BX Options History — August 2023 In August 2023, BX traded between $96.44 and $106.51. ATM implied volatility averaged 29.9%, placing in the 5.5% IV rank vs the trailing year. The 30-day expected move averaged 8.5%. IV traded above realized volatility by 4.1% (HV 20d: 25.8%). Max pain ranged from $95.00 to $100.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 17 of 23 days. Put/call ratio averaged 0.80.
Notable Days 2023-08-31 : Highest Volume — 51,282 contracts2023-08-02 : Largest IV spike — 7.8% change2023-08-09 : Highest IV Rank — 11.7%2023-08-09 : Largest Expected Move — 9.1%Monthly Statistics Metric Avg Min Max Open Close Price $100.91 $96.44 $106.51 $105.96 $106.51 Max Pain $95.48 $95.00 $100.00 $100.00 $96.00 ATM IV 29.9% 27.1% 32.0% 28.2% 27.2% Expected Move 8.5% 7.7% 9.1% 7.9% 7.7% HV 20d 25.8% 21.2% 32.9% 31.8% 24.3% HV 60d 28.2% 26.5% 29.9% 28.2% 26.5% IV Rank 5.5% 0.0% 11.7% 0.0% 0.2% IV Percentile 6.2% 0.0% 13.5% 0.0% 0.4% Term Structure 0.3% -0.7% 1.1% -0.3% 0.3% VWIV 29.9% 27.1% 32.6% 27.5% 27.2% Skew 25d 2.9% 1.7% 3.6% 1.8% 1.7% Skew 10d 6.5% 3.8% 7.9% 3.8% 4.7% Call IV 25d 28.8% 25.9% 30.8% 27.6% 26.5% Put IV 25d 31.7% 28.2% 33.7% 29.4% 28.2% Bid-Ask Spread % 5.36 2.51 18.88 3.73 3.38 Gamma HHI 0.11 0.09 0.12 0.11 0.12 Net GEX 28.2M 6.7M 66.7M 39.4M 66.7M Net DEX -479.6M -1.04B -139.0M -879.9M -1.04B Net VEX -5.6M -5.7M -5.3M -5.7M -5.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.80 0.27 1.95 0.60 0.30 Total Volume 16,133.739 8,633 51,282 13,257 51,282 Total OI 397,409.304 370,840 419,323 383,307 415,968
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 2023-08-01 $105.96 $100.00 28.2% 7.9% 31.8% 0.0% 27.5% 1.8% -0.3% 39.4M -879.9M -5.7M 0.60 3.73 N/A N/A 8,309 4,948 201,542 181,765 2023-08-02 $102.98 $100.00 30.4% 8.6% 32.9% 6.7% 30.1% 2.8% -0.5% 30.4M -646.8M -5.7M 0.77 4.27 N/A N/A 5,756 4,452 205,765 184,331 2023-08-03 $102.55 $95.00 29.9% 8.3% 32.1% 5.2% 31.0% 2.8% -0.5% 28.8M -596.3M -5.7M 0.47 18.88 N/A N/A 6,400 3,035 205,213 185,030 2023-08-04 $102.60 $95.00 29.7% 8.4% 32.1% 4.6% 29.4% 3.2% -0.7% 26.9M -587.6M -5.7M 1.27 5.72 N/A N/A 3,891 4,930 203,554 186,699 2023-08-07 $103.82 $95.00 29.3% 8.4% 32.1% 3.3% 29.9% 2.4% 0.4% 35.1M -678.5M -5.7M 0.43 3.26 N/A N/A 7,755 3,366 198,541 183,900 2023-08-08 $104.07 $95.00 30.5% 8.7% 26.1% 7.0% 30.4% 2.7% -0.1% 37.7M -722.8M -5.6M 0.46 6.09 N/A N/A 9,248 4,211 202,107 185,541 2023-08-09 $100.34 $95.00 32.0% 9.1% 29.6% 11.7% 32.6% 2.7% -0.3% 24.4M -436.7M -5.7M 1.01 11.05 N/A N/A 7,410 7,519 207,355 187,518 2023-08-10 $99.53 $95.00 31.6% 9.1% 25.9% 10.5% 30.9% 3.0% 0.3% 20.1M -366.5M -5.7M 0.27 7.19 N/A N/A 14,906 3,957 208,271 191,595 2023-08-11 $98.62 $95.00 30.6% 8.9% 24.9% 7.2% 31.2% 2.8% 0.7% 18.3M -301.4M -5.6M 1.75 5.50 N/A N/A 4,802 8,406 212,393 193,529 2023-08-14 $97.59 $95.00 29.7% 8.5% 25.0% 4.5% 30.6% 3.6% 0.5% 16.3M -217.8M -5.5M 1.13 4.57 N/A N/A 6,273 7,065 203,284 194,246 2023-08-15 $97.27 $95.00 30.1% 8.6% 22.1% 5.7% 29.6% 3.2% 0.8% 13.6M -199.0M -5.4M 1.95 2.51 N/A N/A 4,947 9,633 204,837 197,766 2023-08-16 $97.19 $95.00 30.7% 8.8% 21.3% 7.7% 31.0% 3.4% 1.1% 11.5M -190.4M -5.5M 0.67 2.81 N/A N/A 6,414 4,293 207,798 202,808 2023-08-17 $96.44 $95.00 31.5% 9.0% 21.2% 9.9% 32.3% 3.0% 1.0% 6.7M -139.0M -5.4M 0.78 4.90 N/A N/A 4,850 3,783 210,412 205,006 2023-08-18 $98.98 $95.00 31.4% 8.9% 22.8% 9.6% 32.5% 3.3% 1.0% 18.7M -315.7M -5.6M 0.74 4.54 N/A N/A 7,494 5,533 212,148 207,175 2023-08-21 $99.24 $95.00 31.3% 8.9% 22.8% 9.3% 31.4% 3.2% 0.1% 20.3M -335.1M -5.5M 1.82 3.24 N/A N/A 6,575 11,971 190,190 180,650 2023-08-22 $98.14 $95.00 31.3% 8.9% 23.0% 9.3% 31.1% 3.2% 0.6% 12.8M -244.3M -5.5M 0.96 4.02 N/A N/A 6,277 6,025 193,134 190,637 2023-08-23 $99.70 $95.00 29.8% 8.4% 23.9% 5.0% 28.9% 2.8% 0.2% 21.4M -350.0M -5.5M 0.53 3.86 N/A N/A 6,647 3,521 195,330 195,067 2023-08-24 $99.28 $95.00 30.0% 8.3% 23.4% 5.6% 28.3% 3.1% 0.7% 20.8M -311.5M -5.6M 0.27 4.08 N/A N/A 13,846 3,760 198,675 196,321 2023-08-25 $99.80 $95.00 28.1% 7.8% 22.7% 0.0% 28.2% 3.2% 0.9% 32.6M -355.7M -5.5M 0.95 4.97 N/A N/A 8,447 7,999 205,994 198,131 2023-08-28 $100.77 $95.00 29.2% 8.3% 23.1% 3.5% 28.8% 3.3% 0.6% 31.2M -439.0M -5.5M 0.27 3.73 N/A N/A 18,384 4,871 203,020 189,712 2023-08-29 $104.44 $95.00 28.4% 8.2% 26.0% 1.0% 28.8% 2.7% 0.2% 53.3M -797.9M -5.5M 0.31 4.50 N/A N/A 23,431 7,206 212,997 192,071 2023-08-30 $105.00 $95.00 27.1% 7.7% 23.9% 0.0% 27.1% 2.8% 0.5% 62.5M -882.5M -5.4M 0.68 6.56 N/A N/A 10,254 6,994 218,661 193,727 2023-08-31 $106.51 $96.00 27.2% 7.7% 24.3% 0.2% 27.2% 1.7% 0.3% 66.7M -1.04B -5.3M 0.30 3.38 N/A N/A 39,395 11,887 220,491 195,477
« Jul 2023 | All History | Sep 2023 » Home BX History August 2023