BMED Options History — March 2024 In March 2024, BMED traded between $25.78 and $26.36. ATM implied volatility averaged 39.1%, placing in the 18.9% IV rank vs the trailing year. The 30-day expected move averaged 8.3%. IV traded above realized volatility by 25.3% (HV 20d: 13.8%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 0 of 20 days.
Notable Days 2024-03-13 : Largest IV drop — 63.7% change2024-03-12 : Highest IV Rank — 61.4%2024-03-01 : Largest Expected Move — 10.8%Monthly Statistics Metric Avg Min Max Open Close Price $26.07 $25.78 $26.36 $26.29 $26.33 ATM IV 39.1% 26.2% 76.8% 37.8% 34.5% Expected Move 8.3% 7.3% 10.8% 10.8% 9.9% HV 20d 13.8% 11.7% 15.6% 14.9% 11.7% HV 60d 13.8% 12.8% 14.7% 14.3% 13.0% IV Rank 18.9% 4.3% 61.4% 17.5% 13.7% IV Percentile 47.5% 4.8% 98.0% 62.3% 49.2% Term Structure -6.1% -11.9% -3.0% -11.9% -9.5% Skew 25d 1.0% 0.7% 1.8% 1.8% 0.7% Skew 10d 3.9% 3.1% 4.7% 4.7% 4.4% Call IV 25d 35.8% 31.1% 48.8% 48.8% 41.0% Put IV 25d 36.8% 31.9% 50.7% 50.7% 41.7% Bid-Ask Spread % 143.68 141.35 144.55 141.35 143.26 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 2024-03-01 $26.29 $0.00 37.8% 10.8% 14.9% 17.5% 0.0% 1.8% -11.9% 0 0 0 0.00 141.35 N/A N/A 0 0 0 0 2024-03-04 $26.23 $0.00 46.3% 7.7% 14.5% 27.0% 0.0% 0.8% -6.0% 0 0 0 0.00 144.36 N/A N/A 0 0 0 0 2024-03-05 $25.95 $0.00 48.9% 7.9% 15.1% 30.0% 0.0% 0.8% -7.1% 0 0 0 0.00 144.36 N/A N/A 0 0 0 0 2024-03-06 $26.08 $0.00 46.8% 7.3% 14.9% 27.6% 0.0% 1.2% -4.1% 0 0 0 0.00 144.30 N/A N/A 0 0 0 0 2024-03-07 $26.36 $0.00 49.2% 7.4% 15.1% 30.2% 0.0% 1.5% -3.5% 0 0 0 0.00 144.30 N/A N/A 0 0 0 0 2024-03-08 $26.24 $0.00 54.6% 7.9% 15.3% 36.3% 0.0% 1.0% -7.1% 0 0 0 0.00 144.07 N/A N/A 0 0 0 0 2024-03-11 $25.99 $0.00 66.8% 7.6% 15.6% 50.0% 0.0% 0.8% -5.3% 0 0 0 0.00 143.82 N/A N/A 0 0 0 0 2024-03-12 $26.09 $0.00 76.8% 7.7% 15.6% 61.4% 0.0% 0.8% -6.1% 0 0 0 0.00 143.39 N/A N/A 0 0 0 0 2024-03-13 $26.13 $0.00 27.9% 8.0% 13.5% 6.3% 0.0% 0.9% -8.1% 0 0 0 0.00 143.81 N/A N/A 0 0 0 0 2024-03-14 $25.78 $0.00 26.2% 7.5% 13.7% 4.3% 0.0% 0.8% -3.0% 0 0 0 0.00 143.22 N/A N/A 0 0 0 0 2024-03-15 $25.84 $0.00 27.3% 7.8% 13.6% 5.6% 0.0% 0.9% -4.1% 0 0 0 0.00 143.79 N/A N/A 0 0 0 0 2024-03-18 $25.87 $0.00 28.1% 8.1% 13.4% 6.5% 0.0% 0.9% -4.7% 0 0 0 0.00 143.77 N/A N/A 0 0 0 0 2024-03-19 $25.95 $0.00 29.0% 8.3% 13.2% 7.5% 0.0% 1.0% -4.8% 0 0 0 0.00 143.56 N/A N/A 0 0 0 0 2024-03-20 $25.99 $0.00 29.4% 8.4% 13.2% 8.0% 0.0% 1.0% -5.0% 0 0 0 0.00 143.56 N/A N/A 0 0 0 0 2024-03-21 $26.17 $0.00 31.1% 8.9% 12.5% 9.8% 0.0% 1.0% -6.3% 0 0 0 0.00 144.55 N/A N/A 0 0 0 0 2024-03-22 $26.02 $0.00 28.7% 8.2% 12.6% 7.2% 0.0% 1.0% -4.7% 0 0 0 0.00 143.67 N/A N/A 0 0 0 0 2024-03-25 $25.89 $0.00 31.4% 9.0% 12.7% 10.2% 0.0% 0.9% -7.3% 0 0 0 0.00 143.69 N/A N/A 0 0 0 0 2024-03-26 $26.00 $0.00 30.6% 8.8% 12.0% 9.3% 0.0% 1.2% -6.5% 0 0 0 0.00 143.35 N/A N/A 0 0 0 0 2024-03-27 $26.30 $0.00 30.9% 8.9% 12.3% 9.6% 0.0% 1.3% -5.9% 0 0 0 0.00 143.35 N/A N/A 0 0 0 0 2024-03-28 $26.33 $0.00 34.5% 9.9% 11.7% 13.7% 0.0% 0.7% -9.5% 0 0 0 0.00 143.26 N/A N/A 0 0 0 0
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