BSX Options History — April 2023

In April 2023, BSX traded between $49.55 and $52.72. ATM implied volatility averaged 21.0%, placing in the 13.4% IV rank vs the trailing year. The 30-day expected move averaged 6.3%. IV traded above realized volatility by 4.9% (HV 20d: 16.1%). Max pain ranged from $48.00 to $50.00. Net GEX was positive for 16 of 19 trading days. Term structure was in contango for 6 of 19 days. Put/call ratio averaged 1.35.

Notable Days

  • 2023-04-21: Highest Volume — 40,611 contracts
  • 2023-04-12: Largest IV spike — 33.2% change
  • 2023-04-25: Highest IV Rank — 39.2%
  • 2023-04-25: Largest Expected Move — 8.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$51.20$49.55$52.72$49.55$52.11
Max Pain$48.79$48.00$50.00$48.00$50.00
ATM IV21.0%17.2%28.4%17.2%19.0%
Expected Move6.3%4.9%8.1%4.9%5.4%
HV 20d16.1%12.9%18.6%17.5%18.4%
HV 60d16.9%16.0%18.0%17.0%17.0%
IV Rank13.4%0.2%39.2%0.2%6.5%
IV Percentile15.2%0.4%60.3%0.4%3.6%
Term Structure0.4%-2.5%5.7%5.4%0.2%
VWIV22.5%17.6%29.1%17.6%20.1%
Skew 25d3.4%1.3%5.2%2.8%1.3%
Skew 10d8.4%4.9%13.1%6.8%5.0%
Call IV 25d20.1%13.9%27.4%16.1%19.4%
Put IV 25d23.5%18.9%30.5%18.9%20.7%
Bid-Ask Spread %44.976.4574.7216.0749.35
Gamma HHI0.250.160.340.320.23
Net GEX3.8M-3.7M11.2M10.3M25.2K
Net DEX-143.2M-225.4M-29.7M-118.9M-84.0M
Net VEX-836.8K-1.0M-674.9K-888.6K-1.0M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.350.075.341.040.18
Total Volume7,530.26388040,6113,2374,979
Total OI128,704.684118,346148,251120,237148,251

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-04-03$49.55$48.0017.2%4.9%17.5%0.2%17.6%2.8%5.4%10.3M-118.9M-888.6K1.0416.07N/AN/A1,5901,64758,98361,254
2023-04-04$50.06$48.0017.8%5.1%16.8%2.5%18.2%4.2%5.7%9.8M-137.4M-871.6K0.2624.29N/AN/A1,99551059,25562,111
2023-04-05$50.64$49.0018.1%5.2%17.0%3.6%18.3%5.2%5.6%9.0M-160.2M-848.8K0.366.45N/AN/A2,60393359,50862,583
2023-04-06$50.11$48.0017.4%6.6%17.7%0.9%23.6%4.4%-0.4%11.2M-141.1M-865.5K5.347.66N/AN/A1,0285,48859,71263,029
2023-04-10$50.17$48.0018.6%6.6%16.6%5.0%22.9%4.5%-0.1%8.9M-133.4M-851.8K2.4571.59N/AN/A1,0252,51059,54666,841
2023-04-11$50.80$48.0017.6%6.7%14.4%1.6%24.2%3.7%-0.6%8.2M-168.1M-795.6K0.6013.75N/AN/A1,8811,13259,45966,683
2023-04-12$51.06$48.0023.4%6.7%14.2%22.0%22.4%3.7%-0.5%7.5M-177.1M-797.2K0.0873.37N/AN/A4,71135860,16567,357
2023-04-13$51.75$48.0023.7%6.8%14.3%22.8%22.8%3.9%-1.0%5.0M-192.6M-752.5K0.0716.66N/AN/A4,04130358,94667,554
2023-04-14$51.75$48.0023.4%6.7%14.1%21.8%22.4%3.9%-0.9%4.9M-198.0M-732.8K0.6070.43N/AN/A55033059,51367,698
2023-04-17$51.67$48.0022.3%6.4%13.6%18.0%22.4%2.7%-0.3%1.4M-208.9M-674.9K0.8162.87N/AN/A2,4912,02859,50568,767
2023-04-18$51.69$49.0022.1%6.3%12.9%17.4%22.2%3.0%-0.4%1.2M-204.5M-709.3K1.0468.28N/AN/A1,8221,88859,84770,250
2023-04-19$52.72$49.0019.1%5.5%14.2%6.7%22.6%3.7%-0.4%1.6M-225.4M-677.5K0.3012.92N/AN/A4,0921,21260,16571,926
2023-04-20$52.53$49.0019.2%5.5%13.9%7.2%22.6%3.0%0.3%1.4M-214.1M-729.2K0.6963.43N/AN/A3,8482,66560,16672,652
2023-04-21$50.95$49.0023.4%6.7%17.8%22.0%24.4%2.9%-0.9%536.1K-178.4M-849.3K5.2668.41N/AN/A6,48334,12860,92875,227
2023-04-24$51.22$50.0025.1%7.2%17.7%27.6%27.4%2.7%-1.8%-2.7M-41.0M-918.6K4.0674.72N/AN/A1,0184,13239,54878,798
2023-04-25$51.03$50.0028.4%8.1%17.9%39.2%29.1%3.1%-2.5%-3.1M-30.6M-950.8K1.0266.66N/AN/A9,84810,07240,37081,326
2023-04-26$50.94$50.0022.8%6.5%18.0%19.7%22.7%2.6%0.2%-3.7M-29.7M-1.0M0.5370.24N/AN/A8,8964,68349,65488,020
2023-04-27$51.97$50.0019.9%5.7%18.6%9.8%20.7%2.6%-0.4%471.9K-77.4M-970.9K0.9617.25N/AN/A3,1463,00952,99486,798
2023-04-28$52.11$50.0019.0%5.4%18.4%6.5%20.1%1.3%0.2%25.2K-84.0M-1.0M0.1849.35N/AN/A4,20277755,59592,656