BSX Options History — July 2025

In July 2025, BSX traded between $102.28 and $107.47. ATM implied volatility averaged 25.6%, placing in the 26.5% IV rank vs the trailing year. The 30-day expected move averaged 7.2%. IV traded above realized volatility by 7.0% (HV 20d: 18.6%). Max pain ranged from $100.00 to $105.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 0.72.

Notable Days

2025-07-23: Highest Volume — 40,432 contracts
2025-07-23: Largest IV drop — 31.0% change
2025-07-21: Highest IV Rank — 37.8%
2025-07-22: Largest Expected Move — 8.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$104.52	$102.28	$107.47	$104.98	$105.17
Max Pain	$104.55	$100.00	$105.00	$100.00	$105.00
ATM IV	25.6%	18.3%	30.0%	27.8%	21.1%
Expected Move	7.2%	5.7%	8.7%	6.6%	6.4%
HV 20d	18.6%	16.7%	21.0%	18.8%	18.1%
HV 60d	19.9%	15.7%	32.0%	32.0%	17.2%
IV Rank	26.5%	5.5%	37.8%	34.0%	13.2%
IV Percentile	64.6%	4.4%	90.5%	84.5%	27.8%
Term Structure	-1.1%	-6.6%	3.5%	-1.1%	-1.0%
VWIV	25.1%	19.3%	34.4%	24.9%	21.2%
Skew 25d	4.4%	-2.4%	16.5%	3.6%	4.5%
Skew 10d	7.0%	-2.8%	16.1%	4.3%	-2.8%
Call IV 25d	23.1%	13.6%	28.3%	26.1%	19.2%
Put IV 25d	27.5%	21.2%	32.3%	29.8%	23.7%
Bid-Ask Spread %	61.29	32.14	83.31	59.55	32.14
Gamma HHI	0.18	0.12	0.31	0.17	0.12
Net GEX	26.6M	14.6M	39.4M	27.1M	18.9M
Net DEX	-338.4M	-523.2M	-218.0M	-407.2M	-266.7M
Net VEX	-2.5M	-2.7M	-2.4M	-2.6M	-2.4M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.72	0.12	1.55	0.86	0.82
Total Volume	11,128.227	3,200	40,432	4,958	3,313
Total OI	211,317.545	184,929	228,956	199,268	211,618

Daily Data (22 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
2025-07-01	$104.98	$100.00	27.8%	6.6%	18.8%	34.0%	24.9%	3.6%	-1.1%	27.1M	-407.2M	-2.6M	0.86	59.55	N/A	N/A	2,672	2,286	109,948	89,320
2025-07-02	$103.66	$100.00	28.1%	6.9%	18.9%	34.9%	23.5%	3.9%	-1.8%	29.0M	-322.3M	-2.6M	1.01	60.10	N/A	N/A	2,851	2,885	110,947	89,634
2025-07-03	$104.42	$105.00	28.1%	7.4%	19.0%	34.8%	25.7%	4.1%	-0.6%	30.6M	-376.7M	-2.6M	0.36	72.02	N/A	N/A	10,547	3,790	111,670	89,571
2025-07-07	$103.49	$105.00	28.7%	7.6%	19.3%	36.5%	26.3%	4.7%	-2.3%	19.9M	-301.4M	-2.6M	0.62	67.88	N/A	N/A	3,748	2,328	114,669	88,582
2025-07-08	$102.28	$105.00	28.0%	8.1%	19.4%	34.7%	26.9%	4.2%	1.0%	14.6M	-218.0M	-2.5M	0.12	70.21	N/A	N/A	12,796	1,489	117,487	90,309
2025-07-09	$103.04	$105.00	27.5%	7.4%	18.3%	33.2%	25.0%	16.5%	-1.4%	23.4M	-294.2M	-2.7M	0.35	83.31	N/A	N/A	8,014	2,835	127,306	89,803
2025-07-10	$103.89	$105.00	27.3%	7.4%	17.9%	30.3%	27.1%	4.2%	-1.7%	28.8M	-372.5M	-2.7M	0.63	71.74	N/A	N/A	2,919	1,851	130,794	92,206
2025-07-11	$103.30	$105.00	27.6%	7.5%	18.1%	31.2%	26.3%	4.4%	-2.2%	30.6M	-326.9M	-2.6M	0.41	70.84	N/A	N/A	4,617	1,899	132,010	93,350
2025-07-14	$104.28	$105.00	27.9%	7.8%	17.8%	31.9%	21.6%	4.3%	-0.4%	34.4M	-395.9M	-2.6M	1.50	73.29	N/A	N/A	3,696	5,558	126,364	87,283
2025-07-15	$103.88	$105.00	27.3%	7.8%	17.5%	30.5%	34.4%	5.0%	-0.4%	33.2M	-349.8M	-2.6M	1.55	71.13	N/A	N/A	6,418	9,973	126,784	91,914
2025-07-16	$103.06	$105.00	26.6%	7.6%	16.7%	28.4%	28.2%	4.4%	-0.5%	25.7M	-293.8M	-2.5M	0.47	71.41	N/A	N/A	4,623	2,190	125,734	97,597
2025-07-17	$104.39	$105.00	28.8%	8.4%	17.2%	34.5%	28.7%	6.2%	-2.2%	39.4M	-381.7M	-2.6M	0.25	65.80	N/A	N/A	4,609	1,163	127,060	99,591
2025-07-18	$103.70	$105.00	28.9%	8.4%	17.5%	34.7%	30.2%	4.0%	-1.4%	21.0M	-326.8M	-2.5M	1.22	67.61	N/A	N/A	5,255	6,424	128,976	99,980
2025-07-21	$103.94	$105.00	30.0%	8.6%	17.4%	37.8%	28.9%	-2.4%	-2.1%	17.4M	-283.4M	-2.5M	1.30	54.99	N/A	N/A	3,356	4,377	105,183	79,746
2025-07-22	$103.61	$105.00	28.9%	8.7%	17.4%	34.8%	32.0%	5.1%	-1.6%	15.4M	-269.7M	-2.5M	1.44	35.31	N/A	N/A	12,334	17,768	107,543	82,726
2025-07-23	$107.47	$105.00	19.9%	5.7%	20.4%	10.1%	20.1%	3.3%	-0.1%	38.7M	-523.2M	-2.4M	0.60	65.29	N/A	N/A	25,272	15,160	115,946	97,703
2025-07-24	$106.15	$105.00	20.2%	5.9%	21.0%	10.8%	20.5%	3.9%	-0.9%	33.2M	-361.4M	-2.4M	0.31	59.38	N/A	N/A	7,662	2,349	113,704	104,345
2025-07-25	$106.30	$105.00	19.7%	5.8%	21.0%	9.4%	20.8%	3.6%	-0.4%	33.5M	-377.2M	-2.4M	0.83	36.13	N/A	N/A	6,535	5,434	114,133	104,657
2025-07-28	$105.82	$105.00	18.3%	5.8%	19.8%	5.5%	19.3%	2.9%	3.5%	19.4M	-299.3M	-2.4M	0.47	39.17	N/A	N/A	7,645	3,624	107,771	95,125
2025-07-29	$106.29	$105.00	20.0%	6.1%	19.8%	10.1%	20.6%	2.3%	0.1%	24.5M	-347.8M	-2.4M	0.19	45.61	N/A	N/A	7,839	1,517	113,122	96,533
2025-07-30	$106.34	$105.00	23.8%	5.9%	18.2%	20.8%	19.6%	4.0%	-6.6%	25.7M	-350.0M	-2.4M	0.54	75.51	N/A	N/A	2,084	1,116	112,867	97,375
2025-07-31	$105.17	$105.00	21.1%	6.4%	18.1%	13.2%	21.2%	4.5%	-1.0%	18.9M	-266.7M	-2.4M	0.82	32.14	N/A	N/A	1,823	1,490	114,037	97,581