BMED Options History — April 2023 In April 2023, BMED traded between $23.39 and $24.52. ATM implied volatility averaged 36.0%, placing in the 12.5% IV rank vs the trailing year. The 30-day expected move averaged 9.5%. IV traded above realized volatility by 20.6% (HV 20d: 15.4%). Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 3 of 19 days.
Notable Days 2023-04-12 : Largest IV drop — 39.8% change2023-04-11 : Highest IV Rank — 25.5%2023-04-05 : Largest Expected Move — 12.3%Monthly Statistics Metric Avg Min Max Open Close Price $24.00 $23.39 $24.52 $23.45 $24.27 ATM IV 36.0% 27.0% 50.6% 41.1% 38.3% Expected Move 9.5% 7.8% 12.3% 11.8% 11.0% HV 20d 15.4% 12.6% 20.0% 20.0% 14.1% HV 60d 16.1% 15.6% 16.8% 16.2% 16.3% IV Rank 12.5% 4.6% 25.5% 17.1% 14.6% IV Percentile 23.6% 1.6% 73.4% 37.3% 27.8% Term Structure -6.0% -13.0% 1.2% -11.0% -9.1% Skew 25d 2.0% 0.7% 4.8% 0.7% 1.9% Skew 10d 5.7% 4.3% 9.7% 5.5% 5.3% Call IV 25d 40.4% 34.1% 52.3% 49.8% 44.7% Put IV 25d 42.4% 35.4% 53.1% 50.4% 46.6% Bid-Ask Spread % 139.56 138.35 140.49 139.54 139.43 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 2023-04-03 $23.45 $0.00 41.1% 11.8% 20.0% 17.1% 0.0% 0.7% -11.0% 0 0 0 0.00 139.54 N/A N/A 0 0 0 0 2023-04-04 $23.39 $0.00 42.4% 12.2% 19.5% 18.2% 0.0% 0.8% -12.2% 0 0 0 0.00 139.54 N/A N/A 0 0 0 0 2023-04-05 $23.50 $0.00 42.8% 12.3% 19.3% 18.6% 0.0% 0.8% -13.0% 0 0 0 0.00 139.63 N/A N/A 0 0 0 0 2023-04-06 $23.63 $0.00 41.4% 8.1% 18.7% 17.4% 0.0% 1.3% -5.0% 0 0 0 0.00 140.49 N/A N/A 0 0 0 0 2023-04-10 $23.58 $0.00 48.4% 8.5% 16.6% 23.5% 0.0% 1.2% -6.1% 0 0 0 0.00 140.49 N/A N/A 0 0 0 0 2023-04-11 $23.84 $0.00 50.6% 8.6% 15.8% 25.5% 0.0% 2.2% -5.6% 0 0 0 0.00 140.49 N/A N/A 0 0 0 0 2023-04-12 $23.83 $0.00 30.5% 8.7% 15.5% 7.6% 0.0% 2.2% -5.9% 0 0 0 0.00 140.49 N/A N/A 0 0 0 0 2023-04-13 $24.28 $0.00 30.5% 8.7% 15.8% 7.6% 0.0% 3.6% -4.7% 0 0 0 0.00 140.49 N/A N/A 0 0 0 0 2023-04-14 $24.06 $0.00 31.2% 8.9% 15.7% 8.2% 0.0% 3.0% -5.7% 0 0 0 0.00 140.49 N/A N/A 0 0 0 0 2023-04-17 $24.28 $0.00 27.0% 7.8% 13.7% 4.6% 0.0% 3.1% 1.1% 0 0 0 0.00 138.35 N/A N/A 0 0 0 0 2023-04-18 $24.19 $0.00 27.6% 7.9% 13.7% 5.0% 0.0% 1.9% 0.5% 0 0 0 0.00 138.35 N/A N/A 0 0 0 0 2023-04-19 $24.41 $0.00 27.8% 8.0% 13.4% 5.2% 0.0% 4.8% 1.2% 0 0 0 0.00 138.35 N/A N/A 0 0 0 0 2023-04-20 $24.19 $0.00 28.5% 8.2% 12.8% 5.9% 0.0% 1.9% -0.1% 0 0 0 0.00 138.35 N/A N/A 0 0 0 0 2023-04-21 $24.48 $0.00 32.9% 9.4% 12.6% 9.8% 0.0% 1.7% -5.2% 0 0 0 0.00 139.43 N/A N/A 0 0 0 0 2023-04-24 $24.52 $0.00 32.2% 9.2% 12.6% 9.2% 0.0% 1.9% -7.4% 0 0 0 0.00 139.43 N/A N/A 0 0 0 0 2023-04-25 $24.10 $0.00 36.1% 10.3% 14.4% 12.6% 0.0% 1.8% -8.1% 0 0 0 0.00 139.43 N/A N/A 0 0 0 0 2023-04-26 $23.93 $0.00 37.0% 10.6% 14.3% 13.4% 0.0% 1.3% -9.1% 0 0 0 0.00 139.43 N/A N/A 0 0 0 0 2023-04-27 $24.02 $0.00 37.8% 10.8% 13.8% 14.1% 0.0% 1.6% -9.5% 0 0 0 0.00 139.43 N/A N/A 0 0 0 0 2023-04-28 $24.27 $0.00 38.3% 11.0% 14.1% 14.6% 0.0% 1.9% -9.1% 0 0 0 0.00 139.43 N/A N/A 0 0 0 0
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