BSX Options History — May 2024 In May 2024, BSX traded between $71.87 and $75.81. ATM implied volatility averaged 17.1%, placing in the 6.8% IV rank vs the trailing year. The 30-day expected move averaged 4.8%. IV traded below realized volatility by 4.8% (HV 20d: 21.9%). Max pain ranged from $65.00 to $72.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 20 of 22 days. Put/call ratio averaged 1.17.
Notable Days 2024-05-09 : Highest Volume — 25,243 contracts2024-05-13 : Largest IV spike — 31.1% change2024-05-14 : Highest IV Rank — 21.6%2024-05-31 : Largest Expected Move — 5.2%Monthly Statistics Metric Avg Min Max Open Close Price $74.07 $71.87 $75.81 $72.50 $74.95 Max Pain $69.55 $65.00 $72.50 $65.00 $72.50 ATM IV 17.1% 15.7% 22.1% 17.0% 18.3% Expected Move 4.8% 4.5% 5.2% 4.9% 5.2% HV 20d 21.9% 14.4% 25.6% 24.7% 14.8% HV 60d 19.0% 18.5% 19.4% 18.5% 19.3% IV Rank 6.8% 2.6% 21.6% 6.5% 10.5% IV Percentile 15.0% 0.8% 72.2% 9.1% 37.3% Term Structure 1.2% -0.2% 3.0% 0.4% -0.2% VWIV 16.9% 14.5% 18.6% 17.3% 18.6% Skew 25d 1.2% 0.5% 2.2% 0.7% 2.2% Skew 10d 2.8% -4.2% 7.9% -4.2% 7.9% Call IV 25d 16.7% 15.4% 18.3% 17.5% 17.6% Put IV 25d 17.9% 16.7% 19.8% 18.2% 19.8% Bid-Ask Spread % 54.18 17.08 82.24 80.10 75.05 Gamma HHI 0.27 0.15 0.47 0.32 0.17 Net GEX 20.4M 3.4M 41.1M 37.8M 4.8M Net DEX -489.4M -695.1M -298.0M -547.7M -299.6M Net VEX -1.7M -1.8M -1.6M -1.7M -1.8M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.17 0.07 3.32 3.32 2.43 Total Volume 6,709.455 756 25,243 10,759 1,172 Total OI 232,894.227 181,332 275,449 238,631 202,040
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 2024-05-01 $72.50 $65.00 17.0% 4.9% 24.7% 6.5% 17.3% 0.7% 0.4% 37.8M -547.7M -1.7M 3.32 80.10 N/A N/A 2,489 8,270 138,046 100,585 2024-05-02 $71.87 $65.00 17.1% 4.9% 24.9% 6.9% 14.5% 0.7% 0.4% 38.0M -494.1M -1.8M 1.47 17.08 N/A N/A 2,535 3,720 139,282 100,717 2024-05-03 $72.98 $65.00 15.8% 4.5% 25.0% 3.2% 16.3% 1.3% 1.1% 39.6M -591.6M -1.7M 0.15 76.19 N/A N/A 6,596 960 140,602 103,397 2024-05-06 $72.57 $65.00 16.1% 4.9% 25.2% 4.1% 17.2% 1.3% 3.0% 41.1M -551.7M -1.7M 1.76 43.06 N/A N/A 6,652 11,723 141,065 103,985 2024-05-07 $73.32 $67.50 16.3% 4.8% 25.1% 4.5% 16.9% 1.7% 2.9% 38.5M -601.8M -1.7M 0.60 39.45 N/A N/A 1,399 833 143,003 114,972 2024-05-08 $72.98 $67.50 16.1% 4.7% 25.3% 4.1% 16.6% 1.5% 2.8% 39.9M -573.7M -1.8M 0.79 39.48 N/A N/A 876 688 143,552 115,477 2024-05-09 $74.03 $67.50 15.7% 4.7% 25.6% 2.6% 17.0% 1.3% 2.6% 36.9M -662.6M -1.7M 0.42 41.45 N/A N/A 17,816 7,427 143,943 115,874 2024-05-10 $73.59 $70.00 16.2% 4.7% 25.1% 4.2% 16.0% 1.6% 2.6% 28.8M -611.1M -1.7M 1.54 82.24 N/A N/A 1,416 2,178 141,913 121,788 2024-05-13 $72.84 $70.00 21.2% 4.9% 25.2% 18.9% 17.1% 1.4% 1.9% 35.0M -531.3M -1.8M 0.99 43.28 N/A N/A 5,419 5,373 142,224 123,262 2024-05-14 $73.44 $70.00 22.1% 5.1% 25.0% 21.6% 17.8% 1.6% 2.1% 29.3M -595.3M -1.7M 2.12 44.07 N/A N/A 1,333 2,825 143,176 126,722 2024-05-15 $74.34 $70.00 16.5% 4.7% 25.0% 5.1% 17.0% 1.4% 2.4% 17.9M -674.6M -1.7M 0.41 39.53 N/A N/A 4,556 1,846 143,618 128,550 2024-05-16 $74.56 $70.00 15.9% 4.6% 24.5% 3.5% 16.2% 1.1% 1.5% 13.2M -695.1M -1.7M 0.67 75.36 N/A N/A 3,212 2,140 144,245 128,751 2024-05-17 $74.28 $70.00 16.0% 4.6% 24.6% 3.6% 16.2% 1.4% 0.5% 5.8M -666.1M -1.7M 0.27 60.24 N/A N/A 5,558 1,519 144,333 131,116 2024-05-20 $75.18 $70.00 16.6% 4.8% 24.7% 5.6% 17.3% 0.5% 0.2% 5.3M -337.5M -1.6M 1.72 28.56 N/A N/A 1,990 3,424 81,139 100,968 2024-05-21 $75.81 $70.00 16.0% 4.6% 24.6% 3.8% 16.2% 1.6% 0.7% 5.7M -360.6M -1.6M 0.70 46.26 N/A N/A 9,060 6,320 80,577 100,755 2024-05-22 $75.23 $72.50 16.7% 4.8% 14.4% 5.8% 16.8% 0.8% 0.3% 5.7M -344.8M -1.6M 1.04 77.29 N/A N/A 1,426 1,476 87,949 106,268 2024-05-23 $74.35 $72.50 16.6% 4.7% 15.2% 5.3% 16.9% 1.1% 0.5% 3.4M -298.0M -1.8M 2.56 72.18 N/A N/A 978 2,507 88,894 107,546 2024-05-24 $75.63 $72.50 16.5% 4.7% 16.2% 5.3% 16.4% 0.8% 0.7% 6.2M -360.8M -1.7M 0.48 71.56 N/A N/A 2,836 1,348 89,374 109,315 2024-05-28 $75.13 $72.50 17.5% 5.0% 15.7% 8.0% 17.9% 1.6% -0.2% 5.3M -323.7M -1.8M 1.06 61.62 N/A N/A 717 758 90,854 110,421 2024-05-29 $74.93 $72.50 17.3% 5.0% 15.5% 7.5% 17.7% 0.8% 0.8% 5.0M -320.0M -1.8M 1.14 37.52 N/A N/A 353 403 91,023 110,492 2024-05-30 $75.02 $72.50 18.0% 5.2% 15.2% 9.5% 17.7% 0.8% 0.4% 5.3M -325.9M -1.8M 0.07 40.45 N/A N/A 3,268 213 91,184 110,676 2024-05-31 $74.95 $72.50 18.3% 5.2% 14.8% 10.5% 18.6% 2.2% -0.2% 4.8M -299.6M -1.8M 2.43 75.05 N/A N/A 342 830 91,264 110,776
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