BMED Options History — September 2022 In September 2022, BMED traded between $20.51 and $23.24. ATM implied volatility averaged 56.0%, placing in the 33.4% IV rank vs the trailing year. The 30-day expected move averaged 12.6%. IV traded above realized volatility by 31.3% (HV 20d: 24.8%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 0 of 21 days.
Notable Days 2022-09-14 : Largest IV drop — 64.4% change2022-09-13 : Highest IV Rank — 82.3%2022-09-02 : Largest Expected Move — 16.1%Monthly Statistics Metric Avg Min Max Open Close Price $21.79 $20.51 $23.24 $22.23 $21.27 ATM IV 56.0% 38.0% 113.5% 55.2% 52.5% Expected Move 12.6% 9.0% 16.1% 15.8% 15.1% HV 20d 24.8% 18.6% 27.5% 19.7% 26.9% HV 60d 22.3% 21.0% 25.1% 23.2% 21.1% IV Rank 33.4% 18.1% 82.3% 32.7% 30.4% IV Percentile 74.1% 31.9% 99.4% 87.7% 80.1% Term Structure -10.2% -21.7% -4.5% -19.3% -11.8% Skew 25d 2.5% 1.4% 6.4% 1.9% 2.7% Skew 10d 7.4% 5.2% 14.5% 8.7% 8.5% Call IV 25d 53.3% 35.9% 71.9% 70.1% 63.2% Put IV 25d 55.8% 42.3% 73.4% 72.0% 65.9% Bid-Ask Spread % 143.28 138.06 146.17 143.65 142.05 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 (21 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 2022-09-01 $22.23 $0.00 55.2% 15.8% 19.7% 32.7% 0.0% 1.9% -19.3% 0 0 0 0.00 143.65 N/A N/A 0 0 0 0 2022-09-02 $22.02 $0.00 56.1% 16.1% 19.9% 33.4% 0.0% 1.5% -21.7% 0 0 0 0.00 141.13 N/A N/A 0 0 0 0 2022-09-06 $21.94 $0.00 64.7% 10.7% 18.7% 40.8% 0.0% 2.1% -8.1% 0 0 0 0.00 144.19 N/A N/A 0 0 0 0 2022-09-07 $21.91 $0.00 59.1% 9.0% 18.6% 36.0% 0.0% 6.4% -5.9% 0 0 0 0.00 138.06 N/A N/A 0 0 0 0 2022-09-08 $22.85 $0.00 66.4% 10.3% 23.7% 42.3% 0.0% 1.9% -8.2% 0 0 0 0.00 145.30 N/A N/A 0 0 0 0 2022-09-09 $23.14 $0.00 70.6% 10.3% 24.0% 45.8% 0.0% 2.6% -7.5% 0 0 0 0.00 144.97 N/A N/A 0 0 0 0 2022-09-12 $23.24 $0.00 94.3% 10.7% 23.6% 66.0% 0.0% 5.0% -8.6% 0 0 0 0.00 146.17 N/A N/A 0 0 0 0 2022-09-13 $22.32 $0.00 113.5% 11.4% 27.1% 82.3% 0.0% 2.1% -10.6% 0 0 0 0.00 144.41 N/A N/A 0 0 0 0 2022-09-14 $22.34 $0.00 40.4% 11.6% 27.1% 20.1% 0.0% 2.2% -11.1% 0 0 0 0.00 146.02 N/A N/A 0 0 0 0 2022-09-15 $22.41 $0.00 41.8% 12.0% 26.7% 21.2% 0.0% 1.6% -8.0% 0 0 0 0.00 145.73 N/A N/A 0 0 0 0 2022-09-16 $22.30 $0.00 40.6% 11.7% 26.7% 20.3% 0.0% 2.5% -4.5% 0 0 0 0.00 144.28 N/A N/A 0 0 0 0 2022-09-19 $21.93 $0.00 42.5% 12.2% 27.1% 21.9% 0.0% 2.3% -7.6% 0 0 0 0.00 145.98 N/A N/A 0 0 0 0 2022-09-20 $21.80 $0.00 43.8% 12.5% 26.7% 22.9% 0.0% 2.7% -8.5% 0 0 0 0.00 144.45 N/A N/A 0 0 0 0 2022-09-21 $21.34 $0.00 47.0% 13.5% 27.5% 25.7% 0.0% 4.6% -9.2% 0 0 0 0.00 143.66 N/A N/A 0 0 0 0 2022-09-22 $21.10 $0.00 38.0% 10.9% 27.1% 18.1% 0.0% 2.1% -6.6% 0 0 0 0.00 138.11 N/A N/A 0 0 0 0 2022-09-23 $20.76 $0.00 47.2% 13.5% 27.0% 25.9% 0.0% 1.9% -9.4% 0 0 0 0.00 143.63 N/A N/A 0 0 0 0 2022-09-26 $20.51 $0.00 49.6% 14.2% 25.0% 27.9% 0.0% 2.0% -11.3% 0 0 0 0.00 142.69 N/A N/A 0 0 0 0 2022-09-27 $20.57 $0.00 51.1% 14.7% 25.2% 29.2% 0.0% 2.1% -11.8% 0 0 0 0.00 141.50 N/A N/A 0 0 0 0 2022-09-28 $20.60 $0.00 51.0% 14.6% 25.2% 29.1% 0.0% 1.4% -13.5% 0 0 0 0.00 140.71 N/A N/A 0 0 0 0 2022-09-29 $21.01 $0.00 51.2% 14.7% 26.5% 29.3% 0.0% 1.5% -11.9% 0 0 0 0.00 142.25 N/A N/A 0 0 0 0 2022-09-30 $21.27 $0.00 52.5% 15.1% 26.9% 30.4% 0.0% 2.7% -11.8% 0 0 0 0.00 142.05 N/A N/A 0 0 0 0
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