BSX Options History — February 2026 In February 2026, BSX traded between $73.75 and $92.34. ATM implied volatility averaged 30.0%, placing in the 34.5% IV rank vs the trailing year. The 30-day expected move averaged 8.5%. IV traded below realized volatility by 31.1% (HV 20d: 61.1%). Max pain ranged from $80.00 to $92.00. Net GEX was positive for 12 of 19 trading days. Term structure was in contango for 12 of 19 days. Put/call ratio averaged 0.72.
Notable Days 2026-02-05 : Highest Volume — 96,816 contracts2026-02-05 : Largest IV drop — 11.4% change2026-02-02 : Highest IV Rank — 46.2%2026-02-03 : Largest Expected Move — 10.8%Monthly Statistics Metric Avg Min Max Open Close Price $77.11 $73.75 $92.34 $92.34 $76.47 Max Pain $86.50 $80.00 $92.00 $92.00 $80.00 ATM IV 30.0% 27.5% 34.0% 34.0% 32.0% Expected Move 8.5% 7.6% 10.8% 10.2% 8.5% HV 20d 61.1% 27.2% 66.2% 27.2% 65.3% HV 60d 40.1% 23.5% 42.5% 23.5% 41.8% IV Rank 34.5% 27.3% 46.2% 46.2% 40.3% IV Percentile 76.8% 65.9% 93.7% 93.7% 90.1% Term Structure 1.0% -5.0% 6.6% -1.1% 5.3% VWIV 30.1% 24.4% 37.2% 36.0% 30.5% Skew 25d 1.3% -10.4% 12.3% 12.3% 1.6% Skew 10d 5.3% -15.4% 31.3% 3.4% 11.8% Call IV 25d 28.5% 17.1% 38.2% 24.8% 28.8% Put IV 25d 29.9% 19.8% 37.1% 37.1% 30.4% Bid-Ask Spread % 58.90 34.08 72.07 58.04 34.08 Gamma HHI 0.12 0.10 0.17 0.11 0.11 Net GEX 4.8M -11.7M 20.8M 19.7M 16.1M Net DEX 242.9M -185.8M 768.9M -185.8M 5.2M Net VEX -2.7M -3.9M -1.9M -3.6M -2.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.72 0.07 3.26 0.08 0.45 Total Volume 33,352.895 4,789 96,816 40,177 27,343 Total OI 427,034 357,103 484,492 357,103 379,039
Daily Data (19 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 2026-02-02 $92.34 $92.00 34.0% 10.2% 27.2% 46.2% 36.0% 12.3% -1.1% 19.7M -185.8M -3.6M 0.08 58.04 N/A N/A 37,144 3,033 223,531 133,572 2026-02-03 $91.31 $92.00 33.8% 10.8% 27.2% 45.4% 37.2% -5.0% -2.1% 20.8M -179.0M -3.9M 0.28 55.30 N/A N/A 32,439 8,983 252,873 135,452 2026-02-04 $76.84 $92.00 34.0% 9.7% 65.1% 45.9% 33.5% 3.1% -2.7% -11.7M 768.9M -1.9M 0.70 71.86 N/A N/A 51,816 36,110 262,361 140,153 2026-02-05 $78.19 $90.00 30.1% 8.4% 65.6% 34.6% 31.4% -10.4% -5.0% -8.4M 613.9M -2.4M 0.33 60.85 N/A N/A 72,624 24,192 293,859 148,711 2026-02-06 $76.15 $90.00 27.8% 7.6% 65.6% 28.0% 27.1% 11.8% 0.5% -2.1M 608.5M -2.3M 0.68 72.07 N/A N/A 19,554 13,229 328,696 152,042 2026-02-09 $74.36 $90.00 27.5% 8.1% 65.7% 27.3% 29.9% 2.1% 0.5% -3.1M 611.4M -2.2M 2.93 68.47 N/A N/A 14,837 43,466 321,975 148,121 2026-02-10 $74.24 $87.50 28.1% 8.0% 65.7% 28.9% 24.4% 2.2% -0.5% -2.3M 341.1M -2.3M 0.18 60.90 N/A N/A 25,895 4,541 324,512 125,810 2026-02-11 $73.75 $85.00 28.2% 8.2% 65.7% 29.1% 28.7% 2.4% 0.3% -1.8M 321.0M -2.6M 0.39 69.82 N/A N/A 5,326 2,088 334,380 124,626 2026-02-12 $74.26 $85.00 29.9% 8.5% 65.9% 34.2% 29.7% -1.3% -0.4% -910.6K 252.4M -2.6M 3.26 59.16 N/A N/A 10,041 32,686 336,747 120,339 2026-02-13 $74.83 $85.00 29.2% 8.5% 65.5% 32.1% 29.1% 2.5% 1.0% 3.3M 197.0M -2.8M 0.18 56.62 N/A N/A 15,899 2,902 343,594 119,866 2026-02-17 $76.31 $85.00 30.1% 8.7% 66.2% 34.8% 29.7% 2.1% -0.2% 8.4M 144.7M -2.8M 0.33 59.17 N/A N/A 9,296 3,099 339,543 119,362 2026-02-18 $76.20 $85.00 28.7% 8.2% 64.6% 30.6% 28.2% 1.7% 1.6% 8.8M 144.4M -2.8M 0.18 64.74 N/A N/A 15,026 2,683 344,257 121,589 2026-02-19 $75.66 $85.00 28.6% 8.1% 64.4% 30.2% 28.3% 2.7% 1.0% 6.9M 156.7M -2.8M 0.61 59.69 N/A N/A 18,573 11,247 348,984 123,605 2026-02-20 $74.73 $85.00 27.8% 7.8% 64.4% 28.1% 27.9% 2.4% 1.8% 2.6M 215.8M -2.6M 0.07 65.20 N/A N/A 39,507 2,659 360,490 124,002 2026-02-23 $74.46 $85.00 30.5% 8.7% 64.0% 36.0% 29.1% -3.1% 3.2% 6.5M 182.0M -2.7M 0.40 56.69 N/A N/A 3,427 1,362 245,904 120,156 2026-02-24 $75.29 $85.00 30.2% 8.3% 63.9% 35.1% 28.7% 2.8% 3.5% 9.1M 137.8M -2.7M 0.23 44.53 N/A N/A 11,183 2,531 247,476 119,584 2026-02-25 $73.97 $85.00 28.9% 8.2% 63.8% 31.3% 29.4% 0.7% 5.6% 6.1M 203.7M -2.6M 0.99 59.42 N/A N/A 2,582 2,562 254,775 120,955 2026-02-26 $75.67 $80.00 30.9% 8.1% 64.8% 37.0% 33.5% -5.0% 6.6% 13.0M 75.1M -2.8M 1.34 42.55 N/A N/A 10,179 13,641 256,070 116,635 2026-02-27 $76.47 $80.00 32.0% 8.5% 65.3% 40.3% 30.5% 1.6% 5.3% 16.1M 5.2M -2.9M 0.45 34.08 N/A N/A 18,922 8,421 261,855 117,184
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