BX Options History — June 2021 In June 2021, BX traded between $92.03 and $99.88. ATM implied volatility averaged 23.2%, placing in the 9.6% IV rank vs the trailing year. The 30-day expected move averaged 6.2%. IV traded above realized volatility by 5.8% (HV 20d: 17.4%). Max pain ranged from $87.00 to $95.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 13 of 22 days. Put/call ratio averaged 0.46.
Notable Days 2021-06-07 : Highest Volume — 31,602 contracts2021-06-18 : Largest IV spike — 12.8% change2021-06-28 : Highest IV Rank — 21.8%2021-06-18 : Largest Expected Move — 6.9%Monthly Statistics Metric Avg Min Max Open Close Price $96.32 $92.03 $99.88 $92.44 $97.28 Max Pain $91.91 $87.00 $95.00 $87.00 $95.00 ATM IV 23.2% 20.3% 26.0% 23.9% 25.5% Expected Move 6.2% 5.8% 6.9% 6.3% 6.0% HV 20d 17.4% 12.8% 25.1% 25.1% 15.2% HV 60d 22.1% 21.1% 24.7% 24.7% 21.6% IV Rank 9.6% 0.0% 21.8% 9.2% 21.4% IV Percentile 7.9% 0.0% 20.6% 6.3% 18.7% Term Structure 0.4% -2.7% 4.1% -0.6% -1.1% VWIV 22.5% 20.4% 25.0% 23.2% 21.3% Skew 25d 3.4% 1.9% 7.0% 4.5% 3.1% Skew 10d 7.3% -0.1% 16.9% 7.7% 7.6% Call IV 25d 22.9% 19.8% 27.5% 22.3% 25.6% Put IV 25d 26.3% 22.5% 30.8% 26.8% 28.7% Bid-Ask Spread % 45.87 16.37 65.32 17.42 37.27 Gamma HHI 0.18 0.11 0.28 0.18 0.11 Net GEX 18.5M 5.0M 23.7M 17.9M 5.0M Net DEX -608.0M -765.9M -461.0M -534.4M -461.0M Net VEX -2.0M -2.2M -1.8M -1.9M -2.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.46 0.19 1.02 0.32 0.44 Total Volume 12,823.636 4,816 31,602 5,919 8,376 Total OI 220,135.227 191,158 251,779 212,670 215,518
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 2021-06-01 $92.44 $87.00 23.9% 6.3% 25.1% 9.2% 23.2% 4.5% -0.6% 17.9M -534.4M -1.9M 0.32 17.42 N/A N/A 4,483 1,436 101,495 111,175 2021-06-02 $92.03 $87.50 23.5% 6.4% 25.0% 7.4% 23.4% 1.9% -0.1% 18.7M -525.4M -2.0M 0.58 16.37 N/A N/A 3,163 1,835 103,654 111,916 2021-06-03 $92.45 $90.00 23.4% 6.5% 25.0% 6.9% 24.3% 4.4% 0.7% 21.8M -548.0M -2.0M 1.02 38.82 N/A N/A 2,387 2,429 105,123 112,433 2021-06-04 $93.24 $90.00 22.1% 6.5% 25.1% 1.7% 23.1% 3.4% 0.2% 23.7M -588.8M -2.0M 0.48 64.23 N/A N/A 4,743 2,293 105,859 113,273 2021-06-07 $94.35 $90.00 22.3% 6.4% 24.1% 2.8% 24.5% 4.4% 0.4% 19.3M -625.0M -1.8M 0.24 50.19 N/A N/A 25,459 6,143 102,979 113,279 2021-06-08 $94.67 $90.00 21.8% 6.3% 23.4% 0.5% 22.8% 2.0% 0.6% 20.6M -631.3M -2.0M 0.47 57.42 N/A N/A 3,755 1,760 109,055 117,618 2021-06-09 $94.41 $90.00 22.2% 6.2% 22.4% 2.4% 23.2% 3.0% -0.3% 20.2M -612.5M -2.1M 0.21 54.52 N/A N/A 8,935 1,847 109,928 118,374 2021-06-10 $93.72 $90.00 20.9% 6.1% 15.4% 0.0% 21.4% 7.0% 0.1% 19.6M -575.7M -1.9M 0.68 61.09 N/A N/A 3,441 2,323 107,106 119,585 2021-06-11 $95.33 $90.00 20.3% 5.8% 15.3% 0.0% 20.4% 2.8% -0.1% 22.1M -653.9M -1.9M 0.19 65.32 N/A N/A 13,593 2,590 108,580 120,736 2021-06-14 $95.54 $90.00 21.2% 6.1% 14.3% 3.6% 21.3% 2.9% 0.6% 23.3M -662.4M -1.8M 0.39 61.10 N/A N/A 8,212 3,213 108,150 120,047 2021-06-15 $97.31 $90.00 21.2% 6.1% 15.2% 3.5% 21.8% 2.8% 2.1% 19.0M -729.8M -1.8M 0.39 56.74 N/A N/A 12,434 4,830 108,962 121,751 2021-06-16 $98.51 $92.50 21.5% 6.2% 15.3% 4.9% 22.5% 2.6% 1.9% 19.2M -765.9M -1.9M 0.42 64.00 N/A N/A 16,202 6,822 112,656 124,845 2021-06-17 $97.20 $92.50 21.9% 6.1% 15.4% 6.1% 21.9% 2.7% 4.1% 20.7M -697.8M -2.0M 0.39 59.47 N/A N/A 9,256 3,591 117,208 129,471 2021-06-18 $97.21 $92.50 24.7% 6.9% 14.0% 16.6% 25.0% 3.8% 2.4% 22.1M -699.6M -2.1M 0.77 54.90 N/A N/A 7,199 5,512 120,558 131,221 2021-06-21 $98.24 $95.00 24.6% 6.3% 12.8% 16.2% 23.2% 3.9% 0.2% 12.5M -535.5M -2.0M 0.45 39.99 N/A N/A 9,039 4,075 96,612 94,546 2021-06-22 $98.67 $95.00 24.0% 6.1% 12.8% 14.1% 22.2% 3.4% -1.0% 17.0M -568.1M -2.0M 0.30 39.35 N/A N/A 7,420 2,193 101,921 96,793 2021-06-23 $99.88 $95.00 25.0% 6.0% 13.1% 18.0% 21.5% 3.3% -2.7% 21.3M -637.6M -1.9M 0.43 33.80 N/A N/A 15,185 6,487 104,295 98,135 2021-06-24 $99.52 $95.00 24.2% 5.8% 13.4% 15.0% 21.4% 2.7% 0.9% 22.9M -620.9M -2.0M 0.34 38.39 N/A N/A 13,409 4,554 108,697 101,347 2021-06-25 $98.92 $95.00 25.6% 6.1% 13.7% 20.0% 22.0% 1.9% 0.7% 18.9M -576.8M -2.1M 0.41 39.70 N/A N/A 16,450 6,751 112,433 103,785 2021-06-28 $99.27 $95.00 26.0% 6.1% 13.7% 21.8% 22.3% 3.2% -0.2% 10.9M -576.5M -2.1M 0.54 37.04 N/A N/A 5,244 2,827 106,352 103,090 2021-06-29 $98.91 $95.00 25.2% 6.0% 13.7% 20.0% 21.5% 5.5% -0.4% 10.5M -549.1M -2.2M 0.74 22.01 N/A N/A 5,861 4,363 107,741 104,673 2021-06-30 $97.28 $95.00 25.5% 6.0% 15.2% 21.4% 21.3% 3.1% -1.1% 5.0M -461.0M -2.2M 0.44 37.27 N/A N/A 5,810 2,566 109,439 106,079
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