 59.6% 71.5% Bid-Ask Spread % 137.88 133.38 144.89 137.46 135.71 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 GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2022-06-01 $22.66 $0.00 46.4% 13.3% 31.4% 0.0% 0.0% 4.7% -12.9% 0 0 0 0.00 137.46 N/A N/A 0 0 0 0 2022-06-02 $22.31 $0.00 57.8% 12.3% 31.7% 0.0% 0.0% 4.7% -9.8% 0 0 0 0.00 136.80 N/A N/A 0 0 0 0 2022-06-03 $22.74 $0.00 55.2% 10.7% 32.4% 0.0% 0.0% -7.0% -8.4% 0 0 0 0.00 141.08 N/A N/A 0 0 0 0 2022-06-07 $22.49 $0.00 70.4% 11.7% 32.6% 0.0% 0.0% -14.4% -11.9% 0 0 0 0.00 141.17 N/A N/A 0 0 0 0 2022-06-09 $22.70 $0.00 38.9% 11.1% 32.6% 0.0% 0.0% 1.7% -10.9% 0 0 0 0.00 138.01 N/A N/A 0 0 0 0 2022-06-10 $22.23 $0.00 46.8% 13.4% 31.6% 0.0% 0.0% 2.7% -11.9% 0 0 0 0.00 144.89 N/A N/A 0 0 0 0 2022-06-14 $20.92 $0.00 45.2% 13.0% 35.1% 0.0% 0.0% 2.4% -12.4% 0 0 0 0.00 137.44 N/A N/A 0 0 0 0 2022-06-15 $20.93 $0.00 53.9% 15.5% 30.9% 0.0% 0.0% -0.2% -19.7% 0 0 0 0.00 140.38 N/A N/A 0 0 0 0 2022-06-16 $20.79 $0.00 54.4% 15.6% 30.9% 0.0% 0.0% 0.0% 101.5% 0 0 0 0.00 138.91 N/A N/A 0 0 0 0 2022-06-17 $21.23 $0.00 46.1% 13.2% 31.8% 0.0% 0.0% 2.6% 24.8% 0 0 0 0.00 137.29 N/A N/A 0 0 0 0 2022-06-22 $21.48 $0.00 42.7% 12.2% 30.2% 0.0% 0.0% 1.0% -12.3% 0 0 0 0.00 133.38 N/A N/A 0 0 0 0 2022-06-23 $21.97 $0.00 47.7% 13.7% 31.4% 0.0% 0.0% 1.4% -11.6% 0 0 0 0.00 138.39 N/A N/A 0 0 0 0 2022-06-24 $22.43 $0.00 50.5% 14.5% 32.2% 0.0% 0.0% 2.1% -14.3% 0 0 0 0.00 138.34 N/A N/A 0 0 0 0 2022-06-27 $22.69 $0.00 41.9% 12.0% 32.1% 31.2% 0.0% 1.2% -12.0% 0 0 0 0.00 135.06 N/A N/A 0 0 0 0 2022-06-28 $22.66 $0.00 45.1% 12.9% 32.1% 35.1% 0.0% 2.7% -6.5% 0 0 0 0.00 135.10 N/A N/A 0 0 0 0 2022-06-29 $22.26 $0.00 45.9% 13.2% 32.5% 36.1% 0.0% 1.3% -14.6% 0 0 0 0.00 134.63 N/A N/A 0 0 0 0 2022-06-30 $22.25 $0.00 55.1% 15.8% 32.3% 47.6% 0.0% 2.2% -18.3% 0 0 0 0.00 135.71 N/A N/A 0 0 0 0
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