BSX Options History — April 2022

In April 2022, BSX traded between $42.17 and $47.09. ATM implied volatility averaged 31.6%, placing in the 46.6% IV rank vs the trailing year. The 30-day expected move averaged 9.0%. IV traded above realized volatility by 4.4% (HV 20d: 27.2%). Max pain ranged from $43.00 to $44.00. Net GEX was positive for 16 of 20 trading days. Term structure was in contango for 5 of 20 days. Put/call ratio averaged 1.32.

Notable Days

  • 2022-04-13: Highest Volume — 30,873 contracts
  • 2022-04-22: Largest IV spike — 14.7% change
  • 2022-04-22: Highest IV Rank — 66.2%
  • 2022-04-26: Largest Expected Move — 11.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$44.33$42.17$47.09$44.78$42.17
Max Pain$43.35$43.00$44.00$43.00$44.00
ATM IV31.6%27.4%37.0%27.4%33.6%
Expected Move9.0%7.2%11.0%7.2%9.7%
HV 20d27.2%20.9%36.3%29.3%36.3%
HV 60d28.8%26.7%32.5%27.5%31.2%
IV Rank46.6%31.6%66.2%31.6%53.7%
IV Percentile84.8%64.3%98.0%64.3%90.1%
Term Structure-0.8%-3.1%1.5%-1.3%-1.8%
VWIV32.0%25.8%39.3%25.8%34.1%
Skew 25d2.3%-9.6%5.1%1.7%4.4%
Skew 10d5.9%-5.5%16.4%16.4%8.4%
Call IV 25d32.2%26.6%41.3%28.4%31.0%
Put IV 25d34.5%30.1%41.5%30.1%35.4%
Bid-Ask Spread %43.2115.4470.8948.3222.34
Gamma HHI0.170.120.240.220.15
Net GEX5.0M-5.0M12.3M9.5M-5.0M
Net DEX-31.8M-138.9M72.8M-66.5M72.8M
Net VEX-1.1M-1.1M-966.8K-998.8K-1.1M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.320.412.122.121.88
Total Volume16,129.97,22130,8738,98911,018
Total OI175,985.8157,307202,200174,083187,143

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-04-01$44.78$43.0027.4%7.2%29.3%31.6%25.8%1.7%-1.3%9.5M-66.5M-998.8K2.1248.32N/AN/A2,8846,10583,97090,113
2022-04-04$44.12$43.0027.6%7.7%27.5%32.3%27.1%-9.6%1.5%7.1M-36.0M-986.0K0.5835.57N/AN/A9,0395,24382,01690,143
2022-04-05$44.27$43.0028.2%7.8%22.9%34.2%28.0%5.1%-2.5%7.7M-41.1M-988.3K1.3432.51N/AN/A3,0884,13383,32290,456
2022-04-06$44.44$43.0028.8%8.0%21.4%36.7%28.2%4.6%-0.7%8.3M-45.5M-980.8K1.7547.41N/AN/A3,6276,34684,52290,985
2022-04-07$45.02$43.0028.3%7.7%21.2%34.9%28.7%3.6%1.3%11.5M-72.1M-983.8K1.2937.29N/AN/A3,6404,70984,61493,175
2022-04-08$44.89$43.0028.3%7.8%21.4%34.6%28.7%4.7%-0.0%12.3M-66.5M-1.0M1.1128.05N/AN/A4,3904,85685,04993,640
2022-04-11$44.24$43.0030.4%8.6%22.3%42.5%31.2%3.4%0.0%7.5M-38.5M-968.0K1.2540.40N/AN/A5,1196,42484,65990,525
2022-04-12$43.70$43.0030.0%8.4%22.0%40.8%29.9%3.9%0.4%2.8M-9.9M-966.8K1.5432.41N/AN/A8,91113,74085,07492,611
2022-04-13$44.49$43.0029.6%8.5%21.2%39.5%29.1%1.2%0.1%7.5M-34.0M-1.1M1.0541.32N/AN/A15,03015,84389,89099,789
2022-04-14$44.43$43.0033.5%8.9%20.9%53.6%33.3%-2.3%-3.1%4.3M-40.7M-1.1M0.8770.89N/AN/A15,84213,77899,223102,977
2022-04-18$43.61$43.0034.6%9.7%22.0%57.4%34.6%3.3%-2.5%2.8M-9.5M-1.1M1.9068.09N/AN/A7,65814,58668,19689,111
2022-04-19$45.65$43.0032.7%9.3%27.4%50.6%34.9%2.5%-0.8%6.3M-81.5M-1.1M1.4752.16N/AN/A7,13810,51572,11995,863
2022-04-20$47.09$43.0035.3%10.1%29.2%60.0%33.0%2.5%0.1%7.1M-138.9M-1.1M0.9152.55N/AN/A8,9528,10274,40896,524
2022-04-21$46.49$44.0032.2%9.2%26.0%49.0%33.4%-1.3%-0.8%7.2M-115.1M-1.1M1.6553.49N/AN/A4,6237,64773,63698,016
2022-04-22$44.18$44.0037.0%10.7%32.5%66.2%38.9%3.9%-1.6%4.7M-13.2M-1.1M1.0953.57N/AN/A8,1908,89674,40698,271
2022-04-25$44.67$44.0036.0%10.8%32.4%62.7%39.3%4.0%-0.6%1.6M-20.2M-1.1M1.7341.54N/AN/A5,0298,70565,67799,180
2022-04-26$42.58$44.0036.3%11.0%36.2%63.8%39.0%3.3%-2.8%-1.2M39.4M-1.1M0.9938.59N/AN/A12,43512,27967,47999,627
2022-04-27$43.10$44.0031.4%9.2%36.1%46.0%31.4%3.2%-0.6%-1.2M31.4M-1.1M0.4152.20N/AN/A7,8843,22974,685105,141
2022-04-28$42.77$44.0030.1%8.9%36.1%41.3%31.8%4.5%-0.6%-2.0M50.1M-1.1M1.5015.44N/AN/A9,18813,77778,680104,801
2022-04-29$42.17$44.0033.6%9.7%36.3%53.7%34.1%4.4%-1.8%-5.0M72.8M-1.1M1.8822.34N/AN/A3,8217,19779,188107,955