BX Options History — June 2023

In June 2023, BX traded between $85.30 and $93.40. ATM implied volatility averaged 31.8%, placing in the 4.8% IV rank vs the trailing year. The 30-day expected move averaged 9.4%. IV traded above realized volatility by 2.8% (HV 20d: 28.9%). Max pain ranged from $85.00 to $86.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 14 of 21 days. Put/call ratio averaged 0.66.

Notable Days

  • 2023-06-02: Highest Volume — 150,875 contracts
  • 2023-06-05: Largest IV drop — 10.0% change
  • 2023-06-01: Highest IV Rank — 19.0%
  • 2023-06-02: Largest Expected Move — 11.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$89.68$85.30$93.40$87.53$93.40
Max Pain$85.10$85.00$86.00$86.00$85.00
ATM IV31.8%30.0%37.4%37.4%30.6%
Expected Move9.4%8.1%11.7%11.6%8.1%
HV 20d28.9%26.3%31.8%29.4%27.6%
HV 60d34.8%30.9%41.2%41.2%30.9%
IV Rank4.8%0.0%19.0%19.0%2.1%
IV Percentile2.9%0.0%10.3%10.3%2.0%
Term Structure1.0%-1.9%3.4%-0.8%-0.7%
VWIV33.0%29.0%41.8%41.1%29.0%
Skew 25d3.5%2.4%4.3%4.1%2.6%
Skew 10d7.2%4.6%11.5%8.5%4.6%
Call IV 25d30.2%27.0%36.7%36.2%29.3%
Put IV 25d33.7%30.3%40.3%40.3%32.0%
Bid-Ask Spread %8.223.2820.913.285.35
Gamma HHI0.080.070.110.110.09
Net GEX21.3M6.6M51.4M40.7M27.0M
Net DEX-196.0M-466.6M91.4M-258.0M-353.9M
Net VEX-5.3M-5.4M-5.2M-5.3M-5.4M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.660.301.150.360.73
Total Volume25,162.5246,561150,87540,58712,668
Total OI421,363.095337,786493,879455,931378,893

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-06-01$87.53$86.0037.4%11.6%29.4%19.0%41.1%4.1%-0.8%40.7M-258.0M-5.3M0.363.28N/AN/A29,84010,747249,643206,288
2023-06-02$89.01$86.0036.9%11.7%26.3%17.3%41.8%2.4%-0.8%51.4M-440.3M-5.4M0.334.96N/AN/A113,37537,500258,838212,758
2023-06-05$85.30$85.0033.2%10.0%30.7%4.6%35.5%4.0%0.6%10.8M91.4M-5.2M0.3813.58N/AN/A32,40312,443256,498218,071
2023-06-06$87.44$85.0031.7%9.8%31.5%0.0%33.4%3.8%-0.5%26.1M-94.3M-5.2M1.1110.11N/AN/A10,14411,233260,402222,023
2023-06-07$87.10$85.0030.7%9.7%31.6%0.0%34.9%3.9%0.2%19.9M-35.1M-5.2M0.889.36N/AN/A12,74211,273259,112228,256
2023-06-08$88.52$85.0030.1%9.2%31.5%0.0%32.3%3.7%0.4%30.3M-195.5M-5.2M0.667.23N/AN/A10,1886,717259,923228,220
2023-06-09$88.19$85.0030.0%9.2%31.4%0.0%33.5%4.0%0.4%9.2M-159.8M-5.2M0.8611.85N/AN/A8,2517,069264,236229,643
2023-06-12$89.65$85.0031.3%9.7%31.7%4.2%34.3%4.3%2.6%15.0M-192.1M-5.2M0.555.74N/AN/A12,4056,838216,465214,263
2023-06-13$90.66$85.0030.5%9.5%31.8%1.8%32.5%4.0%2.6%20.5M-282.8M-5.2M1.1511.02N/AN/A8,95910,302222,885215,903
2023-06-14$90.31$85.0030.7%9.5%29.0%2.4%32.9%4.2%2.4%20.0M-247.5M-5.2M0.7020.91N/AN/A11,4567,990225,101219,217
2023-06-15$92.78$85.0030.0%9.2%27.3%0.1%32.4%3.2%2.4%29.8M-466.6M-5.3M0.415.88N/AN/A10,7384,439230,993223,515
2023-06-16$91.38$85.0030.0%9.2%28.1%0.3%31.0%3.3%3.2%25.2M-337.1M-5.2M0.3011.08N/AN/A17,7045,349233,721224,508
2023-06-20$90.66$85.0031.2%9.0%28.2%3.9%31.3%3.6%2.7%16.3M-159.1M-5.2M0.498.41N/AN/A15,1227,356176,310161,476
2023-06-21$89.32$85.0031.3%9.0%27.5%4.4%31.6%3.5%2.6%12.6M-86.6M-5.2M0.586.14N/AN/A8,7925,088185,969165,778
2023-06-22$89.22$85.0031.7%9.0%26.9%5.8%31.5%2.7%1.7%11.8M-76.7M-5.2M0.614.67N/AN/A8,4465,139191,897168,279
2023-06-23$88.09$85.0032.3%8.9%27.1%7.7%31.3%2.4%3.4%6.6M-11.1M-5.2M1.056.42N/AN/A8,0128,416197,728170,918
2023-06-26$89.14$85.0031.7%8.9%27.2%5.6%30.8%3.4%0.7%9.7M-69.4M-5.3M0.415.25N/AN/A6,4152,606191,534168,414
2023-06-27$91.52$85.0032.4%8.6%27.7%7.9%29.9%2.7%-1.9%19.0M-223.6M-5.4M0.435.07N/AN/A9,1503,976195,187170,598
2023-06-28$91.32$85.0032.3%8.7%27.6%7.5%31.7%3.9%-0.0%20.0M-211.0M-5.4M1.0610.78N/AN/A3,1913,370199,750171,550
2023-06-29$92.72$85.0031.6%8.4%27.8%5.3%29.6%3.3%-1.1%26.3M-306.9M-5.4M0.865.61N/AN/A5,6844,877200,604173,258
2023-06-30$93.40$85.0030.6%8.1%27.6%2.1%29.0%2.6%-0.7%27.0M-353.9M-5.4M0.735.35N/AN/A7,3235,345203,591175,302