BSX Options History — March 2023 In March 2023, BSX traded between $46.30 and $50.05. ATM implied volatility averaged 22.3%, placing in the 13.7% IV rank vs the trailing year. The 30-day expected move averaged 6.1%. IV traded above realized volatility by 6.3% (HV 20d: 16.0%). Max pain ranged from $47.00 to $48.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 23 of 23 days. Put/call ratio averaged 1.09.
Notable Days 2023-03-14 : Highest Volume — 22,151 contracts2023-03-10 : Largest IV spike — 35.8% change2023-03-10 : Highest IV Rank — 52.7%2023-03-15 : Largest Expected Move — 7.2%Monthly Statistics Metric Avg Min Max Open Close Price $48.02 $46.30 $50.05 $46.78 $50.05 Max Pain $47.39 $47.00 $48.00 $47.00 $48.00 ATM IV 22.3% 17.1% 33.0% 20.7% 17.1% Expected Move 6.1% 4.9% 7.2% 5.9% 4.9% HV 20d 16.0% 12.2% 18.9% 18.9% 17.1% HV 60d 16.7% 15.9% 17.1% 16.8% 17.0% IV Rank 13.7% 0.0% 52.7% 4.4% 0.0% IV Percentile 15.5% 0.0% 69.4% 4.8% 0.0% Term Structure 2.9% 0.1% 5.5% 0.8% 5.5% VWIV 21.2% 18.0% 25.2% 20.3% 18.0% Skew 25d 4.8% 2.9% 7.8% 3.6% 4.7% Skew 10d 11.2% 5.7% 17.1% 12.0% 10.4% Call IV 25d 18.8% 14.0% 22.0% 20.2% 14.0% Put IV 25d 23.6% 18.6% 28.5% 23.8% 18.6% Bid-Ask Spread % 27.50 10.43 59.12 19.06 22.68 Gamma HHI 0.25 0.15 0.79 0.17 0.32 Net GEX 8.2M 673.2K 37.1M 4.0M 11.0M Net DEX -64.3M -141.9M -10.2M -30.7M -141.9M Net VEX -710.9K -831.3K -639.8K -684.0K -819.5K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.09 0.06 4.36 0.06 1.20 Total Volume 5,492.826 548 22,151 1,447 7,766 Total OI 118,056.304 78,965 136,558 126,492 115,487
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 2023-03-01 $46.78 $47.00 20.7% 5.9% 18.9% 4.4% 20.3% 3.6% 0.8% 4.0M -30.7M -684.0K 0.06 19.06 N/A N/A 1,365 82 57,528 68,964 2023-03-02 $47.39 $47.00 20.8% 6.0% 15.9% 4.9% 22.3% 3.9% 0.1% 7.2M -50.5M -687.7K 3.47 10.43 N/A N/A 680 2,357 58,177 68,997 2023-03-03 $47.83 $47.00 18.6% 5.3% 15.9% 0.0% 19.2% 3.7% 0.9% 9.3M -65.2M -676.3K 0.60 19.24 N/A N/A 4,180 2,526 58,233 70,987 2023-03-06 $47.66 $47.00 19.3% 5.5% 15.2% 2.4% 18.8% 3.7% 3.3% 8.7M -58.6M -675.2K 0.76 32.74 N/A N/A 734 559 59,734 73,489 2023-03-07 $47.05 $47.00 22.0% 5.9% 13.8% 12.4% 19.5% 3.8% 2.7% 4.9M -35.6M -672.1K 0.39 16.33 N/A N/A 889 351 61,316 73,910 2023-03-08 $46.97 $47.00 22.1% 5.9% 13.2% 12.6% 19.7% 3.7% 3.1% 4.4M -32.6M -655.1K 0.16 29.76 N/A N/A 471 77 61,786 73,995 2023-03-09 $46.92 $47.00 24.3% 6.2% 12.2% 20.8% 22.9% 3.6% 2.9% 4.2M -32.6M -658.0K 2.84 19.80 N/A N/A 174 494 62,082 73,993 2023-03-10 $46.30 $47.00 33.0% 7.0% 12.9% 52.7% 22.5% 4.5% 2.0% 673.2K -10.2M -660.0K 0.54 17.14 N/A N/A 2,501 1,351 62,139 74,390 2023-03-13 $47.61 $47.00 29.8% 6.6% 16.4% 40.9% 23.3% 5.5% 2.3% 9.0M -54.8M -663.2K 4.36 55.24 N/A N/A 333 1,451 61,812 74,387 2023-03-14 $48.08 $47.00 27.1% 6.4% 16.4% 31.3% 20.6% 6.0% 3.1% 12.6M -70.1M -639.8K 4.13 59.12 N/A N/A 4,322 17,829 61,847 74,711 2023-03-15 $47.81 $47.00 25.1% 7.2% 16.4% 23.9% 24.8% 7.3% 1.7% 9.9M -57.6M -656.2K 0.18 45.01 N/A N/A 4,379 778 62,486 57,897 2023-03-16 $48.36 $47.00 23.6% 6.8% 16.8% 18.3% 24.1% 7.8% 2.4% 15.1M -85.0M -649.6K 0.28 46.96 N/A N/A 1,172 332 64,815 58,400 2023-03-17 $48.00 $47.00 23.2% 6.7% 16.1% 17.0% 25.2% 6.3% 1.9% 37.1M -70.0M -646.3K 0.56 47.68 N/A N/A 7,899 4,397 64,983 58,672 2023-03-20 $48.73 $47.00 21.8% 6.2% 16.8% 11.6% 22.7% 2.9% 2.8% 3.6M -60.2M -657.9K 1.10 22.67 N/A N/A 5,237 5,747 37,054 41,911 2023-03-21 $48.83 $48.00 20.5% 5.9% 16.3% 7.0% 21.3% 6.3% 3.3% 4.0M -65.8M -694.0K 0.23 13.51 N/A N/A 9,911 2,284 40,831 47,499 2023-03-22 $48.45 $48.00 21.1% 6.0% 16.5% 9.0% 20.9% 4.6% 3.6% 4.2M -68.6M -743.5K 0.16 26.35 N/A N/A 3,265 520 45,528 48,857 2023-03-23 $47.89 $48.00 22.4% 6.4% 16.9% 13.8% 21.9% 5.2% 3.4% 3.8M -52.1M -778.2K 1.58 14.59 N/A N/A 2,184 3,460 47,594 49,318 2023-03-24 $48.20 $48.00 22.1% 6.3% 16.9% 12.7% 21.8% 5.3% 3.4% 3.8M -60.4M -791.6K 0.26 25.03 N/A N/A 2,105 548 48,278 52,564 2023-03-27 $48.38 $48.00 20.8% 6.0% 16.8% 7.9% 19.7% 4.5% 4.3% 5.2M -66.9M -779.0K 0.36 13.87 N/A N/A 10,028 3,571 49,443 52,823 2023-03-28 $48.44 $48.00 20.8% 6.0% 16.8% 8.2% 20.3% 4.3% 3.8% 7.6M -81.0M -831.3K 0.34 23.99 N/A N/A 934 314 56,910 55,028 2023-03-29 $49.09 $48.00 19.4% 5.6% 17.3% 2.8% 18.6% 4.5% 4.0% 8.5M -105.0M -814.3K 0.23 26.31 N/A N/A 3,348 778 57,071 55,309 2023-03-30 $49.59 $48.00 18.2% 5.2% 17.1% 0.0% 19.9% 5.0% 4.9% 9.8M -122.7M -817.6K 1.29 25.04 N/A N/A 1,160 1,492 58,151 55,909 2023-03-31 $50.05 $48.00 17.1% 4.9% 17.1% 0.0% 18.0% 4.7% 5.5% 11.0M -141.9M -819.5K 1.20 22.68 N/A N/A 3,528 4,238 58,358 57,129
« Feb 2023 | All History | Apr 2023 » Home BSX History March 2023