BMED Options History — January 2024 In January 2024, BMED traded between $24.17 and $24.97. ATM implied volatility averaged 35.3%, placing in the 14.8% IV rank vs the trailing year. The 30-day expected move averaged 9.2%. IV traded above realized volatility by 20.7% (HV 20d: 14.6%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 1 of 21 days.
Notable Days 2024-01-08 : Largest IV spike — 58.6% change2024-01-09 : Highest IV Rank — 30.8%2024-01-02 : Largest Expected Move — 11.7%Monthly Statistics Metric Avg Min Max Open Close Price $24.57 $24.17 $24.97 $24.52 $24.82 ATM IV 35.3% 22.4% 49.4% 40.9% 36.6% Expected Move 9.2% 5.8% 11.7% 11.7% 10.5% HV 20d 14.6% 11.5% 17.3% 14.7% 12.7% HV 60d 15.5% 14.2% 16.7% 16.1% 14.3% IV Rank 14.8% 0.5% 30.8% 21.3% 16.1% IV Percentile 46.4% 0.4% 86.9% 70.6% 56.3% Term Structure -8.4% -14.1% 2.4% -11.5% -11.7% Skew 25d 1.8% 0.4% 12.8% 1.0% 0.9% Skew 10d 5.0% 2.4% 13.9% 6.3% 4.9% Call IV 25d 38.9% 23.0% 50.5% 49.7% 49.7% Put IV 25d 40.8% 25.3% 51.9% 50.6% 50.6% Bid-Ask Spread % 142.63 139.55 144.76 142.46 140.32 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 2024-01-02 $24.52 $0.00 40.9% 11.7% 14.7% 21.3% 0.0% 1.0% -11.5% 0 0 0 0.00 142.46 N/A N/A 0 0 0 0 2024-01-03 $24.17 $0.00 39.1% 11.2% 16.1% 19.2% 0.0% 1.4% -14.1% 0 0 0 0.00 141.02 N/A N/A 0 0 0 0 2024-01-04 $24.34 $0.00 40.1% 6.6% 15.9% 20.4% 0.0% 2.5% -1.0% 0 0 0 0.00 144.62 N/A N/A 0 0 0 0 2024-01-05 $24.23 $0.00 29.7% 5.8% 16.2% 8.7% 0.0% 2.7% -5.7% 0 0 0 0.00 140.89 N/A N/A 0 0 0 0 2024-01-08 $24.73 $0.00 47.1% 7.5% 17.3% 28.2% 0.0% 1.6% -5.7% 0 0 0 0.00 140.88 N/A N/A 0 0 0 0 2024-01-09 $24.77 $0.00 49.4% 7.6% 17.2% 30.8% 0.0% 1.7% -5.8% 0 0 0 0.00 140.41 N/A N/A 0 0 0 0 2024-01-10 $24.82 $0.00 28.1% 8.0% 17.2% 6.9% 0.0% 0.8% -6.3% 0 0 0 0.00 144.76 N/A N/A 0 0 0 0 2024-01-11 $24.73 $0.00 27.7% 7.9% 17.1% 6.4% 0.0% 0.7% -6.9% 0 0 0 0.00 144.05 N/A N/A 0 0 0 0 2024-01-12 $24.67 $0.00 22.4% 6.4% 15.2% 0.5% 0.0% 2.3% 2.4% 0 0 0 0.00 139.55 N/A N/A 0 0 0 0 2024-01-16 $24.50 $0.00 33.9% 9.7% 15.2% 13.5% 0.0% 0.8% -10.4% 0 0 0 0.00 144.56 N/A N/A 0 0 0 0 2024-01-17 $24.32 $0.00 33.8% 9.7% 15.4% 13.3% 0.0% 1.5% -10.4% 0 0 0 0.00 143.68 N/A N/A 0 0 0 0 2024-01-18 $24.36 $0.00 34.4% 9.8% 15.4% 13.5% 0.0% 1.5% -10.8% 0 0 0 0.00 143.68 N/A N/A 0 0 0 0 2024-01-19 $24.36 $0.00 33.5% 9.6% 15.0% 12.6% 0.0% 1.3% -7.5% 0 0 0 0.00 143.71 N/A N/A 0 0 0 0 2024-01-22 $24.61 $0.00 35.7% 10.2% 13.4% 15.0% 0.0% 1.6% -7.9% 0 0 0 0.00 143.71 N/A N/A 0 0 0 0 2024-01-23 $24.61 $0.00 28.0% 8.0% 12.9% 6.3% 0.0% 12.8% -14.1% 0 0 0 0.00 142.11 N/A N/A 0 0 0 0 2024-01-24 $24.47 $0.00 36.9% 10.6% 12.0% 16.3% 0.0% 0.4% -8.7% 0 0 0 0.00 143.51 N/A N/A 0 0 0 0 2024-01-25 $24.48 $0.00 37.7% 10.8% 11.5% 17.3% 0.0% 0.4% -10.4% 0 0 0 0.00 142.39 N/A N/A 0 0 0 0 2024-01-26 $24.68 $0.00 34.1% 9.8% 11.8% 13.3% 0.0% 0.8% -10.3% 0 0 0 0.00 143.58 N/A N/A 0 0 0 0 2024-01-29 $24.97 $0.00 35.0% 10.0% 12.5% 14.3% 0.0% 1.3% -9.7% 0 0 0 0.00 141.38 N/A N/A 0 0 0 0 2024-01-30 $24.79 $0.00 37.3% 10.7% 12.7% 16.8% 0.0% 0.5% -10.5% 0 0 0 0.00 143.92 N/A N/A 0 0 0 0 2024-01-31 $24.82 $0.00 36.6% 10.5% 12.7% 16.1% 0.0% 0.9% -11.7% 0 0 0 0.00 140.32 N/A N/A 0 0 0 0
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