BSX Options Chain, Open Interest, and Volatility Data

BSX Options Open Interest & Strategy Insights

BSX – Top 10 Strike Prices by Open Interest

Strike	Call OI	Put OI	Total OI
100	11760	11316	23076
105	15495	6498	21993
95	3369	14623	17992
110	14310	1940	16250
85	813	11279	12092
111	10462	0	10462
115	9875	191	10066
102	4232	3770	8002
90	1895	5995	7890
92.5	1290	5294	6584

BSX – Volatility Metrics & Put/Call Analysis

Put/Call OI Ratio	Put/Call Volume Ratio	Avg Call IV	Avg Put IV	IV Skew
0.69	1.59	37.73%	32.52%	-5.21%

Data Analysis

Symbol: BSX Current Price: 98.90
Max Pain: 104.00 (below)

📌 Absolute OI Peak: 100.00 (23076 contracts)
🛡️ Short-term Key Levels: 95.00（17992 contracts，major support） , 92.50（6584 contracts，major support） , 90.00（7890 contracts，major support）

📈 Put/Call OI Ratio: 0.69 (bullish, Call OI dominant)
Put/Call Volume Ratio: 1.59 (bearish, Put volume dominant)

📊 Avg Call IV: 37.73%
Avg Put IV: 32.52%
IV Skew: -5.21% (Call IV higher than Put IV by 5.21%, upward expectation slightly stronger)

Market Sentiment Based on Options by Expiration Date

Date	Call Volume	Put Volume	Open Interest	Put/Call Ratio	Sentiment
2025-11-07	126	4845	16254	38.452	Moderate Bearish 📉 (30) ⚠️
2025-11-14	228	47	2091	0.206	Moderate Bullish 📈 (70) ⚠️
2025-11-21	3179	379	50401	0.119	Strong Bullish 📈💥 (85) ⚠️
2025-11-28	129	211	688	1.636	Moderate Bearish 📉 (30)
2025-12-05	41	6711	6762	163.683	Moderate Bearish 📉 (30) ⚠️
2025-12-19	3307	25	2916	0.008	Moderate Bullish 📈 (70) ⚠️
2026-01-16	256	284	43415	1.109	Slight Bearish 📉 (40)
2026-02-20	114	174	3246	1.526	Moderate Bearish 📉 (30)
2026-03-20	174	135	8831	0.776	Slight Bullish 📈 (60)
2026-05-15	38	49	535	1.289	Slight Bearish 📉 (40)
2026-06-18	160	673	15368	4.206	Moderate Bearish 📉 (30) ⚠️
2026-09-18	223	83	1594	0.372	Moderate Bullish 📈 (70)
2026-12-18	47	572	2813	12.170	Moderate Bearish 📉 (30) ⚠️
2027-01-15	65	139	9386	2.138	Moderate Bearish 📉 (30)
2027-06-17	35	23	1466	0.657	Slight Bullish 📈 (60)
2028-01-21	37	1	106	0.027	Moderate Bullish 📈 (70) ⚠️
How the Sentiment Algorithm Works This table evaluates market sentiment based on aggregated options data by expiration date. The key metrics are: Put/Call Ratio (PCR): Indicates the relative activity between put and call options. A high PCR suggests bearish sentiment, while a low PCR indicates bullish sentiment. Open Interest (OI): Represents the number of outstanding contracts. Higher values reflect strong market attention or hedging activity. Unusual activity ⚠️: Days with extremely high PCR or OI are flagged, signaling possible speculative bets or hedging pressures. The sentiment score is computed by combining PCR and OI, then classified into clear labels such as Strong Bullish, Moderate Bullish, Neutral, Moderate Bearish, Strong Bearish. Scores range from 0 to 100, where higher values indicate stronger bullish sentiment and lower values indicate stronger bearish sentiment.