BX Options History — August 2021 In August 2021, BX traded between $110.35 and $125.67. ATM implied volatility averaged 24.0%, placing in the 19.8% IV rank vs the trailing year. The 30-day expected move averaged 6.8%. IV traded below realized volatility by 1.2% (HV 20d: 25.3%). Max pain ranged from $105.00 to $110.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 16 of 22 days. Put/call ratio averaged 0.57.
Notable Days 2021-08-27 : Highest Volume — 38,573 contracts2021-08-27 : Largest IV drop — 9.0% change2021-08-19 : Highest IV Rank — 30.0%2021-08-19 : Largest Expected Move — 7.4%Monthly Statistics Metric Avg Min Max Open Close Price $116.47 $110.35 $125.67 $115.48 $125.67 Max Pain $107.95 $105.00 $110.00 $110.00 $110.00 ATM IV 24.0% 22.2% 25.9% 25.5% 23.5% Expected Move 6.8% 6.5% 7.4% 7.0% 6.6% HV 20d 25.3% 17.1% 31.6% 30.8% 21.2% HV 60d 22.6% 21.3% 24.5% 24.5% 23.2% IV Rank 19.8% 10.3% 30.0% 27.6% 16.9% IV Percentile 16.0% 4.4% 32.5% 23.0% 12.7% Term Structure 0.2% -0.9% 0.9% -0.3% 0.1% VWIV 25.2% 23.8% 27.2% 25.2% 24.3% Skew 25d 2.9% 1.4% 4.3% 2.2% 3.0% Skew 10d 7.6% 4.5% 10.7% 5.7% 5.2% Call IV 25d 23.6% 21.4% 26.9% 25.5% 22.7% Put IV 25d 26.6% 24.2% 29.9% 27.7% 25.7% Bid-Ask Spread % 21.84 5.17 60.07 19.05 32.53 Gamma HHI 0.10 0.07 0.19 0.09 0.10 Net GEX 11.7M 1.8M 27.0M 5.2M 23.6M Net DEX -644.7M -1.04B -385.9M -583.6M -995.1M Net VEX -2.2M -2.3M -2.1M -2.1M -2.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.57 0.26 0.81 0.72 0.48 Total Volume 14,518.5 5,623 38,573 12,136 14,801 Total OI 213,901.909 193,922 234,288 193,922 234,288
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 2021-08-02 $115.48 $110.00 25.5% 7.0% 30.8% 27.6% 25.2% 2.2% -0.3% 5.2M -583.6M -2.1M 0.72 19.05 N/A N/A 7,058 5,078 85,933 107,989 2021-08-03 $115.05 $110.00 25.2% 6.9% 30.9% 25.8% 24.6% 2.3% -0.0% 3.1M -569.7M -2.1M 0.80 7.94 N/A N/A 4,932 3,938 87,577 110,217 2021-08-04 $116.67 $110.00 24.3% 6.6% 30.8% 21.0% 24.1% 3.0% 0.2% 10.3M -621.0M -2.1M 0.81 27.63 N/A N/A 8,393 6,783 89,959 113,673 2021-08-05 $115.92 $105.00 23.8% 7.1% 30.6% 18.9% 26.7% 2.6% 0.4% 8.9M -603.9M -2.1M 0.77 17.14 N/A N/A 5,588 4,291 91,512 116,294 2021-08-06 $114.22 $105.00 23.0% 6.7% 31.6% 14.4% 26.9% 3.2% 0.0% 1.8M -519.5M -2.2M 0.61 27.68 N/A N/A 13,651 8,325 94,734 119,582 2021-08-09 $114.19 $105.00 23.3% 6.8% 31.3% 16.1% 25.1% 3.4% 0.4% 6.0M -525.0M -2.2M 0.38 47.56 N/A N/A 5,011 1,895 90,555 111,029 2021-08-10 $113.97 $105.00 23.1% 6.8% 30.4% 15.0% 25.5% 2.5% 0.7% 7.3M -530.6M -2.2M 0.79 60.07 N/A N/A 4,341 3,437 97,112 113,916 2021-08-11 $114.25 $105.00 22.7% 6.7% 29.7% 13.0% 27.2% 2.5% 0.6% 7.4M -529.1M -2.3M 0.64 36.95 N/A N/A 4,152 2,643 98,756 114,907 2021-08-12 $113.56 $105.00 22.3% 6.6% 27.8% 10.6% 24.2% 2.6% 0.9% 6.3M -509.1M -2.3M 0.48 15.34 N/A N/A 3,791 1,832 100,791 116,705 2021-08-13 $114.92 $105.00 22.2% 6.5% 27.7% 10.3% 24.3% 2.8% 0.7% 16.8M -585.3M -2.2M 0.77 14.17 N/A N/A 6,007 4,611 102,161 117,030 2021-08-16 $114.74 $105.00 23.3% 6.8% 25.4% 16.2% 24.3% 3.3% -0.1% 11.3M -588.1M -2.1M 0.68 21.91 N/A N/A 4,205 2,876 98,551 112,628 2021-08-17 $112.67 $105.00 23.9% 6.8% 22.1% 19.0% 25.8% 4.1% 0.7% 6.9M -489.2M -2.2M 0.61 7.87 N/A N/A 4,132 2,536 100,353 115,020 2021-08-18 $112.24 $110.00 24.9% 7.1% 21.8% 24.5% 25.2% 3.7% -0.8% 5.2M -468.1M -2.2M 0.44 5.56 N/A N/A 4,153 1,837 101,668 116,644 2021-08-19 $110.35 $110.00 25.9% 7.4% 17.1% 30.0% 26.5% 3.9% -0.0% 2.1M -385.9M -2.2M 0.50 11.37 N/A N/A 6,178 3,064 103,080 117,440 2021-08-20 $113.42 $110.00 23.8% 6.8% 19.5% 18.7% 25.1% 4.3% 0.7% 9.1M -539.9M -2.2M 0.37 23.78 N/A N/A 10,087 3,764 104,557 117,876 2021-08-23 $115.85 $110.00 24.1% 6.8% 20.2% 20.2% 24.1% 3.3% 0.2% 14.7M -612.6M -2.2M 0.26 5.17 N/A N/A 13,795 3,624 97,140 104,891 2021-08-24 $118.08 $110.00 25.2% 7.1% 21.1% 25.8% 25.5% 3.1% 0.1% 18.1M -719.9M -2.3M 0.57 33.43 N/A N/A 10,135 5,760 100,982 106,257 2021-08-25 $119.90 $110.00 25.1% 6.9% 21.6% 25.6% 25.0% 2.5% -0.9% 27.0M -847.2M -2.1M 0.32 9.93 N/A N/A 16,215 5,172 108,321 108,299 2021-08-26 $122.02 $110.00 25.9% 7.4% 21.4% 29.5% 26.4% 3.0% 0.7% 23.7M -931.4M -2.2M 0.54 31.04 N/A N/A 23,172 12,525 110,342 111,472 2021-08-27 $124.25 $110.00 23.5% 6.6% 21.4% 17.3% 24.2% 1.9% 0.8% 23.0M -1.04B -2.1M 0.53 10.83 N/A N/A 25,179 13,394 114,315 114,195 2021-08-30 $124.89 $110.00 24.0% 6.6% 21.4% 19.9% 23.8% 1.4% 0.3% 20.3M -989.5M -2.1M 0.36 13.65 N/A N/A 19,870 7,176 111,225 115,866 2021-08-31 $125.67 $110.00 23.5% 6.6% 21.2% 16.9% 24.3% 3.0% 0.1% 23.6M -995.1M -2.3M 0.48 32.53 N/A N/A 9,985 4,816 115,562 118,726
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