BX Options History — July 2022

In July 2022, BX traded between $89.59 and $103.18. ATM implied volatility averaged 47.8%, placing in the 69.3% IV rank vs the trailing year. The 30-day expected move averaged 13.4%. IV traded below realized volatility by 2.7% (HV 20d: 50.6%). Max pain ranged from $95.00 to $105.00. Net GEX was positive for 3 of 20 trading days. Term structure was in contango for 6 of 20 days. Put/call ratio averaged 1.25.

Notable Days

  • 2022-07-07: Highest Volume — 66,327 contracts
  • 2022-07-15: Largest IV drop — 6.9% change
  • 2022-07-05: Highest IV Rank — 87.3%
  • 2022-07-12: Largest Expected Move — 14.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$95.95$89.59$103.18$92.69$103.18
Max Pain$101.00$95.00$105.00$105.00$100.00
ATM IV47.8%38.4%54.5%53.5%38.4%
Expected Move13.4%10.6%14.9%14.3%10.6%
HV 20d50.6%38.4%62.8%60.6%43.6%
HV 60d56.6%55.9%57.3%57.2%56.3%
IV Rank69.3%43.8%87.3%84.6%43.8%
IV Percentile78.5%49.6%95.2%94.4%49.6%
Term Structure-0.3%-2.4%2.0%2.0%0.9%
VWIV47.4%38.9%59.2%49.9%44.6%
Skew 25d9.0%6.3%11.8%10.8%6.8%
Skew 10d18.1%12.8%23.7%21.0%17.3%
Call IV 25d44.5%36.1%49.8%49.3%36.1%
Put IV 25d53.5%42.8%60.9%60.1%42.8%
Bid-Ask Spread %27.327.6345.6010.8921.46
Gamma HHI0.060.040.130.070.13
Net GEX-3.1M-11.3M11.8M-5.4M11.8M
Net DEX191.1M-76.6M434.4M332.3M-76.6M
Net VEX-3.5M-3.8M-3.2M-3.6M-3.8M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.250.275.011.020.89
Total Volume26,710.4516,39166,32720,18243,502
Total OI283,841.25261,031303,291299,401280,199

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-07-01$92.69$105.0053.5%14.3%60.6%84.6%49.9%10.8%2.0%-5.4M332.3M-3.6M1.0210.89N/AN/A10,01210,170139,456159,945
2022-07-05$94.23$95.0054.5%14.7%61.3%87.3%52.0%11.8%-1.7%-4.7M262.0M-3.6M1.5145.29N/AN/A8,74013,213131,572156,812
2022-07-06$94.00$95.0054.2%14.8%61.3%86.4%45.8%11.3%-0.9%-4.6M266.6M-3.6M1.3445.60N/AN/A11,73915,726133,326157,928
2022-07-07$97.08$105.0051.6%14.1%62.8%79.5%59.2%10.9%-1.9%-623.9K161.4M-3.7M5.0141.71N/AN/A11,03455,293136,609159,469
2022-07-08$96.21$105.0050.2%14.0%62.3%75.7%47.4%10.5%-0.5%-3.5M209.2M-3.7M1.5539.68N/AN/A10,94216,984139,452152,119
2022-07-11$95.20$105.0051.7%14.5%62.2%79.7%50.1%10.3%-0.3%-4.2M259.9M-3.6M1.9736.50N/AN/A7,89215,586134,213150,147
2022-07-12$93.88$105.0053.5%14.9%60.1%84.7%52.3%10.9%-1.0%-5.6M302.6M-3.6M1.2538.30N/AN/A9,06811,329135,854155,886
2022-07-13$91.53$105.0053.6%14.6%47.9%84.9%52.2%11.0%-2.4%-8.3M376.1M-3.4M1.1840.74N/AN/A10,11411,901138,803158,270
2022-07-14$89.59$100.0052.8%14.7%48.1%82.8%48.9%10.1%-1.8%-11.3M434.4M-3.3M1.3940.92N/AN/A9,20712,785141,095160,152
2022-07-15$92.93$100.0049.2%13.9%49.8%72.9%47.9%8.9%-0.4%-6.3M324.3M-3.4M0.7439.84N/AN/A11,8638,797141,989161,302
2022-07-18$93.23$100.0048.9%14.0%38.4%72.2%50.2%8.3%-0.9%-5.8M238.8M-3.4M1.0321.99N/AN/A10,38510,660119,959141,072
2022-07-19$99.04$100.0046.6%13.3%43.4%65.9%46.5%8.0%-1.2%-779.1K53.5M-3.7M0.5919.31N/AN/A12,7757,587123,343144,413
2022-07-20$101.12$100.0044.9%12.9%43.8%61.4%45.7%8.6%1.8%1.6M-20.0M-3.8M0.8629.01N/AN/A13,50511,613125,489145,451
2022-07-21$97.51$100.0042.8%12.3%46.2%55.6%44.0%6.9%0.5%-2.3M121.2M-3.5M0.9318.63N/AN/A14,79213,792129,529148,413
2022-07-22$96.39$100.0042.4%12.1%46.0%54.7%42.5%7.1%1.9%-5.1M163.6M-3.4M0.997.63N/AN/A11,47011,395130,853152,033
2022-07-25$97.29$100.0042.2%12.0%41.8%54.1%43.1%7.5%-0.2%-4.7M134.6M-3.4M1.2110.12N/AN/A8,32510,033122,063142,253
2022-07-26$93.81$100.0044.2%12.7%43.7%59.5%44.8%7.7%-0.8%-8.5M244.3M-3.2M0.6813.14N/AN/A10,7467,334125,195146,040
2022-07-27$97.94$100.0041.4%11.7%44.5%51.9%41.3%6.7%0.1%-2.6M102.8M-3.4M0.6513.48N/AN/A9,9246,467127,625148,810
2022-07-28$102.12$100.0039.9%11.3%43.7%47.9%38.9%6.3%-0.0%8.3M-69.9M-3.5M0.2712.19N/AN/A37,37810,131130,226149,460
2022-07-29$103.18$100.0038.4%10.6%43.6%43.8%44.6%6.8%0.9%11.8M-76.6M-3.8M0.8921.46N/AN/A23,04420,458128,334151,865