BX Options History — October 2021 In October 2021, BX traded between $110.43 and $142.57. ATM implied volatility averaged 31.0%, placing in the 56.3% IV rank vs the trailing year. The 30-day expected move averaged 8.8%. IV traded below realized volatility by 13.3% (HV 20d: 44.3%). Max pain ranged from $120.00 to $133.00. Net GEX was positive for 15 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 0.62.
Notable Days 2021-10-28 : Highest Volume — 379,834 contracts2021-10-20 : Largest IV spike — 12.6% change2021-10-04 : Highest IV Rank — 92.2%2021-10-04 : Largest Expected Move — 10.4%Monthly Statistics Metric Avg Min Max Open Close Price $125.02 $110.43 $142.57 $115.82 $138.10 Max Pain $122.76 $120.00 $133.00 $125.00 $133.00 ATM IV 31.0% 26.6% 37.9% 36.2% 27.0% Expected Move 8.8% 7.8% 10.4% 9.6% 7.8% HV 20d 44.3% 35.3% 51.9% 46.0% 37.5% HV 60d 35.7% 34.3% 36.9% 34.7% 36.9% IV Rank 56.3% 33.1% 92.2% 83.3% 35.2% IV Percentile 74.3% 44.0% 97.6% 94.8% 49.6% Term Structure -0.3% -2.1% 1.0% -2.1% 0.9% VWIV 31.6% 24.9% 37.0% 35.0% 30.3% Skew 25d 4.3% 1.4% 8.2% 5.9% 3.7% Skew 10d 9.9% 3.3% 21.8% 17.3% 5.8% Call IV 25d 30.1% 25.7% 35.3% 35.2% 26.1% Put IV 25d 34.4% 28.0% 43.5% 41.1% 29.8% Bid-Ask Spread % 35.75 7.09 56.59 25.09 7.09 Gamma HHI 0.11 0.07 0.17 0.11 0.11 Net GEX 11.4M -4.3M 32.3M -4.3M 17.5M Net DEX -672.2M -1.47B -13.5M -155.9M -679.7M Net VEX -3.2M -3.5M -2.9M -3.2M -3.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.62 0.03 1.53 0.72 0.11 Total Volume 48,199.238 11,667 379,834 22,124 161,571 Total OI 276,903.286 247,223 298,177 285,905 248,407
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 2021-10-01 $115.82 $125.00 36.2% 9.6% 46.0% 83.3% 35.0% 5.9% -2.1% -4.3M -155.9M -3.2M 0.72 25.09 N/A N/A 12,886 9,238 147,145 138,760 2021-10-04 $110.43 $125.00 37.9% 10.4% 48.0% 92.2% 36.0% 8.2% -0.2% -3.6M -13.5M -3.1M 1.53 47.33 N/A N/A 14,974 22,909 135,459 128,343 2021-10-05 $114.97 $125.00 35.7% 9.8% 50.9% 80.9% 34.8% 6.5% -0.9% -1.3M -187.3M -3.2M 0.79 55.93 N/A N/A 12,340 9,787 139,241 131,939 2021-10-06 $113.24 $125.00 37.9% 10.0% 50.7% 92.1% 36.2% 5.0% -0.2% -2.1M -123.8M -3.3M 0.73 45.21 N/A N/A 9,542 6,925 144,266 138,542 2021-10-07 $115.50 $125.00 34.7% 9.6% 51.2% 75.7% 34.8% 3.5% -0.3% 1.1M -224.9M -3.3M 1.00 56.34 N/A N/A 8,968 8,958 146,397 140,546 2021-10-08 $116.43 $125.00 34.0% 9.4% 51.4% 72.0% 34.8% 5.8% -1.8% 1.8M -266.5M -3.3M 0.78 40.44 N/A N/A 6,614 5,190 150,173 143,567 2021-10-11 $114.81 $120.00 34.0% 9.4% 51.4% 72.0% 34.3% 5.6% -1.2% -2.7M -209.3M -3.1M 0.89 53.08 N/A N/A 6,186 5,481 143,192 136,316 2021-10-12 $115.76 $120.00 33.7% 9.7% 51.2% 70.5% 37.0% 5.1% 0.1% -1.9M -249.3M -3.2M 0.78 56.59 N/A N/A 8,473 6,583 145,390 138,217 2021-10-13 $118.54 $120.00 30.5% 8.6% 50.3% 53.5% 31.6% 4.9% -0.7% 1.2M -387.7M -3.1M 0.63 51.95 N/A N/A 8,447 5,311 147,253 141,139 2021-10-14 $122.15 $120.00 29.8% 8.8% 51.9% 50.2% 31.6% 7.6% 0.9% 7.0M -618.1M -3.2M 0.39 46.59 N/A N/A 15,927 6,244 149,775 144,463 2021-10-15 $123.07 $120.00 27.8% 7.8% 51.7% 39.5% 29.1% 4.8% -0.9% 16.3M -675.4M -3.1M 0.57 50.53 N/A N/A 14,302 8,202 151,748 146,429 2021-10-18 $123.28 $120.00 28.9% 8.2% 37.1% 45.2% 29.6% 5.1% -0.4% 10.3M -658.9M -3.2M 0.64 25.44 N/A N/A 8,132 5,222 130,388 116,835 2021-10-19 $126.48 $120.00 28.3% 8.1% 36.2% 42.1% 28.5% 3.9% -0.9% 14.6M -813.7M -3.2M 0.34 19.38 N/A N/A 15,601 5,383 134,575 120,021 2021-10-20 $128.50 $120.00 31.9% 9.1% 36.4% 60.8% 32.2% 2.6% -0.3% 19.0M -922.0M -3.3M 0.52 26.44 N/A N/A 23,491 12,262 141,495 125,006 2021-10-21 $132.04 $120.00 27.9% 8.0% 37.6% 40.1% 29.3% 1.7% -0.7% 32.3M -1.15B -3.2M 0.55 23.26 N/A N/A 33,603 18,394 151,456 128,740 2021-10-22 $137.84 $120.00 27.1% 7.9% 39.8% 35.7% 28.4% 1.4% -1.1% 29.2M -1.45B -2.9M 0.43 26.25 N/A N/A 28,400 12,316 154,711 134,504 2021-10-25 $139.79 $120.00 27.2% 8.0% 39.3% 36.2% 28.8% 1.5% 0.7% 26.4M -1.36B -3.0M 0.52 27.22 N/A N/A 21,500 11,229 142,119 122,270 2021-10-26 $142.57 $125.00 26.6% 7.9% 35.3% 33.1% 27.7% 2.3% 0.6% 26.3M -1.47B -3.0M 0.49 15.59 N/A N/A 20,097 9,880 146,465 125,969 2021-10-27 $137.16 $125.00 27.0% 8.1% 39.2% 35.3% 28.0% 2.2% 1.0% 26.0M -1.22B -3.2M 0.53 17.26 N/A N/A 20,813 10,969 151,130 128,208 2021-10-28 $138.97 $125.00 27.2% 7.9% 37.5% 36.4% 24.9% 2.3% 1.0% 27.0M -1.27B -3.4M 0.03 33.82 N/A N/A 369,565 10,269 153,686 130,684 2021-10-29 $138.10 $133.00 27.0% 7.8% 37.5% 35.2% 30.3% 3.7% 0.9% 17.5M -679.7M -3.5M 0.11 7.09 N/A N/A 145,719 15,852 115,148 133,259
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