BMED Options History — November 2024 In November 2024, BMED traded between $24.65 and $26.49. ATM implied volatility averaged 45.4%, placing in the 33.1% IV rank vs the trailing year. The 30-day expected move averaged 9.4%. IV traded above realized volatility by 25.7% (HV 20d: 19.7%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 0 of 20 days.
Notable Days 2024-11-13 : Largest IV drop — 65.8% change2024-11-12 : Highest IV Rank — 100.0%2024-11-25 : Largest Expected Move — 11.8%Monthly Statistics Metric Avg Min Max Open Close Price $25.72 $24.65 $26.49 $25.81 $25.95 ATM IV 45.4% 29.7% 92.5% 40.7% 40.2% Expected Move 9.4% 7.2% 11.8% 11.7% 11.5% HV 20d 19.7% 13.0% 27.4% 13.9% 27.2% HV 60d 14.8% 11.7% 18.4% 11.7% 18.3% IV Rank 33.1% 10.5% 100.0% 26.5% 25.4% IV Percentile 64.9% 20.6% 100.0% 76.2% 73.0% Term Structure -7.2% -15.2% -2.8% -15.2% -13.5% Skew 25d 1.0% 0.3% 2.8% 0.7% 0.3% Skew 10d 4.6% 3.2% 10.5% 6.1% 4.8% Call IV 25d 38.4% 31.7% 54.2% 54.2% 45.3% Put IV 25d 39.3% 33.6% 54.9% 54.9% 45.7% Bid-Ask Spread % 178.23 176.89 179.03 178.10 178.85 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 2024-11-01 $25.81 $0.00 40.7% 11.7% 13.9% 26.5% 0.0% 0.7% -15.2% 0 0 0 0.00 178.10 N/A N/A 0 0 0 0 2024-11-04 $25.90 $0.00 44.5% 7.2% 13.3% 32.0% 0.0% 1.1% -3.7% 0 0 0 0.00 178.13 N/A N/A 0 0 0 0 2024-11-05 $26.07 $0.00 44.3% 7.2% 13.0% 31.8% 0.0% 2.2% -2.9% 0 0 0 0.00 176.89 N/A N/A 0 0 0 0 2024-11-06 $25.81 $0.00 46.9% 7.3% 13.5% 35.5% 0.0% 1.7% -3.4% 0 0 0 0.00 176.89 N/A N/A 0 0 0 0 2024-11-07 $26.25 $0.00 62.3% 8.9% 14.7% 57.7% 0.0% 1.1% -5.3% 0 0 0 0.00 178.85 N/A N/A 0 0 0 0 2024-11-08 $26.26 $0.00 70.9% 9.3% 13.7% 70.2% 0.0% 1.2% -8.3% 0 0 0 0.00 178.67 N/A N/A 0 0 0 0 2024-11-11 $26.49 $0.00 89.6% 9.2% 13.7% 97.2% 0.0% 0.8% -6.1% 0 0 0 0.00 177.36 N/A N/A 0 0 0 0 2024-11-12 $26.18 $0.00 92.5% 9.0% 14.2% 100.0% 0.0% 0.4% -6.5% 0 0 0 0.00 178.41 N/A N/A 0 0 0 0 2024-11-13 $26.18 $0.00 31.7% 9.1% 14.0% 13.3% 0.0% 0.4% -5.4% 0 0 0 0.00 178.97 N/A N/A 0 0 0 0 2024-11-14 $25.68 $0.00 32.5% 9.3% 15.4% 14.4% 0.0% 0.3% -6.6% 0 0 0 0.00 178.97 N/A N/A 0 0 0 0 2024-11-15 $24.65 $0.00 29.7% 8.5% 20.2% 10.5% 0.0% 0.4% -5.0% 0 0 0 0.00 178.03 N/A N/A 0 0 0 0 2024-11-18 $25.43 $0.00 34.7% 9.9% 23.2% 17.6% 0.0% 1.9% -2.8% 0 0 0 0.00 177.93 N/A N/A 0 0 0 0 2024-11-19 $24.74 $0.00 29.8% 8.5% 25.0% 10.6% 0.0% 0.4% -5.0% 0 0 0 0.00 177.55 N/A N/A 0 0 0 0 2024-11-20 $24.75 $0.00 30.3% 8.7% 24.8% 11.3% 0.0% 0.4% -5.2% 0 0 0 0.00 177.55 N/A N/A 0 0 0 0 2024-11-21 $25.32 $0.00 37.5% 10.8% 26.3% 21.6% 0.0% 1.8% -9.1% 0 0 0 0.00 178.38 N/A N/A 0 0 0 0 2024-11-22 $25.50 $0.00 38.8% 11.1% 26.4% 23.5% 0.0% 2.8% -9.8% 0 0 0 0.00 178.68 N/A N/A 0 0 0 0 2024-11-25 $25.50 $0.00 41.1% 11.8% 26.2% 26.7% 0.0% 1.0% -11.5% 0 0 0 0.00 178.68 N/A N/A 0 0 0 0 2024-11-26 $26.05 $0.00 31.0% 8.9% 27.4% 12.3% 0.0% 0.6% -6.0% 0 0 0 0.00 178.66 N/A N/A 0 0 0 0 2024-11-27 $25.95 $0.00 38.5% 11.0% 27.4% 23.0% 0.0% 0.3% -11.8% 0 0 0 0.00 179.03 N/A N/A 0 0 0 0 2024-11-29 $25.95 $0.00 40.2% 11.5% 27.2% 25.4% 0.0% 0.3% -13.5% 0 0 0 0.00 178.85 N/A N/A 0 0 0 0
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