BX Options History — February 2019 In February 2019, BX traded between $33.31 and $34.66. ATM implied volatility averaged 20.9%, placing in the 14.8% IV rank vs the trailing year. The 30-day expected move averaged 6.0%. IV traded above realized volatility by 1.4% (HV 20d: 19.5%). Max pain ranged from $34.00 to $35.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 9 of 19 days. Put/call ratio averaged 1.68.
Notable Days 2019-02-07 : Highest Volume — 35,840 contracts2019-02-14 : Largest IV spike — 13.7% change2019-02-11 : Highest IV Rank — 19.8%2019-02-11 : Largest Expected Move — 6.5%Monthly Statistics Metric Avg Min Max Open Close Price $33.85 $33.31 $34.66 $34.06 $33.56 Max Pain $34.05 $34.00 $35.00 $34.00 $34.00 ATM IV 20.9% 19.3% 22.4% 21.6% 20.4% Expected Move 6.0% 5.5% 6.5% 6.2% 5.9% HV 20d 19.5% 15.8% 21.1% 20.9% 20.5% HV 60d 31.9% 29.7% 33.9% 33.9% 29.7% IV Rank 14.8% 9.0% 19.8% 17.1% 13.0% IV Percentile 32.8% 23.0% 41.7% 35.3% 29.8% Term Structure 0.1% -1.1% 1.2% 0.4% 0.2% VWIV 22.1% 20.0% 34.6% 21.9% 20.0% Skew 25d 3.7% 3.0% 4.7% 4.3% 3.3% Skew 10d 7.8% 5.9% 10.8% 8.0% 6.5% Call IV 25d 19.8% 18.1% 21.2% 20.2% 19.2% Put IV 25d 23.6% 22.4% 25.2% 24.4% 22.5% Bid-Ask Spread % 15.63 5.98 27.16 25.82 5.98 Gamma HHI 0.13 0.11 0.25 0.25 0.13 Net GEX 8.6M 2.9M 18.3M 18.3M 4.7M Net DEX -153.4M -200.5M -109.4M -179.9M -133.5M Net VEX -2.4M -2.5M -2.3M -2.4M -2.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.68 0.15 5.72 0.83 2.39 Total Volume 16,348.368 6,186 35,840 24,886 20,072 Total OI 330,617 313,428 345,803 331,931 341,764
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 2019-02-01 $34.06 $34.00 21.6% 6.2% 20.9% 17.1% 21.9% 4.3% 0.4% 18.3M -179.9M -2.4M 0.83 25.82 N/A N/A 13,589 11,297 199,297 132,634 2019-02-04 $34.20 $34.00 21.0% 6.0% 19.7% 15.1% 21.2% 4.2% -0.0% 11.0M -172.5M -2.4M 0.36 17.81 N/A N/A 7,014 2,554 196,172 127,485 2019-02-05 $34.66 $34.00 19.6% 5.6% 16.8% 10.2% 20.8% 4.1% -0.1% 12.7M -200.5M -2.4M 0.57 13.47 N/A N/A 6,059 3,436 199,975 128,437 2019-02-06 $34.64 $34.00 19.4% 5.6% 16.7% 9.7% 21.8% 4.3% -0.0% 13.7M -200.1M -2.4M 0.33 21.20 N/A N/A 8,396 2,761 202,778 129,943 2019-02-07 $34.53 $34.00 20.7% 5.9% 15.8% 14.0% 34.6% 3.5% -0.2% 12.8M -189.2M -2.5M 0.15 16.28 N/A N/A 31,149 4,691 205,475 130,822 2019-02-08 $33.55 $35.00 21.7% 6.1% 19.1% 17.4% 23.3% 3.7% -0.6% 4.8M -120.5M -2.5M 0.59 21.60 N/A N/A 12,648 7,480 194,962 132,988 2019-02-11 $33.35 $34.00 22.4% 6.5% 19.3% 19.8% 22.4% 4.7% -1.1% 7.0M -118.2M -2.3M 0.48 27.16 N/A N/A 4,252 2,020 191,201 122,227 2019-02-12 $33.76 $34.00 19.8% 5.7% 19.6% 11.1% 20.5% 3.3% 0.5% 9.4M -148.1M -2.4M 0.50 26.47 N/A N/A 5,099 2,538 193,101 123,108 2019-02-13 $33.75 $34.00 19.3% 5.5% 19.3% 9.0% 21.5% 3.6% 1.2% 9.6M -150.8M -2.4M 0.46 8.32 N/A N/A 4,454 2,034 195,587 123,982 2019-02-14 $33.31 $34.00 21.9% 6.3% 19.9% 18.2% 21.3% 4.5% -0.8% 6.9M -124.9M -2.3M 4.83 8.48 N/A N/A 2,811 13,582 196,967 123,391 2019-02-15 $33.38 $34.00 21.3% 6.1% 19.9% 16.1% 20.7% 3.8% -0.1% 2.9M -109.4M -2.4M 0.95 10.82 N/A N/A 5,088 4,818 197,569 134,262 2019-02-19 $33.41 $34.00 21.2% 5.9% 19.5% 15.7% 21.1% 3.5% 0.2% 3.4M -117.3M -2.3M 4.89 19.80 N/A N/A 5,837 28,518 193,585 128,104 2019-02-20 $34.34 $34.00 20.6% 5.9% 20.2% 13.6% 21.1% 3.5% 0.6% 9.6M -191.2M -2.3M 1.59 11.50 N/A N/A 8,007 12,740 197,184 135,811 2019-02-21 $33.95 $34.00 21.6% 6.1% 20.7% 17.0% 21.8% 3.0% 0.7% 8.6M -169.3M -2.4M 2.19 24.25 N/A N/A 5,453 11,943 201,651 134,697 2019-02-22 $33.60 $34.00 21.7% 6.2% 21.1% 17.4% 23.1% 3.5% -0.2% 5.8M -149.0M -2.4M 2.34 8.93 N/A N/A 6,945 16,229 203,445 135,086 2019-02-25 $33.94 $34.00 21.1% 6.1% 20.2% 15.6% 21.4% 3.9% 0.6% 9.0M -172.4M -2.4M 1.31 11.48 N/A N/A 3,844 5,044 203,466 134,276 2019-02-26 $33.69 $34.00 21.3% 6.0% 20.4% 16.2% 20.7% 3.1% -0.1% 7.3M -144.2M -2.4M 1.52 9.46 N/A N/A 2,451 3,735 205,875 138,613 2019-02-27 $33.45 $34.00 20.9% 5.8% 20.6% 14.8% 20.1% 3.3% 0.1% 5.5M -124.1M -2.4M 5.72 8.13 N/A N/A 3,279 18,752 206,662 139,141 2019-02-28 $33.56 $34.00 20.4% 5.9% 20.5% 13.0% 20.0% 3.3% 0.2% 4.7M -133.5M -2.4M 2.39 5.98 N/A N/A 5,923 14,149 207,827 133,937
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