BSX Options History — August 2024 In August 2024, BSX traded between $72.68 and $81.69. ATM implied volatility averaged 19.6%, placing in the 13.7% IV rank vs the trailing year. The 30-day expected move averaged 5.7%. IV traded below realized volatility by 4.3% (HV 20d: 23.9%). Max pain ranged from $75.00 to $77.50. Net GEX was positive for 14 of 22 trading days. Term structure was in contango for 12 of 22 days. Put/call ratio averaged 2.95.
Notable Days 2024-08-05 : Highest Volume — 37,062 contracts2024-08-28 : Largest IV spike — 18.8% change2024-08-05 : Highest IV Rank — 34.4%2024-08-05 : Largest Expected Move — 7.7%Monthly Statistics Metric Avg Min Max Open Close Price $77.30 $72.68 $81.69 $74.96 $81.69 Max Pain $76.82 $75.00 $77.50 $77.50 $77.50 ATM IV 19.6% 16.3% 26.6% 21.2% 17.3% Expected Move 5.7% 4.7% 7.7% 6.2% 5.0% HV 20d 23.9% 17.2% 27.9% 24.3% 17.6% HV 60d 18.0% 16.9% 18.4% 17.0% 18.4% IV Rank 13.7% 3.8% 34.4% 18.3% 6.7% IV Percentile 48.0% 6.7% 88.5% 65.5% 21.4% Term Structure -0.2% -3.6% 2.7% -0.7% 0.5% VWIV 20.1% 16.6% 26.9% 21.8% 18.5% Skew 25d 3.1% 1.9% 4.3% 1.9% 2.6% Skew 10d 5.6% -0.7% 8.7% 3.4% -0.7% Call IV 25d 18.2% 15.4% 24.6% 20.5% 16.4% Put IV 25d 21.2% 18.1% 28.9% 22.4% 18.9% Bid-Ask Spread % 43.83 24.88 55.31 55.31 46.09 Gamma HHI 0.16 0.07 0.35 0.27 0.08 Net GEX 448.5K -20.3M 15.7M -10.1M 9.4M Net DEX -165.0M -336.3M 140.9M -46.4M -325.7M Net VEX -1.8M -2.1M -1.5M -2.1M -1.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 2.95 0.13 22.46 0.71 0.96 Total Volume 8,057.682 1,690 37,062 3,825 28,993 Total OI 230,449.864 154,525 293,145 288,747 173,871
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 2024-08-01 $74.96 $77.50 21.2% 6.2% 24.3% 18.3% 21.8% 1.9% -0.7% -10.1M -46.4M -2.1M 0.71 55.31 N/A N/A 2,233 1,592 134,766 153,981 2024-08-02 $74.56 $77.50 23.8% 7.2% 24.2% 26.0% 24.9% 2.9% -1.0% -13.1M -3.2M -2.1M 2.57 53.93 N/A N/A 1,201 3,083 135,355 154,206 2024-08-05 $72.68 $77.50 26.6% 7.7% 25.7% 34.4% 26.9% 4.3% -1.2% -20.3M 140.9M -2.0M 22.46 50.72 N/A N/A 1,580 35,482 135,108 153,165 2024-08-06 $74.25 $77.50 22.2% 6.3% 27.0% 21.5% 21.9% 2.4% -2.9% -15.2M -595.8K -2.0M 0.95 53.16 N/A N/A 2,311 2,205 135,414 147,127 2024-08-07 $74.02 $75.00 22.3% 6.3% 26.8% 21.5% 21.8% 3.9% 0.2% -17.8M 17.6M -1.9M 1.29 49.94 N/A N/A 2,241 2,886 136,111 146,845 2024-08-08 $75.53 $75.00 21.1% 6.3% 27.9% 18.2% 21.8% 3.7% 0.4% -4.6M -101.6M -1.9M 1.49 47.40 N/A N/A 2,339 3,486 135,327 145,474 2024-08-09 $76.22 $75.00 20.7% 6.3% 27.8% 17.0% 21.4% 3.7% 0.4% 5.8M -182.7M -1.8M 3.60 41.29 N/A N/A 2,112 7,609 134,842 144,676 2024-08-12 $75.81 $75.00 20.2% 6.3% 27.8% 15.3% 21.3% 2.7% 2.7% -2.9M -129.3M -1.8M 0.13 40.49 N/A N/A 2,851 373 134,376 147,700 2024-08-13 $75.84 $75.00 19.7% 5.9% 27.8% 13.9% 20.3% 2.8% 0.6% -4.0M -128.2M -1.7M 5.50 36.33 N/A N/A 1,651 9,083 133,770 147,781 2024-08-14 $76.41 $75.00 19.1% 5.3% 27.8% 12.0% 20.7% 3.1% -1.1% 70.9K -163.8M -1.7M 2.39 36.83 N/A N/A 3,540 8,452 133,893 153,481 2024-08-15 $77.60 $77.50 18.1% 5.3% 27.1% 9.1% 18.8% 2.9% 0.7% 15.7M -268.9M -1.7M 0.21 47.16 N/A N/A 5,580 1,199 135,341 156,357 2024-08-16 $78.13 $77.50 17.7% 5.1% 26.0% 8.1% 19.0% 2.8% 0.4% 9.7M -336.3M -1.7M 0.84 52.63 N/A N/A 2,605 2,179 135,790 157,355 2024-08-19 $78.78 $77.50 16.3% 4.7% 25.6% 3.8% 16.6% 2.7% 0.5% 4.3M -214.2M -1.6M 0.35 40.34 N/A N/A 1,990 704 63,740 90,785 2024-08-20 $78.23 $77.50 18.0% 5.2% 25.7% 9.1% 18.2% 3.1% -0.8% 5.1M -204.1M -1.7M 0.83 24.88 N/A N/A 1,564 1,292 65,859 91,316 2024-08-21 $78.66 $77.50 17.8% 5.1% 25.3% 8.2% 16.7% 2.9% -0.6% 6.2M -220.5M -1.6M 0.46 37.08 N/A N/A 1,636 747 66,877 92,104 2024-08-22 $79.37 $77.50 18.4% 5.3% 19.7% 10.2% 19.2% 3.3% -0.2% 6.8M -235.1M -1.7M 0.63 36.69 N/A N/A 2,931 1,848 68,277 92,878 2024-08-23 $78.88 $77.50 17.3% 5.0% 19.8% 6.9% 17.8% 2.9% 0.3% 8.2M -224.3M -1.7M 1.71 46.68 N/A N/A 1,865 3,195 69,729 93,961 2024-08-26 $79.40 $77.50 17.9% 4.9% 19.8% 8.7% 17.4% 3.3% 0.0% 7.3M -240.6M -1.6M 0.36 47.47 N/A N/A 1,242 448 69,904 95,787 2024-08-27 $79.75 $77.50 17.3% 5.0% 17.2% 7.0% 18.2% 2.8% 0.6% 7.8M -251.5M -1.6M 1.96 41.49 N/A N/A 817 1,604 70,586 95,835 2024-08-28 $79.35 $77.50 20.6% 5.3% 17.5% 16.7% 20.1% 3.4% -3.6% 6.9M -236.4M -1.6M 12.98 38.08 N/A N/A 698 9,063 70,914 96,139 2024-08-29 $80.58 $77.50 18.2% 5.3% 17.6% 9.6% 19.3% 3.1% -0.3% 4.4M -276.1M -1.6M 2.58 40.30 N/A N/A 2,447 6,312 71,411 101,683 2024-08-30 $81.69 $77.50 17.3% 5.0% 17.6% 6.7% 18.5% 2.6% 0.5% 9.4M -325.7M -1.5M 0.96 46.09 N/A N/A 14,797 14,196 72,691 101,180
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