BMED Options History — February 2023 In February 2023, BMED traded between $22.89 and $24.40. ATM implied volatility averaged 34.2%, placing in the 13.8% IV rank vs the trailing year. The 30-day expected move averaged 8.9%. IV traded above realized volatility by 20.5% (HV 20d: 13.6%). Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 0 of 19 days.
Notable Days 2023-02-08 : Largest IV drop — 36.9% change2023-02-07 : Highest IV Rank — 24.2%2023-02-28 : Largest Expected Move — 11.6%Monthly Statistics Metric Avg Min Max Open Close Price $23.70 $22.89 $24.40 $24.30 $22.89 ATM IV 34.2% 23.3% 46.2% 37.0% 40.6% Expected Move 8.9% 6.1% 11.6% 10.6% 11.6% HV 20d 13.6% 12.5% 15.1% 13.2% 14.2% HV 60d 16.8% 15.3% 17.6% 17.5% 15.3% IV Rank 13.8% 4.5% 24.2% 16.3% 19.3% IV Percentile 18.5% 1.6% 64.3% 21.4% 36.9% Term Structure -7.7% -18.8% -2.0% -9.6% -13.4% Skew 25d 1.3% -1.2% 2.5% 1.1% 1.0% Skew 10d 4.4% -3.7% 17.8% 5.4% 4.8% Call IV 25d 38.0% 21.6% 52.3% 49.8% 52.3% Put IV 25d 39.3% 23.3% 53.3% 50.9% 53.3% Bid-Ask Spread % 138.48 135.64 140.77 136.26 139.53 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 2023-02-01 $24.30 $0.00 37.0% 10.6% 13.2% 16.3% 0.0% 1.1% -9.6% 0 0 0 0.00 136.26 N/A N/A 0 0 0 0 2023-02-02 $24.40 $0.00 32.9% 6.3% 13.2% 12.7% 0.0% 2.1% -3.9% 0 0 0 0.00 138.19 N/A N/A 0 0 0 0 2023-02-03 $24.24 $0.00 42.3% 8.1% 13.6% 20.9% 0.0% 1.6% -4.1% 0 0 0 0.00 139.60 N/A N/A 0 0 0 0 2023-02-06 $24.01 $0.00 33.8% 6.1% 13.8% 13.5% 0.0% 0.3% -4.4% 0 0 0 0.00 135.64 N/A N/A 0 0 0 0 2023-02-07 $24.20 $0.00 46.2% 8.0% 13.0% 24.2% 0.0% 1.8% -4.5% 0 0 0 0.00 138.03 N/A N/A 0 0 0 0 2023-02-08 $23.99 $0.00 29.2% 8.4% 12.5% 9.5% 0.0% 1.2% -5.1% 0 0 0 0.00 139.42 N/A N/A 0 0 0 0 2023-02-09 $23.67 $0.00 30.1% 8.6% 13.5% 10.4% 0.0% 0.4% -5.1% 0 0 0 0.00 140.23 N/A N/A 0 0 0 0 2023-02-10 $23.70 $0.00 31.0% 8.9% 13.3% 11.1% 0.0% 0.9% -5.9% 0 0 0 0.00 140.77 N/A N/A 0 0 0 0 2023-02-13 $23.90 $0.00 31.0% 8.9% 13.1% 11.1% 0.0% 1.5% -6.2% 0 0 0 0.00 139.17 N/A N/A 0 0 0 0 2023-02-14 $23.88 $0.00 30.6% 8.8% 13.1% 10.7% 0.0% 1.5% -6.3% 0 0 0 0.00 139.88 N/A N/A 0 0 0 0 2023-02-15 $23.91 $0.00 23.3% 6.7% 12.9% 4.5% 0.0% 2.1% -4.9% 0 0 0 0.00 136.39 N/A N/A 0 0 0 0 2023-02-16 $23.81 $0.00 31.2% 8.9% 13.0% 11.3% 0.0% 1.9% -6.6% 0 0 0 0.00 140.18 N/A N/A 0 0 0 0 2023-02-17 $23.78 $0.00 31.7% 9.1% 12.8% 11.7% 0.0% 1.8% -7.1% 0 0 0 0.00 139.34 N/A N/A 0 0 0 0 2023-02-21 $23.29 $0.00 35.8% 10.3% 14.4% 15.3% 0.0% 0.9% -10.2% 0 0 0 0.00 138.82 N/A N/A 0 0 0 0 2023-02-22 $23.22 $0.00 32.9% 9.4% 14.4% 12.7% 0.0% 2.5% -2.0% 0 0 0 0.00 137.87 N/A N/A 0 0 0 0 2023-02-23 $23.29 $0.00 36.3% 10.4% 14.5% 15.7% 0.0% 2.0% -16.4% 0 0 0 0.00 138.01 N/A N/A 0 0 0 0 2023-02-24 $22.93 $0.00 37.6% 10.8% 15.1% 16.8% 0.0% 1.4% -18.8% 0 0 0 0.00 138.01 N/A N/A 0 0 0 0 2023-02-27 $22.94 $0.00 35.7% 10.2% 15.0% 15.1% 0.0% -1.2% -11.3% 0 0 0 0.00 135.73 N/A N/A 0 0 0 0 2023-02-28 $22.89 $0.00 40.6% 11.6% 14.2% 19.3% 0.0% 1.0% -13.4% 0 0 0 0.00 139.53 N/A N/A 0 0 0 0
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