BSX Options History — April 2024 In April 2024, BSX traded between $67.37 and $73.23. ATM implied volatility averaged 21.2%, placing in the 19.0% IV rank vs the trailing year. The 30-day expected move averaged 6.3%. IV traded above realized volatility by 3.8% (HV 20d: 17.4%). Max pain ranged from $62.50 to $67.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 7 of 22 days. Put/call ratio averaged 1.69.
Notable Days 2024-04-23 : Highest Volume — 47,983 contracts2024-04-10 : Largest IV spike — 24.5% change2024-04-22 : Highest IV Rank — 35.9%2024-04-22 : Largest Expected Move — 7.7%Monthly Statistics Metric Avg Min Max Open Close Price $69.19 $67.37 $73.23 $68.06 $71.84 Max Pain $65.11 $62.50 $67.50 $67.50 $67.50 ATM IV 21.2% 16.8% 27.0% 18.2% 17.5% Expected Move 6.3% 4.8% 7.7% 5.2% 5.0% HV 20d 17.4% 12.7% 25.1% 16.7% 24.9% HV 60d 16.4% 15.2% 19.8% 15.2% 18.4% IV Rank 19.0% 6.0% 35.9% 10.2% 8.0% IV Percentile 54.3% 5.6% 90.9% 29.8% 18.7% Term Structure -0.7% -4.3% 4.1% 3.6% 0.2% VWIV 21.9% 14.3% 26.9% 17.4% 14.3% Skew 25d 1.4% 0.7% 2.1% 2.1% 0.7% Skew 10d 2.3% 0.6% 4.3% 4.3% 2.2% Call IV 25d 21.6% 16.8% 26.9% 17.3% 17.9% Put IV 25d 23.0% 18.4% 27.9% 19.5% 18.5% Bid-Ask Spread % 30.32 11.53 70.29 67.25 20.55 Gamma HHI 0.34 0.21 0.47 0.35 0.34 Net GEX 16.0M 4.2M 36.6M 11.9M 36.2M Net DEX -305.9M -601.7M -168.3M -242.3M -490.5M Net VEX -1.5M -1.7M -1.4M -1.5M -1.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.69 0.03 8.19 1.21 0.64 Total Volume 8,321.545 787 47,983 2,461 3,483 Total OI 175,451.091 148,727 237,528 148,727 237,528
Daily Data (22 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 2024-04-01 $68.06 $67.50 18.2% 5.2% 16.7% 10.2% 17.4% 2.1% 3.6% 11.9M -242.3M -1.5M 1.21 67.25 N/A N/A 1,116 1,345 74,786 73,941 2024-04-02 $67.37 $67.50 18.0% 5.2% 17.2% 9.5% 18.4% 1.8% 4.1% 10.5M -218.8M -1.4M 0.35 28.90 N/A N/A 581 206 75,030 73,966 2024-04-03 $68.22 $67.50 19.2% 5.5% 17.6% 13.0% 20.6% 1.3% 3.3% 12.1M -250.4M -1.4M 0.27 20.55 N/A N/A 1,892 510 74,888 73,960 2024-04-04 $67.80 $62.50 19.8% 6.5% 17.6% 14.9% 22.6% 1.4% -1.1% 11.5M -236.3M -1.4M 1.54 25.98 N/A N/A 1,606 2,479 75,835 74,228 2024-04-05 $68.69 $62.50 19.2% 6.5% 17.9% 13.1% 22.5% 1.7% -0.8% 13.0M -270.2M -1.4M 0.44 30.68 N/A N/A 2,104 928 76,216 75,257 2024-04-08 $68.65 $62.50 18.5% 6.4% 17.8% 11.0% 23.8% 1.5% -0.7% 13.5M -253.7M -1.4M 8.19 25.92 N/A N/A 876 7,174 75,700 75,983 2024-04-09 $68.35 $65.00 18.5% 6.4% 15.8% 11.0% 22.1% 1.2% -0.6% 11.6M -236.1M -1.5M 1.79 16.78 N/A N/A 661 1,185 75,969 82,016 2024-04-10 $68.75 $65.00 23.0% 6.6% 14.6% 24.2% 22.7% 1.2% -1.0% 12.6M -254.9M -1.4M 1.27 21.87 N/A N/A 663 843 76,227 82,358 2024-04-11 $68.95 $65.00 22.0% 6.3% 12.7% 21.3% 22.3% 1.9% -1.1% 13.8M -260.8M -1.4M 1.39 16.86 N/A N/A 759 1,057 76,425 82,981 2024-04-12 $68.03 $65.00 24.3% 7.0% 13.8% 27.9% 24.1% 1.6% -1.7% 10.4M -215.4M -1.5M 0.64 40.90 N/A N/A 1,234 784 76,471 82,940 2024-04-15 $67.47 $65.00 25.6% 7.3% 14.0% 31.7% 25.5% 1.0% -2.3% 8.4M -196.2M -1.4M 4.38 33.63 N/A N/A 580 2,540 76,896 83,064 2024-04-16 $68.38 $65.00 24.6% 7.1% 13.5% 29.0% 23.6% 1.6% -1.8% 11.6M -234.0M -1.4M 3.22 31.80 N/A N/A 1,434 4,613 76,925 84,199 2024-04-17 $68.00 $65.00 24.2% 6.9% 13.5% 27.9% 24.3% 1.8% -2.7% 8.8M -209.3M -1.5M 1.32 28.61 N/A N/A 876 1,153 77,373 89,099 2024-04-18 $67.43 $65.00 24.8% 7.1% 13.6% 29.4% 26.2% 2.1% -2.7% 6.3M -184.0M -1.4M 6.17 34.57 N/A N/A 916 5,651 77,493 89,348 2024-04-19 $67.38 $65.00 26.2% 7.5% 13.4% 33.6% 26.3% 1.2% -3.5% 6.3M -168.3M -1.5M 0.55 39.26 N/A N/A 4,950 2,727 77,809 93,466 2024-04-22 $68.13 $65.00 27.0% 7.7% 14.0% 35.9% 26.9% 1.0% -4.3% 4.2M -201.3M -1.4M 0.03 11.53 N/A N/A 27,849 819 67,759 89,106 2024-04-23 $68.82 $65.00 25.2% 7.2% 14.2% 30.6% 25.7% 1.3% -3.9% 12.7M -275.1M -1.5M 0.24 24.50 N/A N/A 38,695 9,288 89,829 89,338 2024-04-24 $73.00 $65.00 19.2% 5.5% 24.9% 13.2% 20.0% 0.8% -0.5% 31.1M -597.6M -1.5M 0.32 70.29 N/A N/A 24,033 7,755 122,793 96,102 2024-04-25 $73.23 $65.00 17.9% 5.1% 24.8% 9.3% 17.9% 0.7% 0.2% 33.6M -601.7M -1.7M 2.12 25.33 N/A N/A 2,485 5,272 134,132 101,472 2024-04-26 $73.23 $65.00 17.3% 5.0% 24.9% 7.4% 17.9% 1.6% 0.6% 35.6M -600.0M -1.7M 0.16 28.27 N/A N/A 5,246 840 135,697 99,270 2024-04-29 $72.34 $65.00 16.8% 4.8% 25.1% 6.0% 17.4% 1.5% 1.0% 36.6M -533.9M -1.7M 0.87 23.05 N/A N/A 2,072 1,794 136,319 99,730 2024-04-30 $71.84 $67.50 17.5% 5.0% 24.9% 8.0% 14.3% 0.7% 0.2% 36.2M -490.5M -1.7M 0.64 20.55 N/A N/A 2,123 1,360 136,603 100,925
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