BX Options History — October 2023 In October 2023, BX traded between $89.07 and $106.89. ATM implied volatility averaged 34.6%, placing in the 25.9% IV rank vs the trailing year. The 30-day expected move averaged 10.0%. IV traded above realized volatility by 3.2% (HV 20d: 31.3%). Max pain ranged from $100.00 to $110.00. Net GEX was positive for 1 of 22 trading days. Term structure was in contango for 6 of 22 days. Put/call ratio averaged 1.45.
Notable Days 2023-10-19 : Highest Volume — 69,545 contracts2023-10-03 : Largest IV spike — 14.6% change2023-10-03 : Highest IV Rank — 39.0%2023-10-03 : Largest Expected Move — 11.4%Monthly Statistics Metric Avg Min Max Open Close Price $99.84 $89.07 $106.89 $106.89 $92.14 Max Pain $108.18 $100.00 $110.00 $110.00 $100.00 ATM IV 34.6% 31.4% 39.2% 34.2% 32.4% Expected Move 10.0% 9.2% 11.4% 10.2% 9.7% HV 20d 31.3% 24.6% 42.5% 26.8% 40.9% HV 60d 28.1% 25.1% 32.5% 27.9% 32.4% IV Rank 25.9% 17.1% 39.0% 25.0% 19.8% IV Percentile 34.3% 21.8% 52.8% 31.7% 27.8% Term Structure -0.6% -2.6% 0.5% -1.1% 0.3% VWIV 35.0% 32.3% 39.4% 35.9% 34.0% Skew 25d 5.6% 4.5% 7.0% 6.3% 5.3% Skew 10d 10.3% 8.9% 12.3% 10.2% 10.3% Call IV 25d 32.1% 29.4% 35.9% 30.9% 29.7% Put IV 25d 37.7% 34.1% 42.8% 37.2% 35.0% Bid-Ask Spread % 9.90 4.54 19.85 13.21 6.56 Gamma HHI 0.10 0.07 0.56 0.07 0.07 Net GEX -11.6M -63.3M 2.1M -6.6M -7.6M Net DEX 171.8M -236.2M 729.2M -125.4M 260.4M Net VEX -5.2M -5.7M -4.6M -5.7M -4.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.45 0.39 3.28 1.26 0.97 Total Volume 19,235.182 5,520 69,545 8,669 5,520 Total OI 391,463.591 341,391 432,261 384,227 347,291
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 2023-10-02 $106.89 $110.00 34.2% 10.2% 26.8% 25.0% 35.9% 6.3% -1.1% -6.6M -125.4M -5.7M 1.26 13.21 N/A N/A 3,834 4,835 168,055 216,172 2023-10-03 $102.93 $110.00 39.2% 11.4% 26.4% 39.0% 39.4% 7.0% -0.8% -11.3M 151.8M -5.6M 3.28 17.05 N/A N/A 7,794 25,544 170,174 217,726 2023-10-04 $104.46 $110.00 36.1% 10.8% 27.1% 30.2% 37.8% 6.5% -0.4% -13.8M 34.8M -5.6M 0.54 9.91 N/A N/A 11,598 6,284 171,909 224,587 2023-10-05 $104.29 $110.00 36.6% 9.9% 26.5% 31.6% 36.3% 5.8% -1.0% -13.0M 23.2M -5.7M 2.64 6.19 N/A N/A 6,207 16,362 179,249 228,898 2023-10-06 $105.47 $110.00 34.9% 9.6% 25.1% 26.8% 33.2% 5.4% -0.7% -12.3M -69.9M -5.7M 0.72 16.69 N/A N/A 5,266 3,816 181,729 237,515 2023-10-09 $104.66 $110.00 34.9% 9.8% 24.6% 26.9% 34.6% 6.0% -0.6% -8.5M -20.2M -5.5M 0.39 12.41 N/A N/A 16,827 6,542 177,422 225,450 2023-10-10 $105.41 $110.00 34.4% 9.7% 24.8% 25.6% 37.0% 6.0% -0.4% -2.1M -109.0M -5.5M 0.99 14.33 N/A N/A 6,064 6,019 186,153 226,627 2023-10-11 $106.89 $110.00 33.9% 9.8% 25.6% 23.9% 33.7% 4.9% 0.2% 2.1M -236.2M -5.6M 0.96 13.07 N/A N/A 3,957 3,810 187,745 230,543 2023-10-12 $104.88 $110.00 34.6% 9.7% 26.1% 26.0% 34.6% 5.4% -0.9% -4.7M -55.3M -5.5M 2.09 19.85 N/A N/A 5,221 10,894 189,353 231,559 2023-10-13 $103.36 $110.00 36.3% 10.1% 25.6% 30.8% 35.4% 6.6% -1.7% -11.9M 83.8M -5.5M 2.16 7.79 N/A N/A 6,859 14,849 191,297 234,262 2023-10-16 $104.86 $110.00 34.4% 9.8% 26.5% 25.5% 32.3% 5.9% -1.4% -4.1M -57.7M -5.4M 0.68 8.14 N/A N/A 7,242 4,896 181,736 225,573 2023-10-17 $105.32 $110.00 33.9% 9.7% 26.5% 23.9% 36.6% 5.6% -1.2% -2.1M -99.4M -5.3M 1.48 6.41 N/A N/A 5,651 8,348 185,192 227,000 2023-10-18 $101.97 $110.00 36.8% 10.5% 28.2% 32.1% 35.0% 6.1% -2.6% -11.4M 191.2M -5.1M 1.46 7.57 N/A N/A 13,203 19,259 184,778 229,081 2023-10-19 $94.34 $110.00 33.7% 9.7% 37.7% 23.6% 34.0% 4.8% -0.2% -23.4M 729.2M -4.6M 2.90 7.16 N/A N/A 17,826 51,719 186,377 235,574 2023-10-20 $94.63 $110.00 33.7% 9.7% 37.7% 23.4% 36.0% 5.1% -0.9% -63.3M 703.4M -4.9M 1.74 11.26 N/A N/A 12,434 21,576 188,910 243,351 2023-10-23 $92.92 $110.00 33.1% 9.7% 37.9% 21.8% 32.9% 5.3% 0.1% -11.0M 416.0M -4.9M 1.31 4.54 N/A N/A 8,087 10,625 146,167 196,905 2023-10-24 $95.13 $105.00 31.4% 9.2% 37.6% 17.1% 32.4% 4.7% 0.5% -8.1M 311.0M -5.0M 1.56 7.66 N/A N/A 5,045 7,855 150,285 197,668 2023-10-25 $92.11 $105.00 33.0% 9.7% 38.7% 21.5% 32.6% 4.9% 0.2% -11.0M 437.0M -4.8M 2.22 9.18 N/A N/A 3,843 8,521 153,114 198,379 2023-10-26 $92.14 $105.00 33.9% 10.0% 37.8% 24.0% 34.8% 4.5% -0.2% -11.8M 441.2M -4.9M 0.73 6.69 N/A N/A 5,151 3,757 154,527 200,991 2023-10-27 $89.07 $105.00 35.6% 10.7% 38.9% 28.9% 36.0% 5.9% -0.1% -13.1M 534.7M -4.8M 1.27 5.34 N/A N/A 8,584 10,866 157,417 204,067 2023-10-30 $92.67 $100.00 33.4% 10.0% 42.5% 22.5% 35.3% 5.5% 0.4% -7.0M 234.0M -5.0M 0.66 6.78 N/A N/A 6,384 4,200 154,175 187,216 2023-10-31 $92.14 $100.00 32.4% 9.7% 40.9% 19.8% 34.0% 5.3% 0.3% -7.6M 260.4M -4.9M 0.97 6.56 N/A N/A 2,808 2,712 158,070 189,221
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