BSX Options History — March 2026 In March 2026, BSX traded between $62.53 and $76.28. ATM implied volatility averaged 45.3%, placing in the 78.7% IV rank vs the trailing year. The 30-day expected move averaged 12.4%. IV traded above realized volatility by 15.0% (HV 20d: 30.3%). Max pain ranged from $75.00 to $80.00. Net GEX was positive for 14 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 0.80.
Notable Days 2026-03-30 : Highest Volume — 83,465 contracts2026-03-31 : Largest IV drop — 16.0% change2026-03-27 : Highest IV Rank — 100.0%2026-03-27 : Largest Expected Move — 14.9%Monthly Statistics Metric Avg Min Max Open Close Price $70.01 $62.53 $76.28 $76.28 $62.53 Max Pain $76.59 $75.00 $80.00 $80.00 $75.00 ATM IV 45.3% 34.6% 52.8% 34.6% 40.8% Expected Move 12.4% 8.9% 14.9% 8.9% 11.7% HV 20d 30.3% 22.3% 65.0% 64.6% 38.7% HV 60d 42.2% 41.6% 46.1% 41.7% 46.1% IV Rank 78.7% 47.9% 100.0% 47.9% 65.8% IV Percentile 97.4% 90.5% 100.0% 93.7% 90.5% Term Structure -1.3% -6.5% 2.9% -0.5% -2.5% VWIV 42.3% 30.4% 49.4% 30.4% 36.6% Skew 25d 4.8% 2.0% 13.7% 2.4% 3.1% Skew 10d 8.4% -9.8% 35.9% 1.7% 3.7% Call IV 25d 43.3% 34.5% 51.1% 34.5% 35.3% Put IV 25d 48.1% 36.9% 59.9% 36.9% 38.4% Bid-Ask Spread % 34.52 15.69 73.40 46.20 27.68 Gamma HHI 0.14 0.09 0.31 0.10 0.13 Net GEX 1.8M -20.0M 16.5M 16.5M -6.0M Net DEX 231.3M 41.0M 411.4M 41.0M 381.2M Net VEX -2.4M -2.8M -1.5M -2.8M -1.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.80 0.09 3.70 0.75 0.29 Total Volume 23,970.727 6,395 83,465 10,969 22,195 Total OI 404,020.864 358,585 439,221 383,813 405,871
Daily Data (22 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 2026-03-02 $76.28 $80.00 34.6% 8.9% 64.6% 47.9% 30.4% 2.4% -0.5% 16.5M 41.0M -2.8M 0.75 46.20 N/A N/A 6,270 4,699 263,670 120,143 2026-03-03 $73.86 $80.00 38.7% 9.4% 65.0% 59.8% 33.1% 3.1% -1.0% 6.5M 184.7M -2.6M 0.23 60.38 N/A N/A 11,895 2,793 265,762 120,713 2026-03-04 $72.75 $80.00 43.1% 9.9% 65.0% 72.6% 35.0% 3.1% -2.7% 2.5M 226.7M -2.6M 0.09 50.76 N/A N/A 47,382 4,105 271,937 122,618 2026-03-05 $72.61 $80.00 44.5% 12.1% 24.4% 76.6% 40.3% 2.7% -3.9% 4.8M 224.8M -2.7M 1.94 49.08 N/A N/A 13,047 25,328 294,195 124,651 2026-03-06 $71.42 $80.00 45.0% 12.1% 23.7% 78.0% 39.9% 4.1% -4.1% 1.4M 232.4M -2.7M 0.20 66.09 N/A N/A 11,808 2,346 299,203 123,072 2026-03-09 $71.91 $80.00 42.9% 12.1% 22.5% 71.9% 41.6% 4.1% -0.9% 2.3M 213.1M -2.5M 3.70 61.01 N/A N/A 6,527 24,168 282,888 120,398 2026-03-10 $70.22 $80.00 44.1% 12.3% 22.5% 75.4% 41.7% 5.9% -0.1% -4.2M 333.4M -2.4M 0.16 73.40 N/A N/A 14,645 2,345 284,847 125,400 2026-03-11 $69.43 $75.00 46.3% 12.6% 22.7% 81.9% 43.3% 4.1% -2.0% -4.1M 337.1M -2.3M 0.25 62.57 N/A N/A 10,509 2,632 292,487 122,998 2026-03-12 $68.69 $75.00 45.2% 10.6% 22.8% 78.7% 42.2% 3.8% -2.2% -4.3M 357.7M -2.3M 1.73 16.50 N/A N/A 17,645 30,588 298,795 124,379 2026-03-13 $68.77 $75.00 44.4% 10.8% 22.6% 76.2% 45.0% 2.0% 0.6% -1.5M 305.4M -2.4M 0.48 18.12 N/A N/A 4,315 2,080 312,783 121,939 2026-03-16 $69.41 $75.00 44.8% 12.9% 22.7% 77.4% 43.3% 3.7% -0.5% -2.0M 296.4M -2.3M 0.30 15.69 N/A N/A 9,010 2,698 288,650 121,164 2026-03-17 $71.06 $75.00 43.5% 12.3% 23.2% 73.6% 41.6% 2.5% 2.9% 3.2M 191.8M -2.5M 0.32 19.95 N/A N/A 7,673 2,480 292,556 122,106 2026-03-18 $71.22 $75.00 46.1% 13.3% 23.3% 81.2% 44.4% 2.4% 1.8% 6.0M 153.9M -2.6M 0.25 22.91 N/A N/A 10,562 2,624 296,898 123,160 2026-03-19 $70.34 $75.00 46.5% 13.1% 23.5% 82.2% 46.8% 4.4% -2.3% 459.2K 201.2M -2.6M 3.33 21.07 N/A N/A 5,258 17,513 305,363 124,472 2026-03-20 $69.61 $75.00 47.7% 13.7% 23.4% 86.0% 45.6% 4.9% 2.7% -20.0M 290.6M -2.4M 0.41 17.33 N/A N/A 22,194 9,168 307,687 131,534 2026-03-23 $69.67 $75.00 47.4% 13.3% 23.5% 85.0% 46.6% 13.6% 0.6% 7.1M 151.5M -2.3M 0.18 23.10 N/A N/A 15,057 2,748 254,333 104,252 2026-03-24 $68.35 $75.00 48.8% 13.8% 23.5% 89.0% 45.9% 4.5% -1.1% 5.7M 188.1M -2.3M 0.90 20.41 N/A N/A 9,162 8,256 266,300 106,487 2026-03-25 $69.38 $75.00 49.4% 14.4% 24.0% 90.8% 45.0% 13.7% -1.8% 7.9M 152.7M -2.3M 0.16 26.17 N/A N/A 14,620 2,276 270,271 105,994 2026-03-26 $70.28 $75.00 50.3% 14.4% 22.8% 93.5% 48.0% 6.5% -3.8% 11.9M 79.1M -2.4M 0.86 20.59 N/A N/A 9,449 8,140 277,617 107,343 2026-03-27 $69.37 $75.00 52.8% 14.9% 22.3% 100.0% 49.4% 7.5% -6.5% 10.0M 134.1M -2.4M 0.29 21.53 N/A N/A 13,657 4,024 286,003 114,111 2026-03-30 $62.95 $75.00 48.6% 14.0% 39.6% 88.5% 44.3% 4.3% -1.6% -4.1M 411.4M -1.5M 0.75 18.83 N/A N/A 47,690 35,775 271,989 111,420 2026-03-31 $62.53 $75.00 40.8% 11.7% 38.7% 65.8% 36.6% 3.1% -2.5% -6.0M 381.2M -1.6M 0.29 27.68 N/A N/A 17,167 5,028 283,974 121,897
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