BSY Options History — March 2021 In March 2021, BSY traded between $41.66 and $47.70. ATM implied volatility averaged 59.8%. The 30-day expected move averaged 16.8%. IV traded below realized volatility by 0.1% (HV 20d: 59.8%). Max pain ranged from $45.00 to $50.00. Net GEX was positive for 14 of 23 trading days. Term structure was in contango for 18 of 23 days. Put/call ratio averaged 4.96.
Notable Days 2021-03-31 : Highest Volume — 218 contracts2021-03-08 : Largest IV spike — 33.8% change2021-03-01 : Largest Expected Move — 22.6%Monthly Statistics Metric Avg Min Max Open Close Price $44.58 $41.66 $47.70 $44.72 $47.26 Max Pain $46.09 $45.00 $50.00 $45.00 $45.00 ATM IV 59.8% 42.8% 78.7% 78.7% 42.8% Expected Move 16.8% 12.3% 22.6% 22.6% 12.3% HV 20d 59.8% 45.5% 66.8% 47.9% 62.4% Term Structure 5.1% -11.7% 20.6% -8.8% 14.1% VWIV 62.7% 43.5% 70.4% 68.8% 43.5% Skew 25d 1.4% -13.5% 14.8% 8.8% 5.4% Skew 10d -1.0% -28.7% 29.4% 19.9% 29.4% Call IV 25d 60.5% 44.0% 68.8% 64.8% 44.0% Put IV 25d 61.9% 44.4% 82.7% 73.6% 49.4% Bid-Ask Spread % 97.91 70.34 107.18 70.34 106.44 Gamma HHI 0.29 0.17 0.39 0.33 0.17 Net GEX 1.4K -3.9K 6.7K 3.3K -1.6K Net DEX -43.9K -134.9K 74.9K -66.3K -73.2K Net VEX -615 -864 -444 -546 -716 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 4.96 0.00 53.50 0.00 0.01 Total Volume 21.304 0 218 2 218 Total OI 151.652 96 241 96 231
Daily Data (23 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 2021-03-01 $44.72 $45.00 78.7% 22.6% 47.9% 0.0% 68.8% 8.8% -8.8% 3.3K -66.3K -546 0.00 70.34 N/A N/A 2 0 70 26 2021-03-02 $46.17 $45.00 67.2% 19.3% 48.2% 0.0% 69.4% 2.4% 1.9% 4.2K -97.7K -576 0.00 103.81 N/A N/A 3 0 72 26 2021-03-03 $46.35 $45.00 54.6% 15.7% 46.8% 0.0% 58.8% -1.5% 7.2% 4.5K -97.0K -569 0.00 101.38 N/A N/A 7 0 73 26 2021-03-04 $46.09 $50.00 63.3% 19.5% 45.5% 0.0% 66.9% 6.8% -11.7% 4.6K -96.3K -553 0.40 107.18 N/A N/A 5 2 73 26 2021-03-05 $47.70 $50.00 56.0% 17.4% 46.0% 0.0% 0.0% 13.9% -9.1% 5.5K -113.9K -545 0.50 97.01 N/A N/A 2 1 74 27 2021-03-08 $42.40 $50.00 74.9% 16.4% 62.4% 0.0% 70.4% -1.2% 1.3% 2.7K -22.9K -454 2.00 100.97 N/A N/A 2 4 73 27 2021-03-09 $43.32 $50.00 78.1% 17.1% 63.0% 0.0% 68.8% 2.0% 5.8% 3.4K -42.3K -479 0.00 87.04 N/A N/A 0 2 75 28 2021-03-10 $44.35 $50.00 59.9% 17.2% 63.5% 0.0% 68.7% 14.8% 5.4% 3.8K -40.6K -461 0.57 85.45 N/A N/A 7 4 75 29 2021-03-11 $44.92 $45.00 63.1% 18.1% 62.5% 0.0% 62.2% 8.8% 1.5% 4.5K -73.8K -502 0.00 86.31 N/A N/A 6 0 82 32 2021-03-12 $46.76 $45.00 64.3% 18.4% 63.8% 0.0% 0.0% 4.5% -4.1% 6.7K -134.9K -543 0.00 100.81 N/A N/A 0 0 88 32 2021-03-15 $46.10 $45.00 64.5% 18.5% 63.7% 0.0% 67.8% -3.3% 2.3% 6.1K -123.8K -509 0.80 92.99 N/A N/A 5 4 88 32 2021-03-16 $44.34 $45.00 61.2% 17.5% 64.8% 0.0% 60.2% -12.2% 8.6% 3.9K -57.9K -487 0.00 91.64 N/A N/A 2 0 93 34 2021-03-17 $44.13 $45.00 52.1% 14.9% 63.7% 0.0% 59.7% -3.6% 9.2% 4.3K -63.0K -457 1.10 107.11 N/A N/A 10 11 95 34 2021-03-18 $42.39 $45.00 54.3% 15.6% 65.1% 0.0% 58.8% -4.1% 20.6% 118 27.2K -444 53.50 102.98 N/A N/A 2 107 90 44 2021-03-19 $41.66 $45.00 52.5% 15.1% 64.9% 0.0% 58.1% 5.4% 17.9% -3.0K 74.9K -734 0.00 104.73 N/A N/A 0 12 91 150 2021-03-22 $43.71 $45.00 53.4% 15.3% 66.8% 0.0% 58.4% -2.6% 12.4% -2.6K 6.1K -672 1.00 94.53 N/A N/A 3 3 47 143 2021-03-23 $42.48 $45.00 56.9% 16.3% 64.9% 0.0% 63.6% 4.3% 7.7% -3.1K 35.2K -774 1.91 99.84 N/A N/A 11 21 47 142 2021-03-24 $42.39 $45.00 46.5% 13.3% 63.3% 0.0% 63.5% -13.5% 17.0% -3.9K 29.8K -864 5.50 104.43 N/A N/A 2 11 54 153 2021-03-25 $44.48 $45.00 57.5% 16.5% 63.2% 0.0% 59.2% -3.7% 3.4% -2.7K -15.4K -840 0.00 105.32 N/A N/A 0 2 56 161 2021-03-26 $43.91 $45.00 54.8% 15.7% 61.2% 0.0% 0.0% -7.0% 16.2% -2.7K -16.7K -794 0.00 97.98 N/A N/A 0 0 56 163 2021-03-29 $44.42 $45.00 66.1% 18.9% 61.3% 0.0% 63.8% 6.1% -8.5% -2.6K -20.9K -815 17.00 103.29 N/A N/A 1 17 56 163 2021-03-30 $45.40 $45.00 51.6% 14.8% 60.7% 0.0% 0.0% 1.7% 8.0% -3.3K -26.6K -821 0.00 100.33 N/A N/A 0 1 57 174 2021-03-31 $47.26 $45.00 42.8% 12.3% 62.4% 0.0% 43.5% 5.4% 14.1% -1.6K -73.2K -716 0.01 106.44 N/A N/A 215 3 57 174
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