BMED Options History — May 2023 In May 2023, BMED traded between $23.52 and $24.62. ATM implied volatility averaged 35.8%, placing in the 12.4% IV rank vs the trailing year. The 30-day expected move averaged 9.4%. IV traded above realized volatility by 22.2% (HV 20d: 13.6%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 0 of 22 days.
Notable Days 2023-05-10 : Largest IV drop — 43.8% change2023-05-09 : Highest IV Rank — 27.0%2023-05-31 : Largest Expected Move — 11.9%Monthly Statistics Metric Avg Min Max Open Close Price $24.25 $23.52 $24.62 $24.43 $23.59 ATM IV 35.8% 25.1% 52.2% 38.8% 41.4% Expected Move 9.4% 7.2% 11.9% 11.1% 11.9% HV 20d 13.6% 12.0% 15.3% 13.9% 12.0% HV 60d 16.1% 15.5% 16.5% 16.3% 15.7% IV Rank 12.4% 2.8% 27.0% 15.1% 17.3% IV Percentile 25.2% 1.2% 80.2% 30.2% 42.5% Term Structure -8.9% -15.6% -4.5% -11.2% -15.6% Skew 25d 0.8% -2.5% 1.8% 0.9% 0.9% Skew 10d 4.1% 2.3% 5.9% 5.6% 5.7% Call IV 25d 37.4% 25.0% 52.7% 47.6% 52.7% Put IV 25d 38.2% 26.4% 53.6% 48.5% 53.6% Bid-Ask Spread % 140.30 138.48 140.93 138.48 139.69 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 (22 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 2023-05-01 $24.43 $0.00 38.8% 11.1% 13.9% 15.1% 0.0% 0.9% -11.2% 0 0 0 0.00 138.48 N/A N/A 0 0 0 0 2023-05-02 $24.17 $0.00 40.3% 11.6% 14.6% 16.4% 0.0% 1.4% -13.4% 0 0 0 0.00 138.48 N/A N/A 0 0 0 0 2023-05-03 $24.44 $0.00 41.2% 11.8% 14.9% 17.1% 0.0% 0.9% -12.9% 0 0 0 0.00 138.48 N/A N/A 0 0 0 0 2023-05-04 $24.33 $0.00 42.7% 8.4% 15.0% 18.5% 0.0% 1.2% -5.1% 0 0 0 0.00 140.93 N/A N/A 0 0 0 0 2023-05-05 $24.55 $0.00 43.1% 7.9% 15.2% 18.9% 0.0% 1.4% -4.9% 0 0 0 0.00 140.93 N/A N/A 0 0 0 0 2023-05-08 $24.45 $0.00 49.6% 8.8% 15.3% 24.7% 0.0% 1.4% -5.7% 0 0 0 0.00 140.93 N/A N/A 0 0 0 0 2023-05-09 $24.37 $0.00 52.2% 8.9% 15.0% 27.0% 0.0% 1.3% -6.1% 0 0 0 0.00 140.93 N/A N/A 0 0 0 0 2023-05-10 $24.56 $0.00 29.3% 8.4% 15.2% 6.6% 0.0% 1.4% -5.9% 0 0 0 0.00 140.93 N/A N/A 0 0 0 0 2023-05-11 $24.45 $0.00 32.0% 9.2% 13.8% 8.9% 0.0% 1.4% -6.4% 0 0 0 0.00 140.93 N/A N/A 0 0 0 0 2023-05-12 $24.44 $0.00 32.4% 9.3% 13.4% 9.4% 0.0% 1.4% -6.7% 0 0 0 0.00 140.93 N/A N/A 0 0 0 0 2023-05-15 $24.62 $0.00 25.1% 7.2% 13.3% 2.8% 0.0% 1.8% -4.5% 0 0 0 0.00 140.61 N/A N/A 0 0 0 0 2023-05-16 $24.35 $0.00 28.7% 8.2% 13.8% 6.1% 0.0% 0.5% -7.4% 0 0 0 0.00 140.61 N/A N/A 0 0 0 0 2023-05-17 $24.30 $0.00 29.3% 8.4% 13.5% 6.6% 0.0% 0.3% -8.0% 0 0 0 0.00 140.61 N/A N/A 0 0 0 0 2023-05-18 $24.29 $0.00 29.8% 8.5% 13.1% 7.0% 0.0% 0.2% -8.4% 0 0 0 0.00 140.61 N/A N/A 0 0 0 0 2023-05-19 $24.41 $0.00 33.0% 9.5% 12.4% 9.9% 0.0% 1.4% -8.1% 0 0 0 0.00 140.54 N/A N/A 0 0 0 0 2023-05-22 $24.56 $0.00 33.7% 9.7% 12.6% 10.5% 0.0% 1.6% -8.6% 0 0 0 0.00 140.54 N/A N/A 0 0 0 0 2023-05-23 $24.19 $0.00 28.8% 8.3% 12.3% 6.1% 0.0% -0.4% -9.4% 0 0 0 0.00 140.43 N/A N/A 0 0 0 0 2023-05-24 $23.97 $0.00 29.7% 8.5% 12.4% 6.9% 0.0% -1.2% -10.8% 0 0 0 0.00 140.43 N/A N/A 0 0 0 0 2023-05-25 $23.69 $0.00 30.4% 8.7% 13.0% 7.6% 0.0% -2.5% -12.6% 0 0 0 0.00 140.43 N/A N/A 0 0 0 0 2023-05-26 $23.73 $0.00 36.6% 10.5% 12.4% 13.1% 0.0% 1.2% -9.9% 0 0 0 0.00 140.40 N/A N/A 0 0 0 0 2023-05-30 $23.52 $0.00 40.1% 11.5% 12.4% 16.2% 0.0% 0.7% -14.8% 0 0 0 0.00 139.69 N/A N/A 0 0 0 0 2023-05-31 $23.59 $0.00 41.4% 11.9% 12.0% 17.3% 0.0% 0.9% -15.6% 0 0 0 0.00 139.69 N/A N/A 0 0 0 0
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