BX Options History — November 2022

In November 2022, BX traded between $87.63 and $109.14. ATM implied volatility averaged 44.7%, placing in the 50.4% IV rank vs the trailing year. The 30-day expected move averaged 13.2%. IV traded below realized volatility by 16.4% (HV 20d: 61.1%). Max pain ranged from $92.50 to $97.50. Net GEX was positive for 3 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 1.69.

Notable Days

  • 2022-11-15: Highest Volume — 86,075 contracts
  • 2022-11-28: Largest IV spike — 7.1% change
  • 2022-11-17: Highest IV Rank — 66.1%
  • 2022-11-17: Largest Expected Move — 14.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$92.93$87.63$109.14$92.62$90.32
Max Pain$95.24$92.50$97.50$95.00$95.00
ATM IV44.7%42.4%49.0%44.1%43.8%
Expected Move13.2%12.2%14.1%13.3%13.6%
HV 20d61.1%40.8%71.8%46.3%70.2%
HV 60d53.0%45.3%57.8%47.8%56.9%
IV Rank50.4%39.1%66.1%51.0%42.1%
IV Percentile54.8%40.5%72.6%52.0%46.0%
Term Structure0.0%-1.6%1.8%-0.2%-0.1%
VWIV46.6%43.5%49.5%46.3%46.9%
Skew 25d6.4%4.9%8.2%7.0%5.9%
Skew 10d12.8%10.2%16.7%13.4%12.3%
Call IV 25d41.9%38.4%45.8%41.1%41.2%
Put IV 25d48.3%45.5%52.6%48.2%47.1%
Bid-Ask Spread %14.703.9134.078.485.52
Gamma HHI0.080.050.240.060.07
Net GEX-7.9M-26.5M11.2M-2.5M-10.3M
Net DEX144.3M-699.6M451.8M89.1M256.5M
Net VEX-3.9M-4.4M-3.5M-3.8M-3.8M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.690.746.270.952.60
Total Volume32,691.2385,75086,07515,06946,042
Total OI367,262.381340,453422,975345,459366,392

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-11-01$92.62$95.0044.1%13.3%46.3%51.0%46.3%7.0%-0.2%-2.5M89.1M-3.8M0.958.48N/AN/A7,7367,333145,850199,609
2022-11-02$92.27$95.0044.5%13.3%46.1%51.2%45.9%6.2%-0.1%-1.7M93.1M-3.7M0.7514.98N/AN/A7,9725,995148,169200,868
2022-11-03$89.00$95.0044.7%12.8%47.9%52.1%45.8%6.6%0.0%-9.2M247.3M-3.5M1.8311.33N/AN/A10,50919,260149,778201,650
2022-11-04$90.52$95.0043.2%12.8%42.5%47.1%45.2%6.2%0.6%-6.8M186.2M-3.6M0.7714.44N/AN/A11,3288,721151,531204,873
2022-11-07$92.01$95.0042.9%12.6%42.8%45.9%44.2%6.3%1.1%-4.1M116.4M-3.6M1.3116.49N/AN/A8,50011,135143,632196,821
2022-11-08$93.19$95.0043.3%12.9%40.8%47.5%48.4%6.9%1.8%-1.7M68.9M-3.8M1.645.86N/AN/A7,06311,564147,746201,558
2022-11-09$89.99$95.0045.2%13.4%42.5%53.7%46.3%6.8%1.4%-5.6M204.0M-3.6M0.7624.88N/AN/A10,0527,623149,395201,445
2022-11-10$103.27$92.5042.4%12.2%64.1%44.3%47.7%8.2%0.3%8.2M-433.0M-4.0M0.8728.97N/AN/A27,72123,999153,034202,278
2022-11-11$109.14$95.0042.8%12.4%64.9%45.7%45.6%7.6%0.9%11.2M-699.6M-4.1M1.8915.63N/AN/A26,98851,125159,164207,348
2022-11-14$102.17$95.0045.5%13.2%69.5%54.6%46.2%6.8%-1.0%342.3K-218.4M-4.4M0.9934.07N/AN/A11,45011,359160,536229,283
2022-11-15$98.05$97.5046.5%13.4%71.3%58.1%49.2%6.3%0.0%-4.8M5.8M-4.2M6.2730.80N/AN/A11,84274,233162,869230,624
2022-11-16$94.48$97.5047.5%13.6%71.6%61.2%49.5%6.3%0.2%-10.5M236.1M-4.3M1.2518.24N/AN/A11,13713,965164,796249,961
2022-11-17$90.55$97.5049.0%14.1%71.6%66.1%49.1%6.9%-0.9%-16.8M451.8M-4.1M2.9126.70N/AN/A14,87943,366166,093253,236
2022-11-18$91.56$95.0046.0%13.2%71.5%54.8%47.1%6.3%-0.4%-9.2M338.3M-4.0M1.9021.25N/AN/A11,39121,697169,731253,244
2022-11-21$89.97$95.0046.9%13.5%71.8%57.5%46.0%6.5%-1.0%-14.1M329.6M-3.9M1.194.52N/AN/A15,26218,150150,456193,743
2022-11-22$87.63$95.0045.3%13.4%69.4%50.8%46.2%5.6%-0.5%-17.2M429.9M-3.7M2.405.13N/AN/A17,22141,324156,056196,031
2022-11-23$88.65$95.0043.8%12.8%69.3%42.9%44.3%5.2%-1.6%-18.9M365.7M-3.8M2.746.30N/AN/A7,32120,041162,335203,743
2022-11-25$90.10$95.0042.7%12.5%69.5%39.1%43.5%5.0%-0.2%-26.5M265.2M-3.8M0.804.71N/AN/A3,1982,552164,315203,450
2022-11-28$88.25$95.0045.8%13.9%69.8%49.6%49.4%6.4%0.1%-11.9M341.8M-3.7M0.943.91N/AN/A7,1526,742158,162194,332
2022-11-29$87.87$95.0043.9%13.3%69.5%42.6%46.0%4.9%-0.0%-13.5M354.8M-3.6M0.746.55N/AN/A6,6634,905160,390197,983
2022-11-30$90.32$95.0043.8%13.6%70.2%42.1%46.9%5.9%-0.1%-10.3M256.5M-3.8M2.605.52N/AN/A12,79433,248163,613202,779