BMED Options History — June 2024 In June 2024, BMED traded between $24.78 and $25.36. ATM implied volatility averaged 34.6%, placing in the 15.6% IV rank vs the trailing year. The 30-day expected move averaged 8.9%. IV traded above realized volatility by 22.9% (HV 20d: 11.7%). Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 0 of 19 days.
Notable Days 2024-06-12 : Largest IV drop — 40.2% change2024-06-11 : Highest IV Rank — 28.3%2024-06-04 : Largest Expected Move — 10.5%Monthly Statistics Metric Avg Min Max Open Close Price $25.10 $24.78 $25.36 $24.90 $24.94 ATM IV 34.6% 28.4% 47.4% 35.1% 33.0% Expected Move 8.9% 7.8% 10.5% 10.1% 9.4% HV 20d 11.7% 10.4% 13.5% 12.7% 10.7% HV 60d 13.8% 13.3% 13.9% 13.7% 13.3% IV Rank 15.6% 6.8% 28.3% 14.3% 15.8% IV Percentile 44.6% 12.7% 87.7% 51.2% 40.9% Term Structure -8.2% -11.7% -5.6% -10.4% -8.1% Skew 25d 1.0% 0.5% 1.4% 1.2% 1.0% Skew 10d 4.1% 3.2% 5.4% 5.1% 4.4% Call IV 25d 39.0% 32.4% 48.5% 46.7% 43.4% Put IV 25d 40.0% 33.2% 49.6% 47.8% 44.4% Bid-Ask Spread % 145.43 141.05 162.64 161.30 141.87 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 (19 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 2024-06-03 $24.90 $0.00 35.1% 10.1% 12.7% 14.3% 0.0% 1.2% -10.4% 0 0 0 0.00 161.30 N/A N/A 0 0 0 0 2024-06-04 $24.92 $0.00 36.6% 10.5% 12.7% 16.1% 0.0% 1.2% -11.6% 0 0 0 0.00 162.64 N/A N/A 0 0 0 0 2024-06-05 $25.26 $0.00 35.6% 10.2% 13.5% 14.9% 0.0% 1.1% -9.6% 0 0 0 0.00 160.03 N/A N/A 0 0 0 0 2024-06-06 $25.32 $0.00 41.0% 7.9% 12.4% 21.0% 0.0% 0.7% -7.0% 0 0 0 0.00 143.57 N/A N/A 0 0 0 0 2024-06-07 $25.15 $0.00 41.4% 7.8% 12.3% 21.5% 0.0% 0.5% -6.5% 0 0 0 0.00 143.27 N/A N/A 0 0 0 0 2024-06-10 $25.22 $0.00 45.2% 8.0% 12.3% 25.7% 0.0% 1.0% -6.7% 0 0 0 0.00 142.87 N/A N/A 0 0 0 0 2024-06-11 $25.18 $0.00 47.4% 8.1% 12.2% 28.3% 0.0% 0.9% -7.5% 0 0 0 0.00 142.92 N/A N/A 0 0 0 0 2024-06-12 $25.36 $0.00 28.4% 8.1% 12.0% 6.8% 0.0% 1.0% -7.1% 0 0 0 0.00 142.92 N/A N/A 0 0 0 0 2024-06-13 $25.34 $0.00 28.8% 8.3% 10.8% 7.3% 0.0% 1.0% -7.5% 0 0 0 0.00 142.92 N/A N/A 0 0 0 0 2024-06-14 $25.07 $0.00 29.5% 8.5% 11.4% 10.6% 0.0% 0.9% -8.9% 0 0 0 0.00 142.92 N/A N/A 0 0 0 0 2024-06-17 $24.91 $0.00 31.0% 8.9% 11.4% 12.8% 0.0% 0.8% -10.8% 0 0 0 0.00 142.92 N/A N/A 0 0 0 0 2024-06-18 $24.83 $0.00 31.5% 9.0% 11.4% 13.6% 0.0% 0.7% -11.7% 0 0 0 0.00 142.92 N/A N/A 0 0 0 0 2024-06-20 $24.78 $0.00 29.4% 8.4% 11.2% 10.6% 0.0% 0.6% -5.6% 0 0 0 0.00 141.53 N/A N/A 0 0 0 0 2024-06-21 $25.01 $0.00 29.4% 8.4% 11.8% 10.5% 0.0% 1.1% -5.9% 0 0 0 0.00 142.40 N/A N/A 0 0 0 0 2024-06-24 $25.30 $0.00 32.7% 9.4% 11.1% 15.4% 0.0% 1.4% -7.2% 0 0 0 0.00 141.05 N/A N/A 0 0 0 0 2024-06-25 $25.21 $0.00 33.5% 9.6% 11.1% 16.6% 0.0% 1.4% -7.9% 0 0 0 0.00 141.05 N/A N/A 0 0 0 0 2024-06-26 $25.11 $0.00 34.4% 9.8% 10.8% 17.9% 0.0% 1.4% -8.8% 0 0 0 0.00 141.05 N/A N/A 0 0 0 0 2024-06-27 $25.09 $0.00 33.1% 9.5% 10.4% 16.0% 0.0% 0.8% -6.3% 0 0 0 0.00 143.03 N/A N/A 0 0 0 0 2024-06-28 $24.94 $0.00 33.0% 9.4% 10.7% 15.8% 0.0% 1.0% -8.1% 0 0 0 0.00 141.87 N/A N/A 0 0 0 0
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