BSX Options History — August 2022

In August 2022, BSX traded between $40.07 and $42.74. ATM implied volatility averaged 24.3%, placing in the 20.2% IV rank vs the trailing year. The 30-day expected move averaged 6.8%. IV traded below realized volatility by 0.7% (HV 20d: 25.0%). Max pain ranged from $38.00 to $42.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 12 of 23 days. Put/call ratio averaged 1.30.

Notable Days

2022-08-05: Highest Volume — 22,061 contracts
2022-08-22: Largest IV spike — 11.3% change
2022-08-01: Highest IV Rank — 29.4%
2022-08-02: Largest Expected Move — 7.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$41.44	$40.07	$42.74	$41.04	$40.47
Max Pain	$41.30	$38.00	$42.00	$38.00	$41.00
ATM IV	24.3%	21.5%	26.8%	26.8%	26.2%
Expected Move	6.8%	6.1%	7.5%	7.3%	7.2%
HV 20d	25.0%	15.9%	28.7%	28.3%	19.3%
HV 60d	26.5%	24.9%	31.3%	31.3%	25.4%
IV Rank	20.2%	10.2%	29.4%	29.4%	26.9%
IV Percentile	17.9%	0.8%	34.1%	34.1%	30.6%
Term Structure	0.1%	-0.8%	1.3%	-0.8%	0.2%
VWIV	24.4%	20.7%	27.9%	27.9%	22.7%
Skew 25d	3.3%	2.1%	4.4%	4.2%	3.2%
Skew 10d	7.4%	3.6%	11.3%	8.6%	6.8%
Call IV 25d	23.2%	20.6%	25.3%	25.2%	24.6%
Put IV 25d	26.5%	23.6%	29.4%	29.4%	27.7%
Bid-Ask Spread %	37.89	19.03	65.26	27.39	19.03
Gamma HHI	0.23	0.10	0.83	0.23	0.11
Net GEX	9.6M	1.4M	54.9M	6.1M	2.4M
Net DEX	-54.0M	-151.6M	31.4M	-37.5M	13.6M
Net VEX	-919.6K	-981.6K	-859.5K	-936.0K	-933.1K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.30	0.08	4.29	3.72	3.20
Total Volume	8,072.739	687	22,061	14,045	11,411
Total OI	170,070.478	144,343	189,122	166,194	161,139

Daily Data (23 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2022-08-01	$41.04	$38.00	26.8%	7.3%	28.3%	29.4%	27.9%	4.2%	-0.8%	6.1M	-37.5M	-936.0K	3.72	27.39	N/A	N/A	2,975	11,070	77,427	88,767
2022-08-02	$41.52	$38.00	26.0%	7.5%	27.9%	26.4%	26.8%	3.3%	-0.2%	6.9M	-59.5M	-943.5K	2.53	30.52	N/A	N/A	4,548	11,494	78,427	88,825
2022-08-03	$41.72	$38.00	25.2%	7.3%	27.9%	23.6%	25.4%	4.1%	-0.2%	8.0M	-72.4M	-930.6K	2.99	65.26	N/A	N/A	3,815	11,406	80,999	88,971
2022-08-04	$41.31	$42.00	26.1%	7.2%	28.4%	26.8%	27.1%	3.9%	-0.2%	8.2M	-55.5M	-928.3K	4.29	48.36	N/A	N/A	2,635	11,299	82,000	89,009
2022-08-05	$40.98	$42.00	24.7%	6.8%	28.7%	21.7%	26.6%	4.2%	-0.3%	8.3M	-35.6M	-909.6K	1.05	32.44	N/A	N/A	10,747	11,314	82,209	89,324
2022-08-08	$41.02	$42.00	25.2%	7.0%	28.0%	23.4%	27.6%	2.2%	-0.4%	7.6M	-33.0M	-859.5K	3.62	39.53	N/A	N/A	3,032	10,962	78,057	89,164
2022-08-09	$41.02	$42.00	25.1%	7.2%	26.9%	23.1%	24.9%	3.2%	0.1%	8.3M	-33.8M	-869.4K	0.09	37.38	N/A	N/A	12,163	1,144	79,350	89,370
2022-08-10	$41.82	$42.00	23.4%	6.5%	27.2%	16.9%	23.0%	3.3%	-0.6%	11.5M	-89.3M	-935.9K	0.11	32.92	N/A	N/A	3,971	419	89,951	90,493
2022-08-11	$41.66	$42.00	23.0%	6.6%	27.3%	15.4%	23.8%	3.3%	-0.1%	11.5M	-82.0M	-928.9K	0.40	39.96	N/A	N/A	1,418	571	89,736	90,919
2022-08-12	$42.24	$42.00	23.3%	6.6%	27.1%	16.5%	22.9%	3.3%	-0.6%	11.5M	-112.5M	-937.3K	0.11	46.23	N/A	N/A	2,284	256	90,376	91,280
2022-08-15	$42.20	$42.00	22.8%	6.5%	26.8%	14.7%	23.0%	2.8%	1.3%	13.2M	-110.9M	-905.4K	0.33	42.44	N/A	N/A	1,184	386	90,204	89,734
2022-08-16	$42.38	$42.00	23.1%	6.6%	26.7%	15.8%	23.7%	3.7%	-0.3%	14.8M	-124.6M	-883.3K	0.31	35.26	N/A	N/A	5,596	1,715	90,623	89,683
2022-08-17	$42.74	$42.00	21.7%	6.2%	26.0%	10.9%	22.2%	2.1%	0.7%	18.1M	-150.0M	-904.9K	0.08	62.87	N/A	N/A	3,635	279	95,669	91,130
2022-08-18	$42.62	$42.00	21.5%	6.1%	26.0%	10.2%	20.7%	3.0%	1.3%	13.5M	-151.6M	-921.3K	0.11	31.30	N/A	N/A	2,167	239	96,249	91,333
2022-08-19	$42.07	$42.00	22.4%	6.3%	26.8%	13.1%	23.8%	2.4%	0.7%	54.9M	-125.2M	-899.4K	0.12	33.29	N/A	N/A	4,968	614	97,624	91,498
2022-08-22	$41.24	$42.00	24.9%	7.0%	28.0%	22.3%	24.2%	3.7%	0.1%	2.1M	-2.0M	-862.5K	0.92	32.70	N/A	N/A	4,801	4,423	66,566	77,777
2022-08-23	$40.92	$41.50	24.1%	6.9%	28.3%	19.3%	24.2%	3.2%	0.4%	1.4M	5.6M	-881.6K	0.74	35.02	N/A	N/A	8,340	6,190	71,127	81,260
2022-08-24	$41.15	$41.50	24.3%	6.7%	16.3%	20.3%	23.0%	2.8%	0.7%	2.5M	-8.2M	-981.6K	0.74	27.06	N/A	N/A	581	430	74,838	84,957
2022-08-25	$41.80	$41.50	23.3%	6.4%	15.9%	16.5%	22.9%	3.7%	0.4%	3.3M	-33.0M	-975.3K	0.33	35.99	N/A	N/A	3,139	1,026	75,169	84,861
2022-08-26	$40.57	$41.50	24.5%	6.9%	19.2%	20.9%	24.2%	3.0%	0.3%	2.8M	7.3M	-970.3K	0.43	38.91	N/A	N/A	480	207	77,529	85,795
2022-08-29	$40.49	$41.50	25.6%	7.3%	19.2%	25.0%	25.3%	4.4%	-0.0%	2.4M	16.0M	-936.1K	2.29	27.20	N/A	N/A	875	2,008	77,105	84,944
2022-08-30	$40.07	$41.50	25.8%	7.5%	19.0%	25.5%	25.7%	3.3%	0.5%	1.5M	31.4M	-917.6K	1.29	50.39	N/A	N/A	1,511	1,945	76,988	83,165
2022-08-31	$40.47	$41.00	26.2%	7.2%	19.3%	26.9%	22.7%	3.2%	0.2%	2.4M	13.6M	-933.1K	3.20	19.03	N/A	N/A	2,715	8,696	77,900	83,239