BX Options History — May 2023 In May 2023, BX traded between $80.43 and $89.28. ATM implied volatility averaged 37.7%, placing in the 20.1% IV rank vs the trailing year. The 30-day expected move averaged 11.2%. IV traded above realized volatility by 1.4% (HV 20d: 36.3%). Max pain ranged from $85.00 to $90.00. Net GEX was positive for 7 of 22 trading days. Term structure was in contango for 7 of 22 days. Put/call ratio averaged 1.00.
Notable Days 2023-05-04 : Highest Volume — 61,001 contracts2023-05-02 : Largest IV spike — 10.7% change2023-05-04 : Highest IV Rank — 37.7%2023-05-04 : Largest Expected Move — 12.8%Monthly Statistics Metric Avg Min Max Open Close Price $83.66 $80.43 $89.28 $89.28 $86.25 Max Pain $87.73 $85.00 $90.00 $90.00 $85.00 ATM IV 37.7% 35.1% 42.8% 35.4% 39.3% Expected Move 11.2% 10.2% 12.8% 10.6% 12.0% HV 20d 36.3% 29.5% 40.0% 36.3% 29.5% HV 60d 40.8% 39.9% 41.4% 39.9% 41.2% IV Rank 20.1% 11.3% 37.7% 12.2% 25.5% IV Percentile 11.3% 1.2% 31.3% 2.0% 23.8% Term Structure -0.4% -2.2% 2.5% 0.1% -0.9% VWIV 39.4% 36.0% 43.8% 37.6% 43.0% Skew 25d 6.6% 5.2% 8.7% 5.6% 5.2% Skew 10d 12.6% 10.3% 16.9% 10.9% 10.3% Call IV 25d 34.7% 31.4% 39.2% 32.8% 37.0% Put IV 25d 41.3% 37.6% 47.8% 38.4% 42.2% Bid-Ask Spread % 3.95 2.14 8.28 3.66 6.33 Gamma HHI 0.11 0.06 0.26 0.06 0.10 Net GEX -9.0M -27.2M 28.2M -3.4M 28.2M Net DEX 255.6M -127.6M 546.1M 17.2M -111.0M Net VEX -5.1M -5.4M -4.8M -5.4M -5.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.00 0.24 2.85 0.56 0.65 Total Volume 26,012 9,032 61,001 40,040 41,017 Total OI 428,230.455 392,881 460,797 392,881 439,860
Daily Data (22 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 2023-05-01 $89.28 $90.00 35.4% 10.6% 36.3% 12.2% 37.6% 5.6% 0.1% -3.4M 17.2M -5.4M 0.56 3.66 N/A N/A 25,592 14,448 174,794 218,087 2023-05-02 $84.63 $90.00 39.2% 11.5% 40.0% 25.2% 43.1% 7.4% 0.3% -13.6M 322.1M -5.3M 1.95 5.06 N/A N/A 14,606 28,514 192,749 226,974 2023-05-03 $83.48 $90.00 40.3% 12.1% 36.5% 29.1% 43.8% 7.5% -0.1% -18.1M 395.1M -5.3M 0.88 6.08 N/A N/A 12,180 10,776 195,496 235,684 2023-05-04 $80.65 $90.00 42.8% 12.8% 38.6% 37.7% 41.7% 8.7% -0.5% -22.2M 546.1M -5.0M 2.85 8.28 N/A N/A 15,832 45,169 197,408 235,497 2023-05-05 $82.16 $90.00 38.6% 11.4% 38.9% 23.1% 40.9% 7.4% 0.1% -24.1M 471.4M -5.2M 0.95 3.15 N/A N/A 15,126 14,322 201,688 243,746 2023-05-08 $81.48 $90.00 38.4% 11.1% 38.9% 22.4% 39.6% 6.8% -0.0% -23.1M 472.1M -5.1M 0.83 2.36 N/A N/A 13,459 11,156 181,027 239,059 2023-05-09 $81.74 $90.00 38.7% 11.4% 37.5% 23.5% 40.3% 7.2% 0.8% -22.3M 449.5M -5.2M 0.82 5.85 N/A N/A 6,332 5,195 187,948 245,501 2023-05-10 $83.23 $90.00 36.4% 10.7% 37.8% 15.5% 38.2% 6.2% 0.9% -19.6M 355.4M -5.2M 1.41 5.02 N/A N/A 7,883 11,100 189,908 246,836 2023-05-11 $82.71 $87.50 36.3% 11.0% 37.1% 15.2% 38.4% 6.0% 2.5% -20.1M 380.4M -5.1M 0.94 2.60 N/A N/A 8,244 7,749 192,832 245,325 2023-05-12 $82.60 $87.50 36.5% 10.8% 37.0% 15.8% 38.6% 6.9% 1.6% -18.5M 395.4M -5.1M 0.64 4.76 N/A N/A 7,835 5,024 195,179 248,993 2023-05-15 $83.00 $87.50 36.1% 10.5% 36.2% 14.6% 36.0% 6.9% -0.5% -22.2M 362.0M -5.0M 0.91 2.14 N/A N/A 8,363 7,617 187,361 237,598 2023-05-16 $80.43 $87.50 39.1% 11.3% 33.2% 24.8% 39.6% 7.5% -1.8% -26.9M 518.6M -4.8M 1.52 2.69 N/A N/A 10,062 15,300 192,278 238,825 2023-05-17 $83.70 $87.50 36.9% 10.6% 36.0% 17.3% 36.0% 6.3% -1.3% -16.1M 278.0M -5.1M 0.57 2.31 N/A N/A 13,771 7,850 194,084 242,064 2023-05-18 $83.43 $87.50 35.6% 10.2% 36.0% 12.9% 36.5% 6.7% -0.8% -17.4M 284.0M -5.0M 0.31 2.30 N/A N/A 20,218 6,180 199,607 243,070 2023-05-19 $82.91 $87.50 36.2% 10.6% 35.2% 14.8% 36.9% 7.0% -2.2% -27.2M 286.1M -5.0M 1.44 4.66 N/A N/A 12,772 18,340 216,600 244,197 2023-05-22 $85.31 $87.50 35.1% 10.4% 37.0% 11.3% 37.7% 6.2% -0.4% 5.5M 53.0M -5.2M 0.95 2.35 N/A N/A 17,412 16,612 196,505 203,685 2023-05-23 $84.19 $85.00 35.9% 10.7% 36.0% 13.8% 38.1% 6.3% -0.2% 8.4M 79.7M -5.1M 1.26 3.78 N/A N/A 5,567 7,006 208,544 200,100 2023-05-24 $83.25 $85.00 39.0% 11.6% 36.0% 24.5% 40.5% 6.5% -1.0% 3.7M 136.6M -5.1M 1.04 3.35 N/A N/A 5,399 5,633 210,682 203,054 2023-05-25 $83.81 $85.00 38.1% 11.4% 35.3% 21.5% 39.3% 6.6% -1.0% 7.2M 96.2M -5.1M 0.79 3.33 N/A N/A 5,060 3,972 212,545 204,420 2023-05-26 $85.64 $85.00 37.7% 11.4% 35.0% 20.0% 39.8% 5.8% -2.0% 16.5M -37.3M -5.2M 0.24 3.51 N/A N/A 39,024 9,338 214,220 205,879 2023-05-30 $86.58 $85.00 38.0% 11.6% 35.3% 21.0% 41.1% 5.6% -1.9% 27.7M -127.6M -5.3M 0.58 3.32 N/A N/A 9,627 5,582 232,603 198,558 2023-05-31 $86.25 $85.00 39.3% 12.0% 29.5% 25.5% 43.0% 5.2% -0.9% 28.2M -111.0M -5.2M 0.65 6.33 N/A N/A 24,894 16,123 239,141 200,719
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