BX Options History — March 2023 In March 2023, BX traded between $80.14 and $91.82. ATM implied volatility averaged 48.9%, placing in the 53.6% IV rank vs the trailing year. The 30-day expected move averaged 14.3%. IV traded above realized volatility by 5.6% (HV 20d: 43.3%). Max pain ranged from $87.50 to $92.50. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 9 of 23 days. Put/call ratio averaged 2.50.
Notable Days 2023-03-10 : Highest Volume — 240,536 contracts2023-03-10 : Largest IV spike — 31.5% change2023-03-10 : Highest IV Rank — 100.0%2023-03-24 : Largest Expected Move — 17.2%Monthly Statistics Metric Avg Min Max Open Close Price $86.29 $80.14 $91.82 $90.03 $87.43 Max Pain $90.09 $87.50 $92.50 $92.50 $87.50 ATM IV 48.9% 36.4% 61.0% 38.6% 44.6% Expected Move 14.3% 10.8% 17.2% 11.3% 12.7% HV 20d 43.3% 28.6% 52.0% 31.0% 52.0% HV 60d 39.6% 35.7% 41.7% 37.1% 40.6% IV Rank 53.6% 5.1% 100.0% 14.2% 36.5% IV Percentile 60.6% 1.2% 100.0% 11.1% 39.7% Term Structure -0.0% -1.9% 3.2% -0.6% -0.6% VWIV 52.2% 37.8% 66.9% 40.4% 46.0% Skew 25d 9.8% 5.3% 16.2% 6.5% 8.4% Skew 10d 20.1% 10.8% 32.9% 11.9% 16.3% Call IV 25d 44.2% 33.9% 54.7% 35.4% 40.0% Put IV 25d 54.0% 39.3% 68.3% 41.9% 48.3% Bid-Ask Spread % 15.26 3.24 42.25 4.02 4.99 Gamma HHI 0.10 0.07 0.25 0.08 0.07 Net GEX -14.4M -30.7M -3.8M -9.3M -3.8M Net DEX 280.1M 12.5M 731.4M 114.9M 116.0M Net VEX -5.1M -5.5M -4.6M -4.7M -5.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 2.50 0.77 8.66 2.37 0.77 Total Volume 42,054.174 13,098 240,536 16,259 17,094 Total OI 474,622.261 396,648 562,185 489,232 435,141
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 2023-03-01 $90.03 $92.50 38.6% 11.3% 31.0% 14.2% 40.4% 6.5% -0.6% -9.3M 114.9M -4.7M 2.37 4.02 N/A N/A 4,822 11,437 152,050 337,182 2023-03-02 $89.35 $92.50 38.2% 11.4% 29.2% 12.8% 40.5% 5.5% -0.8% -11.5M 153.8M -4.7M 2.15 6.56 N/A N/A 7,104 15,293 153,936 339,137 2023-03-03 $90.88 $92.50 36.8% 10.8% 29.4% 6.9% 37.8% 5.7% -0.1% -7.6M 72.2M -4.7M 1.19 4.39 N/A N/A 22,901 27,199 155,907 344,780 2023-03-06 $91.58 $92.50 36.4% 11.1% 28.6% 5.1% 40.5% 5.4% 1.2% -5.4M 32.9M -4.7M 1.92 10.79 N/A N/A 6,712 12,889 151,789 329,458 2023-03-07 $89.88 $92.50 37.2% 11.2% 28.8% 8.7% 39.9% 5.3% 0.2% -9.2M 126.1M -4.6M 2.78 9.86 N/A N/A 4,979 13,854 155,447 335,200 2023-03-08 $91.82 $90.00 37.2% 11.2% 29.6% 8.5% 41.7% 6.2% -0.6% -4.0M 12.5M -4.7M 2.14 14.87 N/A N/A 5,449 11,634 157,359 340,385 2023-03-09 $84.75 $90.00 46.3% 13.6% 40.1% 46.3% 50.8% 6.5% -1.7% -19.9M 414.1M -4.6M 4.77 22.11 N/A N/A 12,675 60,510 160,056 346,099 2023-03-10 $80.14 $90.00 60.9% 17.1% 42.4% 100.0% 62.9% 13.8% -0.8% -30.7M 731.4M -4.8M 8.66 14.37 N/A N/A 24,891 215,645 162,948 370,277 2023-03-13 $83.44 $90.00 61.0% 17.2% 45.0% 100.0% 66.9% 16.2% -0.4% -22.2M 511.7M -5.3M 2.97 16.43 N/A N/A 17,506 52,013 166,460 361,604 2023-03-14 $86.07 $90.00 51.1% 15.5% 44.4% 61.8% 62.0% 12.4% 3.2% -17.5M 348.3M -5.4M 2.87 15.51 N/A N/A 12,769 36,674 173,614 365,839 2023-03-15 $86.45 $90.00 56.5% 16.5% 44.4% 82.6% 63.4% 14.0% 0.8% -15.3M 303.1M -5.4M 3.71 35.83 N/A N/A 6,673 24,754 179,000 357,770 2023-03-16 $88.10 $90.00 52.0% 15.6% 45.3% 65.2% 56.3% 14.5% 3.0% -13.1M 203.5M -5.5M 1.33 33.77 N/A N/A 16,112 21,499 180,063 370,325 2023-03-17 $84.76 $90.00 55.1% 16.4% 46.6% 77.3% 63.1% 13.0% 2.8% -24.9M 422.9M -5.3M 3.66 42.25 N/A N/A 12,464 45,562 186,983 375,202 2023-03-20 $82.29 $90.00 57.2% 16.7% 47.4% 85.4% 58.4% 12.8% -0.4% -17.9M 449.0M -5.3M 2.31 18.41 N/A N/A 9,657 22,265 147,427 249,221 2023-03-21 $86.84 $90.00 48.6% 14.1% 51.3% 52.1% 48.8% 9.8% 0.6% -12.6M 207.8M -5.4M 1.83 14.28 N/A N/A 13,124 24,079 151,881 258,918 2023-03-22 $84.69 $90.00 51.0% 14.6% 51.9% 61.2% 50.8% 8.1% 0.6% -13.9M 295.1M -5.4M 1.28 26.65 N/A N/A 8,491 10,832 159,228 257,273 2023-03-23 $84.06 $90.00 55.9% 16.0% 51.8% 80.3% 55.8% 10.7% 0.8% -14.7M 336.3M -5.4M 1.82 14.41 N/A N/A 8,954 16,306 160,808 258,753 2023-03-24 $83.74 $90.00 59.7% 17.2% 51.3% 94.9% 63.6% 12.0% -1.8% -17.2M 348.8M -5.5M 2.16 12.04 N/A N/A 10,784 23,310 165,411 262,196 2023-03-27 $84.50 $89.00 52.8% 15.2% 51.3% 68.4% 55.7% 10.1% -1.3% -15.0M 308.4M -5.3M 1.61 12.24 N/A N/A 10,607 17,102 159,599 250,555 2023-03-28 $83.36 $88.00 52.4% 15.0% 51.1% 66.7% 55.7% 10.3% -1.9% -17.3M 380.4M -5.2M 0.78 3.24 N/A N/A 10,293 8,052 166,342 259,107 2023-03-29 $84.91 $87.50 48.5% 13.9% 51.7% 51.8% 49.2% 9.2% -1.4% -14.5M 297.9M -5.2M 0.87 6.34 N/A N/A 6,993 6,105 169,486 261,499 2023-03-30 $85.50 $87.50 46.9% 13.4% 51.7% 45.4% 50.6% 9.9% -1.4% -14.1M 254.6M -5.2M 3.44 7.60 N/A N/A 8,818 30,360 171,467 263,130 2023-03-31 $87.43 $87.50 44.6% 12.7% 52.0% 36.5% 46.0% 8.4% -0.6% -3.8M 116.0M -5.2M 0.77 4.99 N/A N/A 9,683 7,411 173,841 261,300
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