Bentley Systems, Incorporated (BSY) Options History
Historical options analytics archive for BSY with monthly max pain, implied volatility, gamma exposure, and put/call data.
65 months of complete options data available.
BSY monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for BSY. Volatility and put/call columns are averages across trading days within the month; max pain, net GEX, and net DEX are the end-of-month values (last trading day of the month).
| Month | Days | Avg ATM IV | Avg IV Rank | End Max Pain | End Net GEX | End Net DEX | Avg P/C |
|---|---|---|---|---|---|---|---|
| 2026-06 | 21 | 46.9% | 6.0% | $30.00 | $63.9K | -$1.6M | 5.56 |
| 2026-05 | 20 | 72.1% | 11.5% | $25.00 | $13.2K | -$1.5M | 3.23 |
| 2026-04 | 21 | 85.9% | 20.3% | $40.00 | $83.2K | -$599.1K | 0.82 |
| 2026-03 | 22 | 34.5% | 40.5% | $40.00 | $261.9K | -$2.7M | 0.52 |
| 2026-02 | 19 | 42.2% | 57.3% | $30.00 | $353.1K | -$5.8M | 0.68 |
| 2026-01 | 20 | 32.2% | 35.6% | $40.00 | $37.0K | $347.9K | 0.48 |
This archive aggregates BSY's daily end-of-day options snapshots into monthly summaries, spanning 2021-02 through 2026-06. Each month rolls up the underlying snapshot archive, which provides continuous end-of-day coverage from 2007 to present: implied-volatility levels, IV rank, and the put/call ratio are time-averaged across the month; total call and put volume are summed; and dealer positioning (net gamma and delta exposure) and the max-pain strike are taken at the month's final trading day. The result is a long-horizon view of how BSY option pricing, volatility regime, and dealer hedging pressure evolved month over month, useful for backtesting strategy assumptions and for studying volatility-regime shifts around earnings and macro events. The most recent aggregated month (2026-06) shows an average ATM implied volatility near 46.9%, a month-end max-pain strike around $30.00, an average put/call ratio of 5.56.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2023
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2022
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2021
Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked BSY history questions
- How much options history is available for BSY?
- This archive holds 65 months of BSY options analytics, spanning 2021-02 through 2026-06. Each entry is a monthly rollup of BSY's daily end-of-day options snapshot record, which provides continuous coverage from 2007 to present. Use the year-grouped links on this page to jump to any specific month within the BSY archive.
- What data does each monthly BSY aggregate contain?
- Every monthly row summarizes that month of BSY option activity: time-averaged ATM implied volatility and IV rank, the month-end max-pain strike, end-of-month net dealer gamma (GEX) and delta (DEX) exposure, the average put/call ratio, and total call and put volume. For example, 2026-06 recorded an average ATM implied volatility near 46.9%, an average IV rank of 6.0%, a month-end max-pain strike around $30.00, an average put/call ratio of 5.56.
- How is the BSY options-history archive built and how often does it update?
- The archive is derived from BSY's daily end-of-day options snapshots, which capture spot, the full listed chain, implied volatility, and dealer-positioning exposures each trading day. Those daily records are rolled up into the monthly summaries shown here and refreshed as new end-of-day data lands. Traders use the long-horizon view to backtest strategy assumptions, study how BSY's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.