BSX Options History — January 2026

In January 2026, BSX traded between $88.41 and $98.88. ATM implied volatility averaged 30.1%, placing in the 34.6% IV rank vs the trailing year. The 30-day expected move averaged 8.4%. IV traded above realized volatility by 8.3% (HV 20d: 21.7%). Max pain ranged from $91.00 to $95.00. Net GEX was positive for 15 of 20 trading days. Term structure was in contango for 3 of 20 days. Put/call ratio averaged 1.16.

Notable Days

  • 2026-01-20: Highest Volume — 125,253 contracts
  • 2026-01-20: Largest IV spike — 15.0% change
  • 2026-01-26: Highest IV Rank — 40.2%
  • 2026-01-29: Largest Expected Move — 9.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$93.90$88.41$98.88$94.83$94.13
Max Pain$93.50$91.00$95.00$95.00$92.00
ATM IV30.1%24.6%32.0%24.6%31.8%
Expected Move8.4%6.6%9.7%6.6%9.4%
HV 20d21.7%14.6%26.5%19.3%26.5%
HV 60d23.1%22.5%24.2%22.5%23.2%
IV Rank34.6%18.8%40.2%18.8%39.6%
IV Percentile81.8%54.0%91.3%54.0%90.1%
Term Structure-0.9%-2.4%5.5%5.5%-0.8%
VWIV29.6%23.3%33.9%23.3%33.3%
Skew 25d1.1%-7.9%9.6%2.2%-0.3%
Skew 10d1.8%-8.6%20.3%6.8%20.3%
Call IV 25d30.4%21.7%39.2%21.7%35.1%
Put IV 25d31.5%23.9%40.3%23.9%34.7%
Bid-Ask Spread %57.9833.3677.1467.6639.78
Gamma HHI0.100.090.140.090.11
Net GEX11.0M-26.8M42.7M1.5M42.7M
Net DEX-133.3M-372.4M324.5M-56.7M-372.4M
Net VEX-2.8M-3.9M-2.0M-2.2M-3.9M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.160.084.882.820.39
Total Volume23,139.755,307125,25310,45211,946
Total OI282,195.2203,273373,837220,067373,837

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2026-01-02$94.83$95.0024.6%6.6%19.3%18.8%23.3%2.2%5.5%1.5M-56.7M-2.2M2.8267.66N/AN/A2,7387,714121,21198,856
2026-01-05$95.50$95.0028.1%7.7%19.2%28.8%27.2%2.6%-0.8%3.7M-91.5M-2.2M0.9268.24N/AN/A3,3723,106121,441103,910
2026-01-06$97.84$95.0029.6%7.6%21.2%33.3%26.9%2.3%-1.1%10.1M-235.9M-2.3M0.3651.95N/AN/A4,0881,479122,759106,095
2026-01-07$98.56$95.0030.9%7.8%15.7%36.9%27.4%-1.5%0.4%13.0M-292.3M-2.3M0.3069.55N/AN/A4,2961,278125,023106,700
2026-01-08$98.88$95.0030.7%7.8%14.6%36.4%28.1%2.5%-2.4%14.5M-319.8M-2.3M0.4959.13N/AN/A3,5501,757127,251107,367
2026-01-09$97.62$95.0029.2%7.6%15.5%32.2%27.0%2.1%0.1%13.4M-236.6M-2.2M4.2077.14N/AN/A2,47310,376128,553108,167
2026-01-12$95.47$95.0030.6%8.1%17.6%36.2%28.0%2.0%-2.1%2.1M-68.9M-2.2M0.8358.74N/AN/A4,9264,087126,253115,545
2026-01-13$93.59$95.0030.4%8.1%19.1%35.5%28.3%2.1%-2.0%-9.8M75.4M-2.1M1.0163.22N/AN/A2,7962,824127,639117,965
2026-01-14$93.46$95.0030.3%8.0%18.9%35.4%29.2%9.6%-1.9%-10.0M70.8M-2.1M1.3276.96N/AN/A4,4515,872128,767117,261
2026-01-15$90.00$95.0028.0%7.8%23.0%28.6%27.9%1.1%-0.7%-26.8M307.2M-2.0M4.8872.91N/AN/A14,50970,830129,750121,269
2026-01-16$88.41$95.0027.0%7.3%23.0%25.7%25.8%1.3%-2.3%-26.6M324.5M-2.2M0.8956.41N/AN/A19,45817,356134,826130,097
2026-01-20$91.23$95.0031.0%8.8%24.7%37.4%31.6%0.8%-0.7%-8.5M66.5M-2.5M0.0850.95N/AN/A116,2109,04396,989106,284
2026-01-21$91.68$91.0030.8%8.8%24.8%36.8%31.0%0.1%-0.9%27.0M-205.2M-3.4M0.6153.35N/AN/A12,6007,655203,030113,238
2026-01-22$91.40$91.0030.1%8.7%24.4%34.8%30.8%0.5%-0.7%23.6M-159.3M-3.4M0.9549.10N/AN/A13,19312,582208,059118,988
2026-01-23$92.28$91.0031.1%8.9%24.8%37.7%31.7%0.3%-0.5%31.8M-215.8M-3.5M0.4233.36N/AN/A28,83311,994216,647129,195
2026-01-26$93.61$91.0032.0%9.7%25.5%40.2%33.1%1.0%-2.3%31.4M-362.5M-3.9M0.3762.44N/AN/A11,9784,419224,578130,621
2026-01-27$93.42$91.0031.9%9.5%25.4%39.8%33.6%0.9%-1.3%31.6M-330.4M-3.8M0.9435.47N/AN/A3,2483,047230,139131,868
2026-01-28$93.60$91.0031.3%9.4%25.5%38.3%33.1%1.4%-2.3%33.6M-352.3M-3.8M1.1863.55N/AN/A5,8796,960230,376133,362
2026-01-29$92.53$92.0031.8%9.7%25.7%39.6%33.9%-7.9%-0.7%22.5M-210.2M-3.8M0.2649.60N/AN/A7,8082,064231,600138,388
2026-01-30$94.13$92.0031.8%9.4%26.5%39.6%33.3%-0.3%-0.8%42.7M-372.4M-3.9M0.3939.78N/AN/A8,5723,374235,394138,443