BX Options History — September 2024

In September 2024, BX traded between $136.87 and $159.49. ATM implied volatility averaged 29.6%, placing in the 30.6% IV rank vs the trailing year. The 30-day expected move averaged 8.7%. IV traded above realized volatility by 3.1% (HV 20d: 26.6%). Max pain ranged from $130.00 to $140.00. Net GEX was positive for 19 of 20 trading days. Term structure was in contango for 16 of 20 days. Put/call ratio averaged 1.68.

Notable Days

  • 2024-09-13: Highest Volume — 38,544 contracts
  • 2024-09-19: Largest IV drop — 5.9% change
  • 2024-09-06: Highest IV Rank — 42.6%
  • 2024-09-06: Largest Expected Move — 9.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$149.16$136.87$159.49$137.25$152.63
Max Pain$134.00$130.00$140.00$130.00$140.00
ATM IV29.6%27.3%31.6%29.4%30.5%
Expected Move8.7%7.6%9.6%8.9%9.3%
HV 20d26.6%24.6%28.7%28.7%28.5%
HV 60d28.7%27.7%29.9%28.6%29.9%
IV Rank30.6%16.3%42.6%29.0%36.1%
IV Percentile49.9%23.0%71.0%49.2%61.1%
Term Structure0.9%-1.8%2.7%1.7%2.7%
VWIV30.9%27.9%33.8%31.9%33.8%
Skew 25d4.2%2.1%7.4%4.5%4.9%
Skew 10d11.6%-0.0%25.4%-0.0%7.2%
Call IV 25d27.8%25.7%30.6%27.9%27.8%
Put IV 25d32.0%28.7%36.1%32.4%32.7%
Bid-Ask Spread %53.4238.6466.2142.5838.64
Gamma HHI0.090.070.140.070.08
Net GEX16.7M-7.2M35.9M4.6M16.4M
Net DEX-1.06B-1.73B-436.4M-504.4M-974.9M
Net VEX-6.0M-6.6M-5.5M-6.4M-6.1M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.680.634.111.824.11
Total Volume16,671.54,46438,54411,05818,536
Total OI377,247.3351,989423,981362,799354,264

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-09-03$137.25$130.0029.4%8.9%28.7%29.0%31.9%4.5%1.7%4.6M-504.4M-6.4M1.8242.58N/AN/A3,9267,132141,433221,366
2024-09-04$137.62$130.0029.9%8.8%28.4%32.2%31.6%3.9%-1.8%2.8M-495.0M-6.5M2.3139.26N/AN/A1,6933,909143,229225,233
2024-09-05$138.36$130.0030.3%8.9%26.8%34.5%31.5%4.5%0.5%3.4M-551.6M-6.4M1.3460.19N/AN/A2,5613,433143,717227,021
2024-09-06$136.87$130.0031.6%9.6%26.5%42.6%33.1%5.6%-0.3%-7.2M-436.4M-6.6M2.8559.91N/AN/A3,94311,255144,672228,820
2024-09-09$140.22$130.0029.8%9.0%27.6%31.4%31.8%5.3%1.3%16.3M-677.1M-6.3M2.2062.32N/AN/A3,6097,952142,979224,168
2024-09-10$141.70$130.0030.5%9.2%26.9%36.0%33.1%7.4%1.4%18.9M-772.3M-6.2M2.5966.21N/AN/A7,61919,724144,758226,479
2024-09-11$142.61$130.0029.8%8.7%24.6%31.5%31.5%2.1%0.5%19.2M-815.8M-6.3M3.0763.54N/AN/A5,00115,350146,491231,795
2024-09-12$146.83$130.0029.0%8.7%25.6%26.7%30.0%2.4%1.2%35.9M-1.10B-6.0M0.9462.95N/AN/A8,7618,198149,048235,049
2024-09-13$151.05$130.0029.3%8.9%27.0%28.6%30.6%4.4%2.2%28.8M-1.34B-5.8M1.1164.11N/AN/A18,25820,286151,425239,774
2024-09-16$154.37$130.0030.2%8.8%25.7%34.3%31.7%5.2%1.8%28.0M-1.47B-5.8M0.8952.82N/AN/A12,15410,847154,698237,975
2024-09-17$154.81$135.0031.5%9.1%25.8%42.3%32.1%3.4%0.9%25.4M-1.47B-5.9M0.7050.27N/AN/A16,19211,276156,989241,524
2024-09-18$155.86$135.0030.2%8.7%25.1%34.0%31.9%3.7%0.4%22.2M-1.52B-5.7M1.5957.70N/AN/A10,48416,682159,163247,957
2024-09-19$159.49$135.0028.4%8.1%25.6%22.9%28.6%2.7%1.0%27.7M-1.73B-5.5M0.6357.22N/AN/A16,81910,624161,424254,242
2024-09-20$158.46$135.0028.1%7.8%26.0%20.9%28.6%2.9%2.0%22.5M-1.67B-5.7M1.1056.14N/AN/A7,9088,662166,258257,723
2024-09-23$156.71$140.0027.3%7.7%25.2%16.3%28.2%3.8%2.1%19.4M-1.21B-5.8M0.9052.70N/AN/A3,9573,570141,782210,207
2024-09-24$157.31$140.0028.4%7.6%24.7%22.9%27.9%4.9%0.2%20.2M-1.25B-5.6M0.7543.47N/AN/A2,5551,909142,777211,792
2024-09-25$152.60$140.0029.0%8.8%27.6%26.7%29.8%5.1%0.8%13.5M-987.5M-6.1M1.0248.98N/AN/A5,5535,638143,955212,556
2024-09-26$153.22$140.0029.9%8.7%27.3%32.2%30.4%3.8%-0.5%13.2M-1.01B-6.1M2.6744.24N/AN/A2,2606,028145,629215,054
2024-09-27$155.17$140.0029.7%8.7%27.5%30.7%30.2%4.3%-0.9%3.8M-1.13B-6.0M1.0745.14N/AN/A4,4354,731146,238215,282
2024-09-30$152.63$140.0030.5%9.3%28.5%36.1%33.8%4.9%2.7%16.4M-974.9M-6.1M4.1138.64N/AN/A3,62614,910143,393210,871