BX Options History — November 2021 In November 2021, BX traded between $137.26 and $149.02. ATM implied volatility averaged 31.7%, placing in the 59.8% IV rank vs the trailing year. The 30-day expected move averaged 9.1%. IV traded below realized volatility by 2.2% (HV 20d: 33.9%). Max pain ranged from $130.00 to $135.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 0.17.
Notable Days 2021-11-02 : Highest Volume — 119,055 contracts2021-11-26 : Largest IV spike — 15.0% change2021-11-30 : Highest IV Rank — 92.6%2021-11-30 : Largest Expected Move — 11.6%Monthly Statistics Metric Avg Min Max Open Close Price $144.17 $137.26 $149.02 $137.26 $144.76 Max Pain $131.48 $130.00 $135.00 $131.00 $135.00 ATM IV 31.7% 28.5% 37.9% 28.5% 37.9% Expected Move 9.1% 8.3% 11.6% 8.3% 11.6% HV 20d 33.9% 30.1% 38.6% 31.7% 34.4% HV 60d 38.6% 36.7% 40.0% 36.7% 40.0% IV Rank 59.8% 43.0% 92.6% 43.0% 92.6% IV Percentile 88.8% 73.0% 99.6% 73.0% 99.6% Term Structure -0.1% -2.3% 2.5% 0.5% 0.1% VWIV 33.5% 30.6% 41.9% 30.9% 41.9% Skew 25d 4.2% 2.1% 9.1% 2.7% 5.0% Skew 10d 9.4% 4.4% 16.1% 4.4% 11.6% Call IV 25d 30.5% 28.0% 36.7% 28.2% 36.7% Put IV 25d 34.7% 30.9% 41.7% 30.9% 41.7% Bid-Ask Spread % 40.13 21.80 59.36 23.69 33.10 Gamma HHI 0.09 0.06 0.12 0.11 0.07 Net GEX 19.4M 11.2M 33.1M 16.9M 13.1M Net DEX -916.8M -1.10B -658.6M -658.6M -824.1M Net VEX -3.9M -4.1M -3.6M -3.6M -4.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.17 0.09 0.27 0.09 0.16 Total Volume 70,996.952 56,208 119,055 112,223 63,903 Total OI 266,846.476 243,924 290,164 243,924 262,246
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 2021-11-01 $137.26 $131.00 28.5% 8.3% 31.7% 43.0% 30.9% 2.7% 0.5% 16.9M -658.6M -3.6M 0.09 23.69 N/A N/A 103,018 9,205 115,509 128,415 2021-11-02 $143.51 $132.00 29.0% 8.4% 32.2% 45.7% 30.9% 3.1% 0.4% 27.0M -963.3M -3.6M 0.12 25.41 N/A N/A 106,117 12,938 119,466 131,312 2021-11-03 $144.57 $133.00 30.2% 8.4% 30.7% 52.1% 30.6% 3.2% -0.1% 27.5M -986.8M -3.7M 0.09 33.03 N/A N/A 95,355 8,318 122,530 135,446 2021-11-04 $144.22 $130.00 33.2% 9.2% 31.0% 67.8% 34.5% 4.9% -2.3% 28.3M -977.9M -3.8M 0.16 44.99 N/A N/A 61,393 9,592 124,988 137,042 2021-11-05 $142.47 $130.00 32.8% 9.3% 32.1% 65.6% 34.5% 4.0% 0.2% 18.2M -881.3M -4.0M 0.23 59.36 N/A N/A 63,225 14,407 128,926 139,851 2021-11-08 $142.20 $130.00 29.4% 8.9% 31.2% 48.1% 31.6% 2.8% 1.2% 16.3M -852.7M -3.9M 0.15 44.61 N/A N/A 54,610 8,271 124,427 138,161 2021-11-09 $146.70 $130.00 32.2% 9.1% 32.0% 62.6% 32.6% 2.7% -0.5% 23.0M -1.05B -4.0M 0.14 42.25 N/A N/A 61,652 8,669 127,933 139,883 2021-11-10 $139.43 $130.00 33.6% 9.4% 38.6% 69.9% 34.5% 2.1% -0.9% 11.4M -690.5M -4.1M 0.18 55.34 N/A N/A 58,982 10,381 131,998 141,598 2021-11-11 $141.70 $130.00 30.4% 9.1% 37.8% 53.1% 32.7% 3.2% 2.5% 13.7M -815.9M -4.1M 0.15 49.68 N/A N/A 53,598 7,943 135,760 144,773 2021-11-12 $142.69 $130.00 31.4% 8.7% 37.8% 58.3% 32.8% 4.1% -1.7% 18.2M -852.7M -4.1M 0.18 50.28 N/A N/A 55,670 9,961 136,737 146,657 2021-11-15 $142.80 $130.00 29.6% 8.5% 37.9% 48.8% 31.7% 3.4% 0.4% 18.2M -891.7M -4.0M 0.13 37.21 N/A N/A 53,838 7,001 132,933 142,120 2021-11-16 $144.27 $130.00 30.3% 8.7% 37.3% 52.7% 31.8% 3.2% -0.3% 24.7M -990.9M -3.9M 0.12 52.35 N/A N/A 54,902 6,681 137,186 143,285 2021-11-17 $145.21 $130.00 29.0% 8.3% 37.1% 45.6% 33.3% 5.0% 0.8% 26.8M -1.01B -4.0M 0.19 35.28 N/A N/A 51,879 9,906 137,693 144,390 2021-11-18 $146.67 $130.00 29.9% 8.6% 36.3% 50.4% 30.8% 4.2% 0.1% 33.1M -1.10B -3.9M 0.16 35.56 N/A N/A 52,798 8,638 138,948 148,157 2021-11-19 $146.29 $130.00 30.2% 8.6% 33.5% 52.2% 31.6% 4.7% -0.1% 17.2M -1.10B -3.9M 0.27 53.16 N/A N/A 56,054 14,885 140,827 149,337 2021-11-22 $145.65 $130.00 30.9% 9.0% 33.3% 55.9% 32.6% 4.8% -1.3% 14.9M -895.5M -4.0M 0.21 36.65 N/A N/A 52,005 10,784 122,141 123,411 2021-11-23 $144.95 $135.00 34.1% 9.7% 32.8% 72.6% 35.8% 4.3% 0.0% 12.8M -847.7M -4.0M 0.22 30.17 N/A N/A 47,342 10,286 125,809 127,383 2021-11-24 $148.26 $135.00 32.2% 9.2% 30.1% 62.3% 33.5% 5.6% -1.0% 17.0M -1.01B -4.0M 0.16 35.16 N/A N/A 48,620 7,588 128,056 131,143 2021-11-26 $144.84 $135.00 37.0% 11.0% 31.3% 87.7% 39.9% 9.1% 0.4% 11.2M -826.3M -4.1M 0.22 43.68 N/A N/A 47,145 10,581 130,705 132,421 2021-11-29 $149.02 $135.00 33.2% 9.8% 32.5% 67.9% 35.6% 5.0% -0.1% 17.4M -1.02B -3.9M 0.21 21.80 N/A N/A 51,836 10,959 125,974 128,199 2021-11-30 $144.76 $135.00 37.9% 11.6% 34.4% 92.6% 41.9% 5.0% 0.1% 13.1M -824.1M -4.1M 0.16 33.10 N/A N/A 55,147 8,756 129,727 132,519
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