BX Options History — September 2022

In September 2022, BX traded between $82.02 and $100.87. ATM implied volatility averaged 48.1%, placing in the 67.1% IV rank vs the trailing year. The 30-day expected move averaged 13.9%. IV traded above realized volatility by 5.1% (HV 20d: 43.0%). Max pain ranged from $90.00 to $110.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 1.05.

Notable Days

  • 2022-09-29: Highest Volume — 53,232 contracts
  • 2022-09-13: Largest IV spike — 16.4% change
  • 2022-09-29: Highest IV Rank — 92.5%
  • 2022-09-27: Largest Expected Move — 16.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$91.26$82.02$100.87$93.74$84.11
Max Pain$98.05$90.00$110.00$110.00$90.00
ATM IV48.1%38.6%56.8%45.1%55.0%
Expected Move13.9%11.5%16.2%12.8%15.4%
HV 20d43.0%35.0%45.7%44.6%45.6%
HV 60d45.1%43.2%50.7%50.7%43.9%
IV Rank67.1%40.2%92.5%60.7%87.1%
IV Percentile76.7%42.1%96.8%72.6%94.0%
Term Structure0.4%-1.6%2.4%-0.2%-0.1%
VWIV48.7%39.1%56.1%46.1%54.1%
Skew 25d8.4%6.5%10.3%8.0%10.2%
Skew 10d17.3%12.7%21.5%13.6%18.7%
Call IV 25d44.2%35.8%52.3%42.0%49.9%
Put IV 25d52.7%42.6%62.3%50.0%60.1%
Bid-Ask Spread %29.554.9359.0913.0613.15
Gamma HHI0.110.060.330.090.09
Net GEX-10.1M-30.5M-1.7M-10.7M-9.4M
Net DEX293.7M76.8M446.0M342.8M351.9M
Net VEX-3.2M-3.5M-2.8M-3.3M-3.2M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.050.312.810.940.52
Total Volume25,702.9529,71553,23211,97026,595
Total OI277,567.857230,402310,358279,791308,645

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-09-01$93.74$110.0045.1%12.8%44.6%60.7%46.1%8.0%-0.2%-10.7M342.8M-3.3M0.9413.06N/AN/A6,1595,811137,186142,605
2022-09-02$93.18$110.0044.7%12.8%44.5%59.6%48.3%7.5%-0.6%-10.3M355.4M-3.3M1.604.93N/AN/A10,57316,895139,157144,342
2022-09-06$94.22$100.0046.6%13.4%44.1%64.8%51.2%8.3%-1.0%-9.7M325.7M-3.3M0.8046.75N/AN/A15,21812,246135,287143,372
2022-09-07$96.43$100.0044.2%13.1%44.6%56.5%45.1%7.9%0.0%-8.9M262.4M-3.5M0.4144.68N/AN/A16,3966,694137,232148,679
2022-09-08$96.47$100.0042.2%12.5%35.0%50.6%41.6%7.2%-0.4%-7.5M254.7M-3.4M0.7944.53N/AN/A6,2924,974139,858149,175
2022-09-09$99.86$100.0038.6%11.5%37.1%40.2%39.1%6.8%-0.1%-1.7M103.9M-3.5M0.7142.64N/AN/A9,6416,893141,316150,227
2022-09-12$100.87$100.0038.8%11.6%35.9%40.8%40.4%6.9%1.9%-6.2M76.8M-3.5M0.8046.04N/AN/A7,1945,749139,106146,577
2022-09-13$93.93$100.0045.1%13.2%43.1%58.2%46.0%8.3%0.7%-10.3M342.7M-3.3M1.0141.81N/AN/A21,05821,317142,525148,135
2022-09-14$95.44$100.0044.1%13.0%43.8%53.7%47.3%6.5%1.3%-16.1M320.6M-3.4M1.0549.53N/AN/A6,5706,901143,985158,453
2022-09-15$95.03$100.0044.5%13.0%43.7%55.0%47.2%7.2%0.4%-16.9M357.5M-3.3M2.8159.09N/AN/A5,63315,850147,178162,072
2022-09-16$92.27$100.0048.3%14.1%44.1%66.7%48.5%7.9%0.9%-30.5M446.0M-3.2M1.1537.76N/AN/A19,34422,211149,254161,104
2022-09-19$94.72$100.0045.1%13.0%43.9%56.8%46.1%10.0%2.4%-4.0M111.9M-3.3M0.6916.75N/AN/A10,2877,113115,568114,834
2022-09-20$91.37$95.0049.7%14.3%45.0%70.9%49.6%8.9%2.3%-6.4M198.3M-3.2M1.1923.55N/AN/A9,76811,590122,720119,552
2022-09-21$89.01$95.0049.9%14.3%44.9%71.4%48.1%7.7%1.1%-9.8M273.6M-3.1M0.5718.98N/AN/A6,1953,520126,568126,221
2022-09-22$86.07$95.0052.4%14.9%45.5%79.2%52.5%9.2%0.8%-11.2M364.7M-2.9M1.2721.09N/AN/A14,24718,110128,966127,199
2022-09-23$83.40$95.0053.7%15.3%44.9%83.1%53.5%9.1%0.9%-15.6M433.5M-2.9M1.9820.67N/AN/A11,33222,428134,131135,141
2022-09-26$83.63$94.0055.1%15.6%40.6%87.4%53.2%10.3%0.4%-7.6M330.6M-2.9M0.3420.35N/AN/A20,0066,744128,732125,708
2022-09-27$82.02$92.0056.6%16.2%40.5%92.0%55.2%10.0%-0.2%-7.6M363.4M-2.8M0.3112.76N/AN/A21,4586,558132,221127,372
2022-09-28$86.19$92.0053.6%15.0%45.4%82.8%54.6%9.2%-0.9%-4.6M241.4M-3.1M0.9918.09N/AN/A20,60020,360136,728128,585
2022-09-29$84.45$91.0056.8%16.1%45.7%92.5%56.1%10.3%-1.6%-6.6M308.9M-3.1M2.1524.42N/AN/A16,89836,334142,465140,744
2022-09-30$84.11$90.0055.0%15.4%45.6%87.1%54.1%10.2%-0.1%-9.4M351.9M-3.2M0.5213.15N/AN/A17,4949,101144,181164,464