BSX Options History — August 2025

In August 2025, BSX traded between $102.03 and $106.59. ATM implied volatility averaged 20.3%, placing in the 10.3% IV rank vs the trailing year. The 30-day expected move averaged 5.8%. IV traded above realized volatility by 1.8% (HV 20d: 18.5%). Max pain ranged from $100.00 to $105.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 0.77.

Notable Days

2025-08-06: Highest Volume — 14,944 contracts
2025-08-04: Largest IV drop — 10.4% change
2025-08-06: Highest IV Rank — 16.4%
2025-08-01: Largest Expected Move — 6.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$104.43	$102.03	$106.59	$105.17	$105.34
Max Pain	$103.81	$100.00	$105.00	$105.00	$105.00
ATM IV	20.3%	18.1%	22.2%	21.7%	19.4%
Expected Move	5.8%	5.4%	6.5%	6.5%	5.5%
HV 20d	18.5%	17.0%	19.8%	17.9%	17.3%
HV 60d	17.7%	17.2%	18.2%	17.2%	17.8%
IV Rank	10.3%	2.6%	16.4%	15.0%	6.1%
IV Percentile	21.2%	1.6%	38.1%	33.7%	10.7%
Term Structure	0.1%	-1.2%	3.6%	-1.2%	0.8%
VWIV	20.1%	18.7%	21.3%	21.3%	18.7%
Skew 25d	4.0%	2.5%	12.3%	3.4%	3.5%
Skew 10d	9.8%	1.5%	15.7%	13.1%	4.7%
Call IV 25d	18.5%	10.0%	21.2%	20.4%	17.8%
Put IV 25d	22.5%	21.3%	24.9%	23.7%	21.3%
Bid-Ask Spread %	56.24	35.01	78.53	61.15	67.70
Gamma HHI	0.13	0.10	0.20	0.13	0.14
Net GEX	17.0M	-3.7M	32.1M	21.8M	30.6M
Net DEX	-212.2M	-365.6M	-67.5M	-257.5M	-265.6M
Net VEX	-2.2M	-2.4M	-2.1M	-2.4M	-2.1M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.77	0.24	2.00	0.24	0.43
Total Volume	6,540.619	1,276	14,944	8,410	11,885
Total OI	183,062.667	147,178	214,989	211,696	160,408

Daily Data (21 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
2025-08-01	$105.17	$105.00	21.7%	6.5%	17.9%	15.0%	21.3%	3.4%	-1.2%	21.8M	-257.5M	-2.4M	0.24	61.15	N/A	N/A	6,780	1,630	114,284	97,412
2025-08-04	$106.59	$100.00	19.5%	5.8%	18.1%	8.8%	19.0%	3.1%	0.1%	32.1M	-365.6M	-2.3M	0.32	58.50	N/A	N/A	4,100	1,306	113,815	90,915
2025-08-05	$104.65	$100.00	20.3%	5.8%	18.9%	11.0%	19.9%	3.9%	-0.1%	18.0M	-226.9M	-2.3M	0.46	74.45	N/A	N/A	3,663	1,679	114,907	91,675
2025-08-06	$102.91	$100.00	22.2%	6.1%	19.8%	16.4%	21.0%	3.3%	0.1%	9.5M	-117.0M	-2.2M	1.18	74.67	N/A	N/A	6,844	8,100	115,426	91,874
2025-08-07	$102.69	$100.00	21.5%	5.8%	19.5%	14.3%	21.2%	3.0%	0.4%	7.0M	-104.2M	-2.2M	0.55	59.74	N/A	N/A	3,299	1,817	116,627	93,554
2025-08-08	$103.35	$100.00	20.8%	5.9%	19.6%	12.4%	20.7%	3.5%	0.8%	12.0M	-145.1M	-2.2M	0.51	52.20	N/A	N/A	8,578	4,351	116,819	93,126
2025-08-11	$102.84	$105.00	20.9%	5.9%	19.3%	12.6%	20.5%	3.5%	-0.5%	10.0M	-129.2M	-2.2M	2.00	43.77	N/A	N/A	2,877	5,748	113,539	93,112
2025-08-12	$102.03	$105.00	20.4%	6.0%	19.5%	11.4%	18.7%	3.5%	0.7%	2.8M	-67.5M	-2.1M	0.55	61.15	N/A	N/A	2,185	1,192	114,708	92,998
2025-08-13	$102.72	$105.00	20.1%	5.5%	19.5%	10.4%	20.4%	2.5%	-0.9%	5.5M	-99.4M	-2.1M	1.81	43.88	N/A	N/A	1,395	2,523	114,684	92,961
2025-08-14	$103.93	$105.00	20.2%	5.6%	19.4%	10.7%	21.1%	3.3%	-0.7%	17.1M	-167.3M	-2.1M	1.44	42.17	N/A	N/A	4,242	6,126	114,988	93,267
2025-08-15	$102.98	$105.00	19.5%	5.4%	19.5%	8.9%	18.9%	2.9%	-1.2%	-3.7M	-89.3M	-2.1M	0.84	78.53	N/A	N/A	4,736	3,964	117,975	97,014
2025-08-18	$103.18	$105.00	19.9%	5.7%	19.5%	9.9%	19.3%	3.3%	0.0%	9.7M	-165.4M	-2.1M	0.41	35.01	N/A	N/A	5,783	2,371	86,420	60,758
2025-08-19	$103.47	$105.00	20.8%	6.0%	19.5%	12.5%	19.3%	3.5%	-0.4%	12.7M	-194.8M	-2.2M	0.36	41.74	N/A	N/A	3,673	1,309	90,677	62,728
2025-08-20	$106.29	$105.00	20.3%	5.8%	17.3%	11.2%	20.4%	3.5%	0.1%	22.2M	-316.7M	-2.2M	1.12	47.89	N/A	N/A	1,604	1,791	89,786	63,193
2025-08-21	$105.31	$105.00	21.0%	6.0%	17.0%	13.0%	20.5%	4.1%	-0.5%	19.7M	-272.7M	-2.2M	1.12	53.60	N/A	N/A	2,235	2,511	90,258	63,544
2025-08-22	$106.19	$105.00	19.4%	5.6%	17.3%	6.2%	20.0%	4.0%	0.2%	28.6M	-313.2M	-2.2M	1.06	61.30	N/A	N/A	1,513	1,599	92,001	64,976
2025-08-25	$105.36	$105.00	20.5%	5.9%	17.4%	9.1%	20.4%	12.3%	-0.1%	19.4M	-258.7M	-2.1M	0.54	55.17	N/A	N/A	831	445	89,908	62,679
2025-08-26	$106.28	$105.00	20.1%	5.7%	17.6%	8.0%	20.0%	3.6%	0.2%	22.9M	-304.3M	-2.1M	0.26	63.78	N/A	N/A	5,809	1,485	90,423	62,880
2025-08-27	$106.09	$105.00	18.1%	5.6%	17.7%	2.6%	20.4%	6.6%	3.6%	29.9M	-314.9M	-2.2M	0.42	53.50	N/A	N/A	1,549	643	94,831	64,030
2025-08-28	$105.64	$105.00	19.1%	5.4%	17.3%	5.3%	19.5%	3.8%	0.6%	28.7M	-280.0M	-2.1M	0.64	51.23	N/A	N/A	1,937	1,245	94,888	64,248
2025-08-29	$105.34	$105.00	19.4%	5.5%	17.3%	6.1%	18.7%	3.5%	0.8%	30.6M	-265.6M	-2.1M	0.43	67.70	N/A	N/A	8,312	3,573	95,710	64,698