BMED Options History — February 2024 In February 2024, BMED traded between $24.99 and $26.45. ATM implied volatility averaged 34.4%, placing in the 13.6% IV rank vs the trailing year. The 30-day expected move averaged 8.9%. IV traded above realized volatility by 21.3% (HV 20d: 13.2%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 0 of 20 days.
Notable Days 2024-02-07 : Largest IV drop — 39.9% change2024-02-06 : Highest IV Rank — 30.4%2024-02-28 : Largest Expected Move — 11.0%Monthly Statistics Metric Avg Min Max Open Close Price $25.64 $24.99 $26.45 $25.20 $25.93 ATM IV 34.4% 28.8% 49.3% 37.5% 37.0% Expected Move 8.9% 6.6% 11.0% 7.3% 10.6% HV 20d 13.2% 11.1% 15.1% 12.4% 15.1% HV 60d 13.8% 12.9% 14.2% 14.1% 14.1% IV Rank 13.6% 7.3% 30.4% 17.0% 16.5% IV Percentile 42.0% 14.7% 86.9% 60.7% 58.7% Term Structure -7.5% -14.2% -3.1% -3.1% -12.4% Skew 25d 1.0% 0.4% 1.9% 1.7% 0.9% Skew 10d 4.0% 3.1% 5.0% 3.3% 4.3% Call IV 25d 38.8% 32.0% 49.5% 32.0% 49.5% Put IV 25d 39.8% 33.7% 50.4% 33.7% 50.4% Bid-Ask Spread % 143.45 141.68 145.39 142.93 142.96 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 2024-02-01 $25.20 $0.00 37.5% 7.3% 12.4% 17.0% 0.0% 1.7% -3.1% 0 0 0 0.00 142.93 N/A N/A 0 0 0 0 2024-02-02 $24.99 $0.00 40.4% 6.6% 12.8% 20.3% 0.0% 1.7% -4.3% 0 0 0 0.00 142.71 N/A N/A 0 0 0 0 2024-02-05 $25.17 $0.00 43.8% 6.8% 12.7% 24.2% 0.0% 1.9% -4.5% 0 0 0 0.00 141.68 N/A N/A 0 0 0 0 2024-02-06 $25.42 $0.00 49.3% 8.1% 11.1% 30.4% 0.0% 1.1% -4.8% 0 0 0 0.00 144.11 N/A N/A 0 0 0 0 2024-02-07 $25.34 $0.00 29.6% 8.5% 11.3% 8.2% 0.0% 0.9% -5.4% 0 0 0 0.00 145.39 N/A N/A 0 0 0 0 2024-02-08 $25.36 $0.00 30.0% 8.6% 11.3% 8.6% 0.0% 1.0% -5.6% 0 0 0 0.00 145.39 N/A N/A 0 0 0 0 2024-02-09 $25.55 $0.00 29.0% 8.3% 11.3% 7.5% 0.0% 0.4% -5.4% 0 0 0 0.00 144.67 N/A N/A 0 0 0 0 2024-02-12 $25.67 $0.00 30.3% 8.7% 11.3% 9.0% 0.0% 0.5% -5.9% 0 0 0 0.00 144.67 N/A N/A 0 0 0 0 2024-02-13 $25.16 $0.00 29.5% 8.5% 13.4% 8.1% 0.0% 1.0% -4.1% 0 0 0 0.00 141.83 N/A N/A 0 0 0 0 2024-02-14 $25.53 $0.00 32.2% 9.2% 13.8% 11.1% 0.0% 0.7% -7.5% 0 0 0 0.00 141.83 N/A N/A 0 0 0 0 2024-02-15 $25.67 $0.00 31.0% 8.9% 13.8% 9.7% 0.0% 1.4% -6.3% 0 0 0 0.00 144.19 N/A N/A 0 0 0 0 2024-02-16 $25.82 $0.00 28.8% 8.3% 13.8% 7.3% 0.0% 1.8% -6.5% 0 0 0 0.00 143.02 N/A N/A 0 0 0 0 2024-02-20 $25.64 $0.00 31.7% 9.1% 14.0% 10.5% 0.0% 0.5% -8.4% 0 0 0 0.00 143.29 N/A N/A 0 0 0 0 2024-02-21 $25.60 $0.00 32.4% 9.3% 14.0% 11.3% 0.0% 0.4% -9.0% 0 0 0 0.00 143.29 N/A N/A 0 0 0 0 2024-02-22 $25.95 $0.00 32.0% 9.2% 14.3% 10.8% 0.0% 1.1% -9.3% 0 0 0 0.00 143.42 N/A N/A 0 0 0 0 2024-02-23 $26.07 $0.00 32.6% 9.4% 14.3% 11.6% 0.0% 0.6% -9.1% 0 0 0 0.00 143.24 N/A N/A 0 0 0 0 2024-02-26 $26.15 $0.00 36.2% 10.4% 14.1% 15.7% 0.0% 0.7% -12.1% 0 0 0 0.00 143.38 N/A N/A 0 0 0 0 2024-02-27 $26.45 $0.00 36.9% 10.6% 14.1% 16.4% 0.0% 0.5% -12.4% 0 0 0 0.00 142.78 N/A N/A 0 0 0 0 2024-02-28 $26.20 $0.00 38.4% 11.0% 14.4% 18.1% 0.0% 0.9% -14.2% 0 0 0 0.00 144.26 N/A N/A 0 0 0 0 2024-02-29 $25.93 $0.00 37.0% 10.6% 15.1% 16.5% 0.0% 0.9% -12.4% 0 0 0 0.00 142.96 N/A N/A 0 0 0 0
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