BMED Options History — October 2023 In October 2023, BMED traded between $20.71 and $22.64. ATM implied volatility averaged 38.1%, placing in the 18.2% IV rank vs the trailing year. The 30-day expected move averaged 9.9%. IV traded above realized volatility by 24.2% (HV 20d: 13.9%). Max pain ranged from $22.00 to $22.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 1 of 22 days.
Notable Days 2023-10-03 : Highest Volume — 11 contracts2023-10-30 : Largest IV spike — 56.2% change2023-10-10 : Highest IV Rank — 34.8%2023-10-31 : Largest Expected Move — 12.9%Monthly Statistics Metric Avg Min Max Open Close Price $21.85 $20.71 $22.64 $22.13 $20.88 Max Pain $22.00 $22.00 $22.00 $22.00 $22.00 ATM IV 38.1% 28.0% 52.9% 39.6% 45.0% Expected Move 9.9% 6.4% 12.9% 11.4% 12.9% HV 20d 13.9% 9.9% 17.0% 10.1% 16.8% HV 60d 11.8% 10.5% 12.9% 10.8% 12.9% IV Rank 18.2% 6.9% 34.8% 19.8% 25.9% IV Percentile 49.9% 8.3% 88.5% 56.0% 78.6% Term Structure -9.0% -14.2% 2.7% -10.8% -13.3% VWIV 22.4% 22.4% 22.4% 22.4% 22.4% Skew 25d 0.4% -15.4% 2.0% 1.1% 1.6% Skew 10d 4.4% -4.3% 6.3% 5.5% 6.3% Call IV 25d 42.9% 24.3% 58.0% 52.7% 58.0% Put IV 25d 43.3% 25.4% 59.6% 53.7% 59.6% Bid-Ask Spread % 141.91 134.82 144.51 138.49 140.92 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -645 -2.0K 0 -853 0 Net DEX 7.9K 0 23.8K 10.9K 0 Net VEX -9 -21 0 -21 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.5 0 11 0 0 Total OI 7.5 0 11 11 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 2023-10-02 $22.13 $22.00 39.6% 11.4% 10.1% 19.8% 0.0% 1.1% -10.8% -853 10.9K -21 0.00 138.49 N/A N/A 0 0 0 11 2023-10-03 $21.91 $22.00 32.6% 9.4% 9.9% 12.0% 22.4% -15.4% -13.1% -2.0K 12.1K -21 0.00 140.55 N/A N/A 0 11 0 11 2023-10-04 $21.98 $22.00 30.6% 8.8% 10.2% 9.8% 0.0% -0.7% -9.7% -1.3K 11.5K -20 0.00 136.30 N/A N/A 0 0 0 11 2023-10-05 $22.27 $0.00 42.4% 8.1% 11.8% 23.0% 0.0% 2.0% -5.6% -862 10.4K -19 0.00 142.22 N/A N/A 0 0 0 11 2023-10-06 $22.45 $0.00 47.9% 9.1% 12.4% 29.2% 0.0% 1.2% -7.7% -845 9.9K -19 0.00 144.18 N/A N/A 0 0 0 11 2023-10-09 $22.36 $0.00 43.6% 6.4% 11.4% 24.3% 0.0% 1.1% -6.7% -1.1K 9.9K -17 0.00 138.74 N/A N/A 0 0 0 11 2023-10-10 $22.64 $0.00 52.9% 7.4% 12.6% 34.8% 0.0% 1.7% 2.7% -882 9.2K -16 0.00 143.42 N/A N/A 0 0 0 11 2023-10-11 $22.50 $0.00 32.9% 9.4% 12.7% 12.4% 0.0% 0.5% -8.5% -847 9.8K -15 0.00 144.50 N/A N/A 0 0 0 11 2023-10-12 $22.08 $0.00 30.8% 8.8% 13.9% 9.9% 0.0% 0.8% -5.4% -920 11.2K -14 0.00 142.25 N/A N/A 0 0 0 11 2023-10-13 $22.15 $0.00 31.6% 9.1% 13.9% 10.8% 0.0% 1.4% -7.7% -1.0K 10.9K -13 0.00 143.91 N/A N/A 0 0 0 11 2023-10-16 $22.39 $0.00 35.1% 10.1% 14.7% 14.8% 0.0% 0.8% -13.0% -879 10.2K -10 0.00 143.61 N/A N/A 0 0 0 11 2023-10-17 $22.38 $0.00 36.2% 10.4% 14.6% 16.0% 0.0% 0.8% -12.0% -866 10.2K -9 0.00 144.51 N/A N/A 0 0 0 11 2023-10-18 $22.07 $0.00 35.2% 10.1% 15.2% 14.9% 0.0% 1.4% -11.3% -946 11.3K -7 0.00 142.08 N/A N/A 0 0 0 11 2023-10-19 $21.76 $0.00 34.5% 9.9% 14.8% 14.1% 0.0% 2.0% -7.3% -910 12.4K -5 0.00 143.32 N/A N/A 0 0 0 11 2023-10-20 $21.66 $0.00 34.7% 9.9% 14.8% 14.3% 0.0% 1.8% -5.6% 0 23.8K 0 0.00 143.24 N/A N/A 0 0 0 11 2023-10-23 $21.54 $0.00 38.4% 11.0% 14.8% 18.5% 0.0% 1.9% -8.4% 0 0 0 0.00 143.00 N/A N/A 0 0 0 0 2023-10-24 $21.70 $0.00 38.0% 10.9% 15.2% 18.0% 0.0% 1.1% -8.3% 0 0 0 0.00 143.60 N/A N/A 0 0 0 0 2023-10-25 $21.30 $0.00 44.7% 12.8% 16.3% 25.6% 0.0% 0.8% -14.2% 0 0 0 0.00 143.60 N/A N/A 0 0 0 0 2023-10-26 $21.08 $0.00 40.6% 11.6% 16.2% 21.0% 0.0% 1.5% -10.7% 0 0 0 0.00 143.86 N/A N/A 0 0 0 0 2023-10-27 $20.71 $0.00 28.0% 8.0% 17.0% 6.9% 0.0% -0.5% -9.5% 0 0 0 0.00 134.82 N/A N/A 0 0 0 0 2023-10-30 $20.84 $0.00 43.8% 12.6% 16.9% 24.5% 0.0% 1.4% -12.6% 0 0 0 0.00 140.92 N/A N/A 0 0 0 0 2023-10-31 $20.88 $0.00 45.0% 12.9% 16.8% 25.9% 0.0% 1.6% -13.3% 0 0 0 0.00 140.92 N/A N/A 0 0 0 0
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