BMED Options History — December 2022 In December 2022, BMED traded between $22.81 and $24.02. ATM implied volatility averaged 49.6%, placing in the 28.0% IV rank vs the trailing year. The 30-day expected move averaged 10.9%. IV traded above realized volatility by 28.8% (HV 20d: 20.8%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 1 of 21 days.
Notable Days 2022-12-16 : Largest IV spike — 86.7% change2022-12-13 : Highest IV Rank — 70.4%2022-12-02 : Largest Expected Move — 14.7%Monthly Statistics Metric Avg Min Max Open Close Price $23.35 $22.81 $24.02 $23.86 $23.13 ATM IV 49.6% 23.5% 99.4% 39.4% 46.5% Expected Move 10.9% 6.7% 14.7% 11.3% 13.3% HV 20d 20.8% 18.6% 22.2% 19.5% 18.6% HV 60d 22.9% 21.4% 24.7% 24.0% 21.6% IV Rank 28.0% 5.7% 70.4% 19.2% 25.3% IV Percentile 57.7% 2.1% 99.2% 33.3% 66.1% Term Structure -6.8% -18.8% 36.6% -9.4% -11.1% Skew 25d 1.0% -16.2% 8.0% 1.6% 1.7% Skew 10d 5.8% 2.6% 13.3% 4.0% 7.0% Call IV 25d 44.7% 23.1% 66.9% 37.3% 57.4% Put IV 25d 45.7% 24.4% 68.5% 39.0% 59.1% Bid-Ask Spread % 144.92 139.73 149.96 145.13 144.04 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 2022-12-01 $23.86 $0.00 39.4% 11.3% 19.5% 19.2% 0.0% 1.6% -9.4% 0 0 0 0.00 145.13 N/A N/A 0 0 0 0 2022-12-02 $24.02 $0.00 51.4% 14.7% 19.5% 29.4% 0.0% 1.6% -18.8% 0 0 0 0.00 144.64 N/A N/A 0 0 0 0 2022-12-05 $23.51 $0.00 58.3% 9.8% 21.5% 35.3% 0.0% 1.3% -7.7% 0 0 0 0.00 146.73 N/A N/A 0 0 0 0 2022-12-06 $23.19 $0.00 47.4% 8.1% 22.2% 26.1% 0.0% 0.1% -7.5% 0 0 0 0.00 146.24 N/A N/A 0 0 0 0 2022-12-07 $23.39 $0.00 48.7% 7.7% 22.1% 27.2% 0.0% 1.3% -6.8% 0 0 0 0.00 139.73 N/A N/A 0 0 0 0 2022-12-08 $23.59 $0.00 53.0% 7.8% 20.2% 30.9% 0.0% 0.7% -4.0% 0 0 0 0.00 145.37 N/A N/A 0 0 0 0 2022-12-09 $23.32 $0.00 58.3% 8.3% 20.5% 35.4% 0.0% 0.3% -8.8% 0 0 0 0.00 145.74 N/A N/A 0 0 0 0 2022-12-12 $23.51 $0.00 96.6% 10.4% 20.6% 67.9% 0.0% 2.2% -9.1% 0 0 0 0.00 145.08 N/A N/A 0 0 0 0 2022-12-13 $23.90 $0.00 99.4% 9.9% 21.1% 70.4% 0.0% 1.5% -6.9% 0 0 0 0.00 143.06 N/A N/A 0 0 0 0 2022-12-14 $23.77 $0.00 35.0% 10.0% 20.6% 15.5% 0.0% 1.4% -7.8% 0 0 0 0.00 143.06 N/A N/A 0 0 0 0 2022-12-15 $23.32 $0.00 23.5% 6.7% 20.9% 5.7% 0.0% -16.2% 36.6% 0 0 0 0.00 145.09 N/A N/A 0 0 0 0 2022-12-16 $23.17 $0.00 43.9% 12.6% 21.0% 23.1% 0.0% 1.8% -7.8% 0 0 0 0.00 149.96 N/A N/A 0 0 0 0 2022-12-19 $22.86 $0.00 46.3% 13.3% 21.5% 25.1% 0.0% 1.7% -9.7% 0 0 0 0.00 149.96 N/A N/A 0 0 0 0 2022-12-20 $23.09 $0.00 38.8% 11.1% 21.7% 18.7% 0.0% 8.0% -7.9% 0 0 0 0.00 144.86 N/A N/A 0 0 0 0 2022-12-21 $23.30 $0.00 41.0% 11.8% 21.6% 20.6% 0.0% 1.2% -8.1% 0 0 0 0.00 144.98 N/A N/A 0 0 0 0 2022-12-22 $23.25 $0.00 41.8% 12.0% 21.5% 21.3% 0.0% 1.2% -8.7% 0 0 0 0.00 144.98 N/A N/A 0 0 0 0 2022-12-23 $23.11 $0.00 42.8% 12.3% 21.3% 22.1% 0.0% 1.1% -9.7% 0 0 0 0.00 144.98 N/A N/A 0 0 0 0 2022-12-27 $22.96 $0.00 43.1% 12.4% 21.1% 22.4% 0.0% 7.0% -10.5% 0 0 0 0.00 141.88 N/A N/A 0 0 0 0 2022-12-28 $22.81 $0.00 42.5% 12.2% 21.2% 21.9% 0.0% 0.9% -8.8% 0 0 0 0.00 143.29 N/A N/A 0 0 0 0 2022-12-29 $23.27 $0.00 44.6% 12.8% 19.0% 23.7% 0.0% 1.1% -10.6% 0 0 0 0.00 144.57 N/A N/A 0 0 0 0 2022-12-30 $23.13 $0.00 46.5% 13.3% 18.6% 25.3% 0.0% 1.7% -11.1% 0 0 0 0.00 144.04 N/A N/A 0 0 0 0
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