BX Options History — June 2024

In June 2024, BX traded between $117.78 and $125.67. ATM implied volatility averaged 29.3%, placing in the 31.6% IV rank vs the trailing year. The 30-day expected move averaged 8.9%. IV traded below realized volatility by 0.1% (HV 20d: 29.3%). Max pain ranged from $120.00 to $125.00. Net GEX was positive for 5 of 19 trading days. Term structure was in contango for 12 of 19 days. Put/call ratio averaged 1.71.

Notable Days

  • 2024-06-05: Highest Volume — 44,425 contracts
  • 2024-06-12: Largest IV drop — 7.4% change
  • 2024-06-20: Highest IV Rank — 42.3%
  • 2024-06-03: Largest Expected Move — 9.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$121.91$117.78$125.67$118.92$123.72
Max Pain$124.26$120.00$125.00$121.00$125.00
ATM IV29.3%26.4%30.8%29.8%30.6%
Expected Move8.9%8.5%9.2%9.2%9.0%
HV 20d29.3%22.1%33.2%32.6%22.1%
HV 60d29.9%28.5%31.3%29.9%28.5%
IV Rank31.6%12.0%42.3%35.1%40.8%
IV Percentile42.3%13.5%57.9%46.4%57.9%
Term Structure0.8%-3.0%4.2%1.1%-0.2%
VWIV31.6%29.5%36.1%32.0%31.5%
Skew 25d2.8%-0.4%4.3%2.2%2.8%
Skew 10d5.5%1.0%12.2%7.8%5.8%
Call IV 25d28.3%25.4%30.3%29.7%29.0%
Put IV 25d31.1%28.6%33.4%31.9%31.8%
Bid-Ask Spread %43.8720.9764.7725.6531.00
Gamma HHI0.110.060.350.110.07
Net GEX-8.0M-59.4M48.4M-29.8M-5.6M
Net DEX7.5M-242.1M346.7M266.5M-84.1M
Net VEX-7.0M-7.5M-6.6M-7.4M-6.6M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.710.349.121.791.05
Total Volume16,313.6847,40744,42513,63513,962
Total OI462,084.789343,718516,316485,016371,577

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-06-03$118.92$121.0029.8%9.2%32.6%35.1%32.0%2.2%1.1%-29.8M266.5M-7.4M1.7925.65N/AN/A4,8938,742154,450330,566
2024-06-04$118.78$120.0029.3%9.0%31.5%31.7%36.1%3.0%0.2%-31.9M276.8M-7.5M3.5620.97N/AN/A2,5318,998156,446332,337
2024-06-05$121.45$120.0028.6%8.8%32.5%27.2%33.8%2.7%-3.0%-18.0M29.9M-7.3M9.1229.23N/AN/A4,38940,036157,718333,962
2024-06-06$119.42$125.0029.0%9.0%32.9%29.7%31.6%3.4%0.1%-27.6M192.0M-7.3M0.7664.77N/AN/A8,3156,346159,443332,595
2024-06-07$117.78$125.0027.0%8.8%32.0%15.8%30.3%4.1%4.2%-59.4M346.7M-7.2M1.1361.93N/AN/A9,17010,360162,441335,746
2024-06-10$119.38$125.0028.1%8.9%32.3%23.8%30.8%2.1%2.6%-22.3M177.3M-7.2M0.6563.90N/AN/A6,5174,231160,541328,372
2024-06-11$118.98$125.0028.5%9.0%32.0%26.4%31.2%1.7%2.4%-24.5M212.8M-7.2M0.3458.18N/AN/A10,3783,510163,486331,043
2024-06-12$123.60$125.0026.4%8.5%33.2%12.0%29.5%4.0%2.6%1.1M-204.8M-7.1M0.8062.00N/AN/A11,7829,482165,409332,805
2024-06-13$122.39$125.0027.7%8.8%29.6%20.5%30.6%2.9%4.2%-645.2K-99.1M-7.1M0.6751.94N/AN/A6,8684,567169,225335,533
2024-06-14$121.17$125.0028.9%9.0%29.1%28.9%31.5%2.5%3.9%15.7M5.6M-7.0M0.9655.61N/AN/A11,62011,178170,860336,722
2024-06-17$122.41$125.0030.7%9.0%28.5%41.3%30.6%2.8%-2.8%-6.7M-62.9M-7.0M1.3350.76N/AN/A7,59610,099163,550335,936
2024-06-18$122.52$125.0029.9%8.7%28.5%36.1%31.4%2.9%-0.1%-4.0M-55.5M-7.0M1.1954.78N/AN/A3,8224,543166,050342,574
2024-06-20$124.47$125.0030.8%8.9%28.5%42.3%32.2%3.0%-1.6%12.0M-242.1M-6.9M0.5147.92N/AN/A9,4904,865167,431344,920
2024-06-21$123.95$125.0030.0%8.6%28.3%36.7%30.9%2.5%0.2%48.4M-175.6M-6.7M0.6850.82N/AN/A13,5949,240169,685346,631
2024-06-24$125.67$125.0029.9%8.7%26.9%35.7%30.5%4.3%-0.1%3.2M-177.1M-6.8M0.8529.88N/AN/A9,3898,003120,188223,530
2024-06-25$123.98$125.0030.1%8.8%27.3%37.5%32.8%-0.4%-0.2%-415.2K-93.4M-6.7M1.4024.54N/AN/A3,0884,319126,528227,734
2024-06-26$123.78$125.0030.6%8.9%26.3%40.7%31.1%3.1%0.4%-228.6K-83.4M-6.8M4.2127.32N/AN/A2,77211,679127,709228,461
2024-06-27$123.86$125.0030.2%8.9%22.7%37.8%32.6%3.1%0.9%-733.2K-86.4M-6.7M1.4822.32N/AN/A3,8585,728129,292238,115
2024-06-28$123.72$125.0030.6%9.0%22.1%40.8%31.5%2.8%-0.2%-5.6M-84.1M-6.6M1.0531.00N/AN/A6,7957,167131,447240,130