BX Options History — December 2024

In December 2024, BX traded between $169.38 and $192.51. ATM implied volatility averaged 27.5%, placing in the 25.4% IV rank vs the trailing year. The 30-day expected move averaged 7.9%. IV traded below realized volatility by 3.8% (HV 20d: 31.3%). Max pain ranged from $130.00 to $160.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 21 of 21 days. Put/call ratio averaged 0.82.

Notable Days

  • 2024-12-18: Highest Volume — 26,609 contracts
  • 2024-12-18: Largest IV spike — 23.3% change
  • 2024-12-19: Highest IV Rank — 56.6%
  • 2024-12-19: Largest Expected Move — 9.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$181.21$169.38$192.51$187.47$171.82
Max Pain$135.48$130.00$160.00$160.00$145.00
ATM IV27.5%22.9%33.1%25.1%30.7%
Expected Move7.9%7.2%9.5%7.6%7.9%
HV 20d31.3%27.9%37.8%33.8%30.9%
HV 60d30.7%29.0%32.7%29.8%32.4%
IV Rank25.4%0.0%56.6%9.3%43.2%
IV Percentile30.6%0.0%86.1%2.8%66.7%
Term Structure1.6%0.4%3.8%2.2%1.0%
VWIV28.0%26.0%32.6%26.8%30.8%
Skew 25d2.7%-0.5%5.6%2.4%-0.5%
Skew 10d4.8%-8.9%17.2%-6.7%8.2%
Call IV 25d26.3%22.7%31.4%22.8%29.0%
Put IV 25d29.0%24.4%35.1%25.2%28.5%
Bid-Ask Spread %40.1529.4648.7048.4131.80
Gamma HHI0.090.060.130.090.06
Net GEX22.3M5.5M37.9M28.6M6.5M
Net DEX-1.56B-2.18B-922.8M-1.95B-922.8M
Net VEX-5.4M-5.8M-5.0M-5.2M-5.7M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.820.282.411.001.44
Total Volume10,912.4294,56526,6098,4839,642
Total OI364,098.238342,607389,113352,872358,705

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-12-02$187.47$160.0025.1%7.6%33.8%9.3%26.8%2.4%2.2%28.6M-1.95B-5.2M1.0048.41N/AN/A4,2524,231155,515197,357
2024-12-03$185.88$160.0022.9%7.5%34.0%0.0%26.7%0.8%3.0%28.1M-1.90B-5.1M0.7348.15N/AN/A4,3603,197156,634199,450
2024-12-04$185.50$160.0023.1%7.3%34.1%0.8%26.0%2.7%2.0%28.3M-1.87B-5.2M0.4147.11N/AN/A4,0101,640158,138201,466
2024-12-05$187.56$130.0024.3%7.5%29.0%7.5%26.0%1.6%1.5%29.7M-1.98B-5.1M0.4343.43N/AN/A7,8073,341159,574202,345
2024-12-06$186.74$130.0024.3%7.6%28.8%7.5%26.1%2.1%2.1%30.0M-1.94B-5.2M0.3045.17N/AN/A4,0241,195162,837204,931
2024-12-09$185.16$130.0025.6%7.8%28.9%14.6%26.6%1.9%1.3%29.0M-1.86B-5.1M0.4741.19N/AN/A7,2033,382160,147203,342
2024-12-10$190.44$130.0026.0%7.8%28.7%17.2%27.4%2.1%1.3%34.4M-2.10B-5.0M0.5637.42N/AN/A4,7022,644161,929205,736
2024-12-11$192.51$130.0026.7%7.9%27.9%20.7%28.2%1.3%1.0%37.9M-2.18B-5.2M0.4743.83N/AN/A7,8583,718163,225207,285
2024-12-12$189.91$130.0027.4%8.0%28.5%24.6%27.5%2.0%0.7%34.1M-2.05B-5.2M0.5643.80N/AN/A6,9173,855164,028208,393
2024-12-13$188.45$130.0026.4%7.7%28.7%19.2%26.9%2.0%0.8%30.3M-1.97B-5.4M0.5140.22N/AN/A5,3642,737166,305209,586
2024-12-16$188.56$130.0027.3%7.9%28.6%24.1%27.9%2.9%0.9%29.6M-1.98B-5.3M0.8345.99N/AN/A3,7633,117162,386209,003
2024-12-17$183.44$130.0026.4%7.6%30.2%19.5%26.7%2.5%1.8%25.2M-1.73B-5.3M1.2236.64N/AN/A5,6496,873163,046210,256
2024-12-18$172.04$130.0032.6%9.3%37.5%53.7%32.6%3.5%2.6%17.8M-1.10B-5.7M0.8048.70N/AN/A14,78211,827163,042212,908
2024-12-19$169.38$130.0033.1%9.5%37.8%56.6%32.1%3.7%0.4%9.5M-924.2M-5.8M1.0537.73N/AN/A11,64812,223167,298216,610
2024-12-20$170.97$130.0029.9%8.3%32.1%38.8%27.0%3.9%3.0%5.5M-1.04B-5.8M0.2837.69N/AN/A12,4303,468167,865221,248
2024-12-23$172.40$130.0029.8%8.1%30.8%38.2%29.0%4.6%1.4%12.0M-966.5M-5.8M1.3031.87N/AN/A4,8326,298144,676197,931
2024-12-24$175.41$130.0027.6%7.3%31.5%26.0%27.2%4.3%2.1%15.4M-1.11B-5.7M0.7534.43N/AN/A2,6041,961146,236200,714
2024-12-26$176.79$130.0028.0%7.2%31.6%28.4%27.0%5.6%3.8%18.7M-1.17B-5.6M0.3638.67N/AN/A5,9952,173146,998201,166
2024-12-27$172.88$130.0029.5%7.9%32.2%36.5%30.4%3.9%1.1%11.7M-1.00B-5.7M2.4131.52N/AN/A3,7689,087150,015202,076
2024-12-30$172.12$140.0031.5%7.9%31.6%47.9%29.0%3.8%0.7%6.8M-938.7M-5.8M1.3029.46N/AN/A4,6095,975148,075207,586
2024-12-31$171.82$145.0030.7%7.9%30.9%43.2%30.8%-0.5%1.0%6.5M-922.8M-5.7M1.4431.80N/AN/A3,9475,695149,233209,472