BMED Options History — April 2024 In April 2024, BMED traded between $24.00 and $26.08. ATM implied volatility averaged 36.5%, placing in the 16.0% IV rank vs the trailing year. The 30-day expected move averaged 9.6%. IV traded above realized volatility by 22.0% (HV 20d: 14.5%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 1 of 22 days.
Notable Days 2024-04-10 : Largest IV drop — 38.1% change2024-04-09 : Highest IV Rank — 30.0%2024-04-30 : Largest Expected Move — 12.1%Monthly Statistics Metric Avg Min Max Open Close Price $24.93 $24.00 $26.08 $26.08 $24.43 ATM IV 36.5% 28.0% 48.9% 33.6% 42.4% Expected Move 9.6% 7.7% 12.1% 9.6% 12.1% HV 20d 14.5% 11.1% 17.2% 11.1% 15.5% HV 60d 14.0% 12.8% 14.9% 12.8% 14.5% IV Rank 16.0% 6.4% 30.0% 12.6% 22.5% IV Percentile 53.7% 11.1% 87.7% 45.2% 78.2% Term Structure -7.6% -14.9% 25.2% -8.3% -14.9% Skew 25d 1.0% 0.6% 1.6% 1.1% 0.7% Skew 10d 4.5% 3.5% 5.7% 4.6% 5.4% Call IV 25d 40.2% 32.1% 50.1% 45.0% 50.1% Put IV 25d 41.2% 33.1% 50.8% 46.1% 50.8% Bid-Ask Spread % 160.80 142.89 166.03 142.89 163.85 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 (22 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 2024-04-01 $26.08 $0.00 33.6% 9.6% 11.1% 12.6% 0.0% 1.1% -8.3% 0 0 0 0.00 142.89 N/A N/A 0 0 0 0 2024-04-02 $25.59 $0.00 38.2% 10.9% 12.9% 17.8% 0.0% 0.8% -11.2% 0 0 0 0.00 144.69 N/A N/A 0 0 0 0 2024-04-03 $25.68 $0.00 39.3% 11.3% 12.5% 19.1% 0.0% 0.9% -11.4% 0 0 0 0.00 143.47 N/A N/A 0 0 0 0 2024-04-04 $25.36 $0.00 42.2% 8.1% 13.0% 22.3% 0.0% 0.7% -6.8% 0 0 0 0.00 162.44 N/A N/A 0 0 0 0 2024-04-05 $25.59 $0.00 42.0% 7.7% 12.8% 22.2% 0.0% 1.3% -5.0% 0 0 0 0.00 164.65 N/A N/A 0 0 0 0 2024-04-08 $25.63 $0.00 46.7% 8.1% 12.8% 27.4% 0.0% 1.4% -6.1% 0 0 0 0.00 166.03 N/A N/A 0 0 0 0 2024-04-09 $25.74 $0.00 48.9% 8.2% 12.6% 30.0% 0.0% 1.6% -6.1% 0 0 0 0.00 166.03 N/A N/A 0 0 0 0 2024-04-10 $25.44 $0.00 30.3% 8.7% 13.1% 8.9% 0.0% 1.4% -8.3% 0 0 0 0.00 165.57 N/A N/A 0 0 0 0 2024-04-11 $25.49 $0.00 30.6% 8.8% 13.1% 9.3% 0.0% 0.7% -8.2% 0 0 0 0.00 164.87 N/A N/A 0 0 0 0 2024-04-12 $24.86 $0.00 28.0% 8.0% 15.0% 6.4% 0.0% 1.1% -7.9% 0 0 0 0.00 160.69 N/A N/A 0 0 0 0 2024-04-15 $24.56 $0.00 28.5% 8.2% 15.4% 7.0% 0.0% 0.8% -8.1% 0 0 0 0.00 160.84 N/A N/A 0 0 0 0 2024-04-16 $24.52 $0.00 32.1% 9.2% 15.3% 10.9% 0.0% 0.7% -9.1% 0 0 0 0.00 163.54 N/A N/A 0 0 0 0 2024-04-17 $24.38 $0.00 33.7% 9.7% 15.2% 12.8% 0.0% 1.0% -9.6% 0 0 0 0.00 164.02 N/A N/A 0 0 0 0 2024-04-18 $24.16 $0.00 33.2% 9.5% 15.2% 12.2% 0.0% 1.2% 25.2% 0 0 0 0.00 162.73 N/A N/A 0 0 0 0 2024-04-19 $24.00 $0.00 31.6% 9.1% 14.7% 10.4% 0.0% 1.2% -7.6% 0 0 0 0.00 160.53 N/A N/A 0 0 0 0 2024-04-22 $24.27 $0.00 32.6% 9.4% 15.7% 11.6% 0.0% 1.3% -5.6% 0 0 0 0.00 161.81 N/A N/A 0 0 0 0 2024-04-23 $24.67 $0.00 34.4% 9.9% 17.2% 13.6% 0.0% 0.6% -8.8% 0 0 0 0.00 163.97 N/A N/A 0 0 0 0 2024-04-24 $24.64 $0.00 35.1% 10.1% 17.0% 14.4% 0.0% 0.6% -9.4% 0 0 0 0.00 163.97 N/A N/A 0 0 0 0 2024-04-25 $24.39 $0.00 40.5% 11.6% 16.3% 20.4% 0.0% 0.6% -14.1% 0 0 0 0.00 163.97 N/A N/A 0 0 0 0 2024-04-26 $24.47 $0.00 41.3% 11.8% 16.4% 21.4% 0.0% 0.6% -14.5% 0 0 0 0.00 163.97 N/A N/A 0 0 0 0 2024-04-29 $24.58 $0.00 38.6% 11.1% 16.5% 18.3% 0.0% 0.6% -12.1% 0 0 0 0.00 163.06 N/A N/A 0 0 0 0 2024-04-30 $24.43 $0.00 42.4% 12.1% 15.5% 22.5% 0.0% 0.7% -14.9% 0 0 0 0.00 163.85 N/A N/A 0 0 0 0
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