BMED Options History — June 2023 In June 2023, BMED traded between $23.80 and $24.85. ATM implied volatility averaged 44.1%, placing in the 19.8% IV rank vs the trailing year. The 30-day expected move averaged 9.1%. IV traded above realized volatility by 32.6% (HV 20d: 11.5%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 0 of 21 days.
Notable Days 2023-06-14 : Largest IV drop — 69.6% change2023-06-13 : Highest IV Rank — 79.4%2023-06-02 : Largest Expected Move — 12.6%Monthly Statistics Metric Avg Min Max Open Close Price $24.45 $23.80 $24.85 $23.80 $24.80 ATM IV 44.1% 27.6% 111.1% 42.6% 33.0% Expected Move 9.1% 7.9% 12.6% 12.2% 9.5% HV 20d 11.5% 9.3% 12.6% 11.7% 9.3% HV 60d 13.4% 12.1% 15.7% 15.6% 12.3% IV Rank 19.8% 5.1% 79.4% 18.5% 9.9% IV Percentile 41.2% 2.8% 99.2% 48.8% 19.8% Term Structure -6.9% -15.6% -3.6% -15.6% -7.2% Skew 25d 2.0% 0.6% 5.2% 1.6% 0.7% Skew 10d 2.9% -9.2% 5.1% 5.1% 3.9% Call IV 25d 36.9% 24.2% 55.3% 53.9% 43.4% Put IV 25d 38.9% 26.5% 57.6% 55.5% 44.1% Bid-Ask Spread % 140.62 139.50 141.66 139.69 139.50 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 (21 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 2023-06-01 $23.80 $0.00 42.6% 12.2% 11.7% 18.5% 0.0% 1.6% -15.6% 0 0 0 0.00 139.69 N/A N/A 0 0 0 0 2023-06-02 $24.10 $0.00 43.9% 12.6% 12.6% 19.6% 0.0% 2.4% -14.9% 0 0 0 0.00 139.69 N/A N/A 0 0 0 0 2023-06-05 $24.20 $0.00 49.3% 8.1% 12.3% 24.4% 0.0% 2.4% -4.8% 0 0 0 0.00 141.66 N/A N/A 0 0 0 0 2023-06-06 $24.22 $0.00 51.7% 8.2% 12.2% 26.5% 0.0% 2.5% -4.9% 0 0 0 0.00 141.66 N/A N/A 0 0 0 0 2023-06-07 $24.06 $0.00 54.8% 8.3% 12.4% 29.3% 0.0% 2.1% -5.6% 0 0 0 0.00 141.66 N/A N/A 0 0 0 0 2023-06-08 $24.13 $0.00 58.0% 8.4% 12.0% 32.1% 0.0% 2.3% -5.6% 0 0 0 0.00 141.66 N/A N/A 0 0 0 0 2023-06-09 $24.15 $0.00 61.9% 8.5% 12.0% 35.6% 0.0% 2.4% -5.8% 0 0 0 0.00 141.66 N/A N/A 0 0 0 0 2023-06-12 $24.37 $0.00 81.3% 8.7% 12.5% 52.9% 0.0% 2.9% -5.8% 0 0 0 0.00 141.66 N/A N/A 0 0 0 0 2023-06-13 $24.57 $0.00 111.1% 9.5% 12.5% 79.4% 0.0% 3.4% -7.5% 0 0 0 0.00 141.66 N/A N/A 0 0 0 0 2023-06-14 $24.52 $0.00 33.8% 9.7% 11.9% 10.5% 0.0% 3.3% -7.9% 0 0 0 0.00 141.66 N/A N/A 0 0 0 0 2023-06-15 $24.83 $0.00 27.6% 7.9% 12.6% 5.1% 0.0% 4.9% -3.6% 0 0 0 0.00 140.67 N/A N/A 0 0 0 0 2023-06-16 $24.85 $0.00 28.0% 8.0% 12.6% 5.4% 0.0% 5.2% -3.8% 0 0 0 0.00 140.67 N/A N/A 0 0 0 0 2023-06-20 $24.80 $0.00 29.3% 8.4% 12.6% 6.6% 0.0% 0.8% -4.6% 0 0 0 0.00 140.20 N/A N/A 0 0 0 0 2023-06-21 $24.70 $0.00 29.0% 8.3% 12.5% 6.3% 0.0% 0.7% -5.5% 0 0 0 0.00 140.04 N/A N/A 0 0 0 0 2023-06-22 $24.76 $0.00 29.0% 8.3% 11.1% 6.3% 0.0% 1.1% -5.0% 0 0 0 0.00 139.74 N/A N/A 0 0 0 0 2023-06-23 $24.60 $0.00 30.0% 8.6% 10.8% 7.2% 0.0% 0.8% -6.2% 0 0 0 0.00 140.44 N/A N/A 0 0 0 0 2023-06-26 $24.49 $0.00 33.8% 9.7% 9.9% 10.6% 0.0% 0.7% -7.1% 0 0 0 0.00 139.50 N/A N/A 0 0 0 0 2023-06-27 $24.43 $0.00 34.6% 9.9% 10.0% 11.3% 0.0% 0.6% -7.5% 0 0 0 0.00 140.17 N/A N/A 0 0 0 0 2023-06-28 $24.48 $0.00 31.1% 8.9% 9.3% 8.2% 0.0% 1.3% -8.4% 0 0 0 0.00 139.83 N/A N/A 0 0 0 0 2023-06-29 $24.56 $0.00 32.8% 9.4% 9.3% 9.7% 0.0% 0.7% -8.1% 0 0 0 0.00 139.65 N/A N/A 0 0 0 0 2023-06-30 $24.80 $0.00 33.0% 9.5% 9.3% 9.9% 0.0% 0.7% -7.2% 0 0 0 0.00 139.50 N/A N/A 0 0 0 0
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