BMED Options History — January 2023 In January 2023, BMED traded between $23.03 and $24.13. ATM implied volatility averaged 39.3%, placing in the 19.1% IV rank vs the trailing year. The 30-day expected move averaged 10.1%. IV traded above realized volatility by 24.3% (HV 20d: 15.0%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 2 of 20 days.
Notable Days 2023-01-11 : Largest IV drop — 50.7% change2023-01-10 : Highest IV Rank — 37.7%2023-01-04 : Largest Expected Move — 14.7%Monthly Statistics Metric Avg Min Max Open Close Price $23.73 $23.03 $24.13 $23.03 $23.87 ATM IV 39.3% 21.9% 61.1% 48.6% 39.4% Expected Move 10.1% 6.3% 14.7% 13.9% 11.3% HV 20d 15.0% 12.2% 18.4% 18.4% 12.2% HV 60d 19.7% 17.2% 21.6% 21.6% 17.2% IV Rank 19.1% 4.3% 37.7% 27.1% 18.4% IV Percentile 34.6% 1.6% 92.5% 71.5% 31.7% Term Structure -8.5% -21.2% 3.2% -14.2% -21.2% Skew 25d 1.9% 1.0% 10.2% 1.5% 1.6% Skew 10d 5.4% 3.1% 7.7% 7.7% 5.3% Call IV 25d 43.8% 22.6% 65.0% 63.0% 50.2% Put IV 25d 45.7% 24.9% 66.6% 64.6% 51.7% Bid-Ask Spread % 142.08 137.13 146.80 141.97 139.74 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 (20 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 2023-01-03 $23.03 $0.00 48.6% 13.9% 18.4% 27.1% 0.0% 1.5% -14.2% 0 0 0 0.00 141.97 N/A N/A 0 0 0 0 2023-01-04 $23.19 $0.00 51.2% 14.7% 17.2% 29.3% 0.0% 1.7% -16.3% 0 0 0 0.00 143.87 N/A N/A 0 0 0 0 2023-01-05 $23.27 $0.00 43.3% 6.3% 16.5% 22.6% 0.0% 2.2% -4.1% 0 0 0 0.00 137.49 N/A N/A 0 0 0 0 2023-01-06 $23.50 $0.00 43.0% 8.4% 16.6% 22.3% 0.0% 1.9% -4.9% 0 0 0 0.00 137.13 N/A N/A 0 0 0 0 2023-01-09 $23.21 $0.00 58.5% 10.6% 16.9% 35.5% 0.0% 1.0% -8.7% 0 0 0 0.00 145.64 N/A N/A 0 0 0 0 2023-01-10 $23.58 $0.00 61.1% 10.2% 17.4% 37.7% 0.0% 1.0% -8.4% 0 0 0 0.00 146.58 N/A N/A 0 0 0 0 2023-01-11 $23.59 $0.00 30.2% 8.6% 17.1% 11.4% 0.0% 1.3% -7.5% 0 0 0 0.00 140.43 N/A N/A 0 0 0 0 2023-01-12 $23.75 $0.00 35.5% 10.2% 16.2% 16.0% 0.0% 1.6% -8.6% 0 0 0 0.00 146.80 N/A N/A 0 0 0 0 2023-01-13 $23.99 $0.00 21.9% 6.3% 16.5% 4.3% 0.0% 1.8% 2.7% 0 0 0 0.00 140.25 N/A N/A 0 0 0 0 2023-01-17 $23.97 $0.00 25.6% 7.3% 14.8% 7.4% 0.0% 1.4% -7.8% 0 0 0 0.00 142.62 N/A N/A 0 0 0 0 2023-01-18 $23.81 $0.00 38.4% 11.0% 14.8% 18.4% 0.0% 1.0% -11.1% 0 0 0 0.00 146.12 N/A N/A 0 0 0 0 2023-01-19 $23.82 $0.00 38.2% 10.9% 13.8% 18.2% 0.0% 2.0% -7.2% 0 0 0 0.00 144.94 N/A N/A 0 0 0 0 2023-01-20 $23.97 $0.00 38.8% 11.1% 13.6% 18.7% 0.0% 1.1% -8.0% 0 0 0 0.00 145.99 N/A N/A 0 0 0 0 2023-01-23 $24.12 $0.00 40.3% 11.6% 13.4% 20.0% 0.0% 1.4% -11.0% 0 0 0 0.00 146.53 N/A N/A 0 0 0 0 2023-01-24 $23.98 $0.00 34.7% 9.9% 13.6% 15.2% 0.0% 1.5% -8.4% 0 0 0 0.00 140.03 N/A N/A 0 0 0 0 2023-01-25 $23.93 $0.00 29.2% 8.4% 13.4% 10.5% 0.0% 10.2% 3.2% 0 0 0 0.00 138.95 N/A N/A 0 0 0 0 2023-01-26 $24.04 $0.00 34.5% 9.9% 13.0% 15.1% 0.0% 1.7% -7.0% 0 0 0 0.00 139.21 N/A N/A 0 0 0 0 2023-01-27 $24.13 $0.00 35.3% 10.1% 12.6% 15.7% 0.0% 1.8% -8.3% 0 0 0 0.00 139.23 N/A N/A 0 0 0 0 2023-01-30 $23.77 $0.00 39.0% 11.2% 12.4% 18.0% 0.0% 1.4% -12.5% 0 0 0 0.00 138.01 N/A N/A 0 0 0 0 2023-01-31 $23.87 $0.00 39.4% 11.3% 12.2% 18.4% 0.0% 1.6% -21.2% 0 0 0 0.00 139.74 N/A N/A 0 0 0 0
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