BMED Options History — March 2023 In March 2023, BMED traded between $22.07 and $23.51. ATM implied volatility averaged 46.0%, placing in the 21.8% IV rank vs the trailing year. The 30-day expected move averaged 10.1%. IV traded above realized volatility by 28.2% (HV 20d: 17.8%). Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 3 of 23 days.
Notable Days 2023-03-15 : Largest IV drop — 67.2% change2023-03-14 : Highest IV Rank — 73.1%2023-03-03 : Largest Expected Move — 14.6%Monthly Statistics Metric Avg Min Max Open Close Price $22.86 $22.07 $23.51 $22.98 $23.40 ATM IV 46.0% 30.3% 104.0% 41.8% 31.2% Expected Move 10.1% 8.4% 14.6% 12.0% 9.0% HV 20d 17.8% 12.6% 21.0% 14.2% 20.4% HV 60d 15.7% 14.9% 16.4% 15.2% 16.2% IV Rank 21.8% 7.6% 73.1% 20.4% 8.3% IV Percentile 44.0% 5.2% 99.2% 40.1% 7.9% Term Structure -7.7% -17.5% 4.6% -13.9% 4.6% Skew 25d 2.4% 0.6% 5.2% 1.0% 1.8% Skew 10d 5.1% 3.0% 6.6% 5.0% 5.0% Call IV 25d 41.9% 29.6% 56.8% 53.7% 45.9% Put IV 25d 44.2% 30.7% 57.4% 54.7% 47.7% Bid-Ask Spread % 140.19 135.92 141.23 139.53 140.11 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 (23 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 2023-03-01 $22.98 $0.00 41.8% 12.0% 14.2% 20.4% 0.0% 1.0% -13.9% 0 0 0 0.00 139.53 N/A N/A 0 0 0 0 2023-03-02 $23.14 $0.00 42.9% 12.3% 12.6% 19.7% 0.0% 1.1% -13.9% 0 0 0 0.00 139.53 N/A N/A 0 0 0 0 2023-03-03 $23.51 $0.00 51.1% 14.6% 14.1% 26.9% 0.0% 0.6% -17.5% 0 0 0 0.00 139.53 N/A N/A 0 0 0 0 2023-03-06 $23.25 $0.00 49.9% 8.4% 14.4% 25.1% 0.0% 2.2% -5.9% 0 0 0 0.00 141.23 N/A N/A 0 0 0 0 2023-03-07 $22.97 $0.00 52.8% 8.6% 14.6% 27.7% 0.0% 1.8% -7.1% 0 0 0 0.00 141.23 N/A N/A 0 0 0 0 2023-03-08 $22.82 $0.00 55.8% 8.7% 14.1% 30.3% 0.0% 1.7% -7.8% 0 0 0 0.00 141.23 N/A N/A 0 0 0 0 2023-03-09 $22.55 $0.00 59.3% 8.8% 14.3% 33.4% 0.0% 1.1% -9.0% 0 0 0 0.00 141.23 N/A N/A 0 0 0 0 2023-03-10 $22.07 $0.00 62.8% 9.3% 15.4% 36.5% 0.0% 1.5% -7.2% 0 0 0 0.00 140.38 N/A N/A 0 0 0 0 2023-03-13 $22.49 $0.00 81.3% 9.5% 17.2% 53.0% 0.0% 2.1% -6.3% 0 0 0 0.00 140.38 N/A N/A 0 0 0 0 2023-03-14 $22.76 $0.00 104.0% 9.6% 17.6% 73.1% 0.0% 3.2% -7.2% 0 0 0 0.00 140.38 N/A N/A 0 0 0 0 2023-03-15 $22.54 $0.00 34.1% 9.8% 17.8% 11.0% 0.0% 2.4% -8.4% 0 0 0 0.00 140.38 N/A N/A 0 0 0 0 2023-03-16 $22.91 $0.00 34.4% 9.9% 19.0% 11.3% 0.0% 4.1% -7.2% 0 0 0 0.00 140.38 N/A N/A 0 0 0 0 2023-03-17 $22.48 $0.00 34.8% 10.0% 19.9% 11.7% 0.0% 2.3% -7.7% 0 0 0 0.00 140.38 N/A N/A 0 0 0 0 2023-03-20 $22.72 $0.00 36.6% 10.5% 20.5% 13.2% 0.0% 3.2% -9.4% 0 0 0 0.00 140.38 N/A N/A 0 0 0 0 2023-03-21 $23.02 $0.00 37.0% 10.6% 19.9% 13.6% 0.0% 5.0% -8.5% 0 0 0 0.00 140.38 N/A N/A 0 0 0 0 2023-03-22 $22.72 $0.00 37.8% 10.8% 20.4% 14.3% 0.0% 3.2% -10.3% 0 0 0 0.00 140.38 N/A N/A 0 0 0 0 2023-03-23 $22.58 $0.00 38.5% 11.0% 20.4% 14.9% 0.0% 2.7% -11.5% 0 0 0 0.00 140.38 N/A N/A 0 0 0 0 2023-03-24 $22.76 $0.00 39.1% 11.2% 20.0% 15.4% 0.0% 3.6% -11.1% 0 0 0 0.00 140.38 N/A N/A 0 0 0 0 2023-03-27 $22.99 $0.00 41.2% 11.8% 20.3% 17.4% 0.0% 5.2% -11.5% 0 0 0 0.00 140.38 N/A N/A 0 0 0 0 2023-03-28 $22.80 $0.00 30.9% 8.9% 20.5% 8.2% 0.0% 1.1% -8.0% 0 0 0 0.00 135.92 N/A N/A 0 0 0 0 2023-03-29 $23.09 $0.00 30.3% 8.7% 21.0% 7.6% 0.0% 1.7% 3.8% 0 0 0 0.00 140.11 N/A N/A 0 0 0 0 2023-03-30 $23.16 $0.00 30.9% 8.9% 20.9% 8.0% 0.0% 1.9% 3.8% 0 0 0 0.00 140.11 N/A N/A 0 0 0 0 2023-03-31 $23.40 $0.00 31.2% 9.0% 20.4% 8.3% 0.0% 1.8% 4.6% 0 0 0 0.00 140.11 N/A N/A 0 0 0 0
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