BX Options History — July 2024 In July 2024, BX traded between $121.06 and $143.39. ATM implied volatility averaged 29.2%, placing in the 31.0% IV rank vs the trailing year. The 30-day expected move averaged 8.4%. IV traded above realized volatility by 5.4% (HV 20d: 23.8%). Max pain ranged from $125.00 to $135.00. Net GEX was positive for 16 of 22 trading days. Term structure was in contango for 8 of 22 days. Put/call ratio averaged 1.06.
Notable Days 2024-07-18 : Highest Volume — 64,748 contracts2024-07-12 : Largest IV spike — 18.1% change2024-07-09 : Highest IV Rank — 47.4%2024-07-01 : Largest Expected Move — 9.4%Monthly Statistics Metric Avg Min Max Open Close Price $132.93 $121.06 $143.39 $122.42 $142.43 Max Pain $127.50 $125.00 $135.00 $125.00 $135.00 ATM IV 29.2% 25.8% 31.6% 30.8% 28.2% Expected Move 8.4% 7.4% 9.4% 9.4% 8.0% HV 20d 23.8% 19.1% 28.7% 22.3% 28.1% HV 60d 27.6% 26.7% 28.6% 28.6% 27.9% IV Rank 31.0% 7.8% 47.4% 42.1% 24.2% IV Percentile 42.9% 9.1% 69.0% 59.5% 32.5% Term Structure -0.2% -4.4% 4.2% 0.1% -4.4% VWIV 29.6% 25.2% 32.7% 32.7% 29.2% Skew 25d 2.3% 0.4% 5.3% 1.3% 3.0% Skew 10d 4.4% -4.3% 14.3% 3.2% 3.3% Call IV 25d 28.3% 25.7% 30.9% 30.7% 26.9% Put IV 25d 30.6% 26.6% 36.2% 32.0% 30.0% Bid-Ask Spread % 48.57 25.65 70.15 27.04 47.17 Gamma HHI 0.09 0.06 0.27 0.07 0.08 Net GEX 12.8M -18.9M 42.3M -8.9M 24.6M Net DEX -509.7M -988.8M 66.4M -1.1M -871.5M Net VEX -6.3M -6.7M -5.8M -6.6M -6.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.06 0.38 2.46 1.64 1.35 Total Volume 22,047.591 6,662 64,748 15,422 16,946 Total OI 371,843.273 348,514 416,599 361,907 380,119
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 2024-07-01 $122.42 $125.00 30.8% 9.4% 22.3% 42.1% 32.7% 1.3% 0.1% -8.9M -1.1M -6.6M 1.64 27.04 N/A N/A 5,846 9,576 127,742 234,165 2024-07-02 $123.45 $125.00 30.4% 9.1% 22.1% 39.6% 31.8% 5.3% 3.9% -4.4M -58.0M -6.5M 0.73 31.07 N/A N/A 3,850 2,812 130,528 239,157 2024-07-03 $123.59 $125.00 30.3% 9.3% 22.0% 38.7% 32.5% 4.5% 0.3% -3.7M -70.4M -6.5M 0.62 25.65 N/A N/A 6,113 3,798 132,257 240,293 2024-07-05 $122.88 $125.00 30.6% 8.4% 20.8% 40.7% 30.0% 1.5% -1.1% -18.9M -14.6M -6.5M 1.30 62.97 N/A N/A 6,986 9,117 134,398 238,628 2024-07-08 $121.06 $125.00 30.9% 8.7% 20.6% 43.2% 30.8% 1.1% -0.3% -10.1M 66.4M -6.4M 1.06 67.77 N/A N/A 9,519 10,105 127,901 220,613 2024-07-09 $121.22 $125.00 31.6% 8.8% 19.9% 47.4% 30.5% 3.7% -0.5% -10.5M 66.1M -6.3M 0.45 69.46 N/A N/A 5,698 2,586 130,165 227,104 2024-07-10 $123.75 $125.00 31.4% 8.7% 20.6% 46.0% 30.8% 3.2% -0.7% 2.1M -106.9M -6.2M 1.12 68.52 N/A N/A 4,956 5,528 132,147 228,099 2024-07-11 $126.25 $125.00 26.4% 8.6% 21.5% 11.7% 30.0% 1.7% 4.2% 15.6M -255.0M -6.4M 1.17 70.15 N/A N/A 7,276 8,542 133,188 229,708 2024-07-12 $129.49 $125.00 31.1% 8.4% 19.1% 44.4% 30.1% 0.6% -3.0% 23.7M -481.5M -6.0M 1.14 62.76 N/A N/A 9,122 10,444 135,650 230,462 2024-07-15 $131.71 $125.00 30.3% 8.6% 19.2% 38.8% 29.4% 1.8% -2.2% 15.3M -505.6M -6.0M 1.24 58.43 N/A N/A 10,784 13,328 129,904 223,087 2024-07-16 $137.18 $125.00 29.6% 8.4% 22.5% 33.7% 29.3% 1.4% -0.8% 24.1M -812.2M -5.8M 0.54 56.55 N/A N/A 20,569 11,058 133,283 229,371 2024-07-17 $134.63 $125.00 29.7% 8.5% 24.2% 34.6% 31.4% 2.3% -0.2% 25.1M -708.9M -6.1M 1.81 59.16 N/A N/A 12,143 21,960 143,840 234,192 2024-07-18 $136.76 $125.00 27.9% 8.0% 24.4% 22.0% 29.2% 2.5% 0.1% 33.7M -817.4M -6.1M 0.43 58.32 N/A N/A 45,282 19,466 147,070 247,679 2024-07-19 $139.47 $125.00 26.7% 7.6% 24.7% 14.0% 26.8% 1.8% 0.5% 42.3M -950.9M -6.0M 0.81 43.17 N/A N/A 24,103 19,508 158,949 257,650 2024-07-22 $141.14 $130.00 25.8% 7.4% 24.5% 7.8% 25.7% 2.3% 0.1% 23.6M -835.3M -6.0M 0.92 35.50 N/A N/A 12,638 11,626 132,480 216,968 2024-07-23 $143.39 $130.00 27.4% 7.4% 24.6% 19.0% 26.7% 0.4% -3.2% 29.2M -988.8M -5.9M 0.76 42.38 N/A N/A 15,288 11,655 138,666 222,962 2024-07-24 $138.09 $130.00 28.3% 8.4% 28.4% 25.2% 30.2% 2.0% 3.2% 11.7M -610.1M -6.6M 2.46 35.30 N/A N/A 10,384 25,493 144,952 230,115 2024-07-25 $140.84 $130.00 29.7% 8.5% 28.7% 34.3% 29.5% 3.9% -0.4% 11.7M -773.4M -6.7M 1.19 32.40 N/A N/A 9,627 11,500 147,336 243,318 2024-07-26 $141.86 $130.00 27.8% 8.0% 28.6% 21.3% 25.2% 2.7% -0.3% 18.1M -892.8M -6.6M 0.38 37.34 N/A N/A 15,530 5,931 151,665 248,510 2024-07-29 $141.41 $135.00 28.6% 8.5% 28.7% 26.8% 30.7% 2.1% -0.3% 18.0M -799.3M -6.7M 1.54 37.55 N/A N/A 3,235 4,988 138,851 232,158 2024-07-30 $141.44 $135.00 28.5% 8.3% 28.1% 26.2% 29.4% 1.8% -0.2% 18.4M -793.4M -6.7M 0.68 39.77 N/A N/A 6,034 4,097 139,922 235,300 2024-07-31 $142.43 $135.00 28.2% 8.0% 28.1% 24.2% 29.2% 3.0% -4.4% 24.6M -871.5M -6.5M 1.35 47.17 N/A N/A 7,199 9,747 143,141 236,978
« Jun 2024 | All History | Aug 2024 » Home BX History July 2024