BX Options History — October 2024 In October 2024, BX traded between $147.91 and $173.21. ATM implied volatility averaged 31.5%, placing in the 42.1% IV rank vs the trailing year. The 30-day expected move averaged 9.2%. IV traded above realized volatility by 3.8% (HV 20d: 27.7%). Max pain ranged from $140.00 to $160.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 8 of 23 days. Put/call ratio averaged 0.95.
Notable Days 2024-10-17 : Highest Volume — 54,353 contracts2024-10-17 : Largest IV drop — 9.4% change2024-10-09 : Highest IV Rank — 62.8%2024-10-31 : Largest Expected Move — 10.3%Monthly Statistics Metric Avg Min Max Open Close Price $160.56 $147.91 $173.21 $151.98 $167.83 Max Pain $147.39 $140.00 $160.00 $145.00 $160.00 ATM IV 31.5% 28.2% 34.9% 30.6% 31.1% Expected Move 9.2% 8.1% 10.3% 9.7% 10.3% HV 20d 27.7% 22.8% 32.6% 24.8% 31.7% HV 60d 29.0% 27.6% 30.3% 29.7% 27.6% IV Rank 42.1% 22.0% 62.8% 36.3% 39.7% IV Percentile 67.4% 33.7% 93.7% 61.5% 71.4% Term Structure -0.2% -2.5% 3.9% 3.9% -0.3% VWIV 33.1% 29.9% 38.9% 35.3% 38.9% Skew 25d 4.1% 3.2% 5.5% 5.4% 4.4% Skew 10d 9.1% 3.2% 19.0% 5.5% 10.1% Call IV 25d 29.7% 27.2% 32.7% 29.0% 29.9% Put IV 25d 33.7% 30.8% 37.8% 34.4% 34.2% Bid-Ask Spread % 46.11 28.86 62.63 41.55 34.46 Gamma HHI 0.11 0.07 0.19 0.09 0.12 Net GEX 16.1M 3.8M 36.8M 12.2M 17.2M Net DEX -1.23B -2.09B -648.5M -914.4M -1.33B Net VEX -6.0M -6.3M -5.1M -6.2M -6.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.95 0.07 2.55 2.55 0.96 Total Volume 15,201.478 3,713 54,353 16,584 10,041 Total OI 371,655.217 358,261 407,681 364,517 369,757
Daily Data (23 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 2024-10-01 $151.98 $145.00 30.6% 9.7% 24.8% 36.3% 35.3% 5.4% 3.9% 12.2M -914.4M -6.2M 2.55 41.55 N/A N/A 4,674 11,910 144,752 219,765 2024-10-02 $152.18 $145.00 32.1% 9.9% 24.9% 45.9% 36.3% 5.1% 2.0% 10.1M -925.5M -6.1M 1.17 42.46 N/A N/A 2,668 3,111 145,247 222,758 2024-10-03 $150.66 $140.00 33.0% 9.6% 25.4% 51.2% 35.8% 3.3% 2.0% 5.3M -826.7M -6.3M 1.11 58.63 N/A N/A 2,928 3,253 145,665 223,178 2024-10-04 $152.11 $140.00 31.9% 9.4% 24.8% 44.6% 32.5% 4.7% 0.9% 11.7M -892.2M -6.3M 0.56 60.69 N/A N/A 3,464 1,923 146,396 225,620 2024-10-07 $149.00 $140.00 34.3% 9.8% 25.4% 59.4% 34.4% 5.1% 0.2% 5.9M -736.7M -6.2M 1.12 58.92 N/A N/A 5,178 5,780 143,045 219,908 2024-10-08 $149.93 $140.00 34.5% 9.6% 25.3% 60.4% 34.5% 5.5% -0.7% 6.9M -776.1M -6.2M 0.39 56.83 N/A N/A 2,662 1,051 145,272 222,685 2024-10-09 $147.91 $140.00 34.9% 9.4% 25.9% 62.8% 32.5% 5.3% -1.9% 3.8M -648.5M -6.1M 0.55 61.95 N/A N/A 8,920 4,885 145,846 223,130 2024-10-10 $149.56 $140.00 34.4% 9.5% 24.1% 59.7% 34.7% 4.0% -1.0% 8.8M -762.3M -6.2M 0.79 55.92 N/A N/A 2,544 2,010 149,691 224,133 2024-10-11 $153.30 $140.00 33.4% 9.3% 23.6% 53.9% 32.3% 3.3% -0.2% 19.9M -1.05B -5.7M 0.75 58.67 N/A N/A 7,061 5,301 150,702 223,336 2024-10-14 $155.51 $140.00 33.9% 9.6% 22.8% 57.1% 33.4% 4.1% -1.5% 17.9M -1.13B -5.7M 0.73 58.43 N/A N/A 10,741 7,840 147,399 221,865 2024-10-15 $155.80 $140.00 34.0% 9.7% 22.8% 57.2% 33.7% 3.9% -1.8% 18.2M -1.15B -6.0M 0.99 54.87 N/A N/A 3,930 3,888 151,691 227,577 2024-10-16 $160.06 $140.00 33.7% 9.7% 24.6% 55.9% 34.0% 3.5% -2.5% 24.2M -1.38B -5.9M 0.83 62.63 N/A N/A 17,578 14,548 152,364 227,952 2024-10-17 $169.84 $140.00 30.6% 8.8% 31.3% 36.4% 32.5% 3.2% -0.6% 36.8M -1.96B -5.1M 0.73 43.44 N/A N/A 31,331 23,022 158,749 231,523 2024-10-18 $173.21 $150.00 28.2% 8.1% 31.6% 22.0% 30.0% 3.2% -0.5% 23.4M -2.09B -5.3M 0.68 39.32 N/A N/A 20,481 13,953 164,437 243,244 2024-10-21 $170.76 $150.00 28.9% 8.5% 31.9% 26.4% 29.9% 3.5% -0.7% 18.3M -1.55B -5.8M 0.92 38.14 N/A N/A 7,846 7,223 146,755 211,506 2024-10-22 $168.26 $155.00 28.9% 8.5% 32.6% 26.3% 30.3% 3.9% -1.2% 17.1M -1.45B -5.9M 0.84 36.28 N/A N/A 6,300 5,319 150,933 214,923 2024-10-23 $166.55 $155.00 29.5% 8.7% 30.5% 29.9% 30.9% 4.2% -0.8% 16.4M -1.36B -6.2M 2.03 33.45 N/A N/A 6,574 13,352 154,094 216,790 2024-10-24 $169.47 $155.00 29.1% 8.6% 30.9% 27.1% 31.0% 3.2% -0.7% 18.7M -1.51B -6.1M 0.58 28.86 N/A N/A 5,963 3,450 156,356 214,591 2024-10-25 $167.38 $155.00 29.8% 8.7% 31.3% 31.6% 30.8% 3.7% -1.1% 11.5M -1.40B -6.2M 0.07 32.35 N/A N/A 32,716 2,394 158,482 216,468 2024-10-28 $170.04 $160.00 29.6% 9.0% 30.6% 30.4% 31.9% 3.4% 0.3% 20.9M -1.45B -6.1M 1.22 29.45 N/A N/A 3,441 4,206 148,725 211,655 2024-10-29 $169.93 $160.00 28.8% 8.9% 30.5% 25.6% 32.9% 3.8% 0.4% 22.0M -1.45B -6.3M 1.49 37.96 N/A N/A 2,302 3,427 150,830 211,823 2024-10-30 $171.72 $160.00 29.4% 9.1% 30.5% 29.4% 32.9% 3.6% 0.9% 23.4M -1.53B -6.3M 0.82 35.27 N/A N/A 4,628 3,817 152,087 214,365 2024-10-31 $167.83 $160.00 31.1% 10.3% 31.7% 39.7% 38.9% 4.4% -0.3% 17.2M -1.33B -6.2M 0.96 34.46 N/A N/A 5,123 4,918 153,301 216,456
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