BSX Options History — June 2024

In June 2024, BSX traded between $75.31 and $77.53. ATM implied volatility averaged 17.2%, placing in the 7.3% IV rank vs the trailing year. The 30-day expected move averaged 4.9%. IV traded above realized volatility by 5.2% (HV 20d: 12.1%). Max pain ranged from $72.50 to $77.50. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 17 of 19 days. Put/call ratio averaged 1.42.

Notable Days

2024-06-04: Highest Volume — 28,025 contracts
2024-06-07: Largest IV drop — 7.7% change
2024-06-03: Highest IV Rank — 12.3%
2024-06-03: Largest Expected Move — 5.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$76.73	$75.31	$77.53	$75.31	$76.93
Max Pain	$76.71	$72.50	$77.50	$72.50	$77.50
ATM IV	17.2%	15.5%	18.9%	18.9%	15.5%
Expected Move	4.9%	4.4%	5.4%	5.4%	4.4%
HV 20d	12.1%	9.8%	14.0%	14.0%	9.8%
HV 60d	18.0%	17.4%	19.2%	19.2%	17.4%
IV Rank	7.3%	2.1%	12.3%	12.3%	2.1%
IV Percentile	21.4%	0.4%	48.0%	46.4%	0.4%
Term Structure	2.5%	-0.8%	3.9%	-0.8%	3.9%
VWIV	17.8%	16.2%	19.9%	18.3%	16.2%
Skew 25d	1.8%	1.2%	2.5%	1.6%	2.1%
Skew 10d	4.3%	2.7%	6.2%	3.6%	6.2%
Call IV 25d	16.9%	15.4%	18.3%	18.2%	15.7%
Put IV 25d	18.7%	17.8%	19.8%	19.8%	17.8%
Bid-Ask Spread %	54.22	22.09	83.66	81.42	44.78
Gamma HHI	0.24	0.17	0.59	0.19	0.20
Net GEX	12.1M	217.8K	49.0M	5.8M	3.0M
Net DEX	-349.7M	-453.5M	-187.7M	-344.3M	-201.2M
Net VEX	-1.8M	-1.9M	-1.6M	-1.6M	-1.9M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.42	0.03	8.14	0.34	0.08
Total Volume	7,037.632	959	28,025	1,479	2,593
Total OI	221,538	181,627	256,069	202,749	196,053

Daily Data (19 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
2024-06-03	$75.31	$72.50	18.9%	5.4%	14.0%	12.3%	18.3%	1.6%	-0.8%	5.8M	-344.3M	-1.6M	0.34	81.42	N/A	N/A	1,106	373	91,416	111,333
2024-06-04	$75.82	$72.50	18.2%	5.2%	13.8%	10.0%	19.9%	2.1%	-0.1%	8.0M	-362.3M	-1.6M	0.03	82.19	N/A	N/A	27,299	726	92,226	111,590
2024-06-05	$75.84	$72.50	18.1%	5.2%	13.5%	10.0%	18.3%	1.7%	0.2%	9.6M	-357.2M	-1.8M	0.73	83.66	N/A	N/A	1,500	1,101	102,024	111,806
2024-06-06	$76.09	$77.50	18.6%	5.1%	13.3%	11.4%	17.6%	1.3%	2.5%	10.9M	-379.2M	-1.8M	0.31	49.22	N/A	N/A	7,217	2,218	102,883	112,456
2024-06-07	$77.20	$77.50	17.2%	4.9%	13.3%	7.2%	17.7%	1.2%	2.8%	14.9M	-429.1M	-1.7M	0.76	45.96	N/A	N/A	13,431	10,149	101,216	112,540
2024-06-10	$77.37	$77.50	17.1%	4.9%	13.0%	7.0%	17.6%	1.5%	3.0%	16.8M	-448.1M	-1.8M	0.14	50.76	N/A	N/A	5,082	731	111,182	121,456
2024-06-11	$77.06	$77.50	17.3%	4.8%	12.3%	7.6%	18.2%	2.1%	2.9%	16.6M	-431.8M	-1.8M	3.23	36.71	N/A	N/A	2,089	6,748	113,703	121,462
2024-06-12	$77.43	$77.50	16.8%	4.8%	12.2%	6.0%	17.5%	1.4%	3.1%	17.1M	-453.5M	-1.9M	1.45	68.21	N/A	N/A	591	856	115,530	127,986
2024-06-13	$76.82	$77.50	17.5%	5.0%	12.2%	8.0%	18.6%	2.1%	2.7%	14.1M	-410.6M	-1.9M	2.67	60.54	N/A	N/A	666	1,780	115,713	128,453
2024-06-14	$76.81	$77.50	17.7%	5.1%	12.2%	8.7%	17.8%	1.8%	2.7%	13.4M	-407.7M	-1.9M	0.34	67.49	N/A	N/A	717	242	115,978	129,190
2024-06-17	$76.12	$77.50	18.8%	5.4%	12.6%	11.8%	18.6%	1.4%	2.4%	9.4M	-374.0M	-1.8M	0.37	58.10	N/A	N/A	999	368	115,929	129,256
2024-06-18	$76.38	$77.50	17.8%	5.1%	12.0%	8.9%	19.4%	1.2%	2.7%	11.5M	-369.2M	-1.9M	8.14	66.54	N/A	N/A	929	7,561	116,088	132,263
2024-06-20	$77.00	$77.50	17.2%	4.9%	12.0%	7.2%	17.6%	1.3%	2.5%	17.9M	-392.6M	-1.9M	1.06	56.50	N/A	N/A	1,772	1,871	116,351	138,071
2024-06-21	$77.53	$77.50	16.7%	4.8%	11.7%	5.6%	17.3%	2.0%	3.1%	49.0M	-445.9M	-1.8M	0.30	56.25	N/A	N/A	6,516	1,987	116,805	139,264
2024-06-24	$76.77	$77.50	15.8%	4.5%	11.5%	3.1%	16.6%	2.4%	3.5%	217.8K	-187.7M	-1.9M	0.51	26.93	N/A	N/A	8,465	4,329	78,123	103,504
2024-06-25	$77.27	$77.50	16.6%	4.7%	10.1%	5.3%	17.1%	1.9%	3.2%	4.0M	-225.7M	-1.9M	0.92	23.29	N/A	N/A	1,244	1,149	85,064	106,933
2024-06-26	$76.98	$77.50	16.1%	4.6%	9.9%	3.9%	17.6%	2.5%	3.7%	3.0M	-204.7M	-1.9M	4.94	49.53	N/A	N/A	1,401	6,921	86,732	107,274
2024-06-27	$77.05	$77.50	15.6%	4.5%	9.8%	2.6%	16.4%	2.4%	3.7%	5.3M	-219.7M	-1.9M	0.60	22.09	N/A	N/A	617	371	87,900	103,469
2024-06-28	$76.93	$77.50	15.5%	4.4%	9.8%	2.1%	16.2%	2.1%	3.9%	3.0M	-201.2M	-1.9M	0.08	44.78	N/A	N/A	2,411	182	88,108	107,945