BX Options History — June 2019

In June 2019, BX traded between $38.74 and $45.32. ATM implied volatility averaged 24.8%, placing in the 32.8% IV rank vs the trailing year. The 30-day expected move averaged 7.2%. IV traded below realized volatility by 3.0% (HV 20d: 27.8%). Max pain ranged from $37.00 to $42.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 11 of 20 days. Put/call ratio averaged 0.64.

Notable Days

  • 2019-06-07: Highest Volume — 64,871 contracts
  • 2019-06-19: Largest IV drop — 7.1% change
  • 2019-06-25: Highest IV Rank — 38.1%
  • 2019-06-18: Largest Expected Move — 7.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$43.12$38.74$45.32$38.74$44.53
Max Pain$40.95$37.00$42.00$37.00$42.00
ATM IV24.8%23.1%26.4%25.6%25.9%
Expected Move7.2%6.9%7.6%7.5%7.4%
HV 20d27.8%22.1%29.5%26.3%22.1%
HV 60d26.9%26.4%27.3%26.8%26.9%
IV Rank32.8%27.2%38.1%35.3%36.5%
IV Percentile62.4%48.4%71.8%68.3%68.3%
Term Structure0.3%-1.2%2.2%-0.3%-0.6%
VWIV26.0%23.7%28.4%26.0%25.5%
Skew 25d4.1%3.4%4.9%4.3%4.6%
Skew 10d8.3%5.4%10.4%9.4%8.7%
Call IV 25d23.1%21.4%25.3%23.6%24.3%
Put IV 25d27.2%25.2%29.0%27.9%28.9%
Bid-Ask Spread %12.065.8437.659.1213.36
Gamma HHI0.130.090.200.180.10
Net GEX18.5M10.7M24.7M10.7M14.8M
Net DEX-686.6M-890.8M-327.9M-327.9M-615.2M
Net VEX-3.0M-3.2M-2.8M-3.1M-2.9M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.640.272.912.910.74
Total Volume26,113.510,15464,87121,71124,468
Total OI452,244.95399,628502,002421,955417,060

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-06-03$38.74$37.0025.6%7.5%26.3%35.3%26.0%4.3%-0.3%10.7M-327.9M-3.1M2.919.12N/AN/A5,54916,162253,423168,532
2019-06-04$39.59$37.0024.0%6.9%26.8%30.1%26.3%4.2%-0.4%16.5M-429.2M-3.0M0.755.84N/AN/A8,4736,324254,347168,640
2019-06-05$40.15$37.0023.8%7.0%26.9%29.5%24.7%4.3%0.3%18.5M-473.6M-3.1M0.536.29N/AN/A16,0078,429255,739171,125
2019-06-06$40.97$40.0023.4%7.1%27.7%28.3%27.8%4.2%-0.1%23.9M-569.2M-3.1M0.8815.47N/AN/A13,75012,143266,141174,131
2019-06-07$42.15$40.0023.1%7.0%29.1%27.3%23.7%3.8%0.3%21.6M-735.6M-3.1M0.3537.65N/AN/A48,14416,727278,802179,669
2019-06-10$42.43$40.0024.2%7.4%29.2%31.0%25.5%4.0%1.5%22.7M-714.5M-2.9M0.3015.76N/AN/A28,6688,633276,269176,615
2019-06-11$42.75$42.0024.0%7.2%27.9%30.4%26.2%4.0%1.2%23.7M-732.3M-3.2M0.2710.47N/AN/A10,5442,870284,867182,203
2019-06-12$43.05$42.0023.1%7.2%27.8%27.2%25.7%3.6%2.2%24.7M-776.8M-3.0M0.5113.49N/AN/A6,7103,444286,296183,342
2019-06-13$43.92$42.0024.0%7.3%28.4%30.1%28.4%3.9%2.1%24.4M-852.5M-3.0M0.4813.02N/AN/A20,92910,123286,926184,154
2019-06-14$44.25$42.0024.0%7.2%27.8%30.3%25.8%3.6%1.7%22.6M-890.8M-3.0M0.567.47N/AN/A28,17515,800297,888202,896
2019-06-17$44.40$42.0025.5%7.5%27.7%35.0%26.3%4.0%-0.1%17.6M-837.3M-2.9M0.3312.61N/AN/A24,0537,946285,707194,962
2019-06-18$43.42$42.0026.3%7.6%29.2%37.6%26.1%3.4%0.6%17.0M-750.0M-3.0M0.417.73N/AN/A21,7178,922290,548197,838
2019-06-19$44.64$42.0024.4%7.0%29.2%31.6%26.8%4.3%0.4%19.4M-873.6M-3.0M0.6418.65N/AN/A11,2377,136299,585200,593
2019-06-20$44.88$42.0024.9%7.1%29.1%33.3%25.0%3.6%0.5%19.5M-890.3M-3.1M0.466.66N/AN/A26,10611,939301,500200,502
2019-06-21$45.32$42.0025.1%7.2%28.2%33.9%26.7%3.7%0.1%17.1M-882.8M-2.8M0.285.93N/AN/A32,3529,090290,068206,571
2019-06-24$44.36$42.0026.0%7.3%29.5%36.7%25.8%4.9%-1.0%13.3M-601.8M-2.9M0.467.92N/AN/A8,5313,934239,338160,290
2019-06-25$44.22$42.0026.4%7.4%28.4%38.1%26.4%4.4%-0.2%13.1M-586.7M-2.9M0.637.34N/AN/A7,7274,895241,542162,548
2019-06-26$44.12$42.0026.2%7.2%26.9%37.2%25.7%4.6%-0.7%13.3M-583.5M-2.9M0.6613.72N/AN/A8,0895,338245,239165,104
2019-06-27$44.50$42.0025.8%7.2%26.8%35.9%25.8%4.3%-1.2%14.8M-607.8M-3.0M0.6612.71N/AN/A6,7534,433247,345166,554
2019-06-28$44.53$42.0025.9%7.4%22.1%36.5%25.5%4.6%-0.6%14.8M-615.2M-2.9M0.7413.36N/AN/A14,03310,435249,492167,568