BMED Options History — November 2022 In November 2022, BMED traded between $21.94 and $23.62. ATM implied volatility averaged 46.6%, placing in the 25.3% IV rank vs the trailing year. The 30-day expected move averaged 12.4%. IV traded above realized volatility by 24.1% (HV 20d: 22.5%). Net GEX was positive for 0 of 17 trading days. Term structure was in contango for 0 of 17 days.
Notable Days 2022-11-09 : Largest IV drop — 38.2% change2022-11-08 : Highest IV Rank — 39.9%2022-11-02 : Largest Expected Move — 16.0%Monthly Statistics Metric Avg Min Max Open Close Price $22.71 $21.94 $23.62 $22.36 $23.62 ATM IV 46.6% 31.3% 63.7% 54.2% 48.9% Expected Move 12.4% 9.0% 16.0% 15.5% 14.0% HV 20d 22.5% 18.6% 26.7% 24.9% 21.8% HV 60d 24.1% 23.9% 24.4% 23.9% 24.0% IV Rank 25.3% 12.3% 39.9% 31.8% 27.4% IV Percentile 58.1% 16.5% 92.6% 82.9% 72.7% Term Structure -11.4% -18.3% -5.0% -15.7% -18.3% Skew 25d 1.5% -1.9% 3.5% 1.1% 2.4% Skew 10d 6.6% 4.1% 12.4% 7.5% 7.5% Call IV 25d 50.8% 32.2% 67.2% 65.5% 63.9% Put IV 25d 52.3% 33.8% 69.3% 66.6% 66.2% Bid-Ask Spread % 144.65 137.43 146.09 143.60 146.06 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 2022-11-01 $22.36 $0.00 54.2% 15.5% 24.9% 31.8% 0.0% 1.1% -15.7% 0 0 0 0.00 143.60 N/A N/A 0 0 0 0 2022-11-02 $22.62 $0.00 55.6% 16.0% 25.1% 33.1% 0.0% 2.1% -16.5% 0 0 0 0.00 144.31 N/A N/A 0 0 0 0 2022-11-03 $22.11 $0.00 56.0% 10.8% 26.7% 33.4% 0.0% 1.9% -6.1% 0 0 0 0.00 145.78 N/A N/A 0 0 0 0 2022-11-04 $21.94 $0.00 56.8% 12.7% 25.8% 34.0% 0.0% 1.2% -18.1% 0 0 0 0.00 144.57 N/A N/A 0 0 0 0 2022-11-08 $22.04 $0.00 63.7% 10.9% 25.8% 39.9% 0.0% 1.1% -6.5% 0 0 0 0.00 144.25 N/A N/A 0 0 0 0 2022-11-09 $22.12 $0.00 39.3% 11.3% 25.8% 19.2% 0.0% 2.0% -7.5% 0 0 0 0.00 145.89 N/A N/A 0 0 0 0 2022-11-10 $22.54 $0.00 38.1% 10.9% 21.0% 18.1% 0.0% 3.5% -8.0% 0 0 0 0.00 145.00 N/A N/A 0 0 0 0 2022-11-11 $23.00 $0.00 31.3% 9.0% 21.7% 12.3% 0.0% 3.1% -5.0% 0 0 0 0.00 137.43 N/A N/A 0 0 0 0 2022-11-14 $22.97 $0.00 39.2% 11.2% 21.6% 19.1% 0.0% 2.2% -8.2% 0 0 0 0.00 143.92 N/A N/A 0 0 0 0 2022-11-15 $23.10 $0.00 39.7% 11.4% 21.2% 19.5% 0.0% 2.6% -8.8% 0 0 0 0.00 144.42 N/A N/A 0 0 0 0 2022-11-16 $22.98 $0.00 40.0% 11.5% 21.4% 19.8% 0.0% 2.4% -8.7% 0 0 0 0.00 144.94 N/A N/A 0 0 0 0 2022-11-21 $22.76 $0.00 37.7% 10.8% 21.1% 17.8% 0.0% 1.6% -8.6% 0 0 0 0.00 146.09 N/A N/A 0 0 0 0 2022-11-23 $22.94 $0.00 44.6% 12.8% 20.8% 23.7% 0.0% -1.9% -12.5% 0 0 0 0.00 145.99 N/A N/A 0 0 0 0 2022-11-25 $23.19 $0.00 46.2% 13.3% 18.6% 25.1% 0.0% -1.5% -12.8% 0 0 0 0.00 145.99 N/A N/A 0 0 0 0 2022-11-28 $22.95 $0.00 49.8% 14.3% 19.1% 28.1% 0.0% 0.6% -15.9% 0 0 0 0.00 145.24 N/A N/A 0 0 0 0 2022-11-29 $22.87 $0.00 50.0% 14.3% 19.2% 28.3% 0.0% 1.4% -16.5% 0 0 0 0.00 145.64 N/A N/A 0 0 0 0 2022-11-30 $23.62 $0.00 48.9% 14.0% 21.8% 27.4% 0.0% 2.4% -18.3% 0 0 0 0.00 146.06 N/A N/A 0 0 0 0
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