BSX Options History — October 2024 In October 2024, BSX traded between $83.57 and $88.30. ATM implied volatility averaged 27.4%, placing in the 36.7% IV rank vs the trailing year. The 30-day expected move averaged 7.7%. IV traded above realized volatility by 13.3% (HV 20d: 14.1%). Max pain ranged from $80.00 to $82.50. Net GEX was positive for 22 of 23 trading days. Term structure was in contango for 5 of 23 days. Put/call ratio averaged 1.11.
Notable Days 2024-10-23 : Highest Volume — 60,558 contracts2024-10-23 : Largest IV drop — 28.6% change2024-10-22 : Highest IV Rank — 59.2%2024-10-22 : Largest Expected Move — 10.9%Monthly Statistics Metric Avg Min Max Open Close Price $85.80 $83.57 $88.30 $84.13 $83.98 Max Pain $81.04 $80.00 $82.50 $82.00 $82.50 ATM IV 27.4% 22.6% 35.0% 25.9% 23.4% Expected Move 7.7% 5.5% 10.9% 5.5% 6.4% HV 20d 14.1% 11.5% 16.8% 12.7% 16.5% HV 60d 17.4% 14.4% 19.5% 18.9% 14.4% IV Rank 36.7% 22.4% 59.2% 32.3% 24.8% IV Percentile 90.9% 76.2% 99.2% 90.1% 81.0% Term Structure -0.5% -2.0% 3.0% 0.7% -0.9% VWIV 27.1% 18.7% 37.7% 18.7% 22.0% Skew 25d 3.6% 0.0% 6.2% 4.1% 2.5% Skew 10d 10.8% -9.5% 21.7% 9.2% 11.3% Call IV 25d 25.9% 21.6% 33.3% 24.1% 22.4% Put IV 25d 29.5% 24.2% 36.3% 28.2% 25.0% Bid-Ask Spread % 54.49 27.68 67.50 57.98 48.56 Gamma HHI 0.15 0.09 0.19 0.16 0.14 Net GEX 12.8M -815.6K 20.6M 15.0M 7.5M Net DEX -386.6M -557.3M -223.3M -359.8M -223.3M Net VEX -1.9M -2.1M -1.6M -2.0M -1.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.11 0.37 3.32 0.37 0.68 Total Volume 12,102.087 1,256 60,558 1,725 8,881 Total OI 231,272.696 203,637 309,089 207,978 264,001
Daily Data (23 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 2024-10-01 $84.13 $82.00 25.9% 5.5% 12.7% 32.3% 18.7% 4.1% 0.7% 15.0M -359.8M -2.0M 0.37 57.98 N/A N/A 1,259 466 93,285 114,693 2024-10-02 $84.34 $82.50 27.3% 5.8% 12.1% 36.3% 20.1% 3.9% -0.3% 14.9M -367.1M -2.0M 1.30 61.55 N/A N/A 1,002 1,301 93,699 115,246 2024-10-03 $83.57 $80.00 27.8% 8.2% 11.9% 37.9% 28.6% 3.8% 0.5% 12.8M -323.6M -2.0M 2.37 55.58 N/A N/A 726 1,723 93,977 116,054 2024-10-04 $84.28 $80.00 27.5% 7.9% 12.0% 37.0% 28.2% 4.6% -0.6% 14.7M -359.4M -2.0M 0.85 50.99 N/A N/A 680 576 94,229 117,222 2024-10-07 $84.11 $80.00 27.3% 8.4% 11.5% 36.4% 29.2% 0.0% 0.6% 13.2M -344.2M -2.0M 3.32 63.13 N/A N/A 1,367 4,534 93,465 114,752 2024-10-08 $85.98 $80.00 29.6% 8.6% 13.7% 43.2% 29.1% 5.2% 0.0% 14.2M -433.6M -1.9M 0.84 55.88 N/A N/A 2,232 1,871 93,893 117,715 2024-10-09 $86.68 $80.00 29.3% 8.2% 13.8% 42.3% 28.1% 5.5% -0.2% 14.8M -465.6M -1.9M 0.60 54.61 N/A N/A 2,082 1,248 94,710 119,096 2024-10-10 $85.94 $80.00 29.1% 8.3% 13.9% 41.9% 31.2% 4.4% -0.4% 15.3M -439.8M -1.9M 0.76 53.42 N/A N/A 2,236 1,692 95,504 119,961 2024-10-11 $86.87 $80.00 28.7% 8.2% 14.0% 40.7% 29.8% 4.0% -0.5% 16.5M -475.4M -1.8M 0.47 63.63 N/A N/A 3,378 1,582 95,388 119,521 2024-10-14 $87.41 $80.00 28.8% 8.1% 14.0% 40.8% 27.9% 3.9% -0.5% 17.2M -500.4M -1.7M 0.55 57.75 N/A N/A 3,224 1,762 94,290 118,456 2024-10-15 $86.66 $80.00 28.7% 8.2% 13.0% 40.7% 28.5% 4.2% -0.8% 18.2M -470.5M -1.7M 0.77 53.93 N/A N/A 4,413 3,392 94,965 119,465 2024-10-16 $87.16 $80.00 28.1% 8.1% 13.0% 38.9% 28.8% 4.2% -0.3% 20.0M -488.0M -1.8M 0.41 53.29 N/A N/A 1,707 702 98,299 122,749 2024-10-17 $86.60 $80.00 28.2% 8.1% 12.6% 39.2% 31.6% 4.0% -0.8% 20.6M -458.3M -1.8M 2.24 53.77 N/A N/A 1,486 3,322 98,464 123,017 2024-10-18 $88.30 $80.00 28.9% 8.4% 14.1% 41.1% 30.0% 3.4% -1.2% 9.4M -557.3M -1.6M 0.66 53.10 N/A N/A 9,336 6,126 98,390 125,919 2024-10-21 $88.06 $80.00 31.8% 9.2% 14.2% 49.6% 32.3% 6.2% -2.0% 7.7M -424.0M -1.8M 0.51 27.68 N/A N/A 22,233 11,443 87,348 116,289 2024-10-22 $88.02 $82.00 35.0% 10.9% 13.7% 59.2% 37.7% 3.0% -2.0% 9.6M -438.9M -1.9M 1.17 31.30 N/A N/A 17,126 19,970 103,282 125,079 2024-10-23 $87.37 $82.50 25.0% 7.0% 14.1% 29.6% 23.9% 3.1% -2.0% -815.6K -390.5M -1.9M 0.69 52.70 N/A N/A 35,814 24,744 116,167 140,549 2024-10-24 $85.50 $82.50 25.8% 7.1% 16.4% 32.1% 23.7% 3.0% -2.0% 6.8M -306.8M -2.0M 0.53 61.16 N/A N/A 23,187 12,268 139,700 146,347 2024-10-25 $84.78 $82.50 24.6% 6.8% 16.7% 28.4% 23.4% 2.7% -1.7% 12.9M -245.3M -2.1M 1.10 56.69 N/A N/A 6,912 7,628 157,494 151,595 2024-10-28 $84.88 $82.50 22.6% 6.8% 16.7% 22.4% 23.9% 2.0% 3.0% 12.3M -301.1M -2.0M 2.11 59.91 N/A N/A 1,725 3,638 119,018 140,071 2024-10-29 $84.73 $82.50 23.1% 6.7% 16.6% 24.0% 23.3% 2.5% -0.2% 12.0M -281.7M -2.0M 0.84 59.14 N/A N/A 1,232 1,029 119,187 138,427 2024-10-30 $84.09 $82.50 23.6% 6.7% 16.8% 25.5% 22.6% 3.2% -0.3% 8.5M -237.1M -2.0M 2.37 67.50 N/A N/A 4,485 10,608 119,525 138,769 2024-10-31 $83.98 $82.50 23.4% 6.4% 16.5% 24.8% 22.0% 2.5% -0.9% 7.5M -223.3M -1.9M 0.68 48.56 N/A N/A 5,298 3,583 120,627 143,374
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