BSX Options History — May 2018

In May 2018, BSX traded between $29.27 and $30.58. ATM implied volatility averaged 18.5%, placing in the 24.9% IV rank vs the trailing year. The 30-day expected move averaged 5.3%. IV traded below realized volatility by 0.1% (HV 20d: 18.6%). Max pain ranged from $27.00 to $29.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 15 of 22 days. Put/call ratio averaged 1.03.

Notable Days

  • 2018-05-21: Highest Volume — 12,644 contracts
  • 2018-05-29: Largest IV spike — 12.0% change
  • 2018-05-03: Highest IV Rank — 33.1%
  • 2018-05-03: Largest Expected Move — 5.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$30.01$29.27$30.58$29.39$30.35
Max Pain$28.45$27.00$29.00$27.00$29.00
ATM IV18.5%16.5%20.1%19.6%17.5%
Expected Move5.3%4.6%5.9%5.9%4.9%
HV 20d18.6%11.9%23.8%23.8%11.9%
HV 60d23.9%21.5%27.4%27.4%21.5%
IV Rank24.9%14.0%33.1%30.5%19.4%
IV Percentile35.8%16.3%50.8%47.2%25.8%
Term Structure0.1%-0.4%0.8%-0.3%-0.3%
VWIV19.6%16.0%22.9%22.7%17.8%
Skew 25d2.4%1.7%3.1%2.4%2.2%
Skew 10d5.9%3.7%11.1%4.4%4.8%
Call IV 25d17.9%16.1%19.3%18.8%17.1%
Put IV 25d20.3%18.3%21.8%21.2%19.3%
Bid-Ask Spread %18.206.9849.1316.2422.71
Gamma HHI0.270.130.520.250.19
Net GEX3.5M1.1M5.1M3.5M2.8M
Net DEX-45.5M-73.1M-27.6M-45.8M-30.9M
Net VEX-216.8K-235.6K-202.7K-214.8K-226.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.030.163.051.090.52
Total Volume6,575.3183,37412,6444,2054,979
Total OI63,307.68245,67777,00065,07753,084

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-05-01$29.39$27.0019.6%5.9%23.8%30.5%22.7%2.4%-0.3%3.5M-45.8M-214.8K1.0916.24N/AN/A2,0112,19436,75428,323
2018-05-02$29.27$27.0019.5%5.8%23.6%30.1%22.6%2.5%0.3%3.5M-44.0M-216.8K0.8949.13N/AN/A2,1721,93037,36428,669
2018-05-03$29.36$28.0020.1%5.9%23.2%33.1%21.3%2.5%-0.1%3.7M-46.3M-221.0K1.1214.98N/AN/A2,9933,35437,93228,663
2018-05-04$29.57$28.0019.6%5.5%20.0%30.2%22.2%2.7%0.1%3.9M-52.9M-216.3K1.0212.40N/AN/A3,1033,18038,72129,491
2018-05-07$29.91$28.0019.5%5.6%20.1%30.0%21.8%3.1%0.1%4.0M-56.6M-211.5K0.7615.76N/AN/A3,2172,43837,27429,226
2018-05-08$29.79$28.0019.1%5.6%20.2%27.9%21.8%2.6%0.3%4.1M-54.2M-207.4K1.3821.35N/AN/A2,8233,90837,61929,767
2018-05-09$29.81$28.0018.8%5.4%20.2%26.3%21.9%2.6%0.3%4.2M-54.2M-217.8K1.1123.65N/AN/A2,8423,14838,28631,282
2018-05-10$30.19$28.0018.7%5.4%19.8%25.9%22.9%2.5%-0.1%4.4M-63.9M-207.6K1.1412.03N/AN/A2,8733,26238,37031,323
2018-05-11$29.94$28.0018.1%5.2%20.1%22.6%18.7%2.3%0.5%5.0M-58.5M-206.7K2.8933.85N/AN/A2,4977,22438,72431,409
2018-05-14$29.83$28.0018.7%5.4%18.9%25.7%19.5%2.6%0.2%4.7M-53.2M-202.7K3.0526.58N/AN/A2,9058,85938,22231,253
2018-05-15$29.56$29.0018.2%5.2%19.2%23.1%19.0%3.0%0.8%3.8M-37.2M-215.0K1.5723.76N/AN/A3,0314,77238,60236,067
2018-05-16$29.99$29.0018.4%5.3%19.7%24.4%18.8%2.7%0.1%5.1M-53.4M-207.1K1.119.19N/AN/A3,2993,66238,64736,086
2018-05-17$30.31$29.0018.2%5.2%19.9%22.9%17.6%2.3%-0.4%4.4M-65.9M-203.0K0.608.83N/AN/A4,8352,89439,03636,211
2018-05-18$30.51$29.0018.3%5.2%19.9%23.6%18.4%2.2%0.4%1.1M-73.1M-204.6K0.327.79N/AN/A8,8172,82340,63336,367
2018-05-21$30.58$29.0018.9%5.4%19.7%26.9%19.0%2.3%-0.0%2.0M-27.6M-207.8K0.1616.64N/AN/A10,8661,77823,84421,833
2018-05-22$30.28$29.0018.4%5.3%19.0%24.3%19.1%2.3%0.1%2.4M-28.3M-227.4K0.516.98N/AN/A3,5871,84528,24622,252
2018-05-23$30.39$29.0017.6%5.0%15.2%20.1%17.5%1.8%0.1%2.8M-31.9M-232.3K0.5612.21N/AN/A3,0661,71929,43022,370
2018-05-24$30.36$29.0017.9%5.0%15.1%21.4%17.3%1.7%0.3%3.0M-32.3M-235.6K0.5114.77N/AN/A2,9561,50830,67822,552
2018-05-25$30.31$29.0016.5%4.6%14.7%14.0%16.0%2.2%0.3%2.6M-30.5M-232.7K0.5933.25N/AN/A2,8011,66531,00222,635
2018-05-29$30.17$29.0018.5%5.3%13.5%24.6%18.4%3.1%-0.2%2.7M-27.6M-230.0K0.8110.83N/AN/A1,9041,54330,05821,950
2018-05-30$30.44$29.0017.6%4.8%11.9%19.7%17.5%1.9%0.1%2.9M-33.4M-224.7K0.977.37N/AN/A1,7131,66130,07722,437
2018-05-31$30.35$29.0017.5%4.9%11.9%19.4%17.8%2.2%-0.3%2.8M-30.9M-226.4K0.5222.71N/AN/A3,2801,69930,25622,828