BSX Options History — April 2021

In April 2021, BSX traded between $38.59 and $44.31. ATM implied volatility averaged 26.0%, placing in the 5.8% IV rank vs the trailing year. The 30-day expected move averaged 7.0%. IV traded above realized volatility by 8.0% (HV 20d: 17.9%). Max pain ranged from $36.00 to $38.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 0.74.

Notable Days

  • 2021-04-16: Highest Volume — 27,913 contracts
  • 2021-04-29: Largest IV drop — 19.3% change
  • 2021-04-16: Highest IV Rank — 16.1%
  • 2021-04-20: Largest Expected Move — 7.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$40.96$38.59$44.31$38.59$43.64
Max Pain$37.10$36.00$38.00$38.00$38.00
ATM IV26.0%22.1%30.0%27.1%22.3%
Expected Move7.0%6.0%7.8%6.6%6.2%
HV 20d17.9%15.5%23.9%23.9%21.6%
HV 60d23.3%22.3%24.0%24.0%23.3%
IV Rank5.8%0.0%16.1%6.7%0.4%
IV Percentile4.6%0.0%30.2%2.8%0.4%
Term Structure-0.5%-5.2%10.8%-2.5%-0.5%
VWIV25.2%21.2%28.5%21.2%21.7%
Skew 25d1.6%-23.8%16.0%-23.8%3.3%
Skew 10d6.3%-15.8%33.7%33.7%6.5%
Call IV 25d27.8%21.5%50.0%50.0%21.5%
Put IV 25d29.4%22.8%44.1%26.2%24.9%
Bid-Ask Spread %38.7318.3662.5644.6027.48
Gamma HHI0.150.090.480.090.12
Net GEX6.3M2.2M16.3M2.2M5.6M
Net DEX-125.5M-236.0M-39.9M-39.9M-201.9M
Net VEX-1.1M-1.2M-1.0M-1.2M-1.1M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.740.071.630.420.20
Total Volume9,480.42973227,9133,98423,547
Total OI178,846.476164,208195,239166,399195,239

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-04-01$38.59$38.0027.1%6.6%23.9%6.7%21.2%-23.8%-2.5%2.2M-39.9M-1.2M0.4244.60N/AN/A2,8091,17580,17186,228
2021-04-05$39.00$36.0026.6%7.1%17.6%6.3%26.2%-1.5%10.8%3.3M-58.4M-1.1M1.1027.86N/AN/A34838480,93583,273
2021-04-06$38.95$36.0028.6%6.8%17.6%10.9%25.0%5.5%-4.6%3.2M-52.5M-1.1M1.5321.06N/AN/A55885281,08484,165
2021-04-07$38.86$36.0026.1%7.0%17.5%6.0%24.1%0.6%-3.9%3.4M-53.9M-1.1M0.5135.56N/AN/A85443381,39383,986
2021-04-08$38.69$36.0026.4%7.1%17.3%6.8%24.5%-0.4%-5.2%2.9M-45.0M-1.1M0.9835.32N/AN/A1,4691,44782,05084,268
2021-04-09$39.18$36.0024.0%7.2%17.0%0.6%26.2%0.6%4.5%3.9M-59.0M-1.1M1.6346.75N/AN/A1,8342,98282,63785,750
2021-04-12$39.32$36.0026.8%7.0%17.1%7.7%25.1%4.6%1.0%3.8M-71.0M-1.1M0.4632.32N/AN/A4,2761,96983,35184,905
2021-04-13$39.40$36.0025.9%7.2%16.5%5.4%25.7%3.5%0.2%5.4M-77.6M-1.1M1.5719.04N/AN/A4,5697,18186,97386,017
2021-04-14$39.66$36.0024.4%7.2%16.0%1.5%25.8%3.2%1.3%7.3M-93.5M-1.1M0.7237.82N/AN/A5,2513,77089,05786,075
2021-04-15$40.86$37.0026.3%7.0%19.0%6.6%24.9%-4.3%-2.2%13.1M-153.9M-1.1M0.0757.11N/AN/A23,9111,59691,09788,840
2021-04-16$41.03$37.0030.0%6.8%17.8%16.1%26.8%0.1%-4.0%16.3M-160.0M-1.1M0.3262.56N/AN/A21,0876,82694,37190,021
2021-04-19$40.84$37.0025.2%7.2%17.9%3.6%25.1%3.5%3.0%7.4M-116.0M-1.2M0.9641.25N/AN/A2,9272,82087,49290,602
2021-04-20$41.10$38.0027.3%7.8%17.7%9.0%28.5%0.9%-1.7%8.2M-132.7M-1.1M0.6353.67N/AN/A8,0345,04489,10594,467
2021-04-21$42.28$38.0026.1%7.5%15.6%6.0%27.1%5.1%2.4%7.0M-161.5M-1.1M0.3054.43N/AN/A5,1891,54188,66896,865
2021-04-22$42.66$38.0025.5%7.3%15.5%4.4%27.8%4.5%-3.1%4.9M-189.4M-1.1M0.9854.98N/AN/A3,9203,85289,83698,098
2021-04-23$42.80$38.0026.3%7.4%15.6%6.5%26.6%3.5%-0.1%6.0M-196.6M-1.1M0.0929.67N/AN/A20,4811,80391,178100,203
2021-04-26$42.33$38.0025.9%7.5%16.7%5.4%26.2%3.1%-1.7%7.0M-148.3M-1.1M0.9418.36N/AN/A93688488,14198,017
2021-04-27$42.48$38.0024.9%7.6%16.3%2.8%27.5%4.5%-0.7%7.5M-160.9M-1.0M1.0734.51N/AN/A3,5443,79288,26198,758
2021-04-28$44.31$38.0027.4%6.1%21.0%9.4%21.6%16.0%-3.7%7.1M-236.0M-1.0M0.1447.42N/AN/A8,7991,21589,377102,194
2021-04-29$44.18$38.0022.1%6.0%20.9%0.0%21.2%1.7%0.6%7.1M-227.4M-1.0M0.8731.58N/AN/A2,7712,40989,617103,011
2021-04-30$43.64$38.0022.3%6.2%21.6%0.4%21.7%3.3%-0.5%5.6M-201.9M-1.1M0.2027.48N/AN/A19,6983,84990,193105,046