BSX Options History — December 2024 In December 2024, BSX traded between $88.45 and $91.31. ATM implied volatility averaged 21.5%, placing in the 19.3% IV rank vs the trailing year. The 30-day expected move averaged 6.2%. IV traded above realized volatility by 3.2% (HV 20d: 18.3%). Max pain ranged from $72.50 to $87.50. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 14 of 21 days. Put/call ratio averaged 1.17.
Notable Days 2024-12-11 : Highest Volume — 19,561 contracts2024-12-24 : Largest IV drop — 17.9% change2024-12-19 : Highest IV Rank — 32.7%2024-12-19 : Largest Expected Move — 7.6%Monthly Statistics Metric Avg Min Max Open Close Price $90.06 $88.45 $91.31 $90.27 $89.05 Max Pain $77.86 $72.50 $87.50 $87.50 $82.50 ATM IV 21.5% 18.4% 26.0% 19.5% 24.1% Expected Move 6.2% 5.7% 7.6% 5.7% 6.5% HV 20d 18.3% 13.5% 22.4% 21.9% 14.0% HV 60d 17.2% 16.8% 17.7% 17.1% 17.7% IV Rank 19.3% 10.0% 32.7% 13.3% 27.0% IV Percentile 65.9% 34.9% 88.9% 52.8% 81.7% Term Structure 1.0% -1.9% 8.2% 1.0% 1.0% VWIV 22.4% 20.1% 28.9% 20.1% 23.9% Skew 25d 1.4% -7.3% 3.3% 1.3% -7.3% Skew 10d 3.8% -8.8% 16.0% -3.8% 16.0% Call IV 25d 21.0% 18.7% 24.8% 19.0% 23.7% Put IV 25d 22.4% 16.4% 27.8% 20.3% 16.4% Bid-Ask Spread % 65.57 46.88 77.83 55.01 46.88 Gamma HHI 0.13 0.10 0.19 0.14 0.12 Net GEX 12.7M -391.0K 17.6M 13.9M 5.4M Net DEX -411.8M -466.8M -332.9M -431.9M -332.9M Net VEX -1.6M -1.8M -1.5M -1.6M -1.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.17 0.16 5.56 0.29 0.29 Total Volume 5,002.952 912 19,561 1,914 1,918 Total OI 195,242.905 176,436 216,161 176,436 207,548
Daily Data (21 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 2024-12-02 $90.27 $87.50 19.5% 5.7% 21.9% 13.3% 20.1% 1.3% 1.0% 13.9M -431.9M -1.6M 0.29 55.01 N/A N/A 1,485 429 84,187 92,249 2024-12-03 $90.57 $87.50 19.2% 5.7% 21.8% 12.6% 20.5% 1.6% 1.2% 15.6M -447.2M -1.6M 1.94 54.25 N/A N/A 774 1,498 85,032 92,507 2024-12-04 $90.80 $87.50 19.1% 5.9% 21.6% 12.2% 21.7% 1.8% 1.1% 16.1M -451.8M -1.6M 2.55 51.75 N/A N/A 966 2,460 85,082 93,363 2024-12-05 $90.60 $72.50 19.4% 5.9% 21.5% 13.1% 22.6% 0.9% 0.6% 15.2M -444.2M -1.6M 0.35 70.24 N/A N/A 697 246 85,336 95,164 2024-12-06 $90.01 $72.50 19.3% 5.7% 21.6% 12.8% 20.2% 1.5% 0.7% 16.3M -420.5M -1.6M 0.71 70.17 N/A N/A 1,366 968 85,575 95,204 2024-12-09 $88.78 $72.50 21.3% 5.9% 21.8% 18.6% 21.3% 1.1% -0.6% 11.4M -360.5M -1.7M 1.52 70.45 N/A N/A 4,106 6,225 84,733 94,002 2024-12-10 $90.11 $72.50 21.1% 6.1% 22.4% 18.3% 21.3% 1.2% -0.0% 13.3M -426.9M -1.7M 0.16 69.68 N/A N/A 786 126 88,136 99,258 2024-12-11 $90.50 $72.50 21.1% 6.1% 22.4% 18.1% 22.3% 1.7% 0.2% 15.0M -445.9M -1.7M 0.19 67.48 N/A N/A 16,388 3,173 88,466 99,289 2024-12-12 $90.49 $72.50 21.7% 6.2% 22.4% 19.8% 21.2% 1.2% -0.1% 17.1M -450.3M -1.7M 0.45 68.95 N/A N/A 1,922 865 101,697 99,898 2024-12-13 $90.28 $72.50 21.1% 6.1% 21.8% 18.2% 21.1% 1.6% 0.1% 17.1M -444.5M -1.8M 0.51 72.14 N/A N/A 984 505 102,032 100,417 2024-12-16 $90.80 $72.50 22.3% 6.4% 21.2% 21.6% 22.2% 1.7% -1.0% 16.8M -466.8M -1.6M 0.43 65.71 N/A N/A 2,819 1,223 100,930 98,530 2024-12-17 $90.44 $72.50 22.4% 6.4% 13.7% 22.0% 23.2% 2.4% 0.2% 17.6M -442.7M -1.7M 1.08 65.05 N/A N/A 1,319 1,430 102,204 98,963 2024-12-18 $88.45 $72.50 25.4% 7.3% 15.7% 30.7% 25.1% 1.6% -1.1% 11.1M -347.6M -1.7M 0.86 77.67 N/A N/A 3,882 3,343 102,404 100,044 2024-12-19 $88.63 $72.50 26.0% 7.6% 15.7% 32.7% 28.9% 3.3% -1.9% 10.2M -346.9M -1.7M 5.56 72.01 N/A N/A 1,797 9,998 103,856 102,861 2024-12-20 $89.21 $80.00 22.5% 6.5% 15.1% 22.3% 23.2% 2.4% -0.3% -391.0K -377.8M -1.7M 1.57 77.83 N/A N/A 5,230 8,209 103,896 112,265 2024-12-23 $89.92 $82.50 22.4% 6.3% 14.0% 21.8% 24.0% 3.3% 2.8% 8.4M -373.8M -1.6M 1.70 52.81 N/A N/A 1,533 2,607 95,324 104,784 2024-12-24 $90.75 $82.50 18.4% 5.8% 14.0% 10.0% 21.2% 1.8% 8.2% 11.7M -422.3M -1.6M 0.73 66.96 N/A N/A 912 664 96,553 105,812 2024-12-26 $91.31 $82.50 20.2% 5.8% 13.5% 15.4% 20.4% 2.0% 3.3% 14.2M -437.4M -1.6M 0.66 67.64 N/A N/A 1,136 754 97,112 106,286 2024-12-27 $90.41 $82.50 21.3% 5.9% 13.9% 18.7% 22.4% 2.4% 3.8% 11.8M -410.0M -1.5M 2.52 65.24 N/A N/A 1,457 3,670 97,796 106,521 2024-12-30 $89.83 $82.50 23.8% 6.5% 14.0% 26.0% 23.1% 2.5% 0.9% 8.6M -366.4M -1.6M 0.49 69.03 N/A N/A 3,483 1,709 97,524 107,261 2024-12-31 $89.05 $82.50 24.1% 6.5% 14.0% 27.0% 23.9% -7.3% 1.0% 5.4M -332.9M -1.6M 0.29 46.88 N/A N/A 1,483 435 98,928 108,620
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