BMED Options History — August 2022 In August 2022, BMED traded between $22.16 and $24.06. ATM implied volatility averaged 45.2%, placing in the 24.2% IV rank vs the trailing year. The 30-day expected move averaged 12.1%. IV traded above realized volatility by 27.5% (HV 20d: 17.7%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 0 of 22 days.
Notable Days 2022-08-03 : Largest IV spike — 81.4% change2022-08-09 : Highest IV Rank — 39.7%2022-08-30 : Largest Expected Move — 16.2%Monthly Statistics Metric Avg Min Max Open Close Price $23.21 $22.16 $24.06 $23.18 $22.16 ATM IV 45.2% 28.4% 63.4% 48.9% 53.6% Expected Move 12.1% 8.2% 16.2% 14.0% 15.4% HV 20d 17.7% 14.5% 21.9% 14.5% 21.4% HV 60d 25.1% 22.8% 27.2% 26.5% 23.8% IV Rank 24.2% 9.9% 39.7% 27.3% 31.3% IV Percentile 60.5% 16.0% 93.5% 79.9% 84.7% Term Structure -10.4% -20.8% -2.2% -12.0% -17.6% Skew 25d 1.6% 0.5% 2.5% 1.6% 1.8% Skew 10d 5.9% 1.1% 8.6% 7.6% 8.5% Call IV 25d 48.9% 30.0% 68.0% 61.3% 68.0% Put IV 25d 50.5% 30.5% 69.7% 62.9% 69.7% Bid-Ask Spread % 142.88 137.38 146.17 142.85 143.56 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 (22 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 2022-08-01 $23.18 $0.00 48.9% 14.0% 14.5% 27.3% 0.0% 1.6% -12.0% 0 0 0 0.00 142.85 N/A N/A 0 0 0 0 2022-08-02 $22.83 $0.00 28.4% 8.2% 15.7% 9.9% 0.0% 0.9% -9.7% 0 0 0 0.00 140.76 N/A N/A 0 0 0 0 2022-08-03 $23.32 $0.00 51.6% 14.8% 15.5% 29.6% 0.0% 2.0% -14.6% 0 0 0 0.00 143.84 N/A N/A 0 0 0 0 2022-08-04 $23.30 $0.00 52.7% 10.5% 15.4% 30.5% 0.0% 2.2% -5.8% 0 0 0 0.00 146.17 N/A N/A 0 0 0 0 2022-08-08 $23.66 $0.00 58.2% 10.5% 16.1% 35.2% 0.0% 1.5% -2.2% 0 0 0 0.00 143.64 N/A N/A 0 0 0 0 2022-08-09 $23.43 $0.00 63.4% 10.7% 16.3% 39.7% 0.0% 1.4% -5.3% 0 0 0 0.00 145.08 N/A N/A 0 0 0 0 2022-08-10 $23.82 $0.00 35.9% 10.3% 16.7% 16.2% 0.0% 1.5% -6.2% 0 0 0 0.00 145.93 N/A N/A 0 0 0 0 2022-08-11 $23.59 $0.00 36.5% 10.5% 16.8% 16.7% 0.0% 1.5% -6.8% 0 0 0 0.00 143.56 N/A N/A 0 0 0 0 2022-08-12 $23.88 $0.00 36.4% 10.4% 17.0% 16.7% 0.0% 1.5% -5.8% 0 0 0 0.00 145.06 N/A N/A 0 0 0 0 2022-08-15 $24.06 $0.00 37.9% 10.9% 16.7% 18.0% 0.0% 1.5% -6.8% 0 0 0 0.00 145.67 N/A N/A 0 0 0 0 2022-08-16 $23.86 $0.00 38.7% 11.1% 16.3% 18.6% 0.0% 1.6% -7.5% 0 0 0 0.00 145.01 N/A N/A 0 0 0 0 2022-08-17 $23.45 $0.00 43.2% 12.4% 17.3% 22.5% 0.0% 1.9% -8.7% 0 0 0 0.00 145.01 N/A N/A 0 0 0 0 2022-08-18 $23.47 $0.00 42.0% 12.0% 16.9% 21.4% 0.0% 2.5% -7.9% 0 0 0 0.00 145.37 N/A N/A 0 0 0 0 2022-08-19 $23.30 $0.00 35.6% 10.2% 17.2% 16.0% 0.0% 1.8% -7.1% 0 0 0 0.00 137.38 N/A N/A 0 0 0 0 2022-08-22 $22.93 $0.00 44.4% 12.7% 18.2% 23.5% 0.0% 0.5% -11.7% 0 0 0 0.00 138.81 N/A N/A 0 0 0 0 2022-08-23 $22.85 $0.00 45.4% 13.0% 18.3% 24.3% 0.0% 0.5% -12.7% 0 0 0 0.00 138.81 N/A N/A 0 0 0 0 2022-08-24 $23.09 $0.00 36.3% 10.4% 18.6% 16.6% 0.0% 2.3% -8.1% 0 0 0 0.00 138.61 N/A N/A 0 0 0 0 2022-08-25 $23.29 $0.00 45.7% 13.1% 18.8% 24.6% 0.0% 0.9% -20.5% 0 0 0 0.00 144.29 N/A N/A 0 0 0 0 2022-08-26 $22.52 $0.00 48.1% 13.8% 21.8% 26.7% 0.0% 1.9% -13.6% 0 0 0 0.00 141.30 N/A N/A 0 0 0 0 2022-08-29 $22.40 $0.00 54.6% 15.6% 21.8% 32.1% 0.0% 1.7% -18.2% 0 0 0 0.00 141.30 N/A N/A 0 0 0 0 2022-08-30 $22.18 $0.00 56.6% 16.2% 21.9% 33.8% 0.0% 1.1% -20.8% 0 0 0 0.00 141.30 N/A N/A 0 0 0 0 2022-08-31 $22.16 $0.00 53.6% 15.4% 21.4% 31.3% 0.0% 1.8% -17.6% 0 0 0 0.00 143.56 N/A N/A 0 0 0 0
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