BSX Options History — April 2019

In April 2019, BSX traded between $34.97 and $38.62. ATM implied volatility averaged 26.2%, placing in the 27.2% IV rank vs the trailing year. The 30-day expected move averaged 7.4%. IV traded above realized volatility by 2.8% (HV 20d: 23.4%). Max pain ranged from $36.00 to $38.00. Net GEX was positive for 17 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 0.86.

Notable Days

  • 2019-04-16: Highest Volume — 30,161 contracts
  • 2019-04-17: Largest IV spike — 14.2% change
  • 2019-04-22: Highest IV Rank — 39.7%
  • 2019-04-22: Largest Expected Move — 9.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$37.18$34.97$38.62$38.62$37.05
Max Pain$37.29$36.00$38.00$38.00$36.00
ATM IV26.2%23.6%30.6%25.8%24.0%
Expected Move7.4%6.6%9.2%7.1%6.8%
HV 20d23.4%12.5%28.1%24.2%28.1%
HV 60d21.0%18.6%23.4%21.7%23.3%
IV Rank27.2%20.0%39.7%26.3%21.1%
IV Percentile44.5%28.6%70.2%40.9%29.8%
Term Structure-0.7%-3.1%0.8%-0.7%0.3%
VWIV26.2%23.3%32.5%25.4%24.4%
Skew 25d2.7%1.3%4.2%2.0%2.9%
Skew 10d5.1%-0.7%18.2%8.4%4.7%
Call IV 25d25.3%22.4%29.3%25.1%22.9%
Put IV 25d28.0%25.2%33.1%27.1%25.8%
Bid-Ask Spread %16.506.5734.5729.557.18
Gamma HHI0.150.090.250.250.13
Net GEX2.8M-948.7K5.8M5.8M3.1M
Net DEX-20.8M-58.4M41.4M-46.1M-44.7M
Net VEX-432.5K-550.2K-376.6K-399.6K-538.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.860.132.640.300.31
Total Volume8,318.9052,19230,1613,9195,579
Total OI109,951.04875,954138,700107,05895,484

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-04-01$38.62$38.0025.8%7.1%24.2%26.3%25.4%2.0%-0.7%5.8M-46.1M-399.6K0.3029.55N/AN/A3,02689385,43821,620
2019-04-02$38.59$38.0024.9%7.2%24.2%23.5%25.2%2.2%0.8%5.7M-43.3M-396.2K0.5433.00N/AN/A2,8451,54385,77622,192
2019-04-03$38.35$38.0025.6%7.2%23.9%25.6%25.1%2.3%-0.6%4.8M-35.7M-386.5K0.9834.57N/AN/A1,3661,34286,32623,088
2019-04-04$38.14$38.0025.2%7.2%24.0%24.5%25.2%2.0%0.0%4.0M-30.4M-376.6K0.8125.53N/AN/A4,2463,45986,24223,278
2019-04-05$38.09$38.0026.1%7.1%23.9%27.0%24.9%1.3%-3.1%3.8M-29.0M-395.4K1.3526.09N/AN/A2,6573,58288,54024,804
2019-04-08$38.14$38.0025.6%7.3%23.3%25.7%25.1%1.7%-0.4%3.5M-28.5M-390.7K0.1321.82N/AN/A2,72535688,26324,643
2019-04-09$38.23$38.0025.4%7.1%22.9%25.0%24.6%1.7%-0.4%3.9M-32.1M-398.4K0.147.46N/AN/A3,09543989,96424,807
2019-04-10$38.38$38.0024.9%7.1%23.0%23.8%25.3%2.7%0.1%4.5M-35.9M-395.8K0.198.72N/AN/A2,52646889,98124,911
2019-04-11$37.95$38.0025.9%7.4%23.1%26.6%25.9%3.5%-0.3%2.5M-26.1M-406.6K0.408.14N/AN/A10,5264,25591,43324,980
2019-04-12$37.74$38.0026.0%7.3%23.0%26.6%25.5%2.2%-0.9%4.1M-30.8M-444.3K1.926.57N/AN/A2,5784,93799,20328,869
2019-04-15$37.77$38.0025.9%7.3%12.5%26.3%26.9%2.4%-0.1%4.3M-30.4M-435.4K0.357.54N/AN/A1,62356998,21129,050
2019-04-16$36.24$38.0026.2%7.4%19.1%27.3%26.1%3.3%-0.7%874.0K8.0M-390.0K2.4623.32N/AN/A8,71821,44399,06128,954
2019-04-17$34.97$38.0029.9%8.6%22.4%37.7%29.7%3.8%-2.0%-917.3K41.4M-381.0K0.6918.90N/AN/A7,1194,91399,51935,460
2019-04-18$35.17$37.0028.8%8.3%22.3%34.7%28.8%2.9%-2.1%-948.7K35.2M-417.7K2.6419.44N/AN/A3,1638,339102,09536,605
2019-04-22$34.97$36.0030.6%9.2%21.3%39.7%32.5%3.4%-2.1%-191.4K17.1M-406.1K0.6513.49N/AN/A1,8121,17545,80130,153
2019-04-23$35.75$36.0029.4%8.9%22.8%36.3%31.5%3.9%-1.7%178.4K2.8M-434.8K1.2119.09N/AN/A8,0349,68246,87530,712
2019-04-24$35.52$36.0026.1%7.4%22.8%27.0%25.5%4.2%-0.7%-420.0K8.8M-481.0K0.8012.88N/AN/A7,9086,36456,76940,384
2019-04-25$37.07$36.0025.0%6.8%28.0%24.0%23.9%2.4%-0.6%3.3M-43.5M-525.3K0.587.86N/AN/A7,4244,28059,16140,864
2019-04-26$37.36$36.0023.6%6.6%28.0%20.0%23.3%3.4%-0.5%4.0M-58.4M-550.2K0.648.40N/AN/A4,0462,59762,51542,887
2019-04-29$36.75$36.0024.4%7.0%28.0%22.1%24.5%2.1%0.4%2.7M-34.6M-532.9K1.047.02N/AN/A1,4911,55458,58035,474
2019-04-30$37.05$36.0024.0%6.8%28.1%21.1%24.4%2.9%0.3%3.1M-44.7M-538.8K0.317.18N/AN/A4,2501,32959,43336,051