BSX Options History — February 2019

In February 2019, BSX traded between $37.75 and $40.49. ATM implied volatility averaged 27.6%, placing in the 31.3% IV rank vs the trailing year. The 30-day expected move averaged 6.5%. IV traded above realized volatility by 9.5% (HV 20d: 18.1%). Max pain ranged from $35.00 to $38.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 10 of 19 days. Put/call ratio averaged 0.58.

Notable Days

  • 2019-02-21: Highest Volume — 39,209 contracts
  • 2019-02-21: Largest IV spike — 67.3% change
  • 2019-02-04: Highest IV Rank — 63.2%
  • 2019-02-04: Largest Expected Move — 7.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$39.44$37.75$40.49$37.80$40.14
Max Pain$36.63$35.00$38.00$35.00$38.00
ATM IV27.6%21.1%39.0%34.7%25.3%
Expected Move6.5%5.8%7.5%7.4%6.3%
HV 20d18.1%14.9%22.7%22.7%14.9%
HV 60d34.1%31.4%36.8%36.8%31.4%
IV Rank31.3%12.8%63.2%51.3%24.8%
IV Percentile52.4%22.2%96.0%89.3%40.1%
Term Structure-0.5%-15.2%16.9%16.9%2.1%
VWIV23.8%20.9%26.7%26.7%23.8%
Skew 25d3.9%-8.2%18.7%5.4%2.5%
Skew 10d5.7%-10.6%27.3%16.1%13.6%
Call IV 25d27.1%18.1%47.0%27.0%24.4%
Put IV 25d31.0%22.4%53.4%32.4%26.9%
Bid-Ask Spread %25.6113.0146.8513.9627.80
Gamma HHI0.280.190.450.220.19
Net GEX8.8M5.5M12.6M5.9M8.7M
Net DEX-96.8M-140.2M-60.7M-61.9M-99.2M
Net VEX-337.3K-461.9K-281.6K-288.7K-452.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.580.041.550.740.24
Total Volume7,226.3161,68839,2092,7524,277
Total OI79,26958,631101,62969,244101,629

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-02-01$37.80$35.0034.7%7.4%22.7%51.3%26.7%5.4%16.9%5.9M-61.9M-288.7K0.7413.96N/AN/A1,5821,17051,97217,272
2019-02-04$37.80$35.0039.0%7.5%20.6%63.2%25.5%-8.2%-15.2%5.8M-62.2M-284.6K0.1923.01N/AN/A4,45483851,44016,280
2019-02-05$37.75$35.0036.4%7.5%20.6%55.9%25.7%1.8%-9.7%6.4M-60.7M-281.6K0.4436.26N/AN/A4,0631,77253,57316,930
2019-02-06$38.75$35.0032.1%6.1%20.8%44.0%22.5%18.7%-5.4%10.4M-89.9M-290.4K0.0721.04N/AN/A8,62757355,58218,482
2019-02-07$38.70$35.0023.1%6.4%20.8%18.5%24.2%3.0%-1.5%10.5M-91.4M-300.3K0.9420.09N/AN/A3,9323,71358,49718,752
2019-02-08$39.01$37.0023.4%6.3%20.8%19.6%24.6%1.7%-1.0%11.6M-100.6M-303.4K1.3814.74N/AN/A2,0462,82158,93520,259
2019-02-11$39.25$37.0023.0%6.5%19.9%18.4%22.9%3.0%0.4%11.6M-109.3M-298.3K0.3314.17N/AN/A1,27341557,86421,289
2019-02-12$40.00$37.0021.3%6.1%20.1%13.5%21.3%2.7%0.6%10.4M-135.0M-289.8K1.1413.01N/AN/A2,2862,59558,38320,845
2019-02-13$39.68$37.0021.5%6.2%17.0%14.1%22.5%1.6%1.2%11.1M-120.8M-300.5K0.3419.59N/AN/A2,07169858,92723,297
2019-02-14$40.05$37.0021.9%6.2%17.0%15.3%22.7%1.9%1.5%9.8M-139.0M-292.8K0.4722.44N/AN/A1,65177459,64723,454
2019-02-15$40.03$37.0021.1%5.8%17.0%12.8%21.4%1.5%1.3%12.6M-140.2M-290.3K0.5324.46N/AN/A4,8962,58660,24423,903
2019-02-19$39.85$37.0022.4%6.0%16.7%16.7%20.9%4.0%-1.1%5.5M-69.4M-293.5K0.1221.87N/AN/A2,38729042,83715,794
2019-02-20$40.10$37.0022.6%6.1%15.9%17.1%21.4%4.4%0.4%6.4M-77.2M-306.3K0.6732.30N/AN/A2,0141,34944,88115,951
2019-02-21$40.06$37.0037.8%6.9%16.0%59.9%24.4%8.0%9.5%5.8M-77.3M-322.9K0.0444.97N/AN/A37,7351,47445,59817,060
2019-02-22$40.49$37.0028.3%7.0%16.2%33.3%24.6%-1.1%-0.4%8.8M-112.6M-446.7K0.1130.12N/AN/A14,2421,57168,10217,927
2019-02-25$40.11$37.0036.6%6.9%16.9%56.5%25.7%14.5%-9.7%8.8M-104.2M-461.9K1.0346.85N/AN/A3,1603,24174,92418,655
2019-02-26$39.89$38.0026.1%6.9%15.3%27.0%25.2%1.4%-0.4%8.1M-93.5M-452.1K0.6729.44N/AN/A3,6912,46476,25721,773
2019-02-27$39.92$38.0028.3%6.6%15.4%33.3%25.4%6.7%0.3%8.1M-94.0M-451.1K1.5530.51N/AN/A1,7932,77676,95621,940
2019-02-28$40.14$38.0025.3%6.3%14.9%24.8%23.8%2.5%2.1%8.7M-99.2M-452.8K0.2427.80N/AN/A3,44183677,49624,133