BSX Options History — October 2018

In October 2018, BSX traded between $34.94 and $39.03. ATM implied volatility averaged 31.2%, placing in the 42.6% IV rank vs the trailing year. The 30-day expected move averaged 8.7%. IV traded above realized volatility by 8.9% (HV 20d: 22.2%). Max pain ranged from $35.00 to $37.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 8 of 23 days. Put/call ratio averaged 0.99.

Notable Days

2018-10-17: Highest Volume — 26,353 contracts
2018-10-12: Largest IV spike — 42.0% change
2018-10-12: Highest IV Rank — 78.0%
2018-10-23: Largest Expected Move — 10.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$37.02	$34.94	$39.03	$38.92	$36.33
Max Pain	$35.65	$35.00	$37.00	$37.00	$36.00
ATM IV	31.2%	27.6%	44.0%	28.1%	29.3%
Expected Move	8.7%	5.8%	10.6%	5.8%	9.3%
HV 20d	22.2%	15.5%	29.3%	16.0%	29.3%
HV 60d	21.2%	19.3%	23.1%	19.3%	23.1%
IV Rank	42.6%	32.9%	78.0%	34.2%	37.1%
IV Percentile	87.8%	79.0%	99.2%	82.5%	80.6%
Term Structure	-1.6%	-17.7%	1.3%	-0.0%	0.4%
VWIV	30.3%	20.1%	45.0%	20.1%	32.2%
Skew 25d	2.6%	-4.1%	6.7%	6.7%	3.9%
Skew 10d	2.8%	-9.9%	7.0%	-9.9%	4.3%
Call IV 25d	31.5%	26.0%	46.2%	26.0%	27.4%
Put IV 25d	34.1%	29.6%	52.1%	32.8%	31.3%
Bid-Ask Spread %	31.13	15.11	77.51	15.77	17.53
Gamma HHI	0.23	0.16	0.39	0.22	0.20
Net GEX	8.3M	2.8M	15.4M	12.3M	4.8M
Net DEX	-91.0M	-183.3M	-28.0M	-178.9M	-59.6M
Net VEX	-394.9K	-442.2K	-344.1K	-441.5K	-369.1K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.99	0.25	1.88	1.14	0.94
Total Volume	11,472.522	7,124	26,353	8,939	13,134
Total OI	114,696.913	103,133	130,617	113,038	113,972

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
2018-10-01	$38.92	$37.00	28.1%	5.8%	16.0%	34.2%	20.1%	6.7%	-0.0%	12.3M	-178.9M	-441.5K	1.14	15.77	N/A	N/A	4,170	4,769	82,037	31,001
2018-10-02	$39.03	$37.00	33.1%	5.9%	15.5%	47.9%	20.6%	-4.1%	-3.6%	12.5M	-183.3M	-442.2K	1.34	18.16	N/A	N/A	3,488	4,665	82,495	31,388
2018-10-03	$38.65	$37.00	27.6%	5.9%	15.6%	32.9%	20.4%	2.2%	-1.1%	12.6M	-165.7M	-440.2K	1.88	30.78	N/A	N/A	2,775	5,214	82,660	31,561
2018-10-04	$37.91	$35.00	28.5%	7.5%	17.5%	35.4%	27.4%	-1.8%	-0.6%	10.2M	-128.2M	-431.8K	0.97	15.54	N/A	N/A	4,954	4,788	82,803	31,775
2018-10-05	$37.84	$35.00	28.5%	7.8%	17.3%	35.5%	27.2%	-0.7%	-1.0%	11.5M	-120.6M	-422.2K	1.64	25.29	N/A	N/A	3,006	4,926	82,001	32,043
2018-10-08	$37.36	$35.00	30.2%	8.2%	18.1%	39.9%	29.1%	1.3%	0.1%	10.3M	-99.2M	-395.2K	1.50	28.91	N/A	N/A	3,161	4,729	80,092	29,705
2018-10-09	$37.49	$35.00	29.2%	8.1%	18.0%	37.4%	29.1%	3.3%	-0.1%	10.7M	-102.7M	-393.5K	1.27	15.11	N/A	N/A	3,935	4,978	80,451	30,351
2018-10-10	$36.30	$35.00	31.1%	8.8%	21.5%	42.5%	30.2%	2.8%	1.0%	6.9M	-65.3M	-377.7K	1.12	22.48	N/A	N/A	3,983	4,462	81,769	30,726
2018-10-11	$36.36	$35.00	31.0%	9.1%	18.2%	42.3%	31.3%	2.1%	0.1%	6.8M	-64.7M	-367.3K	1.15	26.64	N/A	N/A	4,067	4,672	81,499	31,025
2018-10-12	$36.96	$35.00	44.0%	8.8%	19.2%	78.0%	29.4%	5.8%	-17.7%	8.7M	-82.3M	-381.9K	0.90	22.69	N/A	N/A	5,396	4,868	81,681	31,072
2018-10-15	$36.53	$35.00	32.0%	9.1%	19.6%	45.0%	29.3%	2.7%	-3.8%	5.7M	-62.1M	-344.1K	1.67	32.40	N/A	N/A	2,666	4,458	82,167	30,911
2018-10-16	$38.10	$35.00	31.3%	8.9%	24.5%	43.1%	30.8%	2.8%	-2.2%	15.4M	-133.0M	-380.5K	0.25	20.26	N/A	N/A	19,626	4,902	82,603	30,916
2018-10-17	$37.94	$35.00	31.0%	8.9%	24.5%	42.2%	32.3%	3.4%	-2.4%	15.3M	-130.4M	-401.9K	0.37	77.51	N/A	N/A	19,190	7,163	91,718	31,646
2018-10-18	$37.43	$35.00	34.5%	10.0%	24.7%	51.9%	35.9%	3.4%	-3.5%	12.8M	-100.8M	-421.3K	0.78	64.92	N/A	N/A	6,861	5,371	95,048	34,136
2018-10-19	$36.51	$36.00	33.0%	9.8%	26.2%	47.6%	30.7%	2.6%	-3.7%	4.8M	-62.2M	-399.6K	1.35	41.45	N/A	N/A	4,386	5,923	95,598	35,019
2018-10-22	$36.71	$36.00	31.5%	9.8%	25.7%	43.7%	34.5%	2.0%	0.7%	4.7M	-64.8M	-387.0K	0.54	36.58	N/A	N/A	11,701	6,262	70,156	32,977
2018-10-23	$36.11	$36.00	33.0%	10.6%	25.8%	47.6%	35.8%	3.5%	-0.6%	4.8M	-59.2M	-404.1K	1.09	43.29	N/A	N/A	7,316	8,011	78,067	33,719
2018-10-24	$36.24	$36.00	28.7%	9.1%	25.9%	35.8%	31.7%	4.5%	0.5%	4.7M	-56.7M	-398.3K	0.53	23.72	N/A	N/A	6,940	3,709	78,991	36,574
2018-10-25	$36.49	$36.00	28.8%	8.8%	26.0%	36.2%	30.3%	3.5%	1.3%	4.9M	-61.6M	-393.3K	0.56	23.22	N/A	N/A	6,273	3,486	79,037	36,699
2018-10-26	$35.72	$36.00	29.6%	9.5%	26.7%	38.5%	30.9%	4.0%	-0.2%	3.6M	-43.2M	-384.0K	0.58	50.45	N/A	N/A	6,633	3,837	79,170	36,637
2018-10-29	$34.94	$36.00	31.0%	10.2%	26.8%	42.3%	45.0%	3.6%	0.4%	2.8M	-28.0M	-349.8K	0.72	39.59	N/A	N/A	4,674	3,343	77,572	34,347
2018-10-30	$35.67	$36.00	31.4%	9.7%	28.2%	42.9%	32.6%	3.0%	-0.8%	3.5M	-41.3M	-355.7K	0.39	23.63	N/A	N/A	7,914	3,083	77,628	34,586
2018-10-31	$36.33	$36.00	29.3%	9.3%	29.3%	37.1%	32.2%	3.9%	0.4%	4.8M	-59.6M	-369.1K	0.94	17.53	N/A	N/A	6,760	6,374	79,299	34,673