BSX Options History — April 2026

In April 2026, BSX traded between $62.00 and $62.54. ATM implied volatility averaged 42.1%, placing in the 69.7% IV rank vs the trailing year. The 30-day expected move averaged 12.1%. IV traded above realized volatility by 3.3% (HV 20d: 38.8%). Max pain ranged from $70.00 to $75.00. Net GEX was positive for 1 of 2 trading days. Term structure was in contango for 0 of 2 days. Put/call ratio averaged 3.24.

Notable Days

2026-04-01: Highest Volume — 81,507 contracts
2026-04-02: Largest IV drop — 1.3% change
2026-04-01: Highest IV Rank — 70.5%
2026-04-01: Largest Expected Move — 12.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$62.27	$62.00	$62.54	$62.00	$62.54
Max Pain	$72.50	$70.00	$75.00	$75.00	$70.00
ATM IV	42.1%	41.9%	42.4%	42.4%	41.9%
Expected Move	12.1%	12.0%	12.2%	12.2%	12.0%
HV 20d	38.8%	38.6%	39.0%	38.6%	39.0%
HV 60d	45.8%	45.6%	46.0%	46.0%	45.6%
IV Rank	69.7%	68.9%	70.5%	70.5%	68.9%
IV Percentile	90.3%	90.1%	90.5%	90.5%	90.1%
Term Structure	-1.7%	-1.9%	-1.4%	-1.9%	-1.4%
VWIV	37.4%	34.6%	40.2%	34.6%	40.2%
Skew 25d	4.4%	3.2%	5.6%	3.2%	5.6%
Skew 10d	5.6%	-3.2%	14.5%	-3.2%	14.5%
Call IV 25d	40.5%	39.1%	41.9%	41.9%	39.1%
Put IV 25d	44.9%	44.6%	45.2%	45.2%	44.6%
Bid-Ask Spread %	17.69	16.27	19.12	19.12	16.27
Gamma HHI	0.24	0.15	0.34	0.15	0.34
Net GEX	5.6M	-167.1K	11.4M	-167.1K	11.4M
Net DEX	293.7M	264.3M	323.1M	323.1M	264.3M
Net VEX	-1.6M	-1.7M	-1.6M	-1.6M	-1.7M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	3.24	2.24	4.24	4.24	2.24
Total Volume	48,368.5	15,230	81,507	81,507	15,230
Total OI	415,896.5	412,522	419,271	412,522	419,271

Daily Data (2 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
2026-04-01	$62.00	$75.00	42.4%	12.2%	38.6%	70.5%	34.6%	3.2%	-1.9%	-167.1K	323.1M	-1.6M	4.24	19.12	N/A	N/A	15,550	65,957	297,231	115,291
2026-04-02	$62.54	$70.00	41.9%	12.0%	39.0%	68.9%	40.2%	5.6%	-1.4%	11.4M	264.3M	-1.7M	2.24	16.27	N/A	N/A	4,703	10,527	308,589	110,682