BX Options History — August 2020 In August 2020, BX traded between $52.24 and $54.25. ATM implied volatility averaged 30.6%, placing in the 12.7% IV rank vs the trailing year. The 30-day expected move averaged 8.7%. IV traded above realized volatility by 7.9% (HV 20d: 22.8%). Max pain ranged from $52.50 to $55.00. Net GEX was positive for 8 of 21 trading days. Term structure was in contango for 15 of 21 days. Put/call ratio averaged 0.79.
Notable Days 2020-08-28 : Highest Volume — 24,226 contracts2020-08-19 : Largest IV drop — 8.8% change2020-08-04 : Highest IV Rank — 17.3%2020-08-11 : Largest Expected Move — 9.8%Monthly Statistics Metric Avg Min Max Open Close Price $53.10 $52.24 $54.25 $53.20 $53.11 Max Pain $52.86 $52.50 $55.00 $55.00 $52.50 ATM IV 30.6% 26.6% 35.1% 34.2% 31.4% Expected Move 8.7% 7.5% 9.8% 9.7% 8.7% HV 20d 22.8% 19.9% 27.0% 27.0% 19.9% HV 60d 28.8% 26.5% 32.6% 32.3% 26.5% IV Rank 12.7% 8.5% 17.3% 16.3% 13.5% IV Percentile 46.7% 36.5% 57.9% 54.8% 48.4% Term Structure 0.4% -1.5% 1.8% -1.1% 0.1% VWIV 30.6% 26.0% 34.0% 31.8% 33.3% Skew 25d 5.4% 4.3% 6.7% 6.7% 6.6% Skew 10d 10.6% 7.0% 13.3% 13.3% 11.7% Call IV 25d 28.5% 25.4% 32.4% 31.0% 29.1% Put IV 25d 33.9% 29.9% 37.7% 37.7% 35.7% Bid-Ask Spread % 5.66 3.23 15.25 10.25 4.55 Gamma HHI 0.10 0.09 0.13 0.10 0.09 Net GEX -206.4K -3.9M 2.8M 869.2K -45.4K Net DEX -100.5M -153.2M -57.3M -107.1M -109.3M Net VEX -2.0M -2.2M -1.8M -2.2M -2.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.79 0.28 1.70 0.43 1.51 Total Volume 8,434.857 3,797 24,226 9,958 8,322 Total OI 293,468.19 274,026 304,647 290,490 295,562
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 2020-08-03 $53.20 $55.00 34.2% 9.7% 27.0% 16.3% 31.8% 6.7% -1.1% 869.2K -107.1M -2.2M 0.43 10.25 N/A N/A 6,951 3,007 149,576 140,914 2020-08-04 $52.24 $55.00 35.1% 9.7% 25.8% 17.3% 33.1% 5.5% -1.5% -582.8K -60.9M -2.2M 0.61 5.93 N/A N/A 5,193 3,150 151,530 141,732 2020-08-05 $52.84 $55.00 32.5% 9.0% 25.8% 14.6% 31.2% 5.6% -0.0% 311.9K -85.4M -2.2M 0.35 6.54 N/A N/A 7,330 2,577 152,218 142,968 2020-08-06 $53.09 $52.50 32.7% 9.6% 25.3% 14.8% 32.8% 5.1% -0.4% 1.6M -106.4M -2.2M 0.28 10.54 N/A N/A 3,786 1,042 154,181 143,399 2020-08-07 $52.44 $52.50 32.7% 9.5% 25.5% 14.8% 33.1% 4.6% -0.2% -727.3K -70.8M -2.1M 0.48 4.13 N/A N/A 3,596 1,720 153,748 143,587 2020-08-10 $52.25 $52.50 33.9% 9.6% 25.5% 16.0% 33.4% 4.4% -0.6% -434.0K -70.3M -2.0M 0.65 3.49 N/A N/A 6,283 4,092 149,592 142,232 2020-08-11 $52.90 $52.50 33.4% 9.8% 25.7% 15.5% 34.0% 6.4% 0.7% 679.9K -98.6M -2.1M 0.94 15.25 N/A N/A 5,443 5,132 150,702 143,924 2020-08-12 $52.88 $52.50 31.5% 9.2% 22.2% 13.5% 31.7% 5.3% 0.8% -495.7K -88.3M -2.1M 0.88 4.66 N/A N/A 2,865 2,507 152,090 146,411 2020-08-13 $53.22 $52.50 31.1% 9.2% 22.1% 13.1% 32.0% 6.1% 1.5% -200.4K -96.4M -2.1M 0.70 5.83 N/A N/A 3,176 2,213 152,959 147,435 2020-08-14 $52.89 $52.50 30.6% 9.0% 21.5% 12.6% 32.3% 6.4% 1.1% -3.0M -77.4M -2.0M 0.71 3.23 N/A N/A 4,709 3,322 154,108 148,061 2020-08-17 $53.48 $52.50 29.7% 8.6% 22.0% 11.8% 29.9% 5.5% 0.5% -510.8K -110.3M -2.0M 0.72 3.31 N/A N/A 3,501 2,513 151,298 145,628 2020-08-18 $53.61 $52.50 29.1% 8.4% 20.0% 11.1% 29.2% 5.1% 0.1% 131.6K -118.9M -2.0M 1.26 7.39 N/A N/A 2,787 3,521 152,850 146,659 2020-08-19 $54.25 $52.50 26.6% 7.6% 20.5% 8.5% 27.9% 4.9% 1.8% 565.2K -153.2M -2.0M 0.97 3.71 N/A N/A 4,378 4,245 153,383 147,594 2020-08-20 $52.60 $52.50 28.3% 8.1% 22.0% 10.3% 27.9% 4.5% 0.5% -2.6M -57.3M -1.9M 0.78 3.68 N/A N/A 3,935 3,071 154,606 148,379 2020-08-21 $53.00 $52.50 27.8% 7.9% 21.7% 9.7% 26.9% 4.3% 0.4% -906.6K -81.1M -1.9M 0.58 4.14 N/A N/A 4,796 2,768 155,186 149,461 2020-08-24 $53.34 $52.50 28.1% 7.8% 21.7% 10.1% 26.6% 5.0% 0.6% -38.6K -119.9M -1.8M 0.44 4.34 N/A N/A 7,177 3,148 136,069 137,957 2020-08-25 $52.89 $52.50 27.2% 7.5% 21.1% 9.2% 26.0% 4.5% 1.0% -498.6K -94.0M -1.9M 0.52 4.15 N/A N/A 2,494 1,303 140,143 139,828 2020-08-26 $54.02 $52.50 28.0% 7.9% 21.7% 10.0% 28.1% 5.8% 0.8% 2.8M -152.0M -2.0M 0.45 3.97 N/A N/A 4,999 2,246 140,742 140,271 2020-08-27 $53.84 $52.50 29.6% 8.2% 21.5% 11.7% 32.2% 4.9% 0.6% 2.7M -146.4M -2.0M 1.70 4.33 N/A N/A 3,564 6,044 142,029 140,405 2020-08-28 $53.00 $52.50 30.0% 8.3% 19.9% 12.0% 28.7% 5.2% 1.4% -3.9M -106.3M -1.9M 1.67 5.38 N/A N/A 9,073 15,153 143,302 140,113 2020-08-31 $53.11 $52.50 31.4% 8.7% 19.9% 13.5% 33.3% 6.6% 0.1% -45.4K -109.3M -2.2M 1.51 4.55 N/A N/A 3,310 5,012 143,895 151,667
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