BMED Options History — September 2023 In September 2023, BMED traded between $22.43 and $24.11. ATM implied volatility averaged 39.9%, placing in the 19.8% IV rank vs the trailing year. The 30-day expected move averaged 8.6%. IV traded above realized volatility by 29.0% (HV 20d: 10.9%). Max pain ranged from $22.00 to $22.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 1 of 20 days.
Notable Days 2023-09-27 : Highest Volume — 11 contracts2023-09-11 : Largest IV spike — 72.5% change2023-09-12 : Highest IV Rank — 73.8%2023-09-01 : Largest Expected Move — 12.0%Monthly Statistics Metric Avg Min Max Open Close Price $23.22 $22.43 $24.11 $24.11 $22.43 Max Pain $22.00 $22.00 $22.00 $22.00 $22.00 ATM IV 39.9% 22.4% 89.5% 41.9% 30.2% Expected Move 8.6% 5.3% 12.0% 12.0% 8.7% HV 20d 10.9% 9.4% 12.0% 9.9% 9.8% HV 60d 10.5% 10.2% 10.9% 10.2% 10.5% IV Rank 19.8% 0.5% 73.8% 21.8% 9.3% IV Percentile 41.9% 0.4% 97.6% 59.5% 18.3% Term Structure -7.4% -16.5% 2.3% -16.5% -11.3% VWIV 36.9% 36.9% 36.9% 36.9% 36.9% Skew 25d 0.4% -3.6% 1.4% 0.9% -0.3% Skew 10d 3.0% -7.9% 5.4% 5.0% 3.0% Call IV 25d 36.0% 23.3% 53.7% 53.7% 31.5% Put IV 25d 36.4% 21.6% 54.7% 54.7% 31.2% Bid-Ask Spread % 142.37 136.78 145.49 144.10 137.23 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -100 -1.2K 0 0 -1.2K Net DEX 930 0 9.4K 0 9.2K Net VEX -2 -23 0 0 -22 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.55 0 11 0 0 Total OI 1.1 0 11 0 11
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 2023-09-01 $24.11 $0.00 41.9% 12.0% 9.9% 21.8% 0.0% 0.9% -16.5% 0 0 0 0.00 144.10 N/A N/A 0 0 0 0 2023-09-05 $23.82 $0.00 32.4% 5.3% 10.7% 11.4% 0.0% -3.6% 2.3% 0 0 0 0.00 140.22 N/A N/A 0 0 0 0 2023-09-06 $23.80 $0.00 51.7% 7.6% 10.7% 32.5% 0.0% 1.4% -6.0% 0 0 0 0.00 145.28 N/A N/A 0 0 0 0 2023-09-07 $23.66 $0.00 56.7% 8.0% 10.9% 38.0% 0.0% 1.3% -6.3% 0 0 0 0.00 145.49 N/A N/A 0 0 0 0 2023-09-08 $23.54 $0.00 44.2% 6.1% 11.0% 24.3% 0.0% 0.6% -6.4% 0 0 0 0.00 140.66 N/A N/A 0 0 0 0 2023-09-11 $23.80 $0.00 76.2% 7.8% 11.7% 59.3% 0.0% 0.7% -7.3% 0 0 0 0.00 145.24 N/A N/A 0 0 0 0 2023-09-12 $23.66 $0.00 89.5% 8.3% 11.8% 73.8% 0.0% 0.5% -6.9% 0 0 0 0.00 144.36 N/A N/A 0 0 0 0 2023-09-13 $23.59 $0.00 26.0% 7.5% 11.7% 4.4% 0.0% -0.1% -7.1% 0 0 0 0.00 141.48 N/A N/A 0 0 0 0 2023-09-14 $23.58 $0.00 29.3% 8.4% 11.3% 8.1% 0.0% 0.4% -4.9% 0 0 0 0.00 144.00 N/A N/A 0 0 0 0 2023-09-15 $23.38 $0.00 22.4% 6.4% 10.8% 0.5% 0.0% -0.3% -4.9% 0 0 0 0.00 136.78 N/A N/A 0 0 0 0 2023-09-18 $23.23 $0.00 23.2% 6.7% 11.0% 1.4% 0.0% 0.7% -5.2% 0 0 0 0.00 138.48 N/A N/A 0 0 0 0 2023-09-19 $23.25 $0.00 32.5% 9.3% 10.7% 11.5% 0.0% 0.7% -7.2% 0 0 0 0.00 144.37 N/A N/A 0 0 0 0 2023-09-20 $23.16 $0.00 32.6% 9.4% 10.8% 11.7% 0.0% 1.3% -7.2% 0 0 0 0.00 143.42 N/A N/A 0 0 0 0 2023-09-21 $22.75 $0.00 23.8% 6.8% 12.0% 2.0% 0.0% 0.4% -5.9% 0 0 0 0.00 137.47 N/A N/A 0 0 0 0 2023-09-22 $22.66 $0.00 33.2% 9.5% 11.8% 12.3% 0.0% 0.7% -6.5% 0 0 0 0.00 144.13 N/A N/A 0 0 0 0 2023-09-25 $22.54 $0.00 36.7% 10.5% 11.2% 16.6% 0.0% 0.6% -8.5% 0 0 0 0.00 144.82 N/A N/A 0 0 0 0 2023-09-26 $22.48 $0.00 39.9% 11.4% 11.1% 20.1% 0.0% 0.7% -12.3% 0 0 0 0.00 144.26 N/A N/A 0 0 0 0 2023-09-27 $22.43 $0.00 39.1% 11.2% 9.4% 19.3% 36.9% 0.7% -11.3% 0 0 0 0.00 143.23 N/A N/A 0 11 0 0 2023-09-28 $22.57 $22.00 37.4% 10.7% 9.8% 17.4% 0.0% 0.7% -9.5% -816 9.4K -23 0.00 142.45 N/A N/A 0 0 0 11 2023-09-29 $22.43 $22.00 30.2% 8.7% 9.8% 9.3% 0.0% -0.3% -11.3% -1.2K 9.2K -22 0.00 137.23 N/A N/A 0 0 0 11
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