BX Options History — February 2023 In February 2023, BX traded between $89.03 and $99.45. ATM implied volatility averaged 38.6%, placing in the 14.8% IV rank vs the trailing year. The 30-day expected move averaged 11.1%. IV traded above realized volatility by 2.9% (HV 20d: 35.7%). Max pain ranged from $89.00 to $95.00. Net GEX was positive for 6 of 19 trading days. Term structure was in contango for 6 of 19 days. Put/call ratio averaged 2.91.
Notable Days 2023-02-02 : Highest Volume — 99,972 contracts2023-02-21 : Largest IV spike — 8.9% change2023-02-22 : Highest IV Rank — 24.0%2023-02-09 : Largest Expected Move — 11.7%Monthly Statistics Metric Avg Min Max Open Close Price $93.91 $89.03 $99.45 $97.98 $90.90 Max Pain $92.84 $89.00 $95.00 $89.00 $92.50 ATM IV 38.6% 35.1% 40.9% 35.1% 38.0% Expected Move 11.1% 10.5% 11.7% 10.5% 11.1% HV 20d 35.7% 30.4% 39.8% 33.1% 30.9% HV 60d 43.4% 38.9% 52.7% 52.5% 38.9% IV Rank 14.8% 3.1% 24.0% 3.1% 12.0% IV Percentile 10.6% 0.4% 19.8% 0.4% 8.3% Term Structure -0.2% -1.2% 2.0% -0.6% -0.8% VWIV 41.2% 37.5% 45.6% 38.0% 38.5% Skew 25d 6.2% 4.8% 7.0% 6.4% 6.1% Skew 10d 12.3% 9.1% 15.5% 11.6% 11.2% Call IV 25d 35.7% 32.6% 37.5% 32.6% 35.1% Put IV 25d 41.9% 39.0% 44.3% 39.0% 41.2% Bid-Ask Spread % 5.11 3.50 7.61 5.29 4.49 Gamma HHI 0.07 0.05 0.10 0.06 0.08 Net GEX -3.0M -16.1M 13.8M 11.4M -7.5M Net DEX -101.8M -648.3M 177.7M -563.5M 66.8M Net VEX -4.7M -4.9M -4.4M -4.4M -4.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 2.91 0.31 7.69 1.31 3.35 Total Volume 28,295.684 12,736 99,972 22,773 20,076 Total OI 514,297.632 434,965 560,507 532,870 481,431
Daily Data (19 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 2023-02-01 $97.98 $89.00 35.1% 10.5% 33.1% 3.1% 38.0% 6.4% -0.6% 11.4M -563.5M -4.4M 1.31 5.29 N/A N/A 9,875 12,898 164,930 367,940 2023-02-02 $99.45 $90.00 37.5% 10.6% 33.1% 12.5% 38.6% 4.8% -0.8% 13.8M -648.3M -4.4M 0.31 5.27 N/A N/A 76,457 23,515 167,477 373,715 2023-02-03 $96.92 $92.50 38.0% 10.9% 35.0% 14.5% 38.6% 6.0% -0.4% -2.2M -220.2M -4.8M 2.11 6.61 N/A N/A 11,229 23,740 143,183 386,190 2023-02-06 $95.50 $95.00 38.8% 11.2% 35.1% 15.3% 43.8% 6.3% 0.0% -4.9M -118.5M -4.8M 2.67 4.28 N/A N/A 6,552 17,516 143,221 371,531 2023-02-07 $96.78 $95.00 37.8% 10.9% 35.0% 11.2% 40.6% 5.9% 0.3% -1.3M -199.6M -4.8M 1.10 4.68 N/A N/A 7,691 8,494 146,237 379,581 2023-02-08 $94.91 $95.00 38.5% 11.2% 36.0% 13.8% 41.7% 6.4% 0.3% -6.0M -84.2M -4.9M 1.99 5.17 N/A N/A 5,009 9,967 149,428 382,221 2023-02-09 $91.34 $95.00 40.1% 11.7% 38.4% 20.5% 44.2% 6.0% 1.1% -16.1M 133.9M -4.8M 6.40 7.61 N/A N/A 4,934 31,580 150,910 386,252 2023-02-10 $92.80 $95.00 39.4% 11.7% 38.3% 17.8% 42.2% 6.3% 2.0% -14.8M 54.3M -4.9M 2.71 5.75 N/A N/A 7,487 20,289 152,225 396,782 2023-02-13 $96.22 $92.50 40.0% 11.6% 39.8% 20.0% 42.2% 7.0% -0.4% 707.2K -189.2M -4.9M 1.54 3.90 N/A N/A 8,664 13,326 149,586 382,392 2023-02-14 $96.39 $92.50 37.6% 10.8% 39.8% 10.3% 43.0% 6.3% 0.4% 5.6M -223.8M -4.8M 3.49 5.31 N/A N/A 3,967 13,850 154,453 389,169 2023-02-15 $96.22 $92.50 37.9% 10.9% 38.9% 11.3% 42.6% 6.4% -0.8% 8.0M -224.3M -4.7M 6.52 4.53 N/A N/A 2,931 19,117 155,661 392,329 2023-02-16 $94.43 $92.50 37.7% 10.8% 37.3% 10.7% 37.5% 6.2% -0.4% 1.4M -118.5M -4.7M 2.34 5.41 N/A N/A 4,530 10,613 156,316 397,212 2023-02-17 $93.33 $92.50 37.5% 10.8% 36.0% 9.8% 39.0% 5.9% -0.1% -5.5M -52.0M -4.6M 1.85 3.50 N/A N/A 9,626 17,771 157,010 403,497 2023-02-21 $90.93 $92.50 40.9% 11.7% 36.0% 23.8% 41.2% 7.0% -1.2% -4.8M 30.4M -4.5M 2.21 4.23 N/A N/A 8,466 18,723 140,954 294,011 2023-02-22 $90.36 $92.50 40.9% 11.7% 36.1% 24.0% 42.8% 6.1% -0.9% -7.1M 64.5M -4.5M 2.10 4.12 N/A N/A 4,882 10,254 144,594 304,224 2023-02-23 $91.06 $92.50 39.4% 11.2% 36.1% 17.7% 45.6% 6.3% -0.9% -6.5M 42.0M -4.6M 4.40 5.97 N/A N/A 6,872 30,214 146,712 308,772 2023-02-24 $89.03 $92.50 39.5% 11.4% 32.4% 18.0% 42.1% 6.2% -0.8% -11.2M 177.7M -4.6M 7.69 6.62 N/A N/A 5,035 38,732 151,301 325,187 2023-02-27 $89.66 $92.50 38.8% 11.2% 30.4% 15.1% 40.6% 5.9% -0.7% -10.5M 138.5M -4.6M 1.15 4.41 N/A N/A 5,916 6,820 145,348 329,673 2023-02-28 $90.90 $92.50 38.0% 11.1% 30.9% 12.0% 38.5% 6.1% -0.8% -7.5M 66.8M -4.6M 3.35 4.49 N/A N/A 4,615 15,461 149,005 332,426
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