BX Options History — May 2019 In May 2019, BX traded between $37.81 and $41.81. ATM implied volatility averaged 22.1%, placing in the 24.1% IV rank vs the trailing year. The 30-day expected move averaged 6.3%. IV traded below realized volatility by 5.0% (HV 20d: 27.1%). Max pain ranged from $36.00 to $38.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 0.97.
Notable Days 2019-05-29 : Highest Volume — 34,424 contracts2019-05-21 : Largest IV drop — 11.9% change2019-05-31 : Highest IV Rank — 36.1%2019-05-31 : Largest Expected Move — 7.4%Monthly Statistics Metric Avg Min Max Open Close Price $39.84 $37.81 $41.81 $39.81 $37.81 Max Pain $37.16 $36.00 $38.50 $38.50 $37.00 ATM IV 22.1% 19.1% 25.8% 20.0% 25.8% Expected Move 6.3% 5.5% 7.4% 5.8% 7.4% HV 20d 27.1% 18.5% 32.7% 31.1% 24.7% HV 60d 24.5% 23.8% 26.5% 24.6% 26.5% IV Rank 24.1% 14.5% 36.1% 17.2% 36.1% IV Percentile 45.1% 19.8% 69.0% 30.2% 69.0% Term Structure -0.0% -1.2% 1.9% -0.0% -0.2% VWIV 22.3% 19.7% 26.0% 20.5% 24.9% Skew 25d 3.5% 2.6% 4.7% 2.8% 4.7% Skew 10d 7.7% 5.8% 10.9% 5.8% 10.9% Call IV 25d 20.8% 18.0% 24.5% 19.3% 24.5% Put IV 25d 24.3% 21.0% 29.2% 22.1% 29.2% Bid-Ask Spread % 16.26 5.23 40.88 13.98 6.35 Gamma HHI 0.20 0.13 0.23 0.20 0.15 Net GEX 16.7M 6.7M 20.6M 20.4M 6.7M Net DEX -480.2M -645.5M -217.6M -516.2M -217.6M Net VEX -3.2M -3.4M -2.9M -3.2M -3.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.97 0.28 2.14 0.63 1.46 Total Volume 14,713.364 5,254 34,424 8,004 25,395 Total OI 410,775.045 394,359 429,143 397,635 429,143
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 2019-05-01 $39.81 $38.50 20.0% 5.8% 31.1% 17.2% 20.5% 2.8% -0.0% 20.4M -516.2M -3.2M 0.63 13.98 N/A N/A 4,914 3,090 258,435 139,200 2019-05-02 $39.55 $38.50 20.1% 5.9% 31.4% 17.5% 21.0% 3.1% 0.1% 18.7M -490.2M -3.2M 0.76 10.96 N/A N/A 4,977 3,805 258,898 139,705 2019-05-03 $39.86 $38.50 19.6% 5.5% 31.3% 15.8% 19.7% 2.9% 0.3% 20.0M -527.1M -3.2M 1.50 7.48 N/A N/A 5,354 8,032 259,771 140,717 2019-05-06 $39.18 $36.00 21.3% 6.1% 32.3% 21.6% 21.2% 2.6% 0.1% 18.1M -468.6M -3.2M 1.19 12.24 N/A N/A 4,646 5,527 253,234 141,125 2019-05-07 $38.82 $37.00 23.5% 6.7% 32.7% 28.7% 23.2% 4.0% -0.3% 16.0M -423.9M -3.4M 0.42 10.93 N/A N/A 13,079 5,487 256,613 146,107 2019-05-08 $39.14 $37.00 24.0% 6.7% 32.1% 30.1% 22.7% 3.3% -1.2% 16.5M -447.5M -3.3M 1.27 15.38 N/A N/A 5,561 7,056 253,803 149,153 2019-05-09 $39.42 $37.00 23.9% 6.9% 32.1% 29.8% 24.4% 3.8% -0.1% 16.4M -455.5M -3.2M 0.95 14.65 N/A N/A 6,477 6,148 252,130 152,274 2019-05-10 $39.64 $37.00 23.3% 6.4% 32.1% 27.8% 23.1% 3.1% 0.4% 17.5M -469.4M -3.2M 1.42 19.17 N/A N/A 3,353 4,768 250,708 153,130 2019-05-13 $38.89 $37.00 25.4% 7.1% 32.7% 34.9% 26.0% 4.2% -0.5% 15.6M -406.1M -3.2M 0.53 37.43 N/A N/A 8,720 4,596 246,703 150,652 2019-05-14 $39.33 $37.00 22.9% 6.6% 32.6% 26.8% 24.2% 4.3% 0.1% 16.8M -432.0M -3.2M 0.90 28.81 N/A N/A 7,688 6,956 249,680 159,530 2019-05-15 $39.56 $37.00 21.7% 5.9% 32.4% 22.6% 20.7% 3.5% -0.8% 18.0M -456.3M -3.2M 0.48 13.58 N/A N/A 3,550 1,704 251,489 162,994 2019-05-16 $40.41 $37.00 19.6% 5.7% 32.7% 16.0% 19.7% 3.4% 0.4% 20.6M -544.7M -3.2M 0.93 11.83 N/A N/A 5,786 5,355 252,461 164,726 2019-05-17 $40.76 $37.00 21.2% 6.0% 18.7% 21.0% 21.5% 3.0% -0.5% 18.6M -576.9M -3.1M 0.79 5.23 N/A N/A 9,377 7,438 253,598 167,742 2019-05-20 $40.66 $37.00 21.7% 6.1% 18.5% 22.9% 21.6% 3.7% 1.9% 17.7M -543.0M -3.1M 0.44 32.86 N/A N/A 4,817 2,129 248,077 159,466 2019-05-21 $41.81 $37.00 19.1% 5.5% 20.3% 14.5% 19.9% 3.0% 0.1% 19.6M -645.5M -3.0M 0.33 22.90 N/A N/A 14,934 4,896 247,223 160,714 2019-05-22 $41.66 $37.00 19.9% 5.7% 20.2% 16.9% 20.3% 2.9% 0.2% 20.3M -639.0M -3.0M 0.28 8.34 N/A N/A 13,118 3,607 251,338 162,740 2019-05-23 $41.00 $37.00 21.7% 6.2% 21.1% 22.9% 23.6% 3.5% -0.5% 19.1M -574.3M -2.9M 2.05 40.88 N/A N/A 8,432 17,275 255,362 163,421 2019-05-24 $40.74 $37.00 21.5% 6.1% 21.3% 22.0% 23.0% 3.9% 0.4% 15.6M -538.3M -3.1M 1.62 14.37 N/A N/A 6,192 10,013 255,621 168,521 2019-05-28 $40.00 $37.00 22.2% 6.4% 22.3% 24.4% 22.2% 4.0% -0.5% 13.0M -452.9M -3.1M 0.71 9.81 N/A N/A 6,574 4,657 252,530 165,788 2019-05-29 $39.18 $37.00 24.4% 6.9% 21.9% 31.4% 23.1% 4.1% -0.1% 11.2M -366.1M -3.2M 2.14 12.47 N/A N/A 10,963 23,461 256,949 167,126 2019-05-30 $39.15 $37.00 23.9% 6.8% 21.6% 29.9% 23.3% 4.0% -0.3% 10.9M -373.0M -3.0M 0.63 8.04 N/A N/A 8,434 5,353 256,248 172,206 2019-05-31 $37.81 $37.00 25.8% 7.4% 24.7% 36.1% 24.9% 4.7% -0.2% 6.7M -217.6M -3.1M 1.46 6.35 N/A N/A 10,317 15,078 256,441 172,702
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