BMED Options History — October 2024 In October 2024, BMED traded between $25.42 and $26.37. ATM implied volatility averaged 35.0%, placing in the 18.3% IV rank vs the trailing year. The 30-day expected move averaged 9.2%. IV traded above realized volatility by 22.4% (HV 20d: 12.7%). Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 0 of 23 days.
Notable Days 2024-10-09 : Largest IV drop — 41.1% change2024-10-08 : Highest IV Rank — 40.6%2024-10-25 : Largest Expected Move — 11.6%Monthly Statistics Metric Avg Min Max Open Close Price $25.83 $25.42 $26.37 $25.99 $25.52 ATM IV 35.0% 29.3% 50.4% 34.6% 39.3% Expected Move 9.2% 7.4% 11.6% 9.9% 11.3% HV 20d 12.7% 10.2% 14.1% 10.2% 13.4% HV 60d 13.1% 11.8% 14.2% 13.9% 11.8% IV Rank 18.3% 10.1% 40.6% 17.8% 24.5% IV Percentile 47.2% 16.3% 91.7% 51.6% 72.2% Term Structure -8.5% -15.7% -5.4% -8.2% -15.7% Skew 25d 1.5% 0.4% 2.6% 1.1% 0.8% Skew 10d 4.4% 3.5% 5.5% 4.8% 5.5% Call IV 25d 40.1% 32.0% 53.1% 46.3% 53.1% Put IV 25d 41.5% 33.6% 53.9% 47.5% 53.9% Bid-Ask Spread % 166.16 141.87 178.51 141.87 178.10 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 (23 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 2024-10-01 $25.99 $0.00 34.6% 9.9% 10.2% 17.8% 0.0% 1.1% -8.2% 0 0 0 0.00 141.87 N/A N/A 0 0 0 0 2024-10-02 $25.94 $0.00 35.7% 10.2% 10.2% 19.3% 0.0% 1.6% -9.9% 0 0 0 0.00 141.97 N/A N/A 0 0 0 0 2024-10-03 $25.58 $0.00 38.2% 7.4% 11.1% 22.9% 0.0% 1.2% -5.4% 0 0 0 0.00 162.65 N/A N/A 0 0 0 0 2024-10-04 $25.70 $0.00 41.4% 7.7% 11.0% 27.5% 0.0% 2.1% -6.1% 0 0 0 0.00 164.54 N/A N/A 0 0 0 0 2024-10-07 $25.42 $0.00 48.4% 8.7% 11.1% 37.7% 0.0% 1.9% -7.9% 0 0 0 0.00 163.32 N/A N/A 0 0 0 0 2024-10-08 $25.67 $0.00 50.4% 8.4% 11.7% 40.6% 0.0% 2.2% -6.3% 0 0 0 0.00 163.32 N/A N/A 0 0 0 0 2024-10-09 $25.60 $0.00 29.7% 8.5% 11.7% 10.6% 0.0% 2.1% -6.8% 0 0 0 0.00 163.32 N/A N/A 0 0 0 0 2024-10-10 $25.55 $0.00 29.4% 8.4% 11.7% 10.1% 0.0% 2.1% -7.2% 0 0 0 0.00 165.11 N/A N/A 0 0 0 0 2024-10-11 $25.95 $0.00 29.6% 8.5% 12.6% 10.5% 0.0% 2.6% -6.3% 0 0 0 0.00 164.93 N/A N/A 0 0 0 0 2024-10-14 $26.19 $0.00 30.8% 8.8% 13.0% 12.1% 0.0% 1.5% -8.4% 0 0 0 0.00 164.89 N/A N/A 0 0 0 0 2024-10-15 $26.05 $0.00 29.3% 8.4% 12.9% 10.1% 0.0% 1.0% -6.5% 0 0 0 0.00 165.41 N/A N/A 0 0 0 0 2024-10-16 $26.22 $0.00 30.0% 8.6% 13.1% 11.1% 0.0% 2.5% -6.7% 0 0 0 0.00 163.46 N/A N/A 0 0 0 0 2024-10-17 $26.02 $0.00 30.3% 8.7% 12.7% 11.6% 0.0% 1.1% -8.0% 0 0 0 0.00 165.81 N/A N/A 0 0 0 0 2024-10-18 $26.37 $0.00 31.8% 9.1% 13.5% 13.7% 0.0% 2.1% -7.2% 0 0 0 0.00 163.07 N/A N/A 0 0 0 0 2024-10-21 $26.01 $0.00 30.8% 8.8% 13.9% 12.3% 0.0% 2.1% -6.9% 0 0 0 0.00 162.27 N/A N/A 0 0 0 0 2024-10-22 $25.98 $0.00 31.5% 9.0% 13.8% 13.2% 0.0% 2.1% -7.5% 0 0 0 0.00 162.27 N/A N/A 0 0 0 0 2024-10-23 $25.70 $0.00 31.8% 9.1% 14.1% 13.6% 0.0% 1.4% -9.7% 0 0 0 0.00 176.20 N/A N/A 0 0 0 0 2024-10-24 $25.77 $0.00 31.5% 9.0% 13.8% 13.2% 0.0% 0.5% -8.8% 0 0 0 0.00 176.48 N/A N/A 0 0 0 0 2024-10-25 $25.63 $0.00 40.4% 11.6% 13.9% 26.1% 0.0% 0.5% -9.5% 0 0 0 0.00 178.51 N/A N/A 0 0 0 0 2024-10-28 $25.80 $0.00 35.9% 10.3% 14.1% 19.6% 0.0% 0.5% -10.8% 0 0 0 0.00 178.05 N/A N/A 0 0 0 0 2024-10-29 $25.74 $0.00 36.9% 10.6% 14.0% 21.1% 0.0% 0.4% -12.6% 0 0 0 0.00 178.10 N/A N/A 0 0 0 0 2024-10-30 $25.73 $0.00 38.1% 10.9% 14.0% 22.7% 0.0% 0.5% -13.5% 0 0 0 0.00 178.10 N/A N/A 0 0 0 0 2024-10-31 $25.52 $0.00 39.3% 11.3% 13.4% 24.5% 0.0% 0.8% -15.7% 0 0 0 0.00 178.10 N/A N/A 0 0 0 0
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