BSY Options History — February 2021

Name: BSY Options Analytics - February 2021
Creator: Options Analysis Suite

In February 2021, BSY traded between $44.43 and $49.38. ATM implied volatility averaged 69.7%. The 30-day expected move averaged 20.0%. IV traded above realized volatility by 20.3% (HV 20d: 49.5%). Max pain ranged from $40.00 to $45.00. Net GEX was positive for 16 of 16 trading days. Term structure was in contango for 7 of 16 days. Put/call ratio averaged 0.72.

Notable Days

2021-02-05: Highest Volume — 18 contracts
2021-02-05: Largest IV drop — 20.1% change
2021-02-26: Largest Expected Move — 22.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$47.13	$44.43	$49.38	$46.22	$44.43
Max Pain	$43.75	$40.00	$45.00	$40.00	$45.00
ATM IV	69.7%	59.6%	79.8%	74.6%	79.8%
Expected Move	20.0%	17.1%	22.9%	19.2%	22.9%
HV 20d	49.5%	49.5%	49.5%	49.5%	49.5%
Term Structure	-2.6%	-13.9%	9.1%	-5.8%	-12.5%
VWIV	66.3%	60.6%	72.5%	67.1%	70.1%
Skew 25d	3.8%	-6.3%	15.4%	1.5%	10.2%
Skew 10d	12.0%	-6.3%	46.8%	22.9%	-6.3%
Call IV 25d	70.9%	53.5%	79.9%	79.6%	79.9%
Put IV 25d	74.6%	59.4%	90.0%	81.1%	90.0%
Bid-Ask Spread %	93.55	82.05	111.03	111.03	89.25
Gamma HHI	0.43	0.32	0.62	0.34	0.32
Net GEX	4.5K	1.7K	7.4K	1.7K	3.1K
Net DEX	-136.4K	-205.1K	-75.7K	-75.7K	-77.0K
Net VEX	-452	-619	-217	-217	-573
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.72	0.00	6.00	0.00	0.00
Total Volume	6.75	1	18	5	1
Total OI	80.688	32	104	32	95

Daily Data (16 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2021-02-04	$46.22	$40.00	74.6%	19.2%	0.0%	0.0%	67.1%	1.5%	-5.8%	1.7K	-75.7K	-217	0.00	111.03	N/A	N/A	5	0	29	3
2021-02-05	$46.64	$40.00	59.6%	20.2%	0.0%	0.0%	62.6%	-4.3%	5.7%	2.3K	-96.9K	-238	0.06	93.99	N/A	N/A	17	1	34	3
2021-02-08	$46.50	$40.00	67.2%	19.8%	0.0%	0.0%	0.0%	-6.3%	0.0%	4.2K	-121.1K	-298	0.00	82.05	N/A	N/A	1	0	51	4
2021-02-09	$47.14	$40.00	64.8%	17.1%	0.0%	0.0%	60.6%	5.9%	9.1%	5.7K	-150.8K	-351	2.50	93.22	N/A	N/A	4	10	62	4
2021-02-10	$48.67	$45.00	66.1%	18.9%	0.0%	0.0%	61.6%	4.1%	7.4%	4.9K	-170.0K	-426	0.00	86.63	N/A	N/A	14	0	65	14
2021-02-11	$47.48	$45.00	62.1%	17.8%	0.0%	0.0%	64.1%	7.1%	0.7%	5.7K	-168.5K	-468	0.00	86.10	N/A	N/A	5	0	74	14
2021-02-12	$48.17	$45.00	71.5%	20.5%	0.0%	0.0%	0.0%	0.0%	-3.0%	6.0K	-185.7K	-479	0.00	85.09	N/A	N/A	1	0	78	14
2021-02-16	$48.66	$45.00	73.6%	21.1%	0.0%	0.0%	0.0%	-2.8%	-7.9%	7.4K	-205.1K	-448	0.50	103.50	N/A	N/A	4	2	79	14
2021-02-17	$46.90	$45.00	65.8%	18.9%	0.0%	0.0%	0.0%	4.1%	0.7%	6.6K	-152.7K	-451	0.33	99.07	N/A	N/A	3	1	79	16
2021-02-18	$46.69	$45.00	79.0%	22.7%	0.0%	0.0%	0.0%	8.1%	-13.9%	6.2K	-154.6K	-472	6.00	98.81	N/A	N/A	1	6	81	17
2021-02-19	$47.24	$45.00	65.0%	18.6%	0.0%	0.0%	0.0%	10.4%	-1.5%	3.5K	-146.0K	-509	0.00	92.61	N/A	N/A	6	0	81	23
2021-02-22	$45.66	$45.00	72.3%	20.7%	0.0%	0.0%	71.2%	1.8%	-6.8%	3.2K	-89.0K	-470	0.10	94.06	N/A	N/A	10	1	57	23
2021-02-23	$47.80	$45.00	65.7%	18.8%	0.0%	0.0%	72.5%	6.2%	-3.6%	3.6K	-128.9K	-609	0.00	89.13	N/A	N/A	10	0	67	24
2021-02-24	$49.38	$45.00	74.5%	21.3%	0.0%	0.0%	66.9%	15.4%	-10.6%	3.9K	-151.9K	-619	0.00	91.51	N/A	N/A	2	0	68	24
2021-02-25	$46.57	$45.00	74.4%	21.3%	0.0%	0.0%	70.1%	-0.9%	0.2%	3.9K	-108.3K	-611	2.00	100.82	N/A	N/A	1	2	70	24
2021-02-26	$44.43	$45.00	79.8%	22.9%	49.5%	0.0%	0.0%	10.2%	-12.5%	3.1K	-77.0K	-573	0.00	89.25	N/A	N/A	1	0	69	26