BSX Options History — April 2025

In April 2025, BSX traded between $89.33 and $102.87. ATM implied volatility averaged 35.5%, placing in the 61.2% IV rank vs the trailing year. The 30-day expected move averaged 10.0%. IV traded below realized volatility by 10.1% (HV 20d: 45.7%). Max pain ranged from $95.00 to $97.50. Net GEX was positive for 18 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 1.24.

Notable Days

  • 2025-04-04: Highest Volume — 49,840 contracts
  • 2025-04-04: Largest IV spike — 44.0% change
  • 2025-04-04: Highest IV Rank — 100.0%
  • 2025-04-08: Largest Expected Move — 14.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$96.75$89.33$102.87$101.05$102.27
Max Pain$95.48$95.00$97.50$95.00$97.50
ATM IV35.5%23.6%52.6%31.4%25.8%
Expected Move10.0%7.1%14.3%8.5%7.6%
HV 20d45.7%29.9%51.8%32.5%51.0%
HV 60d32.7%24.5%36.0%24.6%36.0%
IV Rank61.2%22.8%100.0%82.1%28.8%
IV Percentile90.8%63.9%100.0%98.4%76.6%
Term Structure-1.5%-7.2%3.7%-1.0%-0.1%
VWIV35.5%25.0%47.9%30.0%27.1%
Skew 25d6.5%-6.8%23.0%-6.8%5.5%
Skew 10d14.4%1.7%26.3%1.7%20.6%
Call IV 25d31.2%22.4%46.4%29.1%23.0%
Put IV 25d37.7%22.3%59.5%22.3%28.5%
Bid-Ask Spread %56.6237.6565.5857.3062.32
Gamma HHI0.100.060.150.100.14
Net GEX15.6M-4.1M52.2M11.7M39.1M
Net DEX-255.8M-657.4M153.2M-310.7M-559.9M
Net VEX-3.0M-3.4M-2.7M-3.0M-3.3M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.240.148.252.001.74
Total Volume17,016.9524,46049,8404,83211,856
Total OI244,502.524206,617290,157206,617266,166

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-04-01$101.05$95.0031.4%8.5%32.5%82.1%30.0%-6.8%-1.0%11.7M-310.7M-3.0M2.0057.30N/AN/A1,6113,221118,52188,096
2025-04-02$100.51$95.0031.4%8.5%32.4%81.9%38.3%5.7%-1.2%8.2M-279.9M-3.0M8.2561.47N/AN/A1,65713,668119,62291,998
2025-04-03$98.94$95.0034.0%9.0%29.9%95.0%32.5%5.6%-1.6%-4.1M-188.3M-3.0M0.7857.36N/AN/A5,5284,302120,068103,035
2025-04-04$91.14$95.0049.0%13.4%41.1%100.0%45.4%10.7%-3.5%-446.1K153.2M-2.9M1.6156.29N/AN/A19,11230,728125,033104,143
2025-04-07$91.59$95.0049.8%13.2%37.1%100.0%43.8%10.2%-2.7%150.1K-25.6M-3.4M0.2765.16N/AN/A21,0755,621133,27494,791
2025-04-08$89.33$95.0052.6%14.3%37.3%100.0%47.9%13.1%-3.9%-2.4M102.2M-2.7M0.2554.22N/AN/A9,2702,359122,92596,907
2025-04-09$96.63$95.0039.7%10.8%47.2%65.7%39.0%23.0%-1.4%5.8M-147.5M-2.9M0.1464.58N/AN/A23,8033,356130,85596,883
2025-04-10$92.02$95.0049.6%12.5%50.0%92.1%42.4%2.0%-4.8%5.9M-42.7M-2.9M0.4062.87N/AN/A5,9542,356155,25697,797
2025-04-11$93.67$95.0044.1%12.4%50.0%77.4%42.1%8.2%-1.1%7.5M-131.4M-3.0M0.3856.99N/AN/A10,0253,773158,00597,714
2025-04-14$94.56$95.0038.5%10.7%49.3%62.7%39.3%8.7%3.7%9.0M-147.0M-2.9M1.4465.58N/AN/A3,3514,820158,08396,758
2025-04-15$94.21$95.0033.3%9.5%49.3%48.6%34.6%7.1%1.3%8.5M-115.4M-2.8M2.3760.60N/AN/A4,2119,967160,03498,170
2025-04-16$94.84$95.0036.1%10.4%48.8%56.2%36.6%7.4%-1.8%5.0M-171.8M-2.9M0.5961.06N/AN/A4,5322,652163,554100,333
2025-04-17$95.34$95.0033.3%9.7%48.8%48.7%33.6%7.3%-7.2%2.4M-213.1M-2.9M0.4563.48N/AN/A4,6062,083163,570101,523
2025-04-21$93.51$95.0034.6%10.8%49.0%52.3%37.8%4.0%-2.3%12.0M-157.0M-2.8M0.9538.17N/AN/A7,8037,420130,88681,339
2025-04-22$95.09$95.0037.7%11.4%48.7%60.6%43.2%4.7%-2.2%15.3M-232.7M-2.9M1.7837.65N/AN/A12,93723,017135,42786,738
2025-04-23$98.64$95.0026.5%7.6%50.7%30.7%25.0%4.7%-1.1%34.7M-422.7M-2.9M0.2443.02N/AN/A21,3725,182144,765105,867
2025-04-24$101.50$95.0024.5%7.5%51.8%25.4%26.6%0.5%1.9%52.2M-642.0M-3.1M1.0864.53N/AN/A17,42418,798161,145108,145
2025-04-25$101.76$97.5023.6%7.1%51.7%22.8%25.5%4.8%-0.8%38.1M-657.4M-3.2M0.3546.77N/AN/A9,7213,387168,134122,023
2025-04-28$102.24$97.5025.7%7.5%51.3%28.5%26.3%5.7%-1.0%38.6M-574.3M-3.3M0.7358.22N/AN/A5,9874,351154,750106,280
2025-04-29$102.87$97.5024.7%7.3%51.0%25.8%29.1%4.8%0.2%41.4M-607.6M-3.4M0.3551.30N/AN/A3,3051,155157,155108,785
2025-04-30$102.27$97.5025.8%7.6%51.0%28.8%27.1%5.5%-0.1%39.1M-559.9M-3.3M1.7462.32N/AN/A4,3297,527156,796109,370