BX Options History — April 2024 In April 2024, BX traded between $117.44 and $131.39. ATM implied volatility averaged 32.8%, placing in the 37.9% IV rank vs the trailing year. The 30-day expected move averaged 9.4%. IV traded above realized volatility by 2.1% (HV 20d: 30.7%). Max pain ranged from $125.00 to $130.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 6 of 22 days. Put/call ratio averaged 2.53.
Notable Days 2024-04-02 : Highest Volume — 51,499 contracts2024-04-18 : Largest IV drop — 12.0% change2024-04-15 : Highest IV Rank — 70.8%2024-04-15 : Largest Expected Move — 10.9%Monthly Statistics Metric Avg Min Max Open Close Price $124.29 $117.44 $131.39 $131.08 $117.44 Max Pain $127.55 $125.00 $130.00 $127.00 $125.00 ATM IV 32.8% 26.9% 38.2% 32.4% 28.8% Expected Move 9.4% 7.9% 10.9% 9.9% 8.8% HV 20d 30.7% 25.0% 33.8% 25.0% 30.7% HV 60d 27.6% 24.9% 29.1% 24.9% 29.1% IV Rank 37.9% 12.0% 70.8% 30.3% 22.5% IV Percentile 58.8% 9.9% 92.9% 61.5% 26.6% Term Structure -0.5% -3.1% 3.0% -0.9% 0.4% VWIV 33.4% 28.4% 38.4% 36.0% 30.1% Skew 25d 3.6% 1.0% 6.6% 2.2% 2.3% Skew 10d 7.4% 0.6% 15.9% 6.2% 1.9% Call IV 25d 31.6% 26.1% 38.5% 31.7% 28.3% Put IV 25d 35.2% 29.0% 41.8% 33.9% 30.6% Bid-Ask Spread % 43.34 18.30 71.64 24.45 18.97 Gamma HHI 0.08 0.06 0.15 0.06 0.09 Net GEX -25.9M -65.9M -3.3M -3.7M -37.5M Net DEX 50.9M -418.3M 611.0M -418.3M 373.8M Net VEX -7.4M -7.8M -6.7M -6.7M -7.6M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 2.53 0.94 5.64 2.20 2.05 Total Volume 27,354.682 9,531 51,499 18,319 18,325 Total OI 454,449.818 401,135 490,107 401,135 470,778
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 2024-04-01 $131.08 $127.00 32.4% 9.9% 25.0% 30.3% 36.0% 2.2% -0.9% -3.7M -418.3M -6.7M 2.20 24.45 N/A N/A 5,723 12,596 127,769 273,366 2024-04-02 $126.21 $127.00 34.8% 10.4% 28.5% 39.9% 37.0% 4.6% -2.3% -22.7M -61.2M -7.2M 3.73 20.76 N/A N/A 10,899 40,600 131,591 282,484 2024-04-03 $126.14 $127.00 34.8% 10.6% 27.3% 39.9% 37.8% 4.9% -0.4% -26.2M -24.0M -7.4M 4.02 26.25 N/A N/A 4,693 18,867 134,871 294,354 2024-04-04 $126.13 $130.00 38.2% 9.9% 27.2% 53.2% 33.3% 6.6% 1.2% -29.6M -26.6M -7.6M 1.34 71.64 N/A N/A 5,984 8,003 137,428 307,960 2024-04-05 $127.30 $130.00 34.6% 9.6% 27.0% 38.9% 33.3% 3.9% -2.3% -15.6M -151.1M -7.4M 1.95 64.12 N/A N/A 5,418 10,553 141,081 309,405 2024-04-08 $129.29 $130.00 35.8% 9.6% 27.5% 44.7% 34.6% 2.6% -3.1% -10.5M -290.0M -7.1M 1.68 58.56 N/A N/A 6,169 10,392 135,899 297,871 2024-04-09 $131.39 $130.00 34.8% 9.6% 27.9% 41.7% 35.7% 2.8% -1.5% -3.3M -375.7M -7.3M 4.49 58.29 N/A N/A 5,013 22,519 138,429 301,856 2024-04-10 $126.36 $130.00 33.9% 10.1% 31.4% 38.1% 35.1% 5.0% 2.5% -25.5M -42.5M -7.3M 1.69 61.68 N/A N/A 5,212 8,816 140,686 311,551 2024-04-11 $127.33 $130.00 34.9% 9.8% 31.0% 45.9% 33.3% 2.0% -1.6% -21.8M -115.0M -7.3M 0.99 63.65 N/A N/A 4,793 4,738 141,612 311,788 2024-04-12 $123.31 $130.00 38.0% 10.6% 32.4% 62.1% 37.3% 5.0% -1.4% -43.4M 230.7M -7.5M 4.74 55.00 N/A N/A 6,140 29,122 142,035 314,102 2024-04-15 $120.88 $130.00 38.1% 10.9% 33.1% 70.8% 38.4% 4.6% -1.1% -36.4M 371.0M -7.6M 5.64 57.42 N/A N/A 6,723 37,912 135,278 312,176 2024-04-16 $122.41 $130.00 37.4% 10.6% 33.4% 69.9% 38.3% 4.0% -1.7% -35.1M 240.8M -7.6M 5.11 55.88 N/A N/A 6,116 31,235 136,471 317,276 2024-04-17 $123.97 $130.00 35.5% 10.2% 33.8% 59.6% 36.4% 3.3% -0.7% -33.7M 154.3M -7.6M 1.75 61.54 N/A N/A 15,759 27,583 138,717 336,180 2024-04-18 $120.31 $125.00 31.2% 9.0% 33.6% 36.1% 31.2% 2.5% 0.4% -65.9M 441.4M -7.4M 1.73 43.49 N/A N/A 12,220 21,179 146,213 340,977 2024-04-19 $118.39 $125.00 30.4% 8.7% 30.9% 31.8% 32.3% 2.9% 0.8% -33.7M 611.0M -7.4M 1.91 53.48 N/A N/A 12,366 23,667 148,596 341,452 2024-04-22 $122.22 $125.00 28.9% 8.4% 32.3% 23.3% 29.1% 4.7% -0.3% -20.5M 86.3M -7.4M 0.94 18.30 N/A N/A 16,548 15,522 127,644 307,089 2024-04-23 $124.44 $125.00 28.5% 8.2% 33.1% 20.9% 30.2% 1.0% -0.4% -9.7M -94.5M -7.4M 2.05 30.11 N/A N/A 12,477 25,544 137,316 313,661 2024-04-24 $123.72 $125.00 28.2% 8.2% 33.1% 19.6% 29.4% 4.1% -0.5% -16.8M -31.8M -7.6M 2.77 32.13 N/A N/A 4,461 12,348 143,591 331,731 2024-04-25 $123.28 $125.00 26.9% 8.2% 32.1% 12.0% 28.7% 3.6% 3.0% -21.0M 17.1M -7.8M 1.21 32.76 N/A N/A 20,106 24,367 146,574 335,915 2024-04-26 $122.38 $125.00 27.3% 7.9% 31.9% 14.1% 28.4% 2.6% -0.5% -33.7M 61.8M -7.8M 2.33 25.39 N/A N/A 5,082 11,859 146,190 343,917 2024-04-29 $120.33 $125.00 28.1% 8.5% 32.3% 18.6% 30.1% 3.7% -0.0% -24.1M 161.3M -7.6M 1.29 19.64 N/A N/A 6,189 7,965 143,682 320,334 2024-04-30 $117.44 $125.00 28.8% 8.8% 30.7% 22.5% 30.1% 2.3% 0.4% -37.5M 373.8M -7.6M 2.05 18.97 N/A N/A 6,011 12,314 145,837 324,941
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