BMED Options History — January 2025

In January 2025, BMED traded between $24.98 and $26.71. ATM implied volatility averaged 46.4%, placing in the 30.5% IV rank vs the trailing year. The 30-day expected move averaged 9.7%. IV traded above realized volatility by 31.8% (HV 20d: 14.6%). Max pain ranged from $24.00 to $24.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 0 of 20 days.

Notable Days

  • 2025-01-15: Largest IV drop — 68.4% change
  • 2025-01-14: Highest IV Rank — 100.0%
  • 2025-01-03: Largest Expected Move — 14.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$25.94$24.98$26.71$24.98$26.63
Max Pain$24.00$24.00$24.00$24.00$24.00
ATM IV46.4%27.4%100.1%39.6%38.4%
Expected Move9.7%7.8%14.6%11.4%11.0%
HV 20d14.6%11.8%16.9%14.6%11.8%
HV 60d19.1%18.8%19.3%19.1%19.0%
IV Rank30.5%1.8%100.0%24.6%16.7%
IV Percentile56.2%4.0%100.0%73.4%68.7%
Term Structure-7.6%-23.1%-3.6%-14.2%-8.1%
Skew 25d-0.2%-14.7%1.6%-7.5%0.6%
Skew 10d4.6%3.8%7.5%5.5%5.3%
Call IV 25d39.9%33.3%54.2%51.5%44.0%
Put IV 25d39.6%34.7%48.1%44.0%44.6%
Bid-Ask Spread %178.52176.21180.86178.41176.21
Gamma HHI1.001.001.001.001.00
Net GEX-36-800-800
Net DEX37508388380
Net VEX-1-20-20
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI0.550110

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-01-02$24.98$24.0039.6%11.4%14.6%24.6%0.0%-7.5%-14.2%-80838-20.00178.41N/AN/A0001
2025-01-03$25.33$24.0050.7%14.6%15.7%40.5%0.0%-14.7%-23.1%-72769-20.00178.76N/AN/A0001
2025-01-06$25.44$0.0057.0%9.0%15.9%49.5%0.0%1.0%-7.1%-71744-20.00179.20N/AN/A0001
2025-01-07$25.48$0.0079.4%12.4%15.9%81.3%0.0%1.3%-11.2%-58814-20.00180.86N/AN/A0001
2025-01-08$25.61$0.0059.4%8.5%16.0%52.8%0.0%1.6%-4.0%-70697-10.00179.28N/AN/A0001
2025-01-10$25.35$0.0069.0%9.3%16.4%66.5%0.0%1.4%-6.7%-75755-10.00179.01N/AN/A0001
2025-01-13$25.43$0.0091.0%9.7%16.4%97.8%0.0%1.5%-7.4%-74734-10.00178.85N/AN/A0001
2025-01-14$25.26$0.00100.1%9.7%16.5%100.0%0.0%0.5%-8.8%-78773-10.00178.87N/AN/A0001
2025-01-15$25.63$0.0031.6%9.1%16.9%11.9%0.0%0.8%-5.3%-71692-10.00178.89N/AN/A0001
2025-01-16$25.71$0.0032.8%9.4%16.8%9.1%0.0%0.9%-5.3%-7067800.00179.00N/AN/A0001
2025-01-17$25.69$0.0027.4%7.8%16.8%1.8%0.0%0.3%-4.1%0000.00178.62N/AN/A0001
2025-01-21$26.26$0.0028.7%8.2%13.2%3.6%0.0%0.9%-3.8%0000.00178.62N/AN/A0000
2025-01-22$26.42$0.0029.0%8.3%13.2%4.0%0.0%1.2%-3.6%0000.00178.62N/AN/A0000
2025-01-23$26.49$0.0029.4%8.4%12.9%4.5%0.0%1.4%-3.6%0000.00178.62N/AN/A0000
2025-01-24$26.52$0.0035.0%10.0%12.8%12.1%0.0%0.9%-5.8%0000.00178.90N/AN/A0000
2025-01-27$26.62$0.0029.4%8.4%12.7%4.5%0.0%1.4%-6.3%0000.00177.42N/AN/A0000
2025-01-28$26.66$0.0030.0%8.6%12.7%5.3%0.0%1.4%-6.6%0000.00177.42N/AN/A0000
2025-01-29$26.51$0.0038.2%10.9%12.3%16.3%0.0%0.5%-7.7%0000.00177.57N/AN/A0000
2025-01-30$26.71$0.0031.3%9.0%11.8%7.1%0.0%0.4%-8.3%0000.00177.32N/AN/A0000
2025-01-31$26.63$0.0038.4%11.0%11.8%16.7%0.0%0.6%-8.1%0000.00176.21N/AN/A0000