BX Options History — July 2021

In July 2021, BX traded between $97.40 and $116.71. ATM implied volatility averaged 25.6%, placing in the 25.4% IV rank vs the trailing year. The 30-day expected move averaged 7.1%. IV traded above realized volatility by 2.6% (HV 20d: 23.0%). Max pain ranged from $95.00 to $100.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 0.54.

Notable Days

  • 2021-07-29: Highest Volume — 221,909 contracts
  • 2021-07-19: Largest IV spike — 11.9% change
  • 2021-07-19: Highest IV Rank — 41.0%
  • 2021-07-19: Largest Expected Move — 8.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$104.69$97.40$116.71$97.40$115.27
Max Pain$98.48$95.00$100.00$95.00$100.00
ATM IV25.6%23.6%28.1%23.6%25.9%
Expected Move7.1%5.3%8.0%5.8%7.1%
HV 20d23.0%14.7%31.5%15.2%30.8%
HV 60d22.9%21.4%24.5%21.6%24.5%
IV Rank25.4%13.5%41.0%13.5%29.6%
IV Percentile23.9%10.3%51.2%10.3%25.8%
Term Structure0.1%-1.3%3.1%-1.3%0.4%
VWIV25.2%18.3%28.7%20.4%26.5%
Skew 25d1.4%-1.1%3.9%1.9%1.5%
Skew 10d3.5%-4.6%7.6%0.6%4.4%
Call IV 25d26.1%23.0%28.3%24.8%25.8%
Put IV 25d27.5%25.9%29.6%26.8%27.3%
Bid-Ask Spread %40.6413.9265.6648.2713.92
Gamma HHI0.140.090.540.110.17
Net GEX14.1M4.3M51.6M6.1M12.8M
Net DEX-739.4M-1.07B-469.6M-469.6M-994.9M
Net VEX-2.0M-2.2M-1.6M-2.2M-2.0M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.540.031.670.670.47
Total Volume25,595.4296,507221,9099,52413,966
Total OI221,062.524202,287249,230219,402234,373

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-07-01$97.40$95.0023.6%5.8%15.2%13.5%20.4%1.9%-1.3%6.1M-469.6M-2.2M0.6748.27N/AN/A5,6923,832112,331107,071
2021-07-02$97.62$95.0024.3%5.3%15.0%16.5%18.3%3.9%3.1%6.0M-495.5M-2.1M0.4833.41N/AN/A4,3962,111114,721109,322
2021-07-06$97.44$100.0025.4%6.7%14.7%20.8%23.9%-1.1%-0.8%4.3M-470.1M-2.2M0.3949.10N/AN/A6,2072,446106,899107,006
2021-07-07$99.03$100.0024.1%6.7%15.6%15.4%24.0%1.9%1.1%10.0M-566.8M-2.1M1.6717.07N/AN/A4,2587,128109,999108,143
2021-07-08$98.16$97.5026.2%7.2%16.0%24.1%26.7%0.9%-0.0%7.2M-513.6M-2.1M0.6750.74N/AN/A7,0104,664111,381106,830
2021-07-09$99.55$97.5026.4%6.8%16.1%25.0%26.9%3.1%-1.2%9.2M-611.1M-2.1M0.4133.74N/AN/A7,5913,145113,705108,459
2021-07-12$101.50$97.5024.2%7.0%16.4%16.0%25.3%3.0%-0.3%13.4M-701.1M-2.0M0.5245.30N/AN/A8,2654,260111,145107,260
2021-07-13$99.85$97.5024.7%7.0%17.8%18.1%25.0%2.5%1.0%10.4M-608.9M-2.1M0.6250.84N/AN/A4,1822,582113,171109,072
2021-07-14$98.69$100.0024.9%7.2%17.4%19.8%25.8%-0.7%0.2%5.2M-547.8M-2.1M0.4448.47N/AN/A15,4756,734114,405110,318
2021-07-15$102.40$97.5026.6%7.4%21.3%30.2%26.4%1.0%-0.6%28.7M-794.5M-2.0M0.3260.62N/AN/A19,8996,338124,702116,067
2021-07-16$101.94$97.5025.1%7.0%20.7%22.8%25.0%-0.1%-1.0%51.6M-765.4M-2.0M0.2165.66N/AN/A13,9132,908131,622117,608
2021-07-19$99.42$97.5028.1%8.0%22.9%41.0%28.7%1.3%-0.3%10.1M-520.7M-2.1M0.5133.68N/AN/A6,6953,431106,48695,801
2021-07-20$104.24$97.5026.8%7.7%28.0%34.3%27.3%1.6%0.1%14.8M-726.6M-1.9M0.4441.43N/AN/A11,5475,059108,27398,126
2021-07-21$105.84$98.0026.9%7.7%28.4%34.9%27.3%1.9%0.1%14.8M-788.2M-1.9M0.9134.72N/AN/A12,29411,165110,306101,050
2021-07-22$110.47$100.0025.0%7.1%31.5%24.8%26.0%1.4%1.2%17.4M-975.5M-1.7M0.4540.59N/AN/A22,88010,390115,798103,260
2021-07-23$111.36$100.0024.7%7.0%31.4%23.2%25.4%1.2%0.7%22.5M-998.7M-1.8M0.4640.73N/AN/A17,2927,921119,053107,101
2021-07-26$113.06$100.0025.2%7.2%31.2%26.0%25.7%1.9%0.2%13.0M-958.6M-1.6M0.4836.95N/AN/A9,4884,579107,70497,520
2021-07-27$113.99$100.0027.3%7.6%31.2%37.2%27.6%1.6%-0.1%13.1M-966.5M-1.8M0.9635.82N/AN/A11,94011,454111,721102,729
2021-07-28$114.47$100.0026.3%7.3%31.0%31.6%26.3%1.3%0.3%15.3M-985.9M-1.9M0.2534.06N/AN/A10,0032,455114,342104,867
2021-07-29$116.71$100.0025.6%7.1%29.9%28.1%21.9%0.3%0.0%10.5M-1.07B-1.8M0.0338.35N/AN/A214,6677,242118,116114,450
2021-07-30$115.27$100.0025.9%7.1%30.8%29.6%26.5%1.5%0.4%12.8M-994.9M-2.0M0.4713.92N/AN/A9,5244,442118,768115,605