BX Options History — August 2024 In August 2024, BX traded between $128.24 and $142.11. ATM implied volatility averaged 29.3%, placing in the 29.2% IV rank vs the trailing year. The 30-day expected move averaged 8.4%. IV traded below realized volatility by 4.3% (HV 20d: 33.6%). Max pain ranged from $130.00 to $135.00. Net GEX was positive for 15 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 1.10.
Notable Days 2024-08-02 : Highest Volume — 43,903 contracts2024-08-02 : Largest IV spike — 30.1% change2024-08-05 : Highest IV Rank — 100.0%2024-08-05 : Largest Expected Move — 11.7%Monthly Statistics Metric Avg Min Max Open Close Price $135.10 $128.24 $142.11 $136.66 $142.11 Max Pain $130.45 $130.00 $135.00 $135.00 $130.00 ATM IV 29.3% 25.4% 40.9% 26.9% 26.5% Expected Move 8.4% 7.1% 11.7% 8.6% 7.3% HV 20d 33.6% 27.5% 36.7% 32.9% 27.5% HV 60d 29.1% 27.9% 30.3% 29.0% 27.9% IV Rank 29.2% 4.4% 100.0% 15.3% 11.3% IV Percentile 41.2% 4.8% 100.0% 17.9% 17.1% Term Structure -0.2% -2.9% 1.6% -2.9% 0.6% VWIV 29.7% 25.7% 38.7% 29.2% 26.1% Skew 25d 4.2% 1.0% 7.1% 2.1% 4.3% Skew 10d 9.6% 0.1% 23.4% 7.1% 6.7% Call IV 25d 27.5% 23.4% 35.2% 27.1% 23.8% Put IV 25d 31.7% 27.1% 41.3% 29.2% 28.2% Bid-Ask Spread % 48.47 30.55 60.69 30.55 49.54 Gamma HHI 0.07 0.06 0.09 0.06 0.08 Net GEX 6.7M -10.6M 25.7M 2.8M 21.9M Net DEX -412.7M -823.1M 37.6M -456.0M -822.6M Net VEX -6.8M -7.8M -6.2M -7.0M -6.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.10 0.29 3.06 0.35 0.76 Total Volume 11,409.091 5,154 43,903 22,624 5,242 Total OI 380,946 345,064 404,669 389,020 372,088
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 2024-08-01 $136.66 $135.00 26.9% 8.6% 32.9% 15.3% 29.2% 2.1% -2.9% 2.8M -456.0M -7.0M 0.35 30.55 N/A N/A 16,764 5,860 145,142 243,878 2024-08-02 $132.92 $135.00 35.0% 10.2% 34.7% 70.8% 34.8% 2.5% -0.9% -7.0M -176.7M -7.6M 1.08 37.07 N/A N/A 21,095 22,808 152,440 245,583 2024-08-05 $129.37 $130.00 40.9% 11.7% 35.9% 100.0% 38.7% 6.1% 1.4% -5.8M -24.6M -7.8M 1.51 48.92 N/A N/A 8,411 12,716 152,035 241,732 2024-08-06 $131.25 $130.00 35.6% 10.2% 36.1% 67.4% 36.5% 3.8% -2.1% -2.8M -145.2M -7.5M 1.32 55.24 N/A N/A 3,474 4,586 153,734 241,712 2024-08-07 $128.24 $130.00 35.7% 10.1% 36.7% 67.7% 34.9% 6.5% -0.5% -10.6M 37.6M -7.4M 1.35 49.29 N/A N/A 5,522 7,459 154,171 243,650 2024-08-08 $130.79 $130.00 31.9% 9.3% 36.7% 44.4% 31.7% 4.3% 1.5% -5.7M -115.3M -7.3M 0.44 60.69 N/A N/A 6,008 2,664 156,631 245,624 2024-08-09 $130.95 $130.00 30.9% 8.9% 35.6% 38.7% 33.8% 5.6% -0.2% -4.2M -147.8M -7.1M 0.62 58.87 N/A N/A 3,416 2,109 158,664 246,005 2024-08-12 $129.04 $130.00 31.9% 8.9% 35.5% 44.6% 31.6% 4.8% -0.8% -9.1M -38.9M -7.0M 1.09 56.30 N/A N/A 4,828 5,251 154,642 239,475 2024-08-13 $133.47 $130.00 30.6% 8.3% 34.5% 36.5% 29.0% 5.9% -2.6% 3.9M -342.8M -6.9M 0.98 56.75 N/A N/A 3,671 3,614 155,236 240,219 2024-08-14 $136.31 $130.00 27.7% 8.3% 34.7% 18.8% 28.7% 7.1% 1.6% 16.1M -557.9M -6.6M 1.43 60.67 N/A N/A 3,795 5,431 156,187 241,311 2024-08-15 $136.58 $130.00 26.1% 7.6% 34.3% 9.0% 26.0% 2.4% 0.4% 16.9M -575.9M -6.5M 0.48 56.03 N/A N/A 4,291 2,080 156,695 243,777 2024-08-16 $133.73 $130.00 25.4% 7.4% 34.2% 4.8% 26.1% 1.9% 0.1% 3.7M -357.1M -6.6M 0.29 54.23 N/A N/A 11,076 3,213 156,748 244,641 2024-08-19 $134.31 $130.00 25.4% 7.1% 33.9% 4.4% 27.5% 4.5% 0.7% 6.5M -383.0M -6.6M 0.65 50.09 N/A N/A 5,284 3,426 134,921 210,143 2024-08-20 $133.13 $130.00 26.7% 7.7% 33.2% 12.6% 30.6% 4.2% -0.5% 4.8M -331.7M -6.6M 3.06 35.89 N/A N/A 2,193 6,720 138,201 211,766 2024-08-21 $134.84 $130.00 26.3% 7.5% 31.2% 9.9% 26.7% 4.5% 1.1% 8.5M -424.6M -6.6M 1.29 42.61 N/A N/A 3,048 3,921 138,701 216,673 2024-08-22 $134.82 $130.00 26.8% 7.7% 30.2% 13.0% 27.0% 3.1% -1.0% 8.2M -417.4M -6.8M 0.43 43.15 N/A N/A 5,246 2,232 139,800 217,898 2024-08-23 $139.23 $130.00 26.5% 7.5% 32.4% 11.1% 26.0% 3.1% -0.3% 25.7M -745.2M -6.4M 0.93 42.71 N/A N/A 7,539 7,037 143,882 218,523 2024-08-26 $141.91 $130.00 26.3% 7.7% 33.2% 10.1% 27.1% 4.7% 0.2% 19.8M -823.1M -6.2M 0.73 42.23 N/A N/A 4,944 3,618 140,417 221,922 2024-08-27 $141.16 $130.00 27.9% 7.7% 33.2% 20.1% 26.4% 5.0% -2.7% 19.2M -751.2M -6.5M 3.03 39.54 N/A N/A 2,350 7,120 142,390 223,531 2024-08-28 $140.38 $130.00 27.5% 8.1% 33.2% 17.7% 28.9% 1.0% 0.5% 15.2M -720.8M -6.4M 1.35 47.56 N/A N/A 2,192 2,962 143,117 225,606 2024-08-29 $140.94 $130.00 27.0% 7.7% 29.5% 14.1% 25.7% 4.1% 1.0% 18.7M -759.4M -6.3M 0.96 48.49 N/A N/A 2,953 2,831 143,880 227,421 2024-08-30 $142.11 $130.00 26.5% 7.3% 27.5% 11.3% 26.1% 4.3% 0.6% 21.9M -822.6M -6.2M 0.76 49.54 N/A N/A 2,984 2,258 144,074 228,014
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