BX Options History — August 2019 In August 2019, BX traded between $44.55 and $49.83. ATM implied volatility averaged 27.7%, placing in the 42.3% IV rank vs the trailing year. The 30-day expected move averaged 8.0%. IV traded below realized volatility by 6.1% (HV 20d: 33.8%). Max pain ranged from $45.00 to $47.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 0.78.
Notable Days 2019-08-02 : Highest Volume — 21,516 contracts2019-08-05 : Largest IV spike — 20.1% change2019-08-05 : Highest IV Rank — 53.8%2019-08-14 : Largest Expected Move — 8.7%Monthly Statistics Metric Avg Min Max Open Close Price $47.85 $44.55 $49.83 $46.99 $49.71 Max Pain $45.59 $45.00 $47.50 $47.50 $46.00 ATM IV 27.7% 25.4% 31.3% 25.4% 26.5% Expected Move 8.0% 7.3% 8.7% 7.6% 7.6% HV 20d 33.8% 24.8% 38.5% 24.8% 33.7% HV 60d 28.6% 25.6% 30.1% 25.6% 28.0% IV Rank 42.3% 34.8% 53.8% 34.8% 38.4% IV Percentile 74.0% 59.9% 86.9% 65.1% 67.9% Term Structure -0.0% -0.8% 0.8% -0.4% -0.1% VWIV 28.5% 25.7% 31.5% 26.4% 27.2% Skew 25d 4.0% 2.5% 5.3% 2.5% 3.2% Skew 10d 8.6% 5.5% 11.6% 5.7% 7.2% Call IV 25d 26.3% 24.2% 29.3% 24.5% 24.9% Put IV 25d 30.2% 27.1% 34.4% 27.1% 28.2% Bid-Ask Spread % 26.03 9.06 48.59 48.59 30.16 Gamma HHI 0.10 0.07 0.20 0.08 0.12 Net GEX 9.1M 4.0M 15.3M 5.8M 12.3M Net DEX -437.5M -577.9M -223.3M -368.8M -560.9M Net VEX -2.4M -2.6M -2.3M -2.4M -2.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.78 0.25 1.68 1.68 0.56 Total Volume 12,603.227 5,014 21,516 20,991 11,097 Total OI 368,335.455 344,832 384,796 367,067 384,796
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 2019-08-01 $46.99 $47.50 25.4% 7.6% 24.8% 34.8% 26.4% 2.5% -0.4% 5.8M -368.8M -2.4M 1.68 48.59 N/A N/A 7,846 13,145 186,665 180,402 2019-08-02 $46.34 $47.50 26.0% 7.9% 25.3% 36.9% 27.0% 2.8% -0.6% 5.0M -319.5M -2.5M 1.46 35.84 N/A N/A 8,732 12,784 189,419 184,403 2019-08-05 $44.55 $45.00 31.3% 8.3% 28.1% 53.8% 30.1% 5.3% -0.2% 4.0M -223.3M -2.4M 0.58 26.74 N/A N/A 10,987 6,336 183,987 177,291 2019-08-06 $45.76 $45.00 28.1% 7.9% 29.8% 43.4% 27.4% 4.2% -0.6% 6.6M -305.9M -2.4M 0.54 28.74 N/A N/A 6,888 3,691 185,661 179,200 2019-08-07 $46.47 $45.00 28.7% 8.3% 30.3% 45.5% 28.6% 3.6% -0.3% 8.2M -352.9M -2.5M 0.57 29.69 N/A N/A 5,118 2,914 188,012 180,455 2019-08-08 $48.24 $45.00 26.5% 7.5% 33.0% 38.4% 26.7% 3.5% 0.4% 10.8M -499.5M -2.4M 0.31 31.44 N/A N/A 9,787 3,010 189,733 181,880 2019-08-09 $48.31 $45.00 26.3% 7.6% 33.0% 37.8% 26.5% 3.7% 0.1% 9.4M -512.6M -2.4M 0.48 28.30 N/A N/A 9,137 4,422 191,487 181,691 2019-08-12 $46.65 $45.00 28.5% 8.1% 35.2% 44.7% 28.9% 4.3% -0.3% 6.4M -361.4M -2.4M 1.16 14.38 N/A N/A 3,920 4,564 181,815 177,411 2019-08-13 $47.53 $45.00 26.2% 7.4% 35.6% 37.3% 25.8% 3.7% -0.3% 10.0M -442.1M -2.3M 0.37 29.56 N/A N/A 5,750 2,128 183,269 177,021 2019-08-14 $46.09 $45.00 30.0% 8.7% 37.0% 49.6% 31.2% 4.9% 0.8% 6.0M -319.1M -2.6M 1.29 27.64 N/A N/A 5,398 6,957 186,664 179,703 2019-08-15 $45.77 $45.00 30.3% 8.7% 37.1% 50.7% 31.1% 4.5% 0.2% 4.1M -295.9M -2.5M 0.77 36.51 N/A N/A 3,503 2,699 187,365 184,113 2019-08-16 $47.16 $45.00 28.2% 8.2% 38.5% 44.0% 28.8% 4.3% 0.5% 12.8M -409.1M -2.4M 0.73 28.46 N/A N/A 6,289 4,565 188,337 184,489 2019-08-19 $48.00 $45.00 26.2% 7.5% 35.9% 37.2% 25.7% 3.9% -0.0% 8.3M -447.8M -2.4M 0.54 21.02 N/A N/A 7,432 3,999 173,913 170,919 2019-08-20 $48.89 $45.00 26.1% 7.5% 35.8% 37.1% 28.7% 3.9% -0.1% 10.7M -507.6M -2.3M 1.42 19.90 N/A N/A 7,108 10,061 177,754 174,623 2019-08-21 $49.50 $46.00 25.4% 7.3% 36.0% 34.9% 26.9% 3.5% 0.1% 12.1M -550.8M -2.4M 0.45 16.07 N/A N/A 13,793 6,271 181,366 182,465 2019-08-22 $49.83 $46.00 25.9% 7.4% 35.7% 36.4% 28.4% 3.9% 0.1% 12.8M -577.9M -2.3M 0.98 21.34 N/A N/A 6,336 6,195 185,214 185,907 2019-08-23 $48.80 $46.00 29.6% 8.5% 36.4% 48.4% 31.5% 4.5% -0.2% 15.3M -487.0M -2.4M 1.17 21.74 N/A N/A 7,443 8,707 186,819 190,131 2019-08-26 $49.16 $46.00 29.0% 8.4% 36.1% 46.3% 31.3% 4.5% 0.7% 8.3M -494.1M -2.4M 0.77 19.45 N/A N/A 7,379 5,685 179,950 189,150 2019-08-27 $49.59 $46.00 29.7% 8.5% 36.1% 48.6% 31.5% 4.3% -0.8% 9.0M -513.5M -2.5M 0.33 9.06 N/A N/A 8,328 2,735 181,823 190,459 2019-08-28 $49.74 $46.00 28.9% 8.4% 35.6% 46.2% 30.3% 4.2% 0.0% 10.3M -534.9M -2.4M 0.25 19.52 N/A N/A 4,006 1,008 185,994 191,925 2019-08-29 $49.56 $46.00 26.9% 7.6% 34.3% 39.7% 27.2% 3.6% 0.3% 12.7M -540.4M -2.3M 0.67 28.47 N/A N/A 5,449 3,669 187,488 192,211 2019-08-30 $49.71 $46.00 26.5% 7.6% 33.7% 38.4% 27.2% 3.2% -0.1% 12.3M -560.9M -2.3M 0.56 30.16 N/A N/A 7,111 3,986 190,589 194,207
« Jul 2019 | All History | Sep 2019 » Home BX History August 2019