BMED Options History — August 2023 In August 2023, BMED traded between $23.37 and $24.59. ATM implied volatility averaged 34.2%, placing in the 13.4% IV rank vs the trailing year. The 30-day expected move averaged 9.1%. IV traded above realized volatility by 23.9% (HV 20d: 10.3%). Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 0 of 23 days.
Notable Days 2023-08-02 : Largest IV spike — 44.8% change2023-08-07 : Highest IV Rank — 26.3%2023-08-28 : Largest Expected Move — 11.3%Monthly Statistics Metric Avg Min Max Open Close Price $23.85 $23.37 $24.59 $24.59 $24.03 ATM IV 34.2% 25.0% 46.0% 27.3% 38.0% Expected Move 9.1% 5.9% 11.3% 7.8% 10.9% HV 20d 10.3% 9.4% 11.5% 10.7% 10.0% HV 60d 10.6% 10.2% 11.1% 10.8% 10.3% IV Rank 13.4% 3.3% 26.3% 5.9% 17.5% IV Percentile 29.1% 1.2% 68.7% 2.8% 42.9% Term Structure -8.3% -14.1% -4.0% -7.8% -10.6% Skew 25d 2.4% 0.1% 32.6% 1.0% 32.6% Skew 10d 4.5% 2.6% 8.4% 3.3% 4.7% Call IV 25d 37.3% 20.6% 51.8% 30.7% 20.6% Put IV 25d 39.7% 23.4% 53.2% 31.7% 53.2% Bid-Ask Spread % 140.18 134.95 144.80 135.99 142.56 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 2023-08-01 $24.59 $0.00 27.3% 7.8% 10.7% 5.9% 0.0% 1.0% -7.8% 0 0 0 0.00 135.99 N/A N/A 0 0 0 0 2023-08-02 $24.30 $0.00 39.5% 11.3% 11.5% 19.2% 0.0% 1.4% -10.9% 0 0 0 0.00 139.16 N/A N/A 0 0 0 0 2023-08-03 $24.13 $0.00 40.4% 7.9% 11.3% 20.2% 0.0% 1.6% -4.5% 0 0 0 0.00 140.67 N/A N/A 0 0 0 0 2023-08-04 $23.98 $0.00 40.0% 7.7% 11.5% 19.8% 0.0% 1.8% -4.5% 0 0 0 0.00 140.57 N/A N/A 0 0 0 0 2023-08-07 $23.87 $0.00 46.0% 8.2% 10.4% 26.3% 0.0% 1.2% -5.7% 0 0 0 0.00 140.07 N/A N/A 0 0 0 0 2023-08-08 $23.86 $0.00 34.7% 5.9% 10.3% 14.0% 0.0% 0.8% -4.0% 0 0 0 0.00 134.95 N/A N/A 0 0 0 0 2023-08-09 $23.88 $0.00 28.0% 8.0% 9.9% 6.6% 0.0% 1.3% -5.0% 0 0 0 0.00 140.02 N/A N/A 0 0 0 0 2023-08-10 $23.89 $0.00 28.3% 8.1% 9.6% 7.0% 0.0% 1.2% -4.9% 0 0 0 0.00 138.96 N/A N/A 0 0 0 0 2023-08-11 $23.91 $0.00 28.7% 8.2% 9.4% 7.4% 0.0% 1.3% -5.4% 0 0 0 0.00 139.90 N/A N/A 0 0 0 0 2023-08-14 $24.00 $0.00 26.0% 7.5% 9.6% 4.5% 0.0% 1.6% -12.5% 0 0 0 0.00 135.65 N/A N/A 0 0 0 0 2023-08-15 $23.89 $0.00 30.1% 8.6% 9.7% 8.9% 0.0% 0.8% -6.0% 0 0 0 0.00 139.69 N/A N/A 0 0 0 0 2023-08-16 $23.66 $0.00 30.7% 8.8% 10.0% 9.6% 0.0% 0.9% -7.0% 0 0 0 0.00 140.00 N/A N/A 0 0 0 0 2023-08-17 $23.37 $0.00 35.3% 10.1% 10.6% 14.7% 0.0% 0.7% -9.5% 0 0 0 0.00 139.85 N/A N/A 0 0 0 0 2023-08-18 $23.40 $0.00 35.9% 10.3% 10.4% 15.3% 0.0% 0.6% -9.8% 0 0 0 0.00 139.85 N/A N/A 0 0 0 0 2023-08-21 $23.55 $0.00 25.0% 7.2% 10.2% 3.3% 0.0% 1.8% -6.1% 0 0 0 0.00 137.02 N/A N/A 0 0 0 0 2023-08-22 $23.54 $0.00 34.8% 10.0% 10.0% 14.1% 0.0% 0.5% -8.9% 0 0 0 0.00 143.42 N/A N/A 0 0 0 0 2023-08-23 $23.68 $0.00 35.0% 10.0% 10.5% 14.3% 0.0% 0.7% -8.3% 0 0 0 0.00 144.80 N/A N/A 0 0 0 0 2023-08-24 $23.48 $0.00 30.9% 8.9% 10.6% 9.8% 0.0% 0.1% -12.2% 0 0 0 0.00 139.87 N/A N/A 0 0 0 0 2023-08-25 $23.68 $0.00 36.7% 10.5% 9.5% 16.1% 0.0% 0.8% -9.7% 0 0 0 0.00 142.10 N/A N/A 0 0 0 0 2023-08-28 $23.73 $0.00 39.6% 11.3% 9.6% 19.3% 0.0% 0.7% -13.1% 0 0 0 0.00 143.63 N/A N/A 0 0 0 0 2023-08-29 $24.04 $0.00 35.7% 10.2% 10.9% 15.0% 0.0% 0.9% -10.5% 0 0 0 0.00 141.75 N/A N/A 0 0 0 0 2023-08-30 $24.12 $0.00 39.1% 11.2% 10.3% 18.8% 0.0% 0.8% -14.1% 0 0 0 0.00 143.74 N/A N/A 0 0 0 0 2023-08-31 $24.03 $0.00 38.0% 10.9% 10.0% 17.5% 0.0% 32.6% -10.6% 0 0 0 0.00 142.56 N/A N/A 0 0 0 0
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