BX Options History — June 2022

In June 2022, BX traded between $89.23 and $121.21. ATM implied volatility averaged 50.6%, placing in the 78.2% IV rank vs the trailing year. The 30-day expected move averaged 14.3%. IV traded below realized volatility by 8.4% (HV 20d: 59.0%). Max pain ranged from $105.00 to $125.00. Net GEX was positive for 6 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 1.40.

Notable Days

2022-06-16: Highest Volume — 57,741 contracts
2022-06-13: Largest IV spike — 24.3% change
2022-06-13: Highest IV Rank — 100.0%
2022-06-14: Largest Expected Move — 17.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$102.66	$89.23	$121.21	$116.53	$91.03
Max Pain	$114.76	$105.00	$125.00	$115.00	$105.00
ATM IV	50.6%	42.8%	59.2%	45.6%	56.8%
Expected Move	14.3%	12.3%	17.0%	13.5%	15.2%
HV 20d	59.0%	48.8%	66.6%	59.4%	62.1%
HV 60d	56.5%	53.0%	58.7%	55.5%	58.1%
IV Rank	78.2%	59.6%	100.0%	67.0%	93.5%
IV Percentile	90.4%	76.6%	100.0%	86.1%	97.2%
Term Structure	-0.5%	-3.1%	0.9%	-0.7%	-0.9%
VWIV	50.7%	41.8%	64.8%	49.4%	54.7%
Skew 25d	9.9%	7.7%	13.1%	9.4%	10.6%
Skew 10d	20.9%	15.1%	28.6%	19.7%	21.2%
Call IV 25d	46.4%	39.2%	53.6%	41.6%	52.4%
Put IV 25d	56.3%	47.7%	66.4%	51.0%	63.0%
Bid-Ask Spread %	26.03	6.39	41.26	29.56	9.68
Gamma HHI	0.08	0.06	0.13	0.06	0.07
Net GEX	-1.7M	-13.1M	25.1M	5.8M	-8.2M
Net DEX	133.1M	-538.6M	686.9M	-299.5M	378.5M
Net VEX	-3.8M	-4.7M	-3.0M	-4.3M	-3.6M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.40	0.40	3.70	2.06	1.18
Total Volume	34,753.619	14,579	57,741	34,168	20,596
Total OI	288,074.381	237,071	335,184	263,968	294,838

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
2022-06-01	$116.53	$115.00	45.6%	13.5%	59.4%	67.0%	49.4%	9.4%	-0.7%	5.8M	-299.5M	-4.3M	2.06	29.56	N/A	N/A	11,178	22,990	142,254	121,714
2022-06-02	$120.78	$125.00	46.3%	12.9%	59.2%	68.8%	47.1%	7.9%	-1.1%	8.8M	-452.6M	-4.5M	0.40	37.03	N/A	N/A	35,467	14,340	143,948	134,599
2022-06-03	$121.21	$120.00	47.2%	13.5%	53.3%	71.3%	47.2%	7.9%	-1.0%	25.1M	-538.6M	-4.7M	0.81	28.82	N/A	N/A	25,452	20,670	164,594	139,563
2022-06-06	$118.78	$120.00	44.8%	12.7%	52.7%	64.9%	47.0%	9.4%	-0.4%	9.6M	-335.3M	-4.6M	0.43	32.37	N/A	N/A	24,298	10,528	160,217	143,046
2022-06-07	$120.05	$120.00	42.8%	12.3%	48.8%	59.6%	45.6%	8.5%	0.2%	8.3M	-373.7M	-4.5M	1.27	36.36	N/A	N/A	14,245	18,132	155,908	146,484
2022-06-08	$116.25	$120.00	43.0%	12.5%	51.0%	60.0%	43.3%	7.9%	0.5%	451.0K	-192.8M	-4.4M	1.31	29.56	N/A	N/A	9,744	12,799	157,649	151,316
2022-06-09	$113.98	$120.00	44.2%	12.6%	51.2%	63.3%	41.8%	7.7%	-0.3%	-3.7M	-79.9M	-4.3M	1.38	26.13	N/A	N/A	14,029	19,426	159,144	151,479
2022-06-10	$108.21	$120.00	47.6%	13.4%	55.1%	72.3%	46.5%	8.4%	-1.7%	-8.0M	170.8M	-4.0M	1.44	41.26	N/A	N/A	16,822	24,259	159,869	152,715
2022-06-13	$97.23	$120.00	59.2%	16.9%	59.2%	100.0%	57.0%	13.1%	-1.1%	-9.1M	469.8M	-3.3M	0.91	38.45	N/A	N/A	19,576	17,789	148,014	139,234
2022-06-14	$95.80	$115.00	59.2%	17.0%	58.5%	99.9%	64.8%	12.9%	-3.1%	-10.8M	512.5M	-3.3M	2.29	31.04	N/A	N/A	16,840	38,613	154,471	145,571
2022-06-15	$97.34	$115.00	53.1%	15.2%	57.8%	83.8%	51.7%	9.8%	-0.6%	-13.1M	472.6M	-3.4M	1.11	31.55	N/A	N/A	15,739	17,421	158,555	160,388
2022-06-16	$89.23	$115.00	57.6%	16.5%	63.9%	95.7%	59.9%	12.8%	-0.1%	-11.0M	686.9M	-3.0M	2.46	29.32	N/A	N/A	16,664	41,077	165,233	159,694
2022-06-17	$90.79	$115.00	54.1%	15.6%	64.0%	86.4%	51.5%	10.8%	0.8%	-11.1M	615.5M	-3.1M	1.27	24.49	N/A	N/A	12,357	15,689	169,625	165,559
2022-06-21	$91.20	$115.00	50.5%	14.3%	63.7%	76.5%	50.3%	11.4%	0.9%	-4.5M	336.8M	-3.0M	0.83	15.45	N/A	N/A	19,097	15,820	120,161	116,910
2022-06-22	$91.44	$110.00	51.2%	14.4%	63.3%	78.4%	53.0%	11.0%	0.6%	-3.5M	321.5M	-3.2M	1.07	23.88	N/A	N/A	11,395	12,196	130,585	123,887
2022-06-23	$93.43	$110.00	52.2%	14.5%	64.1%	81.1%	49.8%	10.4%	0.6%	-751.3K	273.1M	-3.4M	1.42	18.71	N/A	N/A	11,926	16,980	134,339	126,854
2022-06-24	$98.57	$110.00	47.5%	13.3%	66.6%	68.5%	49.3%	8.7%	-2.1%	-728.0K	100.8M	-3.7M	0.62	16.72	N/A	N/A	15,819	9,840	138,207	129,764
2022-06-27	$98.35	$110.00	49.4%	13.7%	61.1%	73.6%	48.5%	8.6%	0.6%	-721.1K	136.9M	-3.7M	1.09	18.95	N/A	N/A	6,960	7,619	131,143	125,986
2022-06-28	$94.75	$105.00	54.1%	14.5%	61.1%	86.1%	51.8%	9.3%	-1.8%	-2.8M	239.4M	-3.5M	2.29	21.03	N/A	N/A	7,853	17,989	132,990	128,158
2022-06-29	$90.94	$105.00	56.3%	15.5%	62.0%	92.2%	53.8%	11.6%	0.5%	-5.8M	351.8M	-3.3M	3.70	6.39	N/A	N/A	10,544	39,048	134,421	130,476
2022-06-30	$91.03	$105.00	56.8%	15.2%	62.1%	93.5%	54.7%	10.6%	-0.9%	-8.2M	378.5M	-3.6M	1.18	9.68	N/A	N/A	9,449	11,147	137,303	157,535