BSX Options History — July 2024 In July 2024, BSX traded between $73.78 and $78.56. ATM implied volatility averaged 22.0%, placing in the 20.6% IV rank vs the trailing year. The 30-day expected move averaged 6.5%. IV traded above realized volatility by 8.0% (HV 20d: 13.9%). Max pain ranged from $72.50 to $77.50. Net GEX was positive for 9 of 22 trading days. Term structure was in contango for 7 of 22 days. Put/call ratio averaged 0.74.
Notable Days 2024-07-23 : Highest Volume — 63,867 contracts2024-07-24 : Largest IV drop — 35.6% change2024-07-23 : Highest IV Rank — 47.9%2024-07-23 : Largest Expected Move — 8.9%Monthly Statistics Metric Avg Min Max Open Close Price $76.51 $73.78 $78.56 $76.34 $73.93 Max Pain $75.68 $72.50 $77.50 $77.50 $77.50 ATM IV 22.0% 15.0% 31.2% 15.7% 19.8% Expected Move 6.5% 4.5% 8.9% 4.5% 5.8% HV 20d 13.9% 9.1% 23.7% 10.3% 23.7% HV 60d 16.6% 13.8% 18.0% 17.5% 16.8% IV Rank 20.6% 0.0% 47.9% 2.8% 14.1% IV Percentile 58.2% 0.0% 98.4% 1.6% 57.1% Term Structure -1.2% -6.7% 4.2% 4.0% 0.6% VWIV 22.9% 16.9% 31.9% 16.9% 20.5% Skew 25d 2.7% 0.7% 10.3% 2.9% 2.1% Skew 10d 4.4% -7.0% 8.3% 8.3% 4.3% Call IV 25d 21.6% 11.7% 29.5% 16.1% 19.5% Put IV 25d 24.4% 17.7% 32.6% 19.0% 21.6% Bid-Ask Spread % 42.06 22.04 66.66 42.28 59.20 Gamma HHI 0.25 0.19 0.38 0.21 0.34 Net GEX 1.2M -21.8M 38.6M 45.5K -20.4M Net DEX -180.1M -387.9M 63.2M -175.6M 48.1M Net VEX -2.0M -2.2M -1.7M -1.9M -2.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.74 0.06 2.62 0.21 0.27 Total Volume 13,384.727 477 63,867 1,104 5,151 Total OI 234,036.273 198,157 287,446 198,157 285,189
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 2024-07-01 $76.34 $77.50 15.7% 4.5% 10.3% 2.8% 16.9% 2.9% 4.0% 45.5K -175.6M -1.9M 0.21 42.28 N/A N/A 912 192 90,069 108,088 2024-07-02 $76.45 $77.50 15.6% 4.5% 10.2% 2.3% 17.4% 2.2% 4.2% -644.6K -191.1M -1.8M 0.83 26.36 N/A N/A 809 673 90,211 108,069 2024-07-03 $76.12 $77.50 17.0% 4.9% 10.1% 4.6% 17.3% 2.4% 3.8% -2.2M -163.7M -1.9M 0.33 56.83 N/A N/A 359 118 90,378 108,253 2024-07-05 $76.59 $72.50 15.0% 5.7% 10.3% 0.0% 19.9% 2.3% 0.6% -323.9K -184.9M -1.8M 0.17 50.63 N/A N/A 894 154 90,350 108,263 2024-07-08 $76.15 $72.50 19.0% 6.2% 10.5% 12.0% 20.9% 2.1% -0.4% -2.7M -152.4M -1.8M 1.99 54.72 N/A N/A 1,123 2,236 90,038 108,331 2024-07-09 $76.38 $72.50 17.0% 6.1% 9.1% 5.9% 22.0% 2.2% -0.4% -3.8M -169.0M -1.9M 2.19 56.17 N/A N/A 1,287 2,825 90,903 110,432 2024-07-10 $76.87 $75.00 22.1% 6.3% 9.4% 21.1% 23.0% 2.5% -1.0% -733.2K -205.5M -1.8M 0.26 47.96 N/A N/A 769 198 91,537 112,325 2024-07-11 $76.77 $75.00 21.9% 6.3% 9.3% 20.5% 22.1% 2.4% -0.9% -748.7K -206.3M -1.7M 0.06 53.48 N/A N/A 7,864 447 91,888 112,417 2024-07-12 $77.68 $75.00 23.4% 6.7% 10.1% 24.9% 22.9% 2.2% -2.2% 5.9M -253.3M -1.8M 0.48 45.05 N/A N/A 7,515 3,610 88,374 112,641 2024-07-15 $77.90 $75.00 25.3% 7.2% 9.6% 30.4% 24.8% 2.5% -3.6% 5.8M -269.5M -1.8M 0.23 39.36 N/A N/A 4,961 1,129 93,336 115,110 2024-07-16 $78.13 $75.00 26.5% 7.6% 9.7% 33.9% 25.7% 2.6% -4.3% 7.5M -290.1M -1.8M 0.08 41.09 N/A N/A 21,247 1,704 95,290 115,948 2024-07-17 $77.40 $75.00 27.7% 7.9% 9.7% 37.5% 28.5% 2.6% -5.2% 9.7M -279.2M -2.0M 2.02 36.25 N/A N/A 9,437 19,046 113,146 116,940 2024-07-18 $75.69 $75.00 29.9% 8.6% 12.7% 44.2% 29.9% 3.3% -4.0% -12.7M -115.3M -2.1M 1.36 35.89 N/A N/A 7,526 10,216 120,464 134,281 2024-07-19 $77.45 $75.00 29.4% 8.4% 14.9% 42.7% 31.2% 2.9% -5.0% 38.6M -298.8M -2.1M 1.06 45.41 N/A N/A 10,534 11,206 124,218 137,820 2024-07-22 $78.56 $75.00 29.4% 8.4% 15.6% 42.6% 28.5% 2.9% -5.6% 16.2M -322.9M -2.2M 0.09 34.55 N/A N/A 22,891 1,971 117,092 112,148 2024-07-23 $78.56 $75.00 31.2% 8.9% 15.1% 47.9% 31.9% 2.8% -6.7% 21.7M -387.9M -2.2M 2.62 22.04 N/A N/A 17,629 46,238 136,273 113,706 2024-07-24 $77.52 $77.50 20.1% 5.8% 15.8% 15.1% 20.1% 0.7% -0.4% 16.0M -277.5M -2.2M 0.35 66.66 N/A N/A 32,241 11,298 143,439 144,007 2024-07-25 $74.31 $77.50 17.3% 5.9% 21.8% 6.7% 20.9% 10.3% 0.1% -13.3M 4.6M -2.2M 0.34 28.21 N/A N/A 11,425 3,853 131,073 149,932 2024-07-26 $75.05 $77.50 19.9% 5.7% 22.2% 14.5% 19.9% 1.4% 0.4% -9.3M -45.1M -2.2M 0.39 29.63 N/A N/A 2,772 1,085 130,210 151,170 2024-07-29 $75.56 $77.50 19.7% 5.8% 22.4% 14.0% 19.7% 2.4% -0.1% -6.3M -89.8M -2.1M 0.38 28.32 N/A N/A 3,249 1,240 130,617 151,757 2024-07-30 $73.78 $77.50 20.3% 5.9% 23.7% 15.6% 20.2% 2.8% -0.6% -21.8M 63.2M -2.0M 0.52 25.32 N/A N/A 2,914 1,516 130,456 152,609 2024-07-31 $73.93 $77.50 19.8% 5.8% 23.7% 14.1% 20.5% 2.1% 0.6% -20.4M 48.1M -2.0M 0.27 59.20 N/A N/A 4,063 1,088 131,845 153,344
« Jun 2024 | All History | Aug 2024 » Home BSX History July 2024