BMED Options History — December 2023 In December 2023, BMED traded between $22.59 and $24.65. ATM implied volatility averaged 41.1%, placing in the 21.5% IV rank vs the trailing year. The 30-day expected move averaged 8.8%. IV traded above realized volatility by 27.6% (HV 20d: 13.5%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 0 of 20 days.
Notable Days 2023-12-13 : Largest IV drop — 48.0% change2023-12-11 : Highest IV Rank — 48.4%2023-12-01 : Largest Expected Move — 11.6%Monthly Statistics Metric Avg Min Max Open Close Price $23.61 $22.59 $24.65 $22.59 $24.54 ATM IV 41.1% 29.3% 65.1% 40.5% 36.3% Expected Move 8.8% 5.8% 11.6% 11.6% 10.4% HV 20d 13.5% 10.3% 15.6% 15.6% 14.8% HV 60d 15.8% 15.1% 16.7% 15.3% 16.3% IV Rank 21.5% 8.3% 48.4% 20.8% 16.1% IV Percentile 57.1% 15.9% 96.8% 66.3% 53.6% Term Structure -7.6% -17.0% -3.7% -4.2% -10.5% Skew 25d 3.4% -6.9% 13.1% 2.1% 0.7% Skew 10d 3.9% -5.9% 20.2% 20.2% 5.3% Call IV 25d 34.4% 23.3% 51.2% 51.2% 45.0% Put IV 25d 37.8% 23.4% 53.3% 53.3% 45.7% Bid-Ask Spread % 141.74 138.09 144.49 139.68 141.43 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 2023-12-01 $22.59 $0.00 40.5% 11.6% 15.6% 20.8% 0.0% 2.1% -4.2% 0 0 0 0.00 139.68 N/A N/A 0 0 0 0 2023-12-04 $22.70 $0.00 51.2% 8.2% 14.4% 32.9% 0.0% 0.5% -5.7% 0 0 0 0.00 144.42 N/A N/A 0 0 0 0 2023-12-05 $22.61 $0.00 54.6% 8.3% 14.3% 36.7% 0.0% 1.3% -5.9% 0 0 0 0.00 142.56 N/A N/A 0 0 0 0 2023-12-06 $22.71 $0.00 43.5% 8.0% 14.2% 24.2% 0.0% 10.4% -6.4% 0 0 0 0.00 144.49 N/A N/A 0 0 0 0 2023-12-07 $22.86 $0.00 52.6% 8.1% 14.0% 34.4% 0.0% 11.7% -6.2% 0 0 0 0.00 144.49 N/A N/A 0 0 0 0 2023-12-08 $22.85 $0.00 52.2% 5.8% 10.4% 34.0% 0.0% -4.4% -6.2% 0 0 0 0.00 138.87 N/A N/A 0 0 0 0 2023-12-11 $22.89 $0.00 65.1% 6.0% 10.3% 48.4% 0.0% 0.7% -6.7% 0 0 0 0.00 138.09 N/A N/A 0 0 0 0 2023-12-12 $23.16 $0.00 62.6% 6.1% 10.7% 45.6% 0.0% -1.1% -7.0% 0 0 0 0.00 139.45 N/A N/A 0 0 0 0 2023-12-13 $23.74 $0.00 32.6% 9.3% 12.0% 12.0% 0.0% 12.2% -7.1% 0 0 0 0.00 140.98 N/A N/A 0 0 0 0 2023-12-14 $23.98 $0.00 32.9% 9.4% 12.1% 12.3% 0.0% 10.8% -6.4% 0 0 0 0.00 140.98 N/A N/A 0 0 0 0 2023-12-15 $23.89 $0.00 33.4% 9.6% 11.9% 12.9% 0.0% 12.3% -7.0% 0 0 0 0.00 140.98 N/A N/A 0 0 0 0 2023-12-18 $23.88 $0.00 35.0% 10.0% 12.0% 14.6% 0.0% 13.1% -8.0% 0 0 0 0.00 140.98 N/A N/A 0 0 0 0 2023-12-19 $24.13 $0.00 30.3% 8.7% 12.2% 9.4% 0.0% 0.5% -3.7% 0 0 0 0.00 144.01 N/A N/A 0 0 0 0 2023-12-20 $23.66 $0.00 29.3% 8.4% 14.8% 8.3% 0.0% 0.5% -5.5% 0 0 0 0.00 141.80 N/A N/A 0 0 0 0 2023-12-21 $23.94 $0.00 29.7% 8.5% 15.1% 8.7% 0.0% 1.2% -6.4% 0 0 0 0.00 141.67 N/A N/A 0 0 0 0 2023-12-22 $24.30 $0.00 34.1% 9.8% 15.6% 13.7% 0.0% -6.9% -14.8% 0 0 0 0.00 143.91 N/A N/A 0 0 0 0 2023-12-26 $24.55 $0.00 34.9% 10.0% 15.5% 14.6% 0.0% 0.6% -17.0% 0 0 0 0.00 141.09 N/A N/A 0 0 0 0 2023-12-27 $24.58 $0.00 35.2% 10.1% 14.6% 14.9% 0.0% 0.6% -7.2% 0 0 0 0.00 143.56 N/A N/A 0 0 0 0 2023-12-28 $24.65 $0.00 35.4% 10.2% 14.6% 15.1% 0.0% 0.7% -9.5% 0 0 0 0.00 141.43 N/A N/A 0 0 0 0 2023-12-29 $24.54 $0.00 36.3% 10.4% 14.8% 16.1% 0.0% 0.7% -10.5% 0 0 0 0.00 141.43 N/A N/A 0 0 0 0
« Nov 2023 | All History | Jan 2024 » Home BMED History December 2023