BMED Options History — July 2024 In July 2024, BMED traded between $24.63 and $26.37. ATM implied volatility averaged 33.0%, placing in the 15.8% IV rank vs the trailing year. The 30-day expected move averaged 8.8%. IV traded above realized volatility by 19.7% (HV 20d: 13.3%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 0 of 22 days.
Notable Days 2024-07-10 : Largest IV drop — 36.1% change2024-07-09 : Highest IV Rank — 33.1%2024-07-03 : Largest Expected Move — 11.3%Monthly Statistics Metric Avg Min Max Open Close Price $25.60 $24.63 $26.37 $24.91 $26.10 ATM IV 33.0% 26.1% 44.6% 33.9% 37.9% Expected Move 8.8% 7.4% 11.3% 9.7% 10.9% HV 20d 13.3% 9.7% 16.0% 10.5% 15.0% HV 60d 13.0% 12.0% 13.6% 13.1% 12.8% IV Rank 15.8% 5.5% 33.1% 17.2% 23.1% IV Percentile 37.5% 4.4% 82.9% 45.6% 65.5% Term Structure -8.6% -12.7% -4.6% -10.4% -12.7% Skew 25d 0.9% -0.3% 1.7% 1.1% 1.7% Skew 10d 4.2% 3.2% 5.8% 4.7% 4.7% Call IV 25d 39.6% 32.7% 50.6% 46.3% 48.0% Put IV 25d 40.5% 34.3% 51.4% 47.4% 49.7% Bid-Ask Spread % 159.29 139.50 164.94 139.50 162.69 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 2024-07-01 $24.91 $0.00 33.9% 9.7% 10.5% 17.2% 0.0% 1.1% -10.4% 0 0 0 0.00 139.50 N/A N/A 0 0 0 0 2024-07-02 $24.70 $0.00 35.6% 10.2% 10.4% 19.7% 0.0% 0.9% -11.2% 0 0 0 0.00 141.84 N/A N/A 0 0 0 0 2024-07-03 $24.63 $0.00 39.6% 11.3% 10.5% 25.6% 0.0% 0.8% -12.3% 0 0 0 0.00 141.80 N/A N/A 0 0 0 0 2024-07-05 $24.85 $0.00 39.1% 7.4% 9.7% 25.0% 0.0% 1.6% -5.5% 0 0 0 0.00 164.46 N/A N/A 0 0 0 0 2024-07-08 $24.96 $0.00 42.6% 7.6% 9.8% 30.2% 0.0% 0.8% -5.7% 0 0 0 0.00 164.94 N/A N/A 0 0 0 0 2024-07-09 $25.05 $0.00 44.6% 7.7% 9.7% 33.1% 0.0% 1.0% -4.6% 0 0 0 0.00 163.64 N/A N/A 0 0 0 0 2024-07-10 $25.23 $0.00 28.5% 8.2% 10.0% 9.2% 0.0% 1.0% -7.2% 0 0 0 0.00 164.44 N/A N/A 0 0 0 0 2024-07-11 $25.77 $0.00 27.0% 7.7% 12.5% 6.9% 0.0% 0.8% -6.6% 0 0 0 0.00 164.06 N/A N/A 0 0 0 0 2024-07-12 $26.01 $0.00 26.1% 7.5% 12.6% 5.5% 0.0% 0.9% -6.4% 0 0 0 0.00 163.04 N/A N/A 0 0 0 0 2024-07-15 $25.92 $0.00 27.7% 7.9% 12.7% 8.0% 0.0% 0.5% -7.6% 0 0 0 0.00 162.55 N/A N/A 0 0 0 0 2024-07-16 $26.37 $0.00 27.8% 8.0% 13.1% 8.0% 0.0% 0.4% -6.3% 0 0 0 0.00 162.55 N/A N/A 0 0 0 0 2024-07-17 $25.98 $0.00 27.3% 7.8% 14.2% 7.4% 0.0% 0.3% -8.2% 0 0 0 0.00 160.41 N/A N/A 0 0 0 0 2024-07-18 $25.51 $0.00 27.9% 8.0% 15.8% 8.3% 0.0% -0.3% -8.4% 0 0 0 0.00 157.21 N/A N/A 0 0 0 0 2024-07-19 $25.60 $0.00 28.4% 8.1% 15.8% 9.0% 0.0% 0.1% -8.6% 0 0 0 0.00 157.21 N/A N/A 0 0 0 0 2024-07-22 $25.91 $0.00 30.0% 8.6% 16.0% 11.4% 0.0% 0.9% -8.8% 0 0 0 0.00 157.21 N/A N/A 0 0 0 0 2024-07-23 $26.00 $0.00 31.0% 8.9% 15.6% 12.9% 0.0% 1.2% -7.8% 0 0 0 0.00 163.43 N/A N/A 0 0 0 0 2024-07-24 $26.02 $0.00 31.7% 9.1% 15.5% 13.9% 0.0% 1.4% -8.2% 0 0 0 0.00 162.69 N/A N/A 0 0 0 0 2024-07-25 $25.85 $0.00 32.5% 9.3% 15.7% 15.1% 0.0% 0.9% -9.4% 0 0 0 0.00 162.69 N/A N/A 0 0 0 0 2024-07-26 $25.95 $0.00 33.2% 9.5% 15.7% 16.2% 0.0% 1.2% -9.6% 0 0 0 0.00 162.69 N/A N/A 0 0 0 0 2024-07-29 $25.91 $0.00 35.9% 10.3% 15.4% 20.1% 0.0% 1.1% -11.9% 0 0 0 0.00 162.69 N/A N/A 0 0 0 0 2024-07-30 $25.93 $0.00 36.9% 10.6% 15.4% 21.7% 0.0% 1.2% -12.6% 0 0 0 0.00 162.69 N/A N/A 0 0 0 0 2024-07-31 $26.10 $0.00 37.9% 10.9% 15.0% 23.1% 0.0% 1.7% -12.7% 0 0 0 0.00 162.69 N/A N/A 0 0 0 0
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