BSX Options History — May 2019

In May 2019, BSX traded between $36.00 and $38.51. ATM implied volatility averaged 24.9%, placing in the 23.7% IV rank vs the trailing year. The 30-day expected move averaged 7.2%. IV traded below realized volatility by 0.3% (HV 20d: 25.2%). Max pain ranged from $36.00 to $36.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 15 of 22 days. Put/call ratio averaged 0.74.

Notable Days

  • 2019-05-23: Highest Volume — 8,731 contracts
  • 2019-05-07: Largest IV spike — 13.5% change
  • 2019-05-13: Highest IV Rank — 29.2%
  • 2019-05-13: Largest Expected Move — 8.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$37.35$36.00$38.51$36.52$38.43
Max Pain$36.00$36.00$36.00$36.00$36.00
ATM IV24.9%22.4%26.9%23.3%26.8%
Expected Move7.2%6.3%8.1%6.7%7.3%
HV 20d25.2%17.8%31.5%28.5%17.8%
HV 60d23.5%22.9%24.2%23.5%23.6%
IV Rank23.7%16.6%29.2%19.1%28.8%
IV Percentile34.8%18.7%49.6%24.2%48.4%
Term Structure0.4%-0.7%1.7%0.6%-0.7%
VWIV25.1%22.9%27.5%23.5%26.2%
Skew 25d3.5%1.7%4.8%3.0%4.5%
Skew 10d9.2%5.8%18.7%14.4%6.2%
Call IV 25d23.7%21.4%25.5%22.2%24.9%
Put IV 25d27.2%24.2%30.3%25.2%29.4%
Bid-Ask Spread %15.356.6537.757.2010.41
Gamma HHI0.150.110.230.120.19
Net GEX3.8M2.0M8.5M2.4M8.5M
Net DEX-47.8M-76.9M-11.6M-32.3M-74.0M
Net VEX-544.0K-581.0K-510.9K-534.7K-577.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.740.091.740.620.77
Total Volume4,460.6821,5498,7313,7733,944
Total OI93,743.31874,522104,80596,75693,531

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-05-01$36.52$36.0023.3%6.7%28.5%19.1%23.5%3.0%0.6%2.4M-32.3M-534.7K0.627.20N/AN/A2,3241,44960,34836,408
2019-05-02$36.69$36.0023.9%6.8%28.5%20.7%24.1%1.7%0.5%2.6M-36.6M-537.6K0.519.36N/AN/A2,8591,45460,43336,701
2019-05-03$37.11$36.0022.4%6.3%28.9%16.6%22.9%2.8%-0.1%3.3M-47.8M-530.8K0.766.65N/AN/A3,6142,74460,60336,792
2019-05-06$37.34$36.0023.6%7.2%29.0%20.1%25.8%3.2%0.6%3.8M-51.8M-552.9K0.8112.87N/AN/A1,6621,35461,09636,698
2019-05-07$36.61$36.0026.8%7.5%29.8%29.1%27.3%3.8%-0.3%2.9M-31.8M-545.4K1.4116.99N/AN/A1,6992,39861,84036,975
2019-05-08$36.78$36.0026.0%7.5%29.8%26.6%27.2%3.2%0.2%3.2M-37.2M-549.9K1.4223.03N/AN/A1,7742,51862,08037,628
2019-05-09$36.95$36.0026.0%7.6%29.8%26.7%23.2%4.1%0.7%3.4M-38.3M-549.2K1.7437.75N/AN/A1,2812,22762,41937,922
2019-05-10$36.59$36.0024.9%7.3%29.8%23.6%25.6%3.4%1.4%2.8M-27.1M-532.5K0.8133.79N/AN/A86069862,44338,099
2019-05-13$36.00$36.0026.9%8.1%30.2%29.2%27.5%4.8%1.4%2.0M-11.6M-510.9K1.6029.20N/AN/A6381,02062,03337,775
2019-05-14$36.85$36.0025.7%7.3%31.5%25.8%25.6%4.1%0.0%3.0M-36.8M-514.7K1.3210.14N/AN/A2,6053,44862,08538,274
2019-05-15$37.17$36.0024.4%7.2%27.9%22.3%23.5%3.8%1.0%3.5M-48.8M-514.1K0.3613.27N/AN/A2,9711,05862,19438,288
2019-05-16$37.56$36.0023.7%7.0%24.4%20.2%26.1%3.3%1.1%4.7M-61.7M-529.1K0.7914.26N/AN/A3,6762,91763,91039,052
2019-05-17$37.34$36.0024.5%7.3%24.6%22.5%26.2%3.7%1.7%3.2M-52.5M-523.6K0.5413.61N/AN/A5,5332,99265,34439,461
2019-05-20$37.31$36.0025.4%7.3%24.4%24.9%26.0%4.3%-0.3%2.1M-36.2M-522.2K0.3317.40N/AN/A1,16538444,64429,878
2019-05-21$37.62$36.0024.3%7.0%23.5%21.8%23.2%4.0%0.8%2.5M-42.8M-533.8K0.1516.58N/AN/A5,69383245,48130,167
2019-05-22$37.82$36.0023.4%6.7%23.2%19.5%24.2%3.7%1.0%3.5M-52.2M-552.2K0.6415.99N/AN/A1,6831,07950,14830,510
2019-05-23$37.61$36.0025.3%7.2%18.1%24.7%23.1%4.0%-0.3%3.3M-47.5M-555.3K0.1410.53N/AN/A7,6671,06450,69930,653
2019-05-24$38.51$36.0024.0%6.8%19.7%21.0%26.0%3.7%0.8%5.8M-76.9M-581.0K0.399.33N/AN/A3,2881,26857,36130,915
2019-05-28$38.39$36.0025.1%7.0%18.6%24.2%24.3%2.3%-0.4%5.3M-71.2M-569.2K0.0910.00N/AN/A5,89952457,14230,690
2019-05-29$38.16$36.0026.4%7.3%18.7%27.7%25.9%3.4%-0.6%5.4M-65.1M-578.3K0.799.56N/AN/A1,3011,03360,42331,197
2019-05-30$38.36$36.0025.7%7.0%17.8%25.8%25.0%2.9%0.2%6.0M-70.8M-572.3K0.319.76N/AN/A2,69384560,56131,452
2019-05-31$38.43$36.0026.8%7.3%17.8%28.8%26.2%4.5%-0.7%8.5M-74.0M-577.5K0.7710.41N/AN/A2,2291,71561,96231,569