BSX Options History — November 2025

In November 2025, BSX traded between $96.75 and $105.11. ATM implied volatility averaged 23.2%, placing in the 14.7% IV rank vs the trailing year. The 30-day expected move averaged 6.7%. IV traded below realized volatility by 0.6% (HV 20d: 23.8%). Max pain ranged from $100.00 to $100.00. Net GEX was positive for 15 of 19 trading days. Term structure was in contango for 2 of 19 days. Put/call ratio averaged 0.84.

Notable Days

  • 2025-11-05: Highest Volume — 16,395 contracts
  • 2025-11-17: Largest IV spike — 10.6% change
  • 2025-11-19: Highest IV Rank — 22.3%
  • 2025-11-19: Largest Expected Move — 7.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$100.30$96.75$105.11$98.99$101.69
Max Pain$100.00$100.00$100.00$100.00$100.00
ATM IV23.2%21.3%25.8%24.0%21.3%
Expected Move6.7%6.1%7.4%6.9%6.5%
HV 20d23.8%21.6%25.9%24.4%24.4%
HV 60d20.3%19.4%22.1%19.6%22.1%
IV Rank14.7%9.2%22.3%17.0%9.2%
IV Percentile43.0%22.6%67.1%51.2%22.6%
Term Structure-1.1%-4.6%0.5%-4.6%-2.3%
VWIV23.0%21.1%25.2%25.2%21.1%
Skew 25d2.6%-1.1%4.3%0.6%4.3%
Skew 10d6.1%-6.3%16.6%4.5%12.7%
Call IV 25d22.3%20.1%27.1%27.1%20.1%
Put IV 25d24.9%21.7%27.7%27.7%24.4%
Bid-Ask Spread %66.2139.7483.8864.0754.03
Gamma HHI0.120.090.230.100.10
Net GEX6.7M-12.2M30.0M4.5M7.4M
Net DEX-156.2M-440.7M34.7M-80.2M-208.4M
Net VEX-2.2M-2.4M-2.0M-2.3M-2.1M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.840.182.020.590.23
Total Volume5,788.5792,10016,3953,6072,182
Total OI194,896.526150,498214,743203,361164,043

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-11-03$98.99$100.0024.0%6.9%24.4%17.0%25.2%0.6%-4.6%4.5M-80.2M-2.3M0.5964.07N/AN/A2,2671,340115,09588,266
2025-11-04$98.84$100.0023.0%6.8%24.2%14.1%24.0%3.1%-0.4%3.4M-67.6M-2.3M1.1160.87N/AN/A1,1791,307116,00088,479
2025-11-05$98.71$100.0023.3%6.6%24.1%14.9%22.9%1.6%-1.1%2.3M-60.2M-2.2M1.2041.81N/AN/A7,4398,956116,56188,960
2025-11-06$98.75$100.0023.1%6.5%24.1%14.3%22.8%2.5%-0.2%2.4M-55.4M-2.3M0.1867.30N/AN/A3,904688121,95992,784
2025-11-07$99.98$100.0022.3%6.4%23.7%12.2%22.3%1.7%0.2%5.7M-126.6M-2.3M0.2779.73N/AN/A4,2921,164119,48090,977
2025-11-10$100.91$100.0022.2%6.4%23.4%11.8%22.2%-1.1%-0.2%9.0M-180.9M-2.3M0.8482.63N/AN/A8,1916,896111,40681,806
2025-11-11$102.50$100.0021.8%6.5%23.6%10.7%22.2%2.3%0.5%16.0M-270.0M-2.3M0.7576.12N/AN/A1,9531,470114,41784,457
2025-11-12$104.56$100.0021.7%6.1%23.8%10.4%21.9%2.6%-0.4%26.8M-395.4M-2.3M0.4362.82N/AN/A4,4961,927116,43984,746
2025-11-13$105.11$100.0022.6%6.5%23.7%12.9%22.6%2.3%-0.2%30.0M-440.7M-2.4M0.3978.61N/AN/A3,6721,423119,28085,631
2025-11-14$102.91$100.0021.6%6.2%24.9%10.2%21.5%2.7%-0.1%24.7M-324.5M-2.3M0.3573.16N/AN/A2,164757120,43685,717
2025-11-17$101.89$100.0023.9%6.9%24.8%16.9%23.8%3.1%-1.4%16.0M-244.2M-2.2M2.0278.40N/AN/A9501,918118,90884,248
2025-11-18$99.66$100.0023.7%6.8%25.9%16.2%23.4%3.6%-0.4%4.2M-120.6M-2.2M1.7464.85N/AN/A1,3672,383119,06885,584
2025-11-19$96.91$100.0025.8%7.4%22.3%22.3%24.0%3.3%-1.8%-9.3M34.7M-2.1M0.6978.67N/AN/A4,2012,881119,52685,515
2025-11-20$96.75$100.0024.4%7.0%22.0%18.3%24.1%3.8%-0.3%-12.2M26.1M-2.1M1.9175.74N/AN/A1,4482,763119,59785,544
2025-11-21$96.91$100.0024.5%7.1%21.6%18.5%23.1%3.8%-2.1%-11.5M-6.2M-2.0M0.3483.88N/AN/A3,7891,297119,67182,930
2025-11-24$98.05$100.0025.7%6.5%21.6%21.8%23.2%2.0%-3.7%-1.7M-54.5M-2.0M0.8551.01N/AN/A6,9425,90783,41467,084
2025-11-25$101.41$100.0023.4%6.6%24.6%15.1%25.0%3.7%-1.0%5.6M-200.0M-2.2M1.4444.62N/AN/A1,7892,58188,94772,477
2025-11-26$101.14$100.0022.5%6.6%24.4%12.6%22.4%3.9%-0.8%4.9M-192.5M-2.2M0.6639.74N/AN/A1,26883289,36374,219
2025-11-28$101.69$100.0021.3%6.5%24.4%9.2%21.1%4.3%-2.3%7.4M-208.4M-2.1M0.2354.03N/AN/A1,77640689,79774,246