BSX Options History — October 2025

In October 2025, BSX traded between $94.86 and $104.14. ATM implied volatility averaged 28.2%, placing in the 29.1% IV rank vs the trailing year. The 30-day expected move averaged 7.7%. IV traded above realized volatility by 9.6% (HV 20d: 18.6%). Max pain ranged from $97.00 to $100.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 4 of 23 days. Put/call ratio averaged 0.57.

Notable Days

2025-10-01: Highest Volume — 55,931 contracts
2025-10-22: Largest IV drop — 22.0% change
2025-10-01: Highest IV Rank — 41.6%
2025-10-16: Largest Expected Move — 9.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$98.78	$94.86	$104.14	$96.02	$101.06
Max Pain	$99.70	$97.00	$100.00	$98.00	$100.00
ATM IV	28.2%	20.5%	32.5%	32.5%	22.4%
Expected Move	7.7%	6.4%	9.0%	8.1%	6.4%
HV 20d	18.6%	13.4%	23.9%	16.5%	23.3%
HV 60d	18.2%	16.6%	19.7%	17.6%	19.2%
IV Rank	29.1%	6.8%	41.6%	41.6%	12.3%
IV Percentile	70.5%	18.7%	91.3%	91.3%	35.7%
Term Structure	-0.7%	-4.2%	3.7%	-1.6%	1.0%
VWIV	26.8%	21.7%	31.2%	28.1%	22.1%
Skew 25d	2.8%	0.6%	7.1%	2.2%	2.5%
Skew 10d	6.1%	-1.5%	18.1%	18.1%	15.3%
Call IV 25d	27.4%	20.9%	32.1%	32.1%	20.9%
Put IV 25d	30.1%	23.4%	38.3%	34.3%	23.4%
Bid-Ask Spread %	46.35	21.32	73.04	43.60	46.25
Gamma HHI	0.12	0.07	0.21	0.10	0.08
Net GEX	26.4M	7.0M	54.1M	7.0M	19.6M
Net DEX	-212.3M	-611.5M	94.1M	94.1M	-206.9M
Net VEX	-2.6M	-2.8M	-2.4M	-2.6M	-2.4M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.57	0.05	2.78	0.29	0.21
Total Volume	18,793.174	3,087	55,931	55,931	3,969
Total OI	242,894.304	199,314	298,169	258,685	211,739

Daily Data (23 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
2025-10-01	$96.02	$98.00	32.5%	8.1%	16.5%	41.6%	28.1%	2.2%	-1.6%	7.0M	94.1M	-2.6M	0.29	43.60	N/A	N/A	43,358	12,573	147,142	111,543
2025-10-02	$96.47	$98.00	30.9%	6.9%	16.9%	37.2%	23.9%	2.6%	-1.4%	22.7M	4.5M	-2.7M	2.28	40.59	N/A	N/A	16,699	38,036	172,853	119,246
2025-10-03	$97.58	$97.00	30.5%	7.0%	17.7%	35.9%	24.5%	2.6%	-1.0%	41.0M	-134.3M	-2.8M	0.42	21.32	N/A	N/A	9,393	3,972	178,686	119,483
2025-10-06	$96.80	$100.00	31.5%	8.4%	17.3%	38.8%	29.7%	2.3%	-1.6%	26.2M	-141.2M	-2.7M	0.05	50.37	N/A	N/A	30,486	1,424	143,147	98,125
2025-10-07	$95.97	$100.00	31.4%	8.6%	17.1%	38.7%	29.4%	2.8%	-1.7%	16.7M	-88.0M	-2.6M	0.18	50.60	N/A	N/A	7,693	1,381	149,402	98,501
2025-10-08	$96.63	$100.00	31.1%	8.5%	15.4%	37.5%	29.7%	2.8%	-0.6%	24.3M	-140.6M	-2.7M	0.36	61.89	N/A	N/A	4,061	1,449	153,388	98,941
2025-10-09	$97.19	$100.00	31.2%	8.6%	15.8%	38.0%	29.1%	2.4%	-1.0%	31.9M	-195.2M	-2.7M	0.09	46.29	N/A	N/A	27,205	2,525	154,281	99,623
2025-10-10	$95.80	$100.00	31.7%	8.7%	15.5%	39.3%	30.2%	2.4%	-2.0%	13.2M	-96.5M	-2.7M	0.30	67.25	N/A	N/A	4,386	1,304	176,456	100,133
2025-10-13	$94.86	$100.00	31.6%	8.6%	13.4%	39.2%	30.4%	7.1%	-0.6%	8.9M	-44.1M	-2.5M	0.42	53.18	N/A	N/A	11,732	4,904	162,892	91,915
2025-10-14	$96.09	$100.00	31.5%	8.8%	14.1%	38.8%	30.0%	3.1%	-0.3%	16.5M	-123.4M	-2.6M	0.37	44.79	N/A	N/A	2,877	1,075	169,531	93,185
2025-10-15	$97.76	$100.00	31.4%	8.6%	15.4%	38.6%	30.1%	3.1%	-1.1%	31.3M	-256.6M	-2.6M	0.57	51.07	N/A	N/A	11,218	6,347	169,718	93,710
2025-10-16	$97.67	$100.00	31.6%	9.0%	15.4%	39.2%	31.2%	2.3%	-0.1%	34.7M	-266.8M	-2.6M	0.22	47.27	N/A	N/A	5,738	1,269	174,440	96,916
2025-10-17	$99.18	$100.00	30.2%	8.5%	16.0%	35.0%	29.4%	2.4%	-0.7%	54.1M	-382.2M	-2.7M	0.14	42.39	N/A	N/A	24,546	3,423	174,319	97,478
2025-10-20	$100.59	$100.00	29.5%	8.4%	16.5%	33.0%	29.6%	2.8%	-1.8%	24.7M	-314.8M	-2.6M	0.59	54.04	N/A	N/A	4,324	2,563	122,793	78,832
2025-10-21	$99.78	$100.00	29.9%	8.5%	16.9%	34.2%	29.7%	3.5%	-1.7%	22.7M	-277.9M	-2.5M	0.63	23.00	N/A	N/A	25,416	15,936	125,750	80,323
2025-10-22	$104.14	$100.00	23.3%	6.7%	22.3%	15.1%	23.2%	2.7%	-0.2%	51.0M	-611.5M	-2.6M	0.35	49.98	N/A	N/A	26,648	9,293	141,794	94,062
2025-10-23	$102.78	$100.00	23.3%	6.7%	23.0%	15.1%	23.4%	2.7%	-1.1%	41.8M	-471.9M	-2.5M	0.44	35.85	N/A	N/A	14,095	6,172	135,894	95,027
2025-10-24	$101.22	$100.00	22.5%	6.4%	23.8%	12.7%	21.7%	2.6%	-0.0%	40.3M	-320.5M	-2.5M	0.16	36.97	N/A	N/A	13,437	2,195	142,006	98,377
2025-10-27	$102.38	$100.00	22.9%	6.6%	23.3%	13.8%	22.3%	2.0%	-4.2%	26.2M	-311.8M	-2.5M	0.33	36.37	N/A	N/A	6,537	2,181	120,945	78,369
2025-10-28	$101.06	$100.00	23.5%	6.6%	23.9%	15.5%	22.4%	3.6%	0.0%	21.2M	-241.1M	-2.4M	1.30	43.23	N/A	N/A	5,372	6,987	120,357	79,846
2025-10-29	$100.09	$100.00	20.5%	6.7%	23.5%	6.8%	23.5%	0.6%	3.7%	13.8M	-162.5M	-2.5M	2.78	73.04	N/A	N/A	1,312	3,645	119,400	86,415
2025-10-30	$100.72	$100.00	22.8%	6.6%	23.6%	13.4%	23.0%	2.4%	0.9%	16.3M	-194.3M	-2.5M	0.60	46.74	N/A	N/A	1,928	1,159	119,806	89,780
2025-10-31	$101.06	$100.00	22.4%	6.4%	23.3%	12.3%	22.1%	2.5%	1.0%	19.6M	-206.9M	-2.4M	0.21	46.25	N/A	N/A	3,268	701	121,318	90,421