BMED Options History — December 2024 In December 2024, BMED traded between $24.87 and $26.13. ATM implied volatility averaged 36.0%, placing in the 19.5% IV rank vs the trailing year. The 30-day expected move averaged 9.5%. IV traded above realized volatility by 15.1% (HV 20d: 21.0%). Max pain ranged from $24.00 to $24.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 0 of 21 days.
Notable Days 2024-12-17 : Highest Volume — 1 contracts2024-12-11 : Largest IV drop — 40.4% change2024-12-10 : Highest IV Rank — 32.5%2024-12-26 : Largest Expected Move — 12.3%Monthly Statistics Metric Avg Min Max Open Close Price $25.57 $24.87 $26.13 $26.12 $24.89 Max Pain $24.00 $24.00 $24.00 $24.00 $24.00 ATM IV 36.0% 26.9% 45.2% 42.8% 36.7% Expected Move 9.5% 7.4% 12.3% 12.3% 10.5% HV 20d 21.0% 14.4% 27.0% 27.0% 14.5% HV 60d 18.6% 18.0% 19.4% 18.3% 19.2% IV Rank 19.5% 6.5% 32.5% 29.1% 20.4% IV Percentile 52.9% 1.6% 85.3% 80.6% 60.7% Term Structure -7.4% -15.7% -0.0% -15.7% -10.9% VWIV 36.1% 36.1% 36.1% 36.1% 36.1% Skew 25d -1.6% -11.3% 2.8% 2.8% -4.6% Skew 10d 6.9% 5.0% 22.0% 12.1% 5.4% Call IV 25d 40.9% 33.0% 50.1% 47.7% 49.8% Put IV 25d 39.3% 33.4% 50.7% 50.5% 45.2% Bid-Ask Spread % 178.61 177.94 179.58 178.53 178.57 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -32 -81 0 0 -81 Net DEX 354 0 887 0 863 Net VEX -1 -3 0 0 -2 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.048 0 1 0 0 Total OI 0.429 0 1 0 1
Daily Data (21 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 2024-12-02 $26.12 $0.00 42.8% 12.3% 27.0% 29.1% 0.0% 2.8% -15.7% 0 0 0 0.00 178.53 N/A N/A 0 0 0 0 2024-12-03 $26.13 $0.00 36.2% 10.4% 27.0% 19.7% 0.0% 0.6% -9.8% 0 0 0 0.00 178.47 N/A N/A 0 0 0 0 2024-12-04 $26.13 $0.00 36.1% 10.4% 26.9% 19.6% 0.0% 0.6% -10.6% 0 0 0 0.00 178.50 N/A N/A 0 0 0 0 2024-12-05 $26.13 $0.00 45.1% 8.6% 26.6% 32.4% 0.0% 1.2% -9.5% 0 0 0 0.00 178.32 N/A N/A 0 0 0 0 2024-12-06 $26.07 $0.00 38.1% 7.4% 25.9% 22.4% 0.0% 1.2% -0.0% 0 0 0 0.00 178.44 N/A N/A 0 0 0 0 2024-12-09 $26.01 $0.00 43.1% 7.5% 25.9% 29.5% 0.0% 0.5% -0.2% 0 0 0 0.00 178.51 N/A N/A 0 0 0 0 2024-12-10 $25.98 $0.00 45.2% 7.6% 25.7% 32.5% 0.0% 0.5% -0.6% 0 0 0 0.00 179.02 N/A N/A 0 0 0 0 2024-12-11 $25.92 $0.00 26.9% 7.7% 25.4% 6.5% 0.0% 0.4% -1.0% 0 0 0 0.00 179.02 N/A N/A 0 0 0 0 2024-12-12 $25.84 $0.00 27.3% 7.8% 25.4% 7.1% 0.0% 0.3% -7.6% 0 0 0 0.00 178.19 N/A N/A 0 0 0 0 2024-12-13 $25.53 $0.00 33.8% 9.7% 24.8% 16.3% 0.0% 0.9% -7.9% 0 0 0 0.00 178.94 N/A N/A 0 0 0 0 2024-12-16 $25.66 $0.00 35.2% 10.1% 19.7% 18.4% 0.0% 1.0% -8.5% 0 0 0 0.00 178.94 N/A N/A 0 0 0 0 2024-12-17 $25.73 $0.00 28.7% 8.2% 16.4% 9.0% 36.1% -1.2% -8.6% 0 0 0 0.00 177.94 N/A N/A 0 1 0 0 2024-12-18 $24.87 $24.00 30.3% 8.7% 18.0% 11.3% 0.0% -0.9% -9.1% -73 887 -3 0.00 179.58 N/A N/A 0 0 0 1 2024-12-19 $24.89 $24.00 32.1% 9.2% 18.0% 13.9% 0.0% 0.8% -8.1% -73 879 -3 0.00 178.56 N/A N/A 0 0 0 1 2024-12-20 $25.16 $24.00 32.4% 9.3% 16.4% 14.4% 0.0% -2.9% -7.7% -71 813 -3 0.00 178.74 N/A N/A 0 0 0 1 2024-12-23 $25.13 $24.00 33.4% 9.6% 16.2% 15.8% 0.0% -4.1% -0.6% -73 814 -2 0.00 178.47 N/A N/A 0 0 0 1 2024-12-24 $25.30 $24.00 33.8% 9.7% 16.4% 16.3% 0.0% -6.6% -0.4% -71 775 -2 0.00 178.47 N/A N/A 0 0 0 1 2024-12-26 $25.41 $24.00 42.9% 12.3% 14.4% 29.3% 0.0% -11.3% -14.4% -69 759 -2 0.00 178.67 N/A N/A 0 0 0 1 2024-12-27 $25.17 $24.00 41.1% 11.8% 14.7% 26.8% 0.0% -7.0% -15.0% -72 812 -2 0.00 178.34 N/A N/A 0 0 0 1 2024-12-30 $24.98 $24.00 35.6% 10.2% 14.8% 18.9% 0.0% -6.0% -9.6% -79 839 -2 0.00 178.57 N/A N/A 0 0 0 1 2024-12-31 $24.89 $24.00 36.7% 10.5% 14.5% 20.4% 0.0% -4.6% -10.9% -81 863 -2 0.00 178.57 N/A N/A 0 0 0 1
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