BMED Options History — July 2023 In July 2023, BMED traded between $24.24 and $24.98. ATM implied volatility averaged 33.5%, placing in the 10.9% IV rank vs the trailing year. The 30-day expected move averaged 8.6%. IV traded above realized volatility by 23.5% (HV 20d: 10.0%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 0 of 20 days.
Notable Days 2023-07-12 : Largest IV drop — 43.9% change2023-07-11 : Highest IV Rank — 23.1%2023-07-05 : Largest Expected Move — 11.2%Monthly Statistics Metric Avg Min Max Open Close Price $24.68 $24.24 $24.98 $24.56 $24.69 ATM IV 33.5% 26.9% 47.9% 36.7% 35.7% Expected Move 8.6% 5.9% 11.2% 10.5% 10.2% HV 20d 10.0% 9.3% 11.6% 9.4% 11.2% HV 60d 11.6% 10.8% 12.6% 12.4% 10.8% IV Rank 10.9% 4.4% 23.1% 13.2% 15.1% IV Percentile 23.1% 2.0% 70.6% 29.8% 31.3% Term Structure -7.6% -11.9% -5.5% -11.2% -11.6% Skew 25d 0.3% -10.5% 1.4% 0.7% 0.8% Skew 10d 3.9% 2.1% 5.5% 5.1% 4.9% Call IV 25d 38.1% 21.9% 50.0% 47.0% 46.8% Put IV 25d 38.4% 22.2% 50.8% 47.8% 47.6% Bid-Ask Spread % 139.64 134.19 140.78 139.00 138.93 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 (20 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 2023-07-03 $24.56 $0.00 36.7% 10.5% 9.4% 13.2% 0.0% 0.7% -11.2% 0 0 0 0.00 139.00 N/A N/A 0 0 0 0 2023-07-05 $24.52 $0.00 39.1% 11.2% 9.3% 15.3% 0.0% 0.8% -11.9% 0 0 0 0.00 139.58 N/A N/A 0 0 0 0 2023-07-06 $24.30 $0.00 39.5% 7.9% 9.9% 15.7% 0.0% 1.3% -5.5% 0 0 0 0.00 139.53 N/A N/A 0 0 0 0 2023-07-07 $24.24 $0.00 41.7% 5.9% 9.7% 17.6% 0.0% 0.3% -5.8% 0 0 0 0.00 139.91 N/A N/A 0 0 0 0 2023-07-10 $24.56 $0.00 44.9% 7.6% 10.7% 20.5% 0.0% 1.4% -5.8% 0 0 0 0.00 140.62 N/A N/A 0 0 0 0 2023-07-11 $24.59 $0.00 47.9% 7.7% 10.7% 23.1% 0.0% 0.6% -5.9% 0 0 0 0.00 140.19 N/A N/A 0 0 0 0 2023-07-12 $24.75 $0.00 26.9% 7.7% 10.4% 4.4% 0.0% 0.7% -6.3% 0 0 0 0.00 140.47 N/A N/A 0 0 0 0 2023-07-13 $24.88 $0.00 27.6% 7.9% 10.2% 5.1% 0.0% 0.9% -7.3% 0 0 0 0.00 140.60 N/A N/A 0 0 0 0 2023-07-14 $24.98 $0.00 27.5% 7.9% 10.2% 5.0% 0.0% 1.0% -6.0% 0 0 0 0.00 140.75 N/A N/A 0 0 0 0 2023-07-17 $24.98 $0.00 28.8% 8.3% 9.3% 6.1% 0.0% 0.6% -7.3% 0 0 0 0.00 140.72 N/A N/A 0 0 0 0 2023-07-18 $24.88 $0.00 29.3% 8.4% 9.4% 6.6% 0.0% 0.6% -8.1% 0 0 0 0.00 140.78 N/A N/A 0 0 0 0 2023-07-19 $24.86 $0.00 28.5% 8.2% 9.4% 5.8% 0.0% 0.8% -7.3% 0 0 0 0.00 139.66 N/A N/A 0 0 0 0 2023-07-20 $24.81 $0.00 29.9% 8.6% 9.3% 7.1% 0.0% 0.9% -6.1% 0 0 0 0.00 140.39 N/A N/A 0 0 0 0 2023-07-21 $24.91 $0.00 29.9% 8.6% 9.3% 7.1% 0.0% 1.1% -5.5% 0 0 0 0.00 140.31 N/A N/A 0 0 0 0 2023-07-24 $24.58 $0.00 30.8% 8.8% 10.3% 7.9% 0.0% 0.7% -7.0% 0 0 0 0.00 139.28 N/A N/A 0 0 0 0 2023-07-25 $24.65 $0.00 31.4% 9.0% 10.2% 10.4% 0.0% 0.8% -7.3% 0 0 0 0.00 139.28 N/A N/A 0 0 0 0 2023-07-26 $24.59 $0.00 33.1% 9.5% 10.2% 12.3% 0.0% 0.7% -8.6% 0 0 0 0.00 139.78 N/A N/A 0 0 0 0 2023-07-27 $24.45 $0.00 28.1% 8.1% 10.4% 6.7% 0.0% -10.5% -9.8% 0 0 0 0.00 134.19 N/A N/A 0 0 0 0 2023-07-28 $24.81 $0.00 33.0% 9.5% 11.6% 12.1% 0.0% 1.2% -8.5% 0 0 0 0.00 138.92 N/A N/A 0 0 0 0 2023-07-31 $24.69 $0.00 35.7% 10.2% 11.2% 15.1% 0.0% 0.8% -11.6% 0 0 0 0.00 138.93 N/A N/A 0 0 0 0
« Jun 2023 | All History | Aug 2023 » Home BMED History July 2023