BMED Options History — October 2022 In October 2022, BMED traded between $20.86 and $22.24. ATM implied volatility averaged 47.4%, placing in the 26.1% IV rank vs the trailing year. The 30-day expected move averaged 12.6%. IV traded above realized volatility by 22.5% (HV 20d: 24.9%). Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 3 of 19 days.
Notable Days 2022-10-12 : Largest IV drop — 38.3% change2022-10-11 : Highest IV Rank — 44.2%2022-10-03 : Largest Expected Move — 15.5%Monthly Statistics Metric Avg Min Max Open Close Price $21.54 $20.86 $22.24 $21.35 $22.24 ATM IV 47.4% 30.6% 68.7% 53.9% 47.2% Expected Move 12.6% 8.8% 15.5% 15.5% 13.5% HV 20d 24.9% 22.8% 28.1% 26.9% 25.1% HV 60d 22.9% 21.0% 24.5% 21.0% 24.3% IV Rank 26.1% 11.8% 44.2% 31.6% 25.9% IV Percentile 63.1% 15.9% 94.9% 82.8% 69.5% Term Structure -4.7% -16.9% 31.5% -13.3% -11.8% Skew 25d 2.2% 0.9% 3.5% 3.5% 2.7% Skew 10d 6.4% 2.8% 8.5% 8.5% 6.2% Call IV 25d 52.6% 32.1% 66.7% 66.7% 56.3% Put IV 25d 54.8% 33.2% 70.3% 70.3% 59.0% Bid-Ask Spread % 142.46 135.71 146.54 142.65 142.66 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 2022-10-03 $21.35 $0.00 53.9% 15.5% 26.9% 31.6% 0.0% 3.5% -13.3% 0 0 0 0.00 142.65 N/A N/A 0 0 0 0 2022-10-04 $21.48 $0.00 51.7% 14.8% 27.0% 29.7% 0.0% 0.9% -16.9% 0 0 0 0.00 138.49 N/A N/A 0 0 0 0 2022-10-05 $21.94 $0.00 45.0% 12.9% 28.1% 24.0% 0.0% 2.5% -13.0% 0 0 0 0.00 135.71 N/A N/A 0 0 0 0 2022-10-06 $21.95 $0.00 54.9% 10.9% 23.4% 32.5% 0.0% 2.3% -7.3% 0 0 0 0.00 143.72 N/A N/A 0 0 0 0 2022-10-07 $21.83 $0.00 58.4% 11.1% 22.8% 35.4% 0.0% 3.2% -8.4% 0 0 0 0.00 143.61 N/A N/A 0 0 0 0 2022-10-11 $20.93 $0.00 68.7% 12.1% 26.5% 44.2% 0.0% 2.7% -10.1% 0 0 0 0.00 142.47 N/A N/A 0 0 0 0 2022-10-12 $20.92 $0.00 42.4% 12.1% 23.0% 21.8% 0.0% 1.6% -9.5% 0 0 0 0.00 146.54 N/A N/A 0 0 0 0 2022-10-13 $20.86 $0.00 43.5% 12.5% 22.9% 22.7% 0.0% 1.5% -12.0% 0 0 0 0.00 143.10 N/A N/A 0 0 0 0 2022-10-14 $21.20 $0.00 43.7% 12.5% 23.9% 22.9% 0.0% 1.2% -10.6% 0 0 0 0.00 144.55 N/A N/A 0 0 0 0 2022-10-17 $21.40 $0.00 44.9% 12.9% 24.3% 23.9% 0.0% 2.9% -11.8% 0 0 0 0.00 142.06 N/A N/A 0 0 0 0 2022-10-18 $21.80 $0.00 42.8% 12.3% 24.6% 22.1% 0.0% 2.0% -11.7% 0 0 0 0.00 145.42 N/A N/A 0 0 0 0 2022-10-19 $21.60 $0.00 46.6% 13.4% 24.8% 25.4% 0.0% 2.5% -12.9% 0 0 0 0.00 143.57 N/A N/A 0 0 0 0 2022-10-20 $21.12 $0.00 46.0% 13.2% 24.9% 24.8% 0.0% 2.3% 30.1% 0 0 0 0.00 145.07 N/A N/A 0 0 0 0 2022-10-21 $21.38 $0.00 44.8% 12.8% 25.0% 23.8% 0.0% 3.3% 31.5% 0 0 0 0.00 141.84 N/A N/A 0 0 0 0 2022-10-24 $21.39 $0.00 48.5% 13.9% 24.1% 27.0% 0.0% 1.5% 26.6% 0 0 0 0.00 145.48 N/A N/A 0 0 0 0 2022-10-25 $21.48 $0.00 30.6% 8.8% 23.6% 11.8% 0.0% 1.1% -8.7% 0 0 0 0.00 137.71 N/A N/A 0 0 0 0 2022-10-26 $22.17 $0.00 40.1% 11.5% 25.8% 19.8% 0.0% 1.6% -9.2% 0 0 0 0.00 137.72 N/A N/A 0 0 0 0 2022-10-27 $22.18 $0.00 47.3% 13.6% 25.8% 26.0% 0.0% 1.8% -11.0% 0 0 0 0.00 144.31 N/A N/A 0 0 0 0 2022-10-28 $22.24 $0.00 47.2% 13.5% 25.1% 25.9% 0.0% 2.7% -11.8% 0 0 0 0.00 142.66 N/A N/A 0 0 0 0
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