BSX Options History — October 2022

In October 2022, BSX traded between $39.53 and $43.24. ATM implied volatility averaged 33.6%, placing in the 53.2% IV rank vs the trailing year. The 30-day expected move averaged 9.2%. IV traded above realized volatility by 8.0% (HV 20d: 25.6%). Max pain ranged from $37.50 to $43.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 0.75.

Notable Days

  • 2022-10-07: Highest Volume — 20,586 contracts
  • 2022-10-27: Largest IV spike — 56.8% change
  • 2022-10-27: Highest IV Rank — 98.3%
  • 2022-10-20: Largest Expected Move — 10.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$40.87$39.53$43.24$39.84$43.24
Max Pain$41.02$37.50$43.00$37.50$41.00
ATM IV33.6%27.9%45.8%33.5%28.6%
Expected Move9.2%7.9%10.1%8.5%8.2%
HV 20d25.6%22.9%28.4%26.7%23.8%
HV 60d24.7%22.4%26.2%25.2%23.5%
IV Rank53.2%25.8%98.3%53.6%28.4%
IV Percentile68.5%35.3%99.6%70.2%41.7%
Term Structure-2.0%-3.6%-0.2%-2.2%-1.4%
VWIV32.1%28.1%36.0%31.4%29.1%
Skew 25d6.2%3.8%10.6%6.1%5.6%
Skew 10d12.5%1.1%20.7%12.2%1.1%
Call IV 25d30.5%25.6%33.5%31.1%25.6%
Put IV 25d36.7%30.8%43.3%37.1%31.3%
Bid-Ask Spread %41.3820.4363.7443.4455.50
Gamma HHI0.120.090.200.100.16
Net GEX4.0M770.0K7.8M2.5M5.6M
Net DEX-9.4M-62.5M31.5M17.0M-58.4M
Net VEX-880.7K-926.8K-822.3K-894.8K-897.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.750.311.800.641.60
Total Volume11,106.9526,43320,5868,3646,433
Total OI146,321.619126,307162,068144,585141,888

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-10-03$39.84$37.5033.5%8.5%26.7%53.6%31.4%6.1%-2.2%2.5M17.0M-894.8K0.6443.44N/AN/A5,1123,25272,60671,979
2022-10-04$40.91$38.0033.4%8.1%28.4%53.0%31.6%5.9%-2.4%4.7M-21.6M-926.8K0.8223.68N/AN/A5,4234,46273,04572,185
2022-10-05$41.41$38.0033.4%8.0%26.8%53.2%31.1%6.3%-2.3%5.4M-42.4M-921.9K0.6120.43N/AN/A5,6833,48373,21868,441
2022-10-06$40.70$43.0030.7%9.3%25.8%43.4%30.2%3.8%-0.2%5.9M-20.4M-913.4K0.7339.39N/AN/A5,3953,95373,66768,453
2022-10-07$39.66$43.0030.1%9.4%26.6%41.2%30.8%10.6%-1.0%2.7M21.4M-877.4K0.6143.34N/AN/A12,7797,80773,66668,962
2022-10-10$39.74$43.0036.2%9.8%26.3%63.4%32.4%5.8%-2.1%1.7M21.7M-876.6K0.4434.98N/AN/A5,1492,27773,09572,577
2022-10-11$39.53$42.0033.5%9.6%24.8%53.5%31.5%10.5%-2.3%1.3M17.6M-897.0K0.7633.13N/AN/A11,2368,59073,51972,634
2022-10-12$39.71$42.0034.1%9.8%25.0%55.6%32.7%5.7%-1.6%1.4M31.5M-873.6K0.4741.32N/AN/A5,7082,70174,58474,746
2022-10-13$40.38$42.0034.7%9.9%25.9%57.8%35.1%5.3%-2.3%3.1M-541.9K-900.0K0.5957.65N/AN/A4,6762,78174,70474,829
2022-10-14$40.12$42.0034.2%9.8%25.9%56.3%34.3%5.9%-1.9%2.7M14.4M-886.0K0.8842.55N/AN/A8,9087,84174,98975,040
2022-10-17$40.96$41.0034.4%9.8%26.9%56.6%36.0%6.8%-2.6%4.7M-19.9M-902.7K0.4356.69N/AN/A9,9654,30577,44578,346
2022-10-18$41.10$41.0034.1%9.8%26.3%55.5%32.8%6.0%-3.1%7.6M-41.8M-896.6K0.3237.62N/AN/A9,2422,92783,24978,819
2022-10-19$40.92$41.0034.4%9.9%25.6%57.0%32.8%8.0%-3.0%7.2M-22.4M-879.3K0.5240.13N/AN/A5,1712,66680,78979,235
2022-10-20$40.23$41.0035.3%10.1%26.2%60.1%30.9%6.2%-1.3%4.8M8.9M-829.0K0.3137.52N/AN/A7,7362,40380,64979,220
2022-10-21$40.59$41.0033.6%9.6%25.2%54.0%35.8%4.7%-2.5%7.8M1.3M-822.3K0.5633.75N/AN/A4,7502,64878,86679,141
2022-10-24$41.10$41.0034.4%9.9%25.0%56.7%34.9%6.1%-2.9%770.0K10.1M-823.2K0.9027.20N/AN/A4,2093,79157,27669,031
2022-10-25$41.33$41.0033.9%9.7%24.7%55.0%34.1%5.0%-3.6%1.5M-521.0K-853.7K0.7622.81N/AN/A5,7244,35659,96870,597
2022-10-26$42.03$41.0029.2%8.4%22.9%38.1%28.1%5.0%-2.9%3.6M-29.9M-860.9K0.7753.45N/AN/A10,6578,16063,94271,332
2022-10-27$41.69$41.0045.8%7.9%23.2%98.3%29.8%4.8%-0.2%4.1M-20.9M-880.8K1.8060.73N/AN/A2,5624,61269,26173,675
2022-10-28$43.05$41.0027.9%8.0%24.8%25.8%28.8%5.9%-1.1%5.6M-62.5M-882.0K1.3063.74N/AN/A5,9647,74969,10073,986
2022-10-31$43.24$41.0028.6%8.2%23.8%28.4%29.1%5.6%-1.4%5.6M-58.4M-897.6K1.6055.50N/AN/A2,4713,96268,14573,743