BX Options History — November 2024

In November 2024, BX traded between $167.64 and $198.66. ATM implied volatility averaged 27.2%, placing in the 20.5% IV rank vs the trailing year. The 30-day expected move averaged 8.0%. IV traded below realized volatility by 4.5% (HV 20d: 31.7%). Max pain ranged from $150.00 to $160.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 12 of 20 days. Put/call ratio averaged 0.91.

Notable Days

  • 2024-11-06: Highest Volume — 24,976 contracts
  • 2024-11-11: Largest IV spike — 17.1% change
  • 2024-11-04: Highest IV Rank — 44.3%
  • 2024-11-01: Largest Expected Move — 10.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$182.76$167.64$198.66$168.47$191.80
Max Pain$154.50$150.00$160.00$160.00$160.00
ATM IV27.2%23.4%31.9%31.5%24.8%
Expected Move8.0%7.1%10.6%10.6%7.3%
HV 20d31.7%26.9%36.0%31.7%32.1%
HV 60d28.6%27.2%30.1%27.5%29.5%
IV Rank20.5%0.0%44.3%42.3%7.4%
IV Percentile25.8%0.0%79.8%76.2%1.6%
Term Structure-0.1%-2.8%2.1%-0.7%1.6%
VWIV28.4%25.3%38.6%38.6%28.8%
Skew 25d1.8%-3.5%4.8%0.8%1.5%
Skew 10d6.7%2.2%16.0%16.0%5.5%
Call IV 25d26.6%23.3%33.8%33.8%23.5%
Put IV 25d28.4%22.2%34.6%34.6%25.0%
Bid-Ask Spread %45.8934.1751.5734.1747.71
Gamma HHI0.110.080.180.110.09
Net GEX29.7M14.8M60.0M16.5M29.2M
Net DEX-1.97B-2.54B-1.28B-1.31B-2.17B
Net VEX-5.5M-6.6M-4.5M-6.6M-5.1M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.910.282.111.680.88
Total Volume12,225.853,84624,9765,8433,846
Total OI374,690.65351,955403,072369,001365,181

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-11-01$168.47$160.0031.5%10.6%31.7%42.3%38.6%0.8%-0.7%16.5M-1.31B-6.6M1.6834.17N/AN/A2,1823,661152,814216,187
2024-11-04$167.64$150.0031.9%9.0%30.5%44.3%31.5%3.2%0.1%14.8M-1.28B-6.5M0.5843.79N/AN/A7,7924,514151,101215,126
2024-11-05$168.59$150.0031.0%8.8%30.5%39.0%30.8%3.2%-0.4%18.6M-1.36B-6.3M2.1150.30N/AN/A5,10310,756155,859217,694
2024-11-06$177.80$150.0026.8%7.9%33.9%13.4%28.2%4.8%0.9%36.6M-1.90B-5.6M0.5151.57N/AN/A16,5548,422158,310219,852
2024-11-07$175.96$150.0025.9%7.6%34.6%7.7%26.9%2.3%0.3%39.7M-1.87B-5.9M1.2050.19N/AN/A4,4915,397166,166222,809
2024-11-08$177.66$150.0023.4%7.1%34.0%0.0%25.3%2.0%1.2%60.0M-1.98B-5.7M0.7748.95N/AN/A5,1153,926167,599225,073
2024-11-11$183.05$150.0027.5%7.8%34.9%23.0%27.1%4.0%-1.6%38.6M-2.19B-5.2M0.4848.38N/AN/A9,8734,744163,316221,936
2024-11-12$179.91$150.0026.8%7.8%36.0%18.9%27.4%2.2%0.2%38.0M-2.03B-5.5M1.0151.05N/AN/A4,1184,142166,909224,152
2024-11-13$181.22$155.0026.5%7.7%35.2%17.7%27.4%1.9%0.5%33.8M-2.07B-5.5M1.8149.23N/AN/A5,78510,467168,049231,569
2024-11-14$181.46$155.0025.9%7.6%29.1%13.9%26.5%1.5%0.7%35.3M-2.08B-5.6M1.3149.46N/AN/A4,4165,768169,832231,024
2024-11-15$180.61$155.0027.1%7.9%28.6%20.8%27.3%2.3%0.6%23.6M-2.01B-5.7M1.3044.63N/AN/A7,0059,100170,223232,849
2024-11-18$182.78$155.0026.8%7.7%28.1%19.5%27.4%1.5%-2.7%21.3M-1.86B-5.5M1.0146.39N/AN/A2,4522,487152,076199,879
2024-11-19$184.86$155.0028.0%8.0%27.4%26.2%28.4%1.8%-2.8%24.9M-1.98B-5.4M0.6349.38N/AN/A7,9044,970153,391201,019
2024-11-20$184.63$155.0028.6%8.2%26.9%29.4%28.6%2.1%-1.6%25.3M-1.97B-5.4M0.5841.32N/AN/A9,5305,564156,539204,189
2024-11-21$194.35$155.0028.0%8.0%31.3%25.8%28.8%1.0%0.8%26.6M-2.34B-4.9M0.2843.06N/AN/A18,6545,214152,997206,317
2024-11-22$198.66$155.0027.9%8.0%30.8%25.4%28.3%1.3%0.0%25.7M-2.54B-4.5M0.4335.50N/AN/A12,5445,379158,492208,975
2024-11-25$194.43$160.0026.9%7.9%32.5%19.7%28.2%-3.5%-0.5%27.3M-2.26B-5.0M0.6443.22N/AN/A7,1614,578156,063203,371
2024-11-26$191.81$160.0024.9%7.4%33.2%8.4%26.1%1.3%2.1%28.0M-2.15B-5.3M0.4343.70N/AN/A3,8131,656158,132204,662
2024-11-27$189.55$160.0024.8%7.4%33.7%7.5%26.4%0.3%-0.2%30.4M-2.07B-5.2M0.4845.82N/AN/A3,6741,760159,037205,044
2024-11-29$191.80$160.0024.8%7.3%32.1%7.4%28.8%1.5%1.6%29.2M-2.17B-5.1M0.8847.71N/AN/A2,0431,803159,767205,414