BX Options History — July 2019 In July 2019, BX traded between $45.26 and $49.70. ATM implied volatility averaged 23.3%, placing in the 28.1% IV rank vs the trailing year. The 30-day expected move averaged 6.7%. IV traded below realized volatility by 0.9% (HV 20d: 24.3%). Max pain ranged from $42.00 to $48.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 2 of 22 days. Put/call ratio averaged 0.68.
Notable Days 2019-07-25 : Highest Volume — 418,461 contracts2019-07-18 : Largest IV drop — 10.9% change2019-07-08 : Highest IV Rank — 35.2%2019-07-03 : Largest Expected Move — 7.7%Monthly Statistics Metric Avg Min Max Open Close Price $47.16 $45.26 $49.70 $46.34 $48.18 Max Pain $45.00 $42.00 $48.00 $42.00 $48.00 ATM IV 23.3% 20.0% 25.5% 22.8% 22.8% Expected Move 6.7% 5.7% 7.7% 6.5% 6.8% HV 20d 24.3% 21.7% 26.5% 24.2% 23.0% HV 60d 26.2% 23.6% 28.3% 27.9% 25.0% IV Rank 28.1% 17.2% 35.2% 26.5% 26.2% IV Percentile 48.1% 18.3% 65.5% 42.1% 42.1% Term Structure -0.5% -1.4% 1.2% -0.8% -0.5% VWIV 24.7% 19.8% 36.3% 23.6% 23.7% Skew 25d 3.3% 1.9% 4.6% 4.3% 2.2% Skew 10d 6.2% 4.2% 8.3% 8.3% 4.5% Call IV 25d 22.1% 18.8% 24.1% 20.7% 22.1% Put IV 25d 25.3% 22.1% 27.7% 25.0% 24.3% Bid-Ask Spread % 19.80 6.90 46.24 15.42 10.88 Gamma HHI 0.09 0.08 0.13 0.13 0.09 Net GEX 17.1M 9.0M 22.1M 22.1M 9.0M Net DEX -715.8M -896.5M -474.0M -784.6M -474.0M Net VEX -2.5M -2.8M -2.2M -2.7M -2.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.68 0.02 1.58 0.23 1.26 Total Volume 42,934.545 9,349 418,461 30,623 18,173 Total OI 412,919.591 348,150 448,121 420,387 359,240
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 2019-07-01 $46.34 $42.00 22.8% 6.5% 24.2% 26.5% 23.6% 4.3% -0.8% 22.1M -784.6M -2.7M 0.23 15.42 N/A N/A 24,886 5,737 249,293 171,094 2019-07-02 $47.24 $42.00 22.3% 6.5% 24.1% 24.7% 23.0% 3.9% -0.6% 19.5M -861.3M -2.5M 0.53 23.87 N/A N/A 23,910 12,639 249,382 173,454 2019-07-03 $47.26 $42.50 24.0% 7.7% 24.2% 30.2% 26.7% 3.7% -0.9% 21.2M -868.2M -2.4M 0.61 9.93 N/A N/A 23,762 14,588 255,354 172,232 2019-07-05 $47.16 $45.00 25.1% 7.0% 24.0% 33.6% 24.5% 3.3% -1.2% 18.8M -843.4M -2.6M 0.73 7.71 N/A N/A 13,675 10,042 259,641 176,046 2019-07-08 $46.25 $45.00 25.5% 6.9% 24.3% 35.2% 23.3% 3.6% -1.2% 18.9M -732.8M -2.5M 0.83 25.89 N/A N/A 12,785 10,604 251,190 167,512 2019-07-09 $46.47 $45.00 25.0% 6.9% 24.3% 33.5% 25.7% 3.9% -0.7% 19.8M -754.3M -2.5M 1.02 37.28 N/A N/A 7,952 8,133 256,359 174,545 2019-07-10 $46.31 $45.00 24.1% 6.8% 24.5% 30.7% 25.1% 3.9% 0.2% 19.2M -732.7M -2.6M 1.03 7.96 N/A N/A 8,325 8,556 257,849 178,670 2019-07-11 $46.12 $45.00 24.5% 6.9% 24.6% 31.9% 26.3% 4.3% -0.3% 16.9M -699.1M -2.8M 0.69 8.27 N/A N/A 8,716 6,003 258,418 181,040 2019-07-12 $46.09 $45.00 24.3% 6.8% 23.8% 31.3% 27.7% 4.6% -0.6% 15.5M -707.3M -2.6M 1.31 8.17 N/A N/A 7,409 9,687 260,657 181,939 2019-07-15 $45.48 $45.00 25.2% 7.2% 24.4% 34.2% 24.7% 3.7% -1.4% 16.2M -647.5M -2.6M 0.50 34.63 N/A N/A 8,051 3,996 253,041 174,574 2019-07-16 $45.90 $45.00 24.8% 7.1% 24.5% 32.7% 24.4% 3.9% -0.3% 17.3M -685.6M -2.7M 0.75 12.97 N/A N/A 8,334 6,212 255,465 178,062 2019-07-17 $45.26 $45.00 25.1% 7.2% 23.6% 33.7% 25.2% 3.1% -0.4% 16.7M -630.0M -2.6M 1.58 46.24 N/A N/A 10,265 16,187 257,485 178,265 2019-07-18 $45.62 $45.00 22.3% 6.4% 21.7% 24.8% 23.2% 4.1% -0.1% 15.4M -658.9M -2.5M 0.39 34.61 N/A N/A 14,572 5,672 260,532 187,589 2019-07-19 $45.74 $45.00 20.0% 5.7% 21.7% 17.2% 19.8% 3.3% 1.2% 19.6M -668.5M -2.7M 0.30 8.63 N/A N/A 17,816 5,319 259,968 188,121 2019-07-22 $47.75 $45.00 22.0% 6.3% 26.2% 23.8% 22.2% 3.1% -0.7% 16.0M -774.4M -2.2M 0.20 41.59 N/A N/A 21,614 4,406 231,135 156,707 2019-07-23 $48.69 $45.00 22.0% 6.4% 25.3% 23.7% 23.0% 2.6% -0.3% 17.0M -837.7M -2.3M 0.35 8.76 N/A N/A 16,810 5,967 237,517 158,745 2019-07-24 $49.01 $45.00 21.6% 6.2% 25.1% 22.5% 24.2% 2.5% -0.2% 18.1M -861.7M -2.4M 0.23 6.90 N/A N/A 23,054 5,307 242,313 162,461 2019-07-25 $49.70 $45.00 22.1% 6.4% 25.1% 24.2% 36.3% 2.2% -0.5% 19.2M -896.5M -2.4M 0.02 38.43 N/A N/A 408,771 9,690 248,801 163,446 2019-07-26 $49.34 $46.00 22.4% 6.5% 25.5% 25.1% 23.4% 2.2% -0.6% 17.0M -583.0M -2.2M 0.13 25.65 N/A N/A 84,524 10,694 184,019 169,162 2019-07-29 $48.60 $47.00 22.6% 6.6% 26.5% 25.6% 23.8% 2.2% -0.5% 12.1M -510.2M -2.4M 1.08 10.11 N/A N/A 5,933 6,435 181,364 166,786 2019-07-30 $48.95 $47.50 22.9% 6.8% 23.0% 26.6% 24.3% 1.9% -0.6% 11.8M -536.1M -2.2M 1.16 11.65 N/A N/A 4,320 5,029 183,009 171,749 2019-07-31 $48.18 $48.00 22.8% 6.8% 23.0% 26.2% 23.7% 2.2% -0.5% 9.0M -474.0M -2.3M 1.26 10.88 N/A N/A 8,054 10,119 184,242 174,998
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