BMED Options History — July 2022 In July 2022, BMED traded between $22.18 and $23.32. ATM implied volatility averaged 53.8%, placing in the 36.1% IV rank vs the trailing year. The 30-day expected move averaged 12.4%. IV traded above realized volatility by 29.8% (HV 20d: 24.0%). Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 3 of 19 days.
Notable Days 2022-07-12 : Largest IV spike — 89.3% change2022-07-12 : Highest IV Rank — 100.0%2022-07-18 : Largest Expected Move — 17.2%Monthly Statistics Metric Avg Min Max Open Close Price $22.78 $22.18 $23.32 $22.18 $23.32 ATM IV 53.8% 40.3% 134.2% 55.8% 46.2% Expected Move 12.4% 7.1% 17.2% 16.0% 13.2% HV 20d 24.0% 14.2% 32.4% 32.4% 14.2% HV 60d 28.3% 27.7% 29.0% 28.6% 27.7% IV Rank 36.1% 20.0% 100.0% 48.4% 25.0% IV Percentile 71.2% 46.7% 100.0% 91.5% 75.0% Term Structure -7.4% -20.3% 10.2% -20.3% -10.9% Skew 25d 2.6% 0.8% 11.8% 2.3% 2.7% Skew 10d 7.7% 5.1% 15.8% 6.2% 6.7% Call IV 25d 52.2% 26.3% 77.4% 71.3% 57.0% Put IV 25d 54.8% 38.1% 79.0% 73.6% 59.7% Bid-Ask Spread % 143.15 133.92 154.99 133.92 144.01 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 (19 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 2022-07-01 $22.18 $0.00 55.8% 16.0% 32.4% 48.4% 0.0% 2.3% -20.3% 0 0 0 0.00 133.92 N/A N/A 0 0 0 0 2022-07-05 $22.68 $0.00 63.7% 10.8% 32.1% 58.2% 0.0% 3.2% -8.2% 0 0 0 0.00 143.56 N/A N/A 0 0 0 0 2022-07-06 $22.83 $0.00 47.8% 7.1% 31.6% 38.5% 0.0% 11.8% 8.2% 0 0 0 0.00 138.63 N/A N/A 0 0 0 0 2022-07-07 $22.76 $0.00 70.2% 11.8% 31.6% 66.3% 0.0% 2.0% -15.0% 0 0 0 0.00 138.21 N/A N/A 0 0 0 0 2022-07-08 $23.00 $0.00 70.9% 10.5% 31.2% 67.2% 0.0% 2.4% -7.9% 0 0 0 0.00 145.44 N/A N/A 0 0 0 0 2022-07-12 $22.78 $0.00 134.2% 13.0% 30.7% 100.0% 0.0% 2.1% -9.3% 0 0 0 0.00 143.23 N/A N/A 0 0 0 0 2022-07-13 $22.59 $0.00 40.6% 11.6% 30.6% 20.3% 0.0% 2.4% -7.4% 0 0 0 0.00 139.45 N/A N/A 0 0 0 0 2022-07-14 $22.51 $0.00 40.3% 11.6% 30.4% 20.0% 0.0% 2.9% 4.7% 0 0 0 0.00 144.84 N/A N/A 0 0 0 0 2022-07-15 $22.35 $0.00 49.4% 14.1% 29.6% 27.7% 0.0% 2.4% -9.6% 0 0 0 0.00 149.44 N/A N/A 0 0 0 0 2022-07-18 $22.76 $0.00 59.9% 17.2% 19.6% 36.7% 0.0% 1.6% 10.2% 0 0 0 0.00 154.99 N/A N/A 0 0 0 0 2022-07-19 $22.57 $0.00 41.0% 11.8% 20.0% 20.6% 0.0% 2.8% -7.1% 0 0 0 0.00 144.37 N/A N/A 0 0 0 0 2022-07-20 $22.84 $0.00 41.5% 11.9% 19.8% 21.1% 0.0% 1.8% -7.7% 0 0 0 0.00 145.04 N/A N/A 0 0 0 0 2022-07-21 $22.84 $0.00 41.8% 12.0% 18.9% 21.2% 0.0% 1.9% -9.6% 0 0 0 0.00 145.15 N/A N/A 0 0 0 0 2022-07-22 $22.88 $0.00 42.5% 12.2% 18.7% 21.8% 0.0% 1.8% -9.2% 0 0 0 0.00 142.50 N/A N/A 0 0 0 0 2022-07-25 $22.88 $0.00 44.4% 12.7% 17.2% 23.5% 0.0% 0.8% -9.7% 0 0 0 0.00 141.41 N/A N/A 0 0 0 0 2022-07-26 $22.93 $0.00 43.7% 12.5% 15.8% 22.9% 0.0% 1.2% -10.1% 0 0 0 0.00 143.63 N/A N/A 0 0 0 0 2022-07-27 $22.93 $0.00 44.6% 12.8% 15.3% 23.7% 0.0% 1.4% -11.1% 0 0 0 0.00 141.47 N/A N/A 0 0 0 0 2022-07-28 $23.24 $0.00 43.6% 12.5% 15.9% 22.8% 0.0% 2.1% -10.1% 0 0 0 0.00 140.49 N/A N/A 0 0 0 0 2022-07-29 $23.32 $0.00 46.2% 13.2% 14.2% 25.0% 0.0% 2.7% -10.9% 0 0 0 0.00 144.01 N/A N/A 0 0 0 0
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