BSX Options History — February 2025

In February 2025, BSX traded between $100.67 and $106.23. ATM implied volatility averaged 21.6%, placing in the 33.2% IV rank vs the trailing year. The 30-day expected move averaged 6.4%. IV traded above realized volatility by 8.4% (HV 20d: 13.2%). Max pain ranged from $95.00 to $100.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 10 of 19 days. Put/call ratio averaged 0.58.

Notable Days

  • 2025-02-25: Highest Volume — 38,179 contracts
  • 2025-02-05: Largest IV drop — 26.4% change
  • 2025-02-04: Highest IV Rank — 59.8%
  • 2025-02-04: Largest Expected Move — 9.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$104.39$100.67$106.23$103.23$103.25
Max Pain$98.68$95.00$100.00$95.00$100.00
ATM IV21.6%18.6%27.0%26.5%24.6%
Expected Move6.4%5.3%9.1%8.8%7.2%
HV 20d13.2%8.1%19.0%18.7%18.8%
HV 60d17.8%15.5%18.9%18.8%18.0%
IV Rank33.2%18.0%59.8%57.3%48.0%
IV Percentile60.4%37.3%91.7%90.5%80.6%
Term Structure0.1%-1.2%1.1%-1.0%-0.6%
VWIV22.7%18.9%32.2%31.6%24.4%
Skew 25d2.1%-5.9%10.3%1.7%3.7%
Skew 10d7.3%-3.1%14.0%-3.1%14.0%
Call IV 25d20.1%16.4%26.2%25.2%23.2%
Put IV 25d22.1%13.1%28.3%27.0%26.9%
Bid-Ask Spread %66.5636.2077.0636.2059.32
Gamma HHI0.250.150.440.180.22
Net GEX30.6M13.7M49.9M18.8M29.3M
Net DEX-519.6M-645.6M-249.3M-507.8M-436.8M
Net VEX-2.2M-2.6M-2.0M-2.1M-2.6M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.580.112.632.630.49
Total Volume11,003.8953,76438,17915,6078,433
Total OI185,701.421165,110205,706167,135197,592

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-02-03$103.23$95.0026.5%8.8%18.7%57.3%31.6%1.7%-1.0%18.8M-507.8M-2.1M2.6336.20N/AN/A4,29711,31095,73971,396
2025-02-04$103.44$95.0027.0%9.1%18.5%59.8%32.2%2.1%-0.8%16.2M-509.8M-2.1M0.4853.16N/AN/A19,0219,06298,35582,174
2025-02-05$105.06$95.0019.8%5.3%18.8%24.2%19.0%0.8%-0.7%34.7M-645.6M-2.0M0.3768.63N/AN/A13,2314,872109,39988,240
2025-02-06$104.99$95.0018.6%5.5%19.0%18.0%23.4%1.6%0.6%34.1M-625.0M-2.1M0.9672.03N/AN/A8,6078,285113,87191,236
2025-02-07$105.20$97.5019.4%5.7%12.5%22.0%19.9%1.2%0.3%40.5M-641.0M-2.1M0.3273.43N/AN/A4,9391,596117,38388,323
2025-02-10$106.03$97.5019.3%5.7%10.3%21.4%20.1%-4.7%0.8%33.3M-604.5M-2.1M0.4175.08N/AN/A3,5721,478103,09773,302
2025-02-11$105.81$100.0018.9%5.7%10.5%19.3%20.0%-5.9%1.1%33.7M-605.0M-2.1M1.3575.24N/AN/A2,1562,905105,32774,487
2025-02-12$105.61$100.0019.8%5.8%10.8%24.1%20.3%4.5%0.7%33.4M-590.0M-2.2M0.1173.62N/AN/A3,376388106,30576,186
2025-02-13$106.10$100.0019.6%5.8%9.8%22.9%20.2%1.8%0.4%33.5M-614.8M-2.2M0.5477.06N/AN/A2,4861,348107,68176,267
2025-02-14$106.23$100.0019.2%5.6%9.6%21.2%19.7%1.9%0.8%29.5M-640.7M-2.1M0.5273.32N/AN/A6,4323,337108,88976,597
2025-02-18$105.27$100.0020.9%6.0%10.4%29.6%22.6%2.2%-0.1%32.7M-538.9M-2.2M0.3174.44N/AN/A6,9462,142101,46976,241
2025-02-19$105.47$100.0019.4%5.6%8.3%22.2%18.9%2.3%0.4%36.7M-555.1M-2.2M0.3277.06N/AN/A9,6053,063103,99677,582
2025-02-20$105.42$100.0019.4%5.5%8.1%21.8%20.8%2.4%0.5%45.3M-570.3M-2.3M0.2175.42N/AN/A6,6171,394112,14480,095
2025-02-21$104.43$100.0020.7%5.9%8.7%28.6%21.1%2.6%1.1%49.9M-489.5M-2.4M0.5574.58N/AN/A3,7902,087115,16980,645
2025-02-24$104.41$100.0021.3%6.1%8.7%31.8%21.1%2.7%-0.2%25.7M-406.3M-2.3M0.4049.50N/AN/A4,1091,62997,68667,424
2025-02-25$100.67$100.0025.2%7.5%15.9%51.2%26.2%5.1%-1.2%13.7M-249.3M-2.3M0.4255.46N/AN/A26,97511,20499,86867,895
2025-02-26$101.91$100.0024.8%7.3%16.6%48.8%25.3%10.3%-0.6%22.5M-351.3M-2.5M0.5257.48N/AN/A2,5011,305116,38175,358
2025-02-27$100.91$100.0026.9%7.4%16.8%59.3%25.2%3.3%-0.1%17.1M-291.3M-2.4M0.1863.68N/AN/A3,881695117,32677,202
2025-02-28$103.25$100.0024.6%7.2%18.8%48.0%24.4%3.7%-0.6%29.3M-436.8M-2.6M0.4959.32N/AN/A5,6772,756120,10677,486