BMED Options History — May 2024 In May 2024, BMED traded between $24.52 and $25.53. ATM implied volatility averaged 40.4%, placing in the 20.3% IV rank vs the trailing year. The 30-day expected move averaged 9.0%. IV traded above realized volatility by 26.1% (HV 20d: 14.3%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 0 of 22 days.
Notable Days 2024-05-15 : Largest IV drop — 64.6% change2024-05-14 : Highest IV Rank — 64.6%2024-05-01 : Largest Expected Move — 11.5%Monthly Statistics Metric Avg Min Max Open Close Price $25.01 $24.52 $25.53 $24.75 $24.68 ATM IV 40.4% 28.2% 79.7% 40.3% 37.8% Expected Move 9.0% 7.4% 11.5% 11.5% 10.8% HV 20d 14.3% 12.5% 16.7% 16.3% 12.9% HV 60d 14.3% 13.8% 14.9% 14.7% 13.8% IV Rank 20.3% 6.6% 64.6% 20.2% 17.4% IV Percentile 56.7% 12.3% 98.8% 71.8% 62.3% Term Structure -6.6% -12.9% -1.6% -12.9% -9.3% Skew 25d 0.9% 0.4% 1.6% 0.9% 1.0% Skew 10d 4.9% 3.6% 5.9% 5.1% 5.7% Call IV 25d 38.5% 32.0% 52.6% 50.9% 44.9% Put IV 25d 39.5% 32.9% 53.6% 51.8% 45.9% Bid-Ask Spread % 164.15 161.05 165.85 164.26 165.27 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 2024-05-01 $24.75 $0.00 40.3% 11.5% 16.3% 20.2% 0.0% 0.9% -12.9% 0 0 0 0.00 164.26 N/A N/A 0 0 0 0 2024-05-02 $24.83 $0.00 38.4% 11.0% 15.9% 18.1% 0.0% 0.8% -12.9% 0 0 0 0.00 161.05 N/A N/A 0 0 0 0 2024-05-03 $25.11 $0.00 39.6% 11.3% 16.1% 19.4% 0.0% 1.0% -12.3% 0 0 0 0.00 161.05 N/A N/A 0 0 0 0 2024-05-06 $25.11 $0.00 43.9% 7.8% 16.1% 24.3% 0.0% 0.7% -3.8% 0 0 0 0.00 165.71 N/A N/A 0 0 0 0 2024-05-07 $25.26 $0.00 45.8% 7.8% 16.1% 26.4% 0.0% 0.9% -3.7% 0 0 0 0.00 165.71 N/A N/A 0 0 0 0 2024-05-08 $24.91 $0.00 47.1% 7.5% 16.4% 27.9% 0.0% 1.5% -3.5% 0 0 0 0.00 164.12 N/A N/A 0 0 0 0 2024-05-09 $25.13 $0.00 49.7% 7.5% 16.7% 30.9% 0.0% 1.6% -3.2% 0 0 0 0.00 164.12 N/A N/A 0 0 0 0 2024-05-10 $25.03 $0.00 52.4% 7.4% 14.1% 33.9% 0.0% 1.3% -3.6% 0 0 0 0.00 164.70 N/A N/A 0 0 0 0 2024-05-13 $24.93 $0.00 67.0% 7.7% 13.4% 50.4% 0.0% 0.8% -3.5% 0 0 0 0.00 164.27 N/A N/A 0 0 0 0 2024-05-14 $25.16 $0.00 79.7% 7.8% 13.7% 64.6% 0.0% 1.0% -1.6% 0 0 0 0.00 164.55 N/A N/A 0 0 0 0 2024-05-15 $25.53 $0.00 28.2% 8.1% 14.2% 6.6% 0.0% 0.4% -4.9% 0 0 0 0.00 164.71 N/A N/A 0 0 0 0 2024-05-16 $25.46 $0.00 30.3% 8.7% 13.7% 8.9% 0.0% 0.4% -5.7% 0 0 0 0.00 165.19 N/A N/A 0 0 0 0 2024-05-17 $25.32 $0.00 30.1% 8.6% 13.6% 8.7% 0.0% 0.5% -5.7% 0 0 0 0.00 165.71 N/A N/A 0 0 0 0 2024-05-20 $25.35 $0.00 31.8% 9.1% 13.3% 10.7% 0.0% 0.6% -6.7% 0 0 0 0.00 165.85 N/A N/A 0 0 0 0 2024-05-21 $25.18 $0.00 30.4% 8.7% 12.5% 9.0% 0.0% 0.7% -6.3% 0 0 0 0.00 164.26 N/A N/A 0 0 0 0 2024-05-22 $25.13 $0.00 30.9% 8.9% 12.5% 9.7% 0.0% 1.4% -6.7% 0 0 0 0.00 163.21 N/A N/A 0 0 0 0 2024-05-23 $24.76 $0.00 30.8% 8.8% 13.2% 9.5% 0.0% 1.0% -6.2% 0 0 0 0.00 162.31 N/A N/A 0 0 0 0 2024-05-24 $24.90 $0.00 29.9% 8.6% 13.3% 8.5% 0.0% 1.2% -6.8% 0 0 0 0.00 163.54 N/A N/A 0 0 0 0 2024-05-28 $24.70 $0.00 30.9% 8.9% 13.5% 9.7% 0.0% 0.9% -7.4% 0 0 0 0.00 161.18 N/A N/A 0 0 0 0 2024-05-29 $24.52 $0.00 36.2% 10.4% 13.6% 15.6% 0.0% 1.1% -8.8% 0 0 0 0.00 165.27 N/A N/A 0 0 0 0 2024-05-30 $24.52 $0.00 37.0% 10.6% 12.8% 16.5% 0.0% 1.1% -9.3% 0 0 0 0.00 165.27 N/A N/A 0 0 0 0 2024-05-31 $24.68 $0.00 37.8% 10.8% 12.9% 17.4% 0.0% 1.0% -9.3% 0 0 0 0.00 165.27 N/A N/A 0 0 0 0
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