BX Options History — May 2024 In May 2024, BX traded between $116.78 and $130.88. ATM implied volatility averaged 26.5%, placing in the 12.3% IV rank vs the trailing year. The 30-day expected move averaged 7.8%. IV traded below realized volatility by 3.4% (HV 20d: 29.9%). Max pain ranged from $120.00 to $125.00. Net GEX was positive for 7 of 22 trading days. Term structure was in contango for 14 of 22 days. Put/call ratio averaged 1.05.
Notable Days 2024-05-15 : Highest Volume — 46,269 contracts2024-05-28 : Largest IV spike — 7.8% change2024-05-29 : Highest IV Rank — 34.7%2024-05-03 : Largest Expected Move — 8.9%Monthly Statistics Metric Avg Min Max Open Close Price $122.71 $116.78 $130.88 $118.28 $120.10 Max Pain $121.73 $120.00 $125.00 $125.00 $121.00 ATM IV 26.5% 24.7% 29.7% 26.3% 29.7% Expected Move 7.8% 7.1% 8.9% 8.4% 8.6% HV 20d 29.9% 26.5% 32.4% 31.0% 32.4% HV 60d 28.3% 26.3% 29.9% 28.6% 29.9% IV Rank 12.3% 0.0% 34.7% 8.6% 34.4% IV Percentile 13.1% 0.0% 44.8% 7.5% 43.3% Term Structure 0.4% -3.4% 3.4% 2.5% -1.2% VWIV 27.4% 25.2% 30.5% 30.5% 29.7% Skew 25d 1.9% -3.4% 4.9% 4.3% 4.4% Skew 10d 4.2% -0.3% 9.6% 3.1% 8.6% Call IV 25d 26.1% 23.6% 31.7% 26.3% 27.3% Put IV 25d 28.0% 23.4% 33.6% 30.6% 31.7% Bid-Ask Spread % 43.13 16.38 67.80 25.18 31.12 Gamma HHI 0.09 0.06 0.20 0.08 0.20 Net GEX -12.8M -39.7M 29.5M -37.4M 11.1M Net DEX -34.1M -783.3M 445.0M 317.1M 180.9M Net VEX -7.4M -7.8M -6.9M -7.6M -7.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.05 0.44 2.36 2.35 0.44 Total Volume 18,551.182 8,686 46,269 26,813 13,728 Total OI 494,403.409 467,425 540,257 477,313 496,379
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 2024-05-01 $118.28 $125.00 26.3% 8.4% 31.0% 8.6% 30.5% 4.3% 2.5% -37.4M 317.1M -7.6M 2.35 25.18 N/A N/A 7,999 18,814 148,226 329,087 2024-05-02 $118.75 $125.00 27.4% 8.4% 31.0% 14.7% 29.1% 2.1% -0.1% -34.8M 284.9M -7.8M 1.32 16.38 N/A N/A 6,393 8,470 151,499 338,720 2024-05-03 $118.27 $125.00 26.5% 8.9% 30.7% 10.2% 27.7% 1.6% 0.0% -36.0M 318.2M -7.6M 1.50 38.44 N/A N/A 9,721 14,569 154,216 343,337 2024-05-06 $121.00 $120.00 26.8% 7.8% 31.4% 11.4% 28.7% 2.7% 3.4% -22.4M 84.0M -7.5M 0.62 38.36 N/A N/A 10,570 6,592 146,270 334,206 2024-05-07 $121.46 $120.00 26.6% 7.9% 30.7% 13.0% 27.2% 1.7% 0.2% -15.9M 34.1M -7.5M 1.42 50.03 N/A N/A 6,495 9,191 151,812 338,221 2024-05-08 $120.22 $120.00 25.9% 7.7% 27.9% 8.6% 28.4% 3.2% 0.9% -25.5M 140.2M -7.4M 1.21 57.31 N/A N/A 5,952 7,205 155,327 343,040 2024-05-09 $123.05 $120.00 25.8% 7.4% 29.2% 7.3% 28.2% 2.1% 0.8% -5.0M -114.5M -7.4M 0.83 67.80 N/A N/A 6,781 5,653 158,372 347,520 2024-05-10 $123.92 $120.00 25.3% 7.3% 27.0% 4.0% 26.1% -3.4% 0.9% 4.2M -179.5M -7.4M 0.76 66.10 N/A N/A 5,971 4,560 160,815 352,070 2024-05-13 $122.13 $120.00 25.8% 7.9% 26.5% 7.4% 26.5% 4.9% 2.2% -15.4M 10.7M -7.4M 0.86 63.91 N/A N/A 7,595 6,538 156,380 342,081 2024-05-14 $125.75 $120.00 27.0% 7.7% 28.1% 15.7% 26.8% 0.1% -0.3% 5.9M -330.7M -7.1M 0.55 55.01 N/A N/A 16,380 8,938 157,435 344,853 2024-05-15 $130.88 $120.00 25.1% 7.2% 31.1% 2.7% 25.7% 1.8% -0.0% 29.5M -783.3M -6.9M 0.94 59.37 N/A N/A 23,860 22,409 163,228 349,649 2024-05-16 $128.31 $120.00 24.7% 7.1% 29.9% 0.0% 25.3% 0.1% 0.6% 24.9M -568.1M -7.3M 0.82 55.03 N/A N/A 9,413 7,680 172,674 364,780 2024-05-17 $125.48 $120.00 24.7% 7.2% 30.5% 0.5% 25.3% 0.6% 1.8% 5.5M -276.7M -7.4M 0.91 52.99 N/A N/A 13,496 12,260 171,727 368,530 2024-05-20 $125.66 $120.00 25.4% 7.2% 28.5% 5.0% 25.3% 1.9% 0.1% -9.0M -214.2M -7.3M 0.81 33.46 N/A N/A 6,319 5,098 148,466 318,959 2024-05-21 $127.65 $120.00 24.7% 7.1% 28.4% 0.0% 25.2% 1.5% 0.3% 4.3M -387.3M -7.2M 0.70 33.48 N/A N/A 8,308 5,841 151,811 322,420 2024-05-22 $126.28 $120.00 25.6% 7.3% 28.6% 6.4% 25.8% 1.8% 0.1% -3.8M -275.3M -7.3M 2.36 39.22 N/A N/A 4,142 9,788 154,810 326,148 2024-05-23 $122.80 $125.00 26.9% 7.7% 30.3% 15.3% 26.9% 2.9% 0.4% -39.7M 109.7M -7.5M 1.66 37.02 N/A N/A 6,416 10,681 155,699 333,791 2024-05-24 $123.28 $125.00 26.3% 7.5% 30.3% 11.2% 25.6% 2.3% 0.4% -28.6M 20.4M -7.5M 0.76 32.98 N/A N/A 4,929 3,757 157,085 329,373 2024-05-28 $120.84 $125.00 28.3% 8.2% 30.5% 25.2% 28.1% 1.4% -0.8% -25.2M 146.3M -7.5M 0.49 28.46 N/A N/A 11,262 5,536 151,255 319,678 2024-05-29 $116.78 $125.00 29.7% 8.7% 31.7% 34.7% 29.9% 4.2% -3.4% -38.3M 445.0M -7.4M 1.16 34.36 N/A N/A 16,949 19,715 153,859 322,365 2024-05-30 $118.81 $122.00 29.7% 8.7% 32.3% 34.6% 30.1% -0.8% -0.9% -29.1M 287.6M -7.6M 0.71 32.84 N/A N/A 7,088 5,064 158,517 332,185 2024-05-31 $120.10 $121.00 29.7% 8.6% 32.4% 34.4% 29.7% 4.4% -1.2% 11.1M 180.9M -7.5M 0.44 31.12 N/A N/A 9,543 4,185 160,735 335,644
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