BX Options History — October 2022

In October 2022, BX traded between $83.25 and $93.63. ATM implied volatility averaged 51.3%, placing in the 75.7% IV rank vs the trailing year. The 30-day expected move averaged 14.8%. IV traded below realized volatility by 2.0% (HV 20d: 53.3%). Max pain ranged from $90.00 to $100.00. Net GEX was positive for 5 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 0.81.

Notable Days

  • 2022-10-04: Highest Volume — 57,171 contracts
  • 2022-10-20: Largest IV drop — 9.9% change
  • 2022-10-11: Highest IV Rank — 99.7%
  • 2022-10-12: Largest Expected Move — 16.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$88.52$83.25$93.63$86.35$91.74
Max Pain$97.38$90.00$100.00$90.00$95.00
ATM IV51.3%44.5%59.1%53.0%45.4%
Expected Move14.8%13.3%16.3%15.4%13.7%
HV 20d53.3%47.0%56.3%47.0%53.3%
HV 60d47.0%44.3%48.1%44.3%47.9%
IV Rank75.7%54.9%99.7%80.9%57.2%
IV Percentile80.6%55.6%99.2%89.7%61.9%
Term Structure-0.9%-3.2%0.9%-1.1%-0.2%
VWIV52.9%46.8%60.6%53.2%48.2%
Skew 25d8.6%6.3%10.3%8.7%7.6%
Skew 10d16.3%12.8%19.7%17.2%13.2%
Call IV 25d47.6%41.1%54.8%48.8%41.9%
Put IV 25d56.3%48.6%64.3%57.5%49.5%
Bid-Ask Spread %21.694.8137.9320.7513.85
Gamma HHI0.090.050.160.070.07
Net GEX-4.0M-14.6M19.3M-4.9M-3.8M
Net DEX235.9M-16.0M472.4M257.4M117.6M
Net VEX-3.5M-3.8M-3.2M-3.3M-3.7M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.810.301.830.371.30
Total Volume36,146.8117,74557,17128,89517,745
Total OI333,581.857288,194366,122288,194339,582

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-10-03$86.35$90.0053.0%15.4%47.0%80.9%53.2%8.7%-1.1%-4.9M257.4M-3.3M0.3720.75N/AN/A21,0997,796132,789155,405
2022-10-04$93.04$90.0050.4%14.8%54.5%73.1%56.1%10.2%0.1%1.4M10.9M-3.6M1.1614.86N/AN/A26,50630,665138,579157,718
2022-10-05$92.02$90.0051.8%15.2%53.8%77.2%53.3%10.3%-1.6%639.8K59.9M-3.7M1.8314.05N/AN/A16,38630,029144,483170,104
2022-10-06$91.79$100.0051.8%14.7%53.8%77.3%53.9%10.3%-2.1%-276.8K87.7M-3.8M0.9129.61N/AN/A14,90913,502146,792183,046
2022-10-07$86.26$100.0055.1%15.5%55.9%87.4%54.1%9.8%-0.3%-9.9M345.4M-3.5M0.7930.69N/AN/A16,45513,055148,366188,325
2022-10-10$85.95$100.0056.3%15.7%55.6%91.2%54.5%9.1%-1.3%-10.2M354.1M-3.4M1.6137.93N/AN/A17,92728,914138,648184,173
2022-10-11$83.25$100.0059.1%16.2%51.2%99.7%60.6%9.5%-2.6%-12.3M453.8M-3.4M1.0135.69N/AN/A15,54515,772141,947190,776
2022-10-12$85.34$100.0058.3%16.3%51.8%97.2%56.0%9.0%-1.0%-10.3M376.9M-3.5M0.4721.72N/AN/A16,3667,644143,489194,291
2022-10-13$86.32$100.0056.4%16.1%52.1%91.3%56.8%8.5%-0.1%-10.3M348.4M-3.5M0.3620.09N/AN/A20,0577,313145,424196,448
2022-10-14$84.34$100.0055.2%15.6%51.8%87.7%58.0%8.5%-1.5%-11.1M442.1M-3.4M0.8134.03N/AN/A16,78113,629147,321197,970
2022-10-17$88.15$100.0052.6%14.9%53.6%79.7%54.4%10.2%-1.1%-7.8M275.1M-3.5M0.4529.14N/AN/A18,5658,310138,013189,509
2022-10-18$90.27$100.0052.5%15.0%53.0%79.5%55.6%10.2%-1.8%-4.6M183.2M-3.6M0.4826.05N/AN/A20,3649,695143,163192,197
2022-10-19$87.36$100.0054.5%15.6%53.4%85.7%53.2%8.4%-3.2%-7.3M296.5M-3.4M0.668.96N/AN/A20,00513,118147,544194,225
2022-10-20$83.79$100.0049.1%14.1%54.2%69.0%49.5%7.8%-1.2%-14.6M472.4M-3.2M0.7120.30N/AN/A23,45516,746152,250201,106
2022-10-21$85.44$100.0047.8%13.9%53.4%64.9%46.8%8.1%-1.5%-8.9M400.5M-3.2M0.7130.42N/AN/A20,88314,830154,606203,711
2022-10-24$86.30$100.0047.9%14.1%53.5%65.5%50.1%7.8%0.9%-7.7M314.8M-3.2M0.714.81N/AN/A20,11114,336131,844179,164
2022-10-25$91.36$95.0045.7%13.6%56.3%58.6%48.1%6.9%0.4%-2.4M131.5M-3.5M0.8014.84N/AN/A30,68624,689136,491186,561
2022-10-26$92.60$95.0044.5%13.3%54.0%54.9%51.5%6.8%0.2%7.8M45.5M-3.6M0.5714.83N/AN/A28,69316,355152,154195,506
2022-10-27$93.52$95.0044.9%13.5%53.3%55.5%48.2%6.3%0.0%13.2M-16.0M-3.7M0.3012.07N/AN/A34,78310,295161,021194,356
2022-10-28$93.63$95.0044.8%13.5%53.2%55.3%49.2%7.6%0.1%19.3M-4.6M-3.8M1.0720.77N/AN/A21,82123,248168,516197,606
2022-10-31$91.74$95.0045.4%13.7%53.3%57.2%48.2%7.6%-0.2%-3.8M117.6M-3.7M1.3013.85N/AN/A7,71710,028143,324196,258