BX Options History — April 2020 In April 2020, BX traded between $40.67 and $54.65. ATM implied volatility averaged 63.7%, placing in the 47.5% IV rank vs the trailing year. The 30-day expected move averaged 18.4%. IV traded below realized volatility by 36.2% (HV 20d: 99.9%). Max pain ranged from $43.00 to $50.00. Net GEX was positive for 18 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 0.71.
Notable Days 2020-04-23 : Highest Volume — 28,828 contracts2020-04-30 : Largest IV spike — 16.7% change2020-04-01 : Highest IV Rank — 65.7%2020-04-01 : Largest Expected Move — 27.0%Monthly Statistics Metric Avg Min Max Open Close Price $47.54 $40.67 $54.65 $40.67 $52.29 Max Pain $44.76 $43.00 $50.00 $50.00 $47.00 ATM IV 63.7% 39.7% 81.2% 81.2% 46.3% Expected Move 18.4% 11.8% 27.0% 27.0% 13.3% HV 20d 99.9% 68.5% 126.9% 126.5% 68.5% HV 60d 84.4% 79.4% 88.0% 79.4% 87.9% IV Rank 47.5% 22.0% 65.7% 65.7% 28.8% IV Percentile 89.9% 84.1% 94.8% 94.8% 85.7% Term Structure -1.5% -7.8% 4.1% 0.6% -0.9% VWIV 65.2% 41.6% 89.0% 89.0% 47.3% Skew 25d 14.7% 8.3% 27.4% 15.4% 11.6% Skew 10d 34.0% 15.2% 57.9% 46.1% 34.1% Call IV 25d 57.6% 36.9% 76.6% 76.6% 42.3% Put IV 25d 72.4% 45.3% 96.6% 92.1% 53.9% Bid-Ask Spread % 30.54 13.83 67.87 67.87 16.15 Gamma HHI 0.08 0.06 0.20 0.12 0.06 Net GEX 1.8M -2.2M 6.2M -1.9M 5.5M Net DEX -49.1M -280.4M 116.9M 116.9M -178.2M Net VEX -2.5M -2.7M -2.2M -2.2M -2.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.71 0.30 1.40 1.04 0.37 Total Volume 12,991.905 5,802 28,828 9,504 20,575 Total OI 296,993.476 277,259 314,587 292,050 307,947
Daily Data (21 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 2020-04-01 $40.67 $50.00 81.2% 27.0% 126.5% 65.7% 89.0% 15.4% 0.6% -1.9M 116.9M -2.2M 1.04 67.87 N/A N/A 4,667 4,837 133,284 158,766 2020-04-02 $41.08 $43.00 79.6% 23.4% 126.9% 64.2% 82.2% 13.6% -1.1% -2.2M 110.0M -2.3M 0.58 24.09 N/A N/A 4,895 2,818 135,583 159,362 2020-04-03 $41.52 $43.00 72.0% 22.4% 125.9% 56.7% 79.4% 27.4% 2.5% -1.9M 89.7M -2.3M 1.07 23.98 N/A N/A 2,802 3,000 138,109 159,828 2020-04-06 $46.22 $43.00 74.4% 20.0% 126.3% 59.1% 68.8% 18.9% -0.8% 233.1K 1.4M -2.5M 0.76 34.59 N/A N/A 7,354 5,597 132,002 145,257 2020-04-07 $46.04 $43.00 69.4% 19.5% 124.7% 54.1% 67.4% 17.8% 0.5% 642.2K 1.1M -2.5M 1.40 41.60 N/A N/A 9,072 12,745 136,215 148,710 2020-04-08 $46.68 $43.00 66.7% 18.6% 123.2% 51.4% 64.8% 21.8% -2.6% 654.9K -9.8M -2.6M 0.41 43.87 N/A N/A 5,513 2,251 140,122 158,644 2020-04-09 $49.12 $43.00 70.7% 18.2% 109.2% 55.4% 60.5% 21.8% -0.7% 1.9M -88.6M -2.6M 0.41 31.42 N/A N/A 9,533 3,913 143,202 159,989 2020-04-13 $47.58 $45.00 69.6% 19.6% 102.6% 54.3% 70.2% 13.6% -7.3% 779.7K -34.7M -2.6M 0.54 48.09 N/A N/A 6,251 3,355 143,768 156,178 2020-04-14 $48.60 $45.00 69.1% 19.8% 97.5% 53.8% 65.9% 12.5% -0.1% 1.8M -66.1M -2.6M 0.59 38.96 N/A N/A 5,424 3,212 145,826 158,578 2020-04-15 $45.62 $45.00 72.1% 20.7% 100.1% 56.8% 70.1% 11.2% -7.8% 489.4K 16.8M -2.5M 0.66 27.74 N/A N/A 5,144 3,394 148,278 160,105 2020-04-16 $47.86 $45.00 70.3% 20.3% 100.2% 55.0% 70.7% 14.8% -5.0% 1.8M -50.1M -2.6M 0.61 24.81 N/A N/A 5,520 3,349 149,769 161,872 2020-04-17 $50.05 $45.00 66.0% 19.1% 99.8% 50.8% 67.5% 14.0% -2.0% 4.5M -127.2M -2.7M 0.30 29.34 N/A N/A 12,360 3,682 151,433 163,154 2020-04-20 $47.75 $45.00 67.1% 19.9% 92.8% 50.1% 77.3% 8.7% -2.5% 1.4M -51.3M -2.6M 1.09 18.67 N/A N/A 3,874 4,237 135,251 143,562 2020-04-21 $45.70 $45.00 69.0% 20.8% 93.0% 52.0% 74.4% 15.4% -1.1% 452.8K -708.5K -2.5M 0.71 15.46 N/A N/A 4,353 3,092 136,686 146,641 2020-04-22 $46.76 $45.00 64.7% 19.3% 87.6% 47.7% 76.7% 20.0% -1.2% 865.9K -22.5M -2.5M 1.20 36.76 N/A N/A 10,378 12,403 137,850 148,361 2020-04-23 $48.60 $45.00 54.6% 16.1% 81.5% 37.3% 57.4% 11.6% -5.7% 3.9M -82.3M -2.5M 1.13 36.44 N/A N/A 13,527 15,301 143,075 151,715 2020-04-24 $48.67 $45.00 46.8% 13.1% 76.6% 29.3% 48.1% 11.2% 4.1% 3.3M -73.6M -2.5M 0.40 27.43 N/A N/A 5,185 2,083 147,488 159,841 2020-04-27 $51.34 $45.00 45.0% 12.5% 78.4% 27.4% 44.3% 10.3% 0.4% 3.7M -143.5M -2.6M 0.42 17.53 N/A N/A 10,871 4,593 139,160 152,670 2020-04-28 $51.61 $45.00 42.9% 12.0% 78.3% 25.2% 44.8% 9.2% -1.1% 4.8M -157.1M -2.6M 0.33 13.83 N/A N/A 9,578 3,208 142,769 154,418 2020-04-29 $54.65 $45.00 39.7% 11.8% 77.8% 22.0% 41.6% 8.3% 0.2% 6.2M -280.4M -2.6M 0.80 22.73 N/A N/A 10,492 8,392 145,444 155,951 2020-04-30 $52.29 $47.00 46.3% 13.3% 68.5% 28.8% 47.3% 11.6% -0.9% 5.5M -178.2M -2.6M 0.37 16.15 N/A N/A 15,056 5,519 147,694 160,253
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