BSX Options History — March 2025

In March 2025, BSX traded between $93.98 and $104.97. ATM implied volatility averaged 27.5%, placing in the 62.4% IV rank vs the trailing year. The 30-day expected move averaged 8.5%. IV traded below realized volatility by 2.2% (HV 20d: 29.7%). Max pain ranged from $95.00 to $101.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 1.04.

Notable Days

  • 2025-03-28: Highest Volume — 29,122 contracts
  • 2025-03-06: Largest IV spike — 21.4% change
  • 2025-03-10: Highest IV Rank — 93.3%
  • 2025-03-10: Largest Expected Move — 13.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$100.16$93.98$104.97$104.34$101.09
Max Pain$97.62$95.00$101.00$100.00$95.00
ATM IV27.5%21.6%33.7%23.5%29.9%
Expected Move8.5%6.6%13.3%6.7%8.5%
HV 20d29.7%19.0%35.4%19.1%32.5%
HV 60d22.6%18.0%24.6%18.0%24.6%
IV Rank62.4%32.9%93.3%42.8%74.5%
IV Percentile87.6%60.3%99.6%75.4%96.0%
Term Structure0.1%-3.1%6.0%-0.2%-0.5%
VWIV30.1%23.8%47.1%24.1%29.5%
Skew 25d4.9%-1.1%10.6%0.3%6.2%
Skew 10d9.8%-2.7%22.4%4.6%22.4%
Call IV 25d24.1%17.1%30.8%20.7%18.2%
Put IV 25d29.0%18.9%38.1%21.0%24.4%
Bid-Ask Spread %59.3852.4169.7157.2657.94
Gamma HHI0.140.090.230.220.10
Net GEX16.6M-4.8M40.9M36.3M13.4M
Net DEX-269.4M-535.8M7.5M-504.4M-325.6M
Net VEX-2.5M-3.0M-2.3M-2.5M-3.0M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.040.265.980.501.05
Total Volume10,783.193,99029,1229,2246,269
Total OI207,393.762167,725234,277193,029203,600

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-03-03$104.34$100.0023.5%6.7%19.1%42.8%24.1%0.3%-0.2%36.3M-504.4M-2.5M0.5057.26N/AN/A6,1343,090117,39775,632
2025-03-04$104.28$101.0023.8%6.8%19.0%43.9%24.8%3.9%-0.7%36.3M-491.6M-2.6M0.3066.14N/AN/A3,7931,120118,78878,155
2025-03-05$104.97$101.0021.6%6.6%19.1%32.9%23.8%-1.1%6.0%40.9M-535.8M-2.5M0.7152.41N/AN/A2,3301,660119,19978,696
2025-03-06$101.03$101.0026.2%8.0%22.8%55.9%27.5%4.2%-0.3%19.8M-276.2M-2.5M0.5855.52N/AN/A6,3033,687120,79380,088
2025-03-07$99.00$101.0031.1%9.5%23.7%80.4%32.6%4.1%-3.1%9.7M-166.4M-2.5M0.8267.75N/AN/A7,1315,876125,93081,860
2025-03-10$93.98$101.0033.7%13.3%29.3%93.3%47.1%7.4%1.8%3.3M7.5M-2.3M1.9661.27N/AN/A7,70015,065124,65780,105
2025-03-11$95.71$100.0033.4%12.4%30.2%92.0%42.6%9.2%-1.2%3.8M-56.5M-2.5M0.4661.59N/AN/A8,5613,956128,69894,100
2025-03-12$96.74$100.0031.1%10.7%30.7%80.4%38.4%5.0%-2.1%6.7M-94.8M-2.4M1.8466.90N/AN/A2,3294,274131,59294,902
2025-03-13$95.34$100.0031.2%10.6%30.8%81.1%35.5%5.8%-1.7%2.1M-20.0M-2.3M0.6768.46N/AN/A7,5735,069132,78697,143
2025-03-14$97.06$100.0026.4%8.4%31.8%56.9%27.0%5.3%-2.1%7.2M-94.5M-2.3M0.3069.71N/AN/A7,9032,345134,78796,259
2025-03-17$99.38$95.0025.3%7.5%33.2%51.3%25.7%4.5%2.3%19.1M-247.9M-2.3M0.5655.90N/AN/A3,0671,733134,24987,879
2025-03-18$99.20$95.0025.5%7.7%33.2%52.7%26.9%4.8%1.7%20.0M-247.2M-2.4M0.5352.41N/AN/A3,1231,662135,45788,002
2025-03-19$101.13$95.0025.6%7.7%34.1%52.8%30.1%4.1%1.2%32.9M-368.4M-2.4M0.3754.27N/AN/A7,7722,897137,34687,994
2025-03-20$101.73$95.0025.9%7.7%34.2%54.5%25.9%4.1%1.0%35.5M-408.1M-2.4M1.0952.59N/AN/A3,3903,681139,61390,356
2025-03-21$100.39$95.0025.6%7.4%34.3%52.8%27.4%4.3%2.1%15.7M-302.1M-2.4M1.8755.36N/AN/A4,4458,291141,00293,275
2025-03-24$102.64$95.0024.9%6.9%35.4%49.4%27.1%10.6%-1.0%14.2M-334.5M-2.4M0.3360.37N/AN/A4,2041,39093,71074,015
2025-03-25$102.87$95.0025.4%7.1%32.8%52.3%25.4%8.5%0.5%15.0M-348.7M-2.5M0.2660.91N/AN/A11,4573,01494,86574,734
2025-03-26$102.09$95.0027.3%7.9%32.6%61.5%26.2%1.8%-0.1%12.6M-353.4M-2.8M1.0760.33N/AN/A5,5785,953104,39976,853
2025-03-27$100.97$95.0029.1%8.3%32.7%70.3%32.7%5.7%-0.5%9.7M-305.5M-2.9M5.9856.69N/AN/A1,93511,565107,77180,763
2025-03-28$99.33$95.0030.9%8.4%32.0%79.3%32.4%5.0%-0.7%-4.8M-182.6M-2.9M0.6953.22N/AN/A17,23411,888109,21288,607
2025-03-31$101.09$95.0029.9%8.5%32.5%74.5%29.5%6.2%-0.5%13.4M-325.6M-3.0M1.0557.94N/AN/A3,0623,207118,97184,629