BSX Options History — June 2025

In June 2025, BSX traded between $98.31 and $107.20. ATM implied volatility averaged 25.0%, placing in the 26.6% IV rank vs the trailing year. The 30-day expected move averaged 6.8%. IV traded above realized volatility by 9.0% (HV 20d: 16.0%). Max pain ranged from $100.00 to $100.00. Net GEX was positive for 16 of 20 trading days. Term structure was in contango for 14 of 20 days. Put/call ratio averaged 1.29.

Notable Days

  • 2025-06-10: Highest Volume — 22,952 contracts
  • 2025-06-04: Largest IV drop — 11.7% change
  • 2025-06-20: Highest IV Rank — 32.2%
  • 2025-06-17: Largest Expected Move — 7.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$102.34$98.31$107.20$104.11$107.20
Max Pain$100.00$100.00$100.00$100.00$100.00
ATM IV25.0%22.5%27.1%22.9%26.2%
Expected Move6.8%6.1%7.6%6.4%6.2%
HV 20d16.0%14.7%17.5%14.7%17.4%
HV 60d32.4%31.6%34.7%34.7%31.9%
IV Rank26.6%20.0%32.2%21.0%29.9%
IV Percentile68.9%50.4%82.5%56.3%77.4%
Term Structure0.9%-3.5%5.9%0.6%-0.7%
VWIV24.4%20.5%28.4%23.3%26.4%
Skew 25d4.1%-4.1%15.3%3.9%10.0%
Skew 10d8.9%2.3%17.7%3.4%4.4%
Call IV 25d22.2%13.6%25.0%20.8%18.8%
Put IV 25d26.3%18.5%28.9%24.7%28.8%
Bid-Ask Spread %66.0550.1880.6150.1860.32
Gamma HHI0.160.090.230.230.16
Net GEX13.4M-17.0M35.9M35.9M26.7M
Net DEX-285.2M-527.2M49.1M-461.4M-527.2M
Net VEX-2.8M-3.0M-2.5M-2.8M-2.6M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.290.083.091.701.58
Total Volume10,782.92,02522,9526,1266,206
Total OI250,117.05189,348298,482245,924197,630

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-06-02$104.11$100.0022.9%6.4%14.7%21.0%23.3%3.9%0.6%35.9M-461.4M-2.8M1.7050.18N/AN/A2,2703,856142,211103,713
2025-06-03$102.99$100.0025.5%6.4%15.0%27.9%23.5%-4.1%0.0%28.0M-365.6M-2.8M1.3658.04N/AN/A2,9684,023142,756106,617
2025-06-04$102.62$100.0022.5%6.9%15.1%20.0%23.3%3.5%1.4%23.9M-335.7M-2.8M2.2952.58N/AN/A2,0814,763143,853109,639
2025-06-05$103.16$100.0022.6%6.4%15.1%20.1%28.4%3.5%0.7%26.4M-358.4M-2.8M3.0967.10N/AN/A1,4194,387144,247113,450
2025-06-06$102.08$100.0022.5%6.8%15.1%20.0%23.6%1.2%1.0%17.2M-269.0M-2.7M0.6767.09N/AN/A12,1828,103144,419116,629
2025-06-09$100.23$100.0024.1%6.9%16.1%24.2%24.9%6.2%-0.3%2.8M-121.9M-2.6M1.4770.26N/AN/A2,6623,916141,732120,624
2025-06-10$99.22$100.0024.6%6.9%16.4%25.6%23.6%3.0%-0.3%-3.9M-48.1M-2.5M0.0872.26N/AN/A21,3061,646143,062121,913
2025-06-11$99.19$100.0024.9%6.8%15.9%26.3%26.2%4.3%-1.4%-8.5M-36.9M-2.5M2.9374.46N/AN/A5,29515,521135,132122,953
2025-06-12$98.31$100.0026.5%7.1%16.0%30.6%23.8%4.8%-3.5%-17.0M49.1M-2.7M0.6780.61N/AN/A11,4477,639138,064136,503
2025-06-13$99.67$100.0025.9%7.5%15.2%29.0%25.7%3.4%0.5%-8.6M-122.2M-3.0M0.9774.96N/AN/A9,8599,521155,934139,632
2025-06-16$101.50$100.0025.6%7.3%16.3%28.2%25.9%4.1%1.7%4.3M-269.4M-3.0M0.4367.79N/AN/A6,0752,626156,109141,212
2025-06-17$101.75$100.0026.4%7.6%16.1%30.5%26.7%4.5%5.9%7.6M-303.5M-3.0M2.0672.58N/AN/A3,4487,120155,904141,531
2025-06-18$101.78$100.0026.4%7.6%16.1%30.3%27.1%4.7%4.6%8.8M-306.7M-2.9M0.8374.60N/AN/A1,5811,317159,171139,311
2025-06-20$101.47$100.0027.1%7.6%15.4%32.2%25.0%4.9%1.6%9.5M-309.5M-2.8M2.7773.01N/AN/A4,39012,172159,589138,642
2025-06-23$102.03$100.0025.8%6.7%15.6%28.8%23.2%15.3%1.1%11.8M-229.8M-2.7M1.0856.22N/AN/A5,6996,180102,57986,769
2025-06-24$104.21$100.0025.0%6.4%17.5%26.8%22.9%4.5%1.6%22.7M-372.5M-2.8M0.7556.99N/AN/A3,8762,904107,26991,558
2025-06-25$104.25$100.0025.1%6.3%16.7%27.0%22.7%4.3%-0.3%25.1M-381.4M-2.8M0.3361.30N/AN/A3,5071,170108,09091,169
2025-06-26$104.43$100.0025.3%6.2%15.9%27.4%21.6%3.9%0.9%28.1M-407.7M-2.7M0.3959.19N/AN/A1,461564109,75491,422
2025-06-27$106.50$100.0025.0%6.1%17.4%26.6%20.5%-3.5%2.0%28.1M-526.1M-2.6M0.3571.39N/AN/A7,8012,697110,02991,520
2025-06-30$107.20$100.0026.2%6.2%17.4%29.9%26.4%10.0%-0.7%26.7M-527.2M-2.6M1.5860.32N/AN/A2,4013,805108,76888,862