BX Options History — July 2020 In July 2020, BX traded between $53.11 and $57.89. ATM implied volatility averaged 38.9%, placing in the 21.1% IV rank vs the trailing year. The 30-day expected move averaged 10.9%. IV traded above realized volatility by 8.9% (HV 20d: 29.9%). Max pain ranged from $55.00 to $55.00. Net GEX was positive for 19 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 0.55.
Notable Days 2020-07-30 : Highest Volume — 45,822 contracts2020-07-24 : Largest IV spike — 8.2% change2020-07-13 : Highest IV Rank — 27.3%2020-07-09 : Largest Expected Move — 12.8%Monthly Statistics Metric Avg Min Max Open Close Price $55.18 $53.11 $57.89 $56.24 $53.11 Max Pain $55.00 $55.00 $55.00 $55.00 $55.00 ATM IV 38.9% 31.9% 44.9% 41.8% 33.2% Expected Move 10.9% 9.1% 12.8% 11.1% 9.7% HV 20d 29.9% 25.3% 34.0% 33.0% 27.0% HV 60d 38.6% 32.4% 45.3% 45.1% 32.7% IV Rank 21.1% 14.0% 27.3% 24.1% 15.3% IV Percentile 66.8% 52.8% 80.2% 75.8% 52.8% Term Structure 0.2% -1.5% 5.3% 1.9% 5.3% VWIV 38.1% 31.6% 45.2% 38.0% 34.1% Skew 25d 7.9% 4.4% 11.9% 11.9% 7.0% Skew 10d 15.6% 7.4% 23.7% 23.7% 7.4% Call IV 25d 35.3% 29.3% 40.9% 35.6% 31.9% Put IV 25d 43.2% 35.5% 51.2% 47.5% 38.9% Bid-Ask Spread % 17.90 4.44 33.35 24.42 27.69 Gamma HHI 0.09 0.07 0.17 0.09 0.10 Net GEX 2.8M -1.5M 7.5M 5.1M -1.5M Net DEX -184.1M -337.1M -69.4M -209.2M -69.4M Net VEX -2.4M -2.6M -2.2M -2.6M -2.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.55 0.04 1.35 0.67 0.30 Total Volume 12,635.182 3,234 45,822 4,919 13,143 Total OI 293,021.909 280,576 306,599 283,964 296,497
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 2020-07-01 $56.24 $55.00 41.8% 11.1% 33.0% 24.1% 38.0% 11.9% 1.9% 5.1M -209.2M -2.6M 0.67 24.42 N/A N/A 2,953 1,966 147,199 136,765 2020-07-02 $55.43 $55.00 42.8% 10.9% 32.8% 25.2% 39.8% 11.1% -0.3% 3.1M -175.9M -2.6M 1.02 15.72 N/A N/A 3,457 3,522 148,714 137,863 2020-07-06 $55.20 $55.00 44.1% 12.0% 32.3% 26.5% 45.2% 10.9% -1.0% 2.7M -165.9M -2.5M 1.35 16.59 N/A N/A 6,368 8,621 145,562 136,727 2020-07-07 $53.61 $55.00 43.4% 12.4% 33.4% 25.8% 42.9% 9.0% -0.7% 581.6K -99.4M -2.5M 0.68 17.09 N/A N/A 4,872 3,314 148,099 141,027 2020-07-08 $54.20 $55.00 43.5% 11.9% 33.8% 25.8% 42.2% 8.4% 0.5% 1.1M -119.7M -2.5M 0.75 32.14 N/A N/A 4,528 3,406 149,299 143,546 2020-07-09 $53.34 $55.00 44.6% 12.8% 34.0% 27.0% 44.7% 8.8% -0.2% -440.7K -82.6M -2.5M 0.62 17.32 N/A N/A 6,091 3,797 150,450 144,742 2020-07-10 $53.59 $55.00 44.1% 12.7% 28.8% 26.5% 44.0% 10.3% 0.0% -255.5K -86.0M -2.5M 0.52 33.35 N/A N/A 7,039 3,666 149,543 146,100 2020-07-13 $53.84 $55.00 44.9% 12.4% 28.9% 27.3% 43.5% 10.6% -1.1% 1.0M -107.8M -2.4M 0.41 15.01 N/A N/A 5,067 2,061 145,680 143,723 2020-07-14 $54.30 $55.00 43.6% 12.0% 28.1% 26.0% 42.8% 8.9% -1.5% 1.1M -123.9M -2.4M 0.46 18.93 N/A N/A 7,436 3,431 147,442 144,790 2020-07-15 $56.15 $55.00 41.0% 12.0% 30.4% 23.3% 41.6% 8.6% 0.9% 5.1M -223.2M -2.5M 0.33 17.41 N/A N/A 15,772 5,219 150,865 145,778 2020-07-16 $55.46 $55.00 41.3% 11.7% 30.6% 23.6% 39.5% 8.0% -0.6% 3.6M -214.1M -2.5M 0.39 27.72 N/A N/A 2,333 901 157,594 147,561 2020-07-17 $56.15 $55.00 38.3% 11.0% 30.8% 20.5% 37.3% 8.2% 0.1% 7.5M -252.8M -2.4M 0.37 30.37 N/A N/A 5,902 2,163 158,656 147,943 2020-07-20 $56.34 $55.00 37.0% 10.6% 30.9% 19.3% 36.1% 8.0% 0.6% 3.4M -247.2M -2.4M 0.55 24.43 N/A N/A 7,698 4,213 141,764 138,812 2020-07-21 $57.64 $55.00 35.3% 10.1% 31.4% 17.5% 36.0% 7.0% -1.1% 5.7M -321.0M -2.3M 0.71 14.14 N/A N/A 5,542 3,913 146,805 141,411 2020-07-22 $57.89 $55.00 34.3% 9.8% 31.3% 16.5% 34.9% 6.0% -0.1% 6.6M -337.1M -2.3M 0.46 9.24 N/A N/A 7,648 3,480 148,931 141,778 2020-07-23 $56.72 $55.00 31.9% 9.1% 30.3% 14.0% 32.0% 6.3% 1.1% 5.0M -284.8M -2.2M 1.28 22.61 N/A N/A 7,816 10,018 152,868 144,242 2020-07-24 $55.72 $55.00 34.5% 9.9% 29.0% 16.7% 34.1% 5.7% -0.2% 2.7M -228.6M -2.3M 0.21 7.04 N/A N/A 23,129 4,825 153,518 147,399 2020-07-27 $55.16 $55.00 34.4% 9.8% 25.3% 16.5% 32.3% 5.4% -0.7% 3.6M -216.9M -2.3M 0.37 6.43 N/A N/A 6,877 2,539 155,181 139,053 2020-07-28 $54.23 $55.00 34.0% 9.6% 25.5% 16.2% 32.4% 5.0% -0.0% 1.6M -143.3M -2.2M 0.27 5.05 N/A N/A 7,032 1,873 151,704 140,762 2020-07-29 $55.12 $55.00 33.5% 9.5% 25.6% 15.7% 32.8% 4.4% 1.0% 3.3M -186.8M -2.2M 0.44 6.76 N/A N/A 5,921 2,600 151,832 141,859 2020-07-30 $54.58 $55.00 33.2% 9.2% 25.7% 15.3% 31.6% 5.3% -0.5% 988.8K -154.5M -2.2M 0.04 4.44 N/A N/A 44,200 1,622 153,161 143,237 2020-07-31 $53.11 $55.00 33.2% 9.7% 27.0% 15.3% 34.1% 7.0% 5.3% -1.5M -69.4M -2.2M 0.30 27.69 N/A N/A 10,076 3,067 152,591 143,906
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