BX Options History — August 2022 In August 2022, BX traded between $94.77 and $108.81. ATM implied volatility averaged 40.3%, placing in the 48.2% IV rank vs the trailing year. The 30-day expected move averaged 11.5%. IV traded below realized volatility by 3.7% (HV 20d: 44.1%). Max pain ranged from $100.00 to $110.00. Net GEX was positive for 15 of 23 trading days. Term structure was in contango for 11 of 23 days. Put/call ratio averaged 0.90.
Notable Days 2022-08-01 : Highest Volume — 26,264 contracts2022-08-26 : Largest IV spike — 13.3% change2022-08-31 : Highest IV Rank — 60.8%2022-08-30 : Largest Expected Move — 12.7%Monthly Statistics Metric Avg Min Max Open Close Price $102.83 $94.77 $108.81 $102.99 $94.77 Max Pain $108.70 $100.00 $110.00 $100.00 $110.00 ATM IV 40.3% 36.7% 45.1% 40.9% 45.1% Expected Move 11.5% 10.5% 12.7% 11.7% 12.6% HV 20d 44.1% 38.1% 48.5% 43.5% 44.8% HV 60d 51.9% 49.8% 55.7% 55.7% 50.8% IV Rank 48.2% 38.7% 60.8% 50.5% 60.8% IV Percentile 53.8% 37.3% 73.0% 57.5% 73.0% Term Structure 0.2% -1.4% 2.1% -0.5% -0.3% VWIV 41.7% 36.3% 46.4% 44.2% 44.9% Skew 25d 7.3% 6.2% 8.7% 7.2% 7.8% Skew 10d 15.2% 13.1% 18.2% 17.6% 14.7% Call IV 25d 37.3% 33.1% 41.9% 38.2% 41.9% Put IV 25d 44.6% 40.2% 49.8% 45.4% 49.8% Bid-Ask Spread % 26.07 5.61 47.65 19.79 5.61 Gamma HHI 0.07 0.05 0.16 0.05 0.10 Net GEX 2.6M -9.6M 19.2M 4.7M -9.6M Net DEX -23.0M -274.0M 306.8M -57.8M 306.8M Net VEX -3.7M -3.9M -3.3M -3.8M -3.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.90 0.38 1.79 0.58 0.47 Total Volume 16,572.522 6,167 26,264 26,264 22,338 Total OI 278,157.391 250,224 302,567 266,955 276,603
Daily Data (23 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 2022-08-01 $102.99 $100.00 40.9% 11.7% 43.5% 50.5% 44.2% 7.2% -0.5% 4.7M -57.8M -3.8M 0.58 19.79 N/A N/A 16,609 9,655 125,610 141,345 2022-08-02 $101.31 $100.00 41.7% 12.0% 43.9% 52.7% 44.3% 7.3% -0.2% 2.2M 1.9M -3.7M 0.45 15.54 N/A N/A 15,241 6,846 127,914 144,694 2022-08-03 $101.44 $100.00 40.9% 11.4% 43.9% 50.6% 41.4% 7.8% -1.4% 2.6M -4.5M -3.7M 0.39 21.34 N/A N/A 14,991 5,809 129,251 147,058 2022-08-04 $102.36 $110.00 39.7% 11.7% 42.7% 47.3% 42.4% 6.8% -0.3% 4.9M -52.7M -3.7M 0.43 36.05 N/A N/A 15,016 6,449 130,294 145,910 2022-08-05 $101.11 $110.00 39.5% 11.5% 42.8% 46.8% 46.4% 6.6% -1.3% -871.9K -1.7M -3.6M 0.45 41.95 N/A N/A 16,791 7,503 130,585 147,652 2022-08-08 $102.99 $110.00 39.4% 11.2% 42.9% 46.4% 41.3% 6.9% -0.3% 3.9M -68.9M -3.6M 0.38 39.44 N/A N/A 15,999 6,060 126,511 144,504 2022-08-09 $100.67 $110.00 40.5% 11.8% 43.5% 49.5% 43.2% 7.6% 0.8% 1.1M 4.6M -3.5M 1.33 47.65 N/A N/A 3,989 5,297 129,433 146,198 2022-08-10 $108.19 $110.00 36.7% 10.5% 48.4% 39.1% 38.2% 6.2% -0.0% 11.8M -260.3M -3.8M 0.54 36.16 N/A N/A 13,362 7,177 130,719 149,967 2022-08-11 $105.69 $110.00 38.8% 11.6% 48.5% 44.9% 39.2% 6.4% 2.1% 11.0M -174.9M -3.8M 1.03 45.93 N/A N/A 8,003 8,256 135,636 151,610 2022-08-12 $108.42 $110.00 37.4% 10.7% 47.8% 41.1% 40.7% 7.1% 0.1% 19.2M -274.0M -3.9M 0.54 37.01 N/A N/A 7,481 4,025 136,771 156,531 2022-08-15 $108.81 $110.00 38.1% 10.9% 47.8% 43.0% 43.0% 7.6% 1.0% 9.8M -238.5M -3.8M 1.28 16.42 N/A N/A 6,769 8,633 132,098 150,730 2022-08-16 $107.69 $110.00 37.3% 10.7% 43.9% 38.8% 40.9% 6.9% 1.8% 8.2M -193.5M -3.8M 1.57 36.98 N/A N/A 6,379 10,042 134,520 156,770 2022-08-17 $106.20 $110.00 38.2% 11.0% 43.9% 41.5% 36.7% 6.7% 0.8% 6.9M -134.3M -3.9M 1.48 42.16 N/A N/A 4,165 6,156 136,984 162,152 2022-08-18 $107.19 $110.00 37.3% 10.7% 41.5% 38.7% 36.3% 7.1% 0.0% 7.8M -170.0M -3.9M 0.88 25.44 N/A N/A 3,515 3,107 138,237 162,789 2022-08-19 $103.01 $110.00 38.1% 10.8% 44.1% 41.1% 39.5% 6.2% 1.8% -297.5K 10.3M -3.7M 1.05 31.09 N/A N/A 9,690 10,140 139,300 163,267 2022-08-22 $100.80 $110.00 41.9% 11.9% 44.9% 51.8% 43.2% 7.4% 0.0% -3.0M 88.1M -3.6M 1.79 14.70 N/A N/A 7,873 14,058 127,083 123,141 2022-08-23 $102.33 $110.00 42.3% 11.9% 42.7% 52.7% 41.8% 8.7% -0.2% -1.3M 39.1M -3.7M 0.82 14.97 N/A N/A 5,249 4,297 131,278 129,886 2022-08-24 $103.10 $110.00 41.3% 11.7% 40.2% 50.1% 39.5% 7.8% -0.4% 1.0M 11.3M -3.8M 0.96 18.80 N/A N/A 3,153 3,014 134,545 132,264 2022-08-25 $105.14 $110.00 38.9% 10.9% 38.1% 43.2% 39.2% 7.4% 0.9% 5.1M -73.0M -3.9M 0.48 20.33 N/A N/A 6,096 2,928 136,361 133,939 2022-08-26 $98.60 $110.00 44.0% 12.5% 44.4% 57.7% 43.5% 7.9% 0.0% -6.8M 178.4M -3.6M 1.51 13.73 N/A N/A 8,858 13,332 139,336 134,995 2022-08-29 $96.48 $110.00 44.8% 12.7% 45.0% 59.8% 44.5% 7.6% -0.5% -8.6M 256.8M -3.5M 0.68 6.75 N/A N/A 7,701 5,242 133,091 136,679 2022-08-30 $95.69 $110.00 44.8% 12.7% 44.8% 59.7% 45.6% 7.8% -0.6% -9.1M 278.0M -3.4M 1.76 11.76 N/A N/A 5,034 8,840 134,164 139,215 2022-08-31 $94.77 $110.00 45.1% 12.6% 44.8% 60.8% 44.9% 7.8% -0.3% -9.6M 306.8M -3.3M 0.47 5.61 N/A N/A 15,246 7,092 135,758 140,845
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