BMED Options History — September 2024 In September 2024, BMED traded between $25.68 and $26.55. ATM implied volatility averaged 34.2%, placing in the 17.1% IV rank vs the trailing year. The 30-day expected move averaged 8.9%. IV traded above realized volatility by 23.4% (HV 20d: 10.8%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 0 of 20 days.
Notable Days 2024-09-26 : Largest IV spike — 39.3% change2024-09-26 : Highest IV Rank — 31.7%2024-09-26 : Largest Expected Move — 12.7%Monthly Statistics Metric Avg Min Max Open Close Price $26.09 $25.68 $26.55 $26.02 $26.14 ATM IV 34.2% 27.3% 44.3% 36.9% 36.2% Expected Move 8.9% 7.5% 12.7% 10.6% 10.4% HV 20d 10.8% 9.7% 12.4% 12.4% 11.1% HV 60d 13.9% 13.6% 14.0% 13.9% 13.9% IV Rank 17.1% 7.1% 31.7% 21.0% 20.0% IV Percentile 42.6% 6.0% 82.5% 59.5% 58.7% Term Structure -7.5% -12.1% -5.3% -10.8% -12.1% Skew 25d 1.3% 0.6% 2.0% 1.2% 0.9% Skew 10d 4.2% 3.5% 7.2% 5.1% 4.4% Call IV 25d 38.7% 32.1% 60.2% 46.6% 45.5% Put IV 25d 40.0% 33.2% 61.1% 47.8% 46.4% Bid-Ask Spread % 146.28 142.02 164.60 163.96 143.63 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 2024-09-03 $26.02 $0.00 36.9% 10.6% 12.4% 21.0% 0.0% 1.2% -10.8% 0 0 0 0.00 163.96 N/A N/A 0 0 0 0 2024-09-04 $26.04 $0.00 36.8% 10.6% 11.6% 20.9% 0.0% 1.2% -11.1% 0 0 0 0.00 164.60 N/A N/A 0 0 0 0 2024-09-05 $25.87 $0.00 38.1% 7.6% 11.1% 22.8% 0.0% 1.0% -5.8% 0 0 0 0.00 144.59 N/A N/A 0 0 0 0 2024-09-06 $25.68 $0.00 42.0% 7.6% 10.7% 28.4% 0.0% 1.3% -5.7% 0 0 0 0.00 144.56 N/A N/A 0 0 0 0 2024-09-09 $25.90 $0.00 42.4% 7.5% 11.1% 29.0% 0.0% 1.8% -6.0% 0 0 0 0.00 142.57 N/A N/A 0 0 0 0 2024-09-10 $25.98 $0.00 43.7% 7.9% 11.1% 30.9% 0.0% 1.8% -5.5% 0 0 0 0.00 144.34 N/A N/A 0 0 0 0 2024-09-11 $26.01 $0.00 27.3% 7.8% 10.5% 7.1% 0.0% 1.7% -5.7% 0 0 0 0.00 144.08 N/A N/A 0 0 0 0 2024-09-12 $26.05 $0.00 27.6% 7.9% 10.2% 7.6% 0.0% 1.7% -5.9% 0 0 0 0.00 144.08 N/A N/A 0 0 0 0 2024-09-13 $26.29 $0.00 27.8% 8.0% 10.1% 7.8% 0.0% 1.9% -5.3% 0 0 0 0.00 144.08 N/A N/A 0 0 0 0 2024-09-16 $26.35 $0.00 29.0% 8.3% 10.1% 9.6% 0.0% 2.0% -6.0% 0 0 0 0.00 144.08 N/A N/A 0 0 0 0 2024-09-17 $26.16 $0.00 29.6% 8.5% 9.7% 10.5% 0.0% 0.6% -10.1% 0 0 0 0.00 142.02 N/A N/A 0 0 0 0 2024-09-18 $26.27 $0.00 32.1% 9.2% 9.8% 14.1% 0.0% 2.0% -12.1% 0 0 0 0.00 144.83 N/A N/A 0 0 0 0 2024-09-19 $26.55 $0.00 30.2% 8.7% 10.4% 11.4% 0.0% 1.0% -5.4% 0 0 0 0.00 143.83 N/A N/A 0 0 0 0 2024-09-20 $26.39 $0.00 31.4% 9.0% 10.2% 13.0% 0.0% 1.4% -5.6% 0 0 0 0.00 143.25 N/A N/A 0 0 0 0 2024-09-23 $26.12 $0.00 33.5% 9.6% 10.7% 16.1% 0.0% 1.7% -7.6% 0 0 0 0.00 143.25 N/A N/A 0 0 0 0 2024-09-24 $26.02 $0.00 31.0% 8.9% 10.8% 12.5% 0.0% 1.1% -6.0% 0 0 0 0.00 143.52 N/A N/A 0 0 0 0 2024-09-25 $25.81 $0.00 31.8% 9.1% 11.1% 13.6% 0.0% 0.9% -6.5% 0 0 0 0.00 143.39 N/A N/A 0 0 0 0 2024-09-26 $26.01 $0.00 44.3% 12.7% 11.5% 31.7% 0.0% 0.9% -10.3% 0 0 0 0.00 153.84 N/A N/A 0 0 0 0 2024-09-27 $26.08 $0.00 32.1% 9.2% 11.1% 14.1% 0.0% 0.9% -7.2% 0 0 0 0.00 143.02 N/A N/A 0 0 0 0 2024-09-30 $26.14 $0.00 36.2% 10.4% 11.1% 20.0% 0.0% 0.9% -12.1% 0 0 0 0.00 143.63 N/A N/A 0 0 0 0
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