MCP Launch Celebration! $14.99/mo
--d
:
--h
:
--m
:
--s
Get Started

BSX options: IV rank, expected move and trade screens

Boston Scientific Corp · Healthcare

As of the close on . In the app, data is refreshed intraday.

BSX closed at $44.11 on Sep 28, 2026 with 30-day implied volatility of 42.8%. That is in the upper half of its one-year range (IV rank 65), so premiums are somewhat richer than usual for BSX. Measured by IV percentile, IV is higher than 82% of the past year's readings. Options expiring Oct 30 (32 days out) price a one standard deviation move of about $5.84, or 13.2%.

The price is below both its 50-day (-5.7%) and 200-day (-30.5%) moving averages. It is trading within 3.5% of its 52-week low. The 14-day RSI of 42.3 is between 30 and 70, neither overbought nor oversold. The 14-day average true range is $1.56, about 3.5% of the price, a measure of a typical day's range.

Option volume at the close (10.2K contracts) was 0.3x its average, much quieter than usual. A beta of 0.16 means BSX has tended to move about 0.2 times as much as the broad market. 3 of our preset screens found trades on BSX at the close, led by Long Call Butterflies for Pinning with 30 trades.

BSX stats at the close

Price
$44.11
Market cap $63.9B
Implied volatility
42.8%
30-day, at the money
IV rank
65
IV sits 65% of the way from its one-year low to its one-year high.
IV percentile
82
IV is higher than 82% of the past year's readings.
ATR (14-day)
$1.56
3.5% of the price on a typical day
RSI (14-day)
42.3
Between 30 and 70, neutral
52-week range
-58.0% from high
+3.5% from the 52-week low
Moving averages
-5.7% vs 50-day
-30.5% vs the 200-day
Beta
0.16
Sensitivity to the broad market
Option volume
0.3x avg
10.2K contracts vs 29.3K average

BSX expected move by expiration

Expected move = price x at-the-money IV x the square root of (days to expiration / 365), a one standard deviation range. The straddle is the at-the-money call plus put, the market's own price for a move. Compare expected moves across stocks.

ExpirationIVExpected move1 SD rangeStraddle
Oct 2, 20264 days40.7%±$1.88 (4.3%)$42.23 to $45.99$1.50
Oct 30, 202632 days44.7%±$5.84 (13.2%)$38.27 to $49.95$4.65
Nov 20, 202653 days44.5%±$7.49 (17.0%)$36.62 to $51.60$6.03
Dec 18, 202681 days42.6%±$8.86 (20.1%)$35.25 to $52.97$7.10

Each expiration has its own implied volatility, and short-dated IV reacts more to near-term events, so the nearest expiration can differ a lot from the 30-day figure.

Trades that pass our screens as of the close

Counts and ranges for BSX from our preset scans at the last close. Open a preset in the app to see each trade with its strikes, prices, and risk, refreshed intraday. Income strategies show annualized return; the rest show return on risk.

BSX options FAQ

What is BSX's IV rank?
At the close on Sep 28, 2026, BSX's IV rank was 65 with 30-day implied volatility of 42.8%. IV sits 65% of the way from its one-year low to its one-year high. Its IV percentile was 82: IV is higher than 82% of the past year's readings.
What is the expected move for BSX?
Based on the close on Sep 28, 2026, options expiring Oct 30, 2026 priced a one standard deviation move of $5.84 (13.2%), a range of $38.27 to $49.95. Roughly two times in three, the stock would finish inside that range if the options are priced fairly.
Which option screens have trades on BSX?
At the close on Sep 28, 2026, these OptionClaws preset screens had passing trades on BSX: Long Call Butterflies for Pinning (30), Bear Put Spreads Below the 200-Day (22), Iron Condor, 2-ATR Profit Zone (6). Open a screen in the app to see the individual trades, refreshed intraday.
Is BSX option volume above average?
On Sep 28, 2026, BSX option volume was 0.3x its average, much quieter than usual.

Market data as of the prior close, for information and education only. Not investment advice. Options involve substantial risk and are not suitable for every investor. See our Terms of Service.