BMED Options History — November 2023 In November 2023, BMED traded between $21.10 and $22.32. ATM implied volatility averaged 37.0%, placing in the 16.9% IV rank vs the trailing year. The 30-day expected move averaged 9.7%. IV traded above realized volatility by 19.3% (HV 20d: 17.6%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 0 of 21 days.
Notable Days 2023-11-16 : Largest IV spike — 65.9% change2023-11-17 : Highest IV Rank — 37.6%2023-11-17 : Largest Expected Move — 15.9%Monthly Statistics Metric Avg Min Max Open Close Price $21.77 $21.10 $22.32 $21.10 $22.32 ATM IV 37.0% 22.9% 55.4% 31.9% 45.9% Expected Move 9.7% 6.3% 15.9% 9.1% 13.2% HV 20d 17.6% 14.7% 19.6% 17.3% 15.5% HV 60d 14.7% 13.2% 15.2% 13.2% 15.1% IV Rank 16.9% 1.1% 37.6% 11.2% 26.9% IV Percentile 45.4% 0.8% 92.9% 28.2% 81.0% Term Structure -8.8% -17.0% -3.8% -8.6% -16.4% Skew 25d 1.0% -0.5% 2.6% 2.6% 1.0% Skew 10d 3.9% 1.6% 6.8% 2.8% 6.8% Call IV 25d 39.3% 24.2% 58.2% 36.4% 58.2% Put IV 25d 40.3% 24.8% 59.2% 39.1% 59.2% Bid-Ask Spread % 143.85 134.50 176.00 134.50 142.07 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 2023-11-01 $21.10 $0.00 31.9% 9.1% 17.3% 11.2% 0.0% 2.6% -8.6% 0 0 0 0.00 134.50 N/A N/A 0 0 0 0 2023-11-02 $21.33 $0.00 49.4% 9.4% 17.1% 30.9% 0.0% 1.5% -5.5% 0 0 0 0.00 145.50 N/A N/A 0 0 0 0 2023-11-03 $21.74 $0.00 46.0% 8.1% 18.4% 26.9% 0.0% 1.8% -4.2% 0 0 0 0.00 144.71 N/A N/A 0 0 0 0 2023-11-06 $21.61 $0.00 36.1% 6.3% 18.4% 15.9% 0.0% 0.6% -4.9% 0 0 0 0.00 138.91 N/A N/A 0 0 0 0 2023-11-07 $21.77 $0.00 37.9% 6.3% 18.0% 18.0% 0.0% 1.0% -4.7% 0 0 0 0.00 138.91 N/A N/A 0 0 0 0 2023-11-08 $21.66 $0.00 22.9% 6.6% 17.9% 1.1% 0.0% -0.1% -5.7% 0 0 0 0.00 140.07 N/A N/A 0 0 0 0 2023-11-09 $21.17 $0.00 34.0% 9.8% 18.5% 13.6% 0.0% 0.7% -6.4% 0 0 0 0.00 144.42 N/A N/A 0 0 0 0 2023-11-10 $21.30 $0.00 32.9% 9.4% 18.6% 12.3% 0.0% 1.3% -3.8% 0 0 0 0.00 142.63 N/A N/A 0 0 0 0 2023-11-13 $21.40 $0.00 35.3% 10.1% 18.2% 15.0% 0.0% 0.5% -7.3% 0 0 0 0.00 143.57 N/A N/A 0 0 0 0 2023-11-14 $21.80 $0.00 27.0% 7.7% 19.6% 5.7% 0.0% 1.5% -6.4% 0 0 0 0.00 141.10 N/A N/A 0 0 0 0 2023-11-15 $21.84 $0.00 32.9% 9.4% 19.1% 12.3% 0.0% 0.8% -7.4% 0 0 0 0.00 143.59 N/A N/A 0 0 0 0 2023-11-16 $21.71 $0.00 54.6% 15.7% 18.5% 36.6% 0.0% -0.5% -15.6% 0 0 0 0.00 176.00 N/A N/A 0 0 0 0 2023-11-17 $21.84 $0.00 55.4% 15.9% 18.6% 37.6% 0.0% -0.5% -15.8% 0 0 0 0.00 176.00 N/A N/A 0 0 0 0 2023-11-20 $22.00 $0.00 25.0% 7.2% 18.6% 3.5% 0.0% 0.5% -6.2% 0 0 0 0.00 135.68 N/A N/A 0 0 0 0 2023-11-21 $21.98 $0.00 25.6% 7.3% 18.4% 4.1% 0.0% 0.5% -6.6% 0 0 0 0.00 135.68 N/A N/A 0 0 0 0 2023-11-22 $22.11 $0.00 25.9% 7.4% 17.0% 4.5% 0.0% 1.3% -6.4% 0 0 0 0.00 135.68 N/A N/A 0 0 0 0 2023-11-24 $22.25 $0.00 26.9% 7.7% 16.5% 5.6% 0.0% 2.6% -6.5% 0 0 0 0.00 135.68 N/A N/A 0 0 0 0 2023-11-27 $22.21 $0.00 42.0% 12.1% 14.7% 22.6% 0.0% 0.8% -13.8% 0 0 0 0.00 142.07 N/A N/A 0 0 0 0 2023-11-28 $22.00 $0.00 43.6% 12.5% 15.4% 24.3% 0.0% 1.1% -16.1% 0 0 0 0.00 142.07 N/A N/A 0 0 0 0 2023-11-29 $22.05 $0.00 44.9% 12.9% 15.4% 25.7% 0.0% 1.1% -17.0% 0 0 0 0.00 142.07 N/A N/A 0 0 0 0 2023-11-30 $22.32 $0.00 45.9% 13.2% 15.5% 26.9% 0.0% 1.0% -16.4% 0 0 0 0.00 142.07 N/A N/A 0 0 0 0
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