BSY Options History — April 2021

In April 2021, BSY traded between $47.85 and $51.89. ATM implied volatility averaged 44.6%. The 30-day expected move averaged 14.2%. IV traded above realized volatility by 9.1% (HV 20d: 35.4%). Max pain ranged from $40.00 to $45.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 15 of 21 days. Put/call ratio averaged 0.34.

Notable Days

  • 2021-04-13: Highest Volume — 313 contracts
  • 2021-04-21: Largest IV spike — 29.9% change
  • 2021-04-22: Largest Expected Move — 17.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$49.89$47.85$51.89$48.17$51.11
Max Pain$43.81$40.00$45.00$45.00$45.00
ATM IV44.6%31.9%60.0%40.3%52.6%
Expected Move14.2%11.5%17.2%11.5%15.1%
HV 20d35.4%20.7%62.7%62.7%20.7%
HV 60d48.1%45.5%50.8%50.8%45.5%
Term Structure4.8%-15.4%17.9%17.9%-7.8%
VWIV50.1%39.0%62.8%39.8%53.5%
Skew 25d5.5%-8.0%16.1%7.0%9.5%
Skew 10d11.2%-8.1%34.2%24.0%6.3%
Call IV 25d47.7%40.0%63.0%43.6%46.5%
Put IV 25d53.2%44.9%63.4%50.6%56.0%
Bid-Ask Spread %93.0676.25107.44102.25107.44
Gamma HHI0.610.220.950.850.32
Net GEX72.8K11.9K232.8K40.2K41.8K
Net DEX-702.8K-1.6M-383.5K-409.6K-1.0M
Net VEX-2.7K-5.1K-1.2K-1.4K-5.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.340.003.330.000.00
Total Volume47.0482313515
Total OI540.381364740427740

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-04-01$48.17$45.0040.3%11.5%62.7%0.0%39.8%7.0%17.9%40.2K-409.6K-1.4K0.00102.25N/AN/A50252175
2021-04-05$47.85$40.0034.5%15.4%61.5%0.0%0.0%4.6%2.0%47.6K-383.5K-1.2K0.0091.36N/AN/A20253175
2021-04-06$48.11$40.0032.2%15.4%43.0%0.0%48.7%-8.0%5.7%65.1K-483.9K-1.3K0.8986.48N/AN/A2825277175
2021-04-07$48.03$40.0032.1%14.2%42.7%0.0%55.8%2.9%11.4%59.9K-385.7K-1.5K3.3389.72N/AN/A310293200
2021-04-08$48.86$40.0032.5%12.5%42.4%0.0%43.7%10.2%11.7%80.3K-599.9K-1.5K0.0093.47N/AN/A150296201
2021-04-09$48.75$40.0031.9%14.9%42.3%0.0%51.9%1.0%3.5%85.0K-479.2K-1.5K0.0083.92N/AN/A720297201
2021-04-12$49.68$45.0035.9%13.0%40.6%0.0%61.9%14.1%15.8%123.5K-823.9K-2.0K0.0488.05N/AN/A241359201
2021-04-13$49.98$45.0036.5%11.5%40.1%0.0%45.3%1.6%16.6%155.9K-950.4K-2.0K1.0276.25N/AN/A155158385200
2021-04-14$49.62$45.0041.7%11.9%37.0%0.0%0.0%7.6%17.5%226.3K-808.8K-2.3K0.0094.80N/AN/A110433203
2021-04-15$49.40$45.0049.0%14.1%37.0%0.0%49.4%7.7%3.6%232.8K-785.0K-2.2K0.2186.19N/AN/A143444203
2021-04-16$50.69$45.0042.0%12.0%33.4%0.0%39.0%6.6%9.6%177.2K-1.6M-2.1K0.1789.71N/AN/A305452204
2021-04-19$49.97$45.0040.6%11.7%33.1%0.0%44.2%0.6%5.7%11.9K-387.9K-2.0K0.0185.78N/AN/A1091182182
2021-04-20$49.69$45.0044.8%12.8%30.0%0.0%49.8%1.5%11.5%16.1K-523.5K-3.4K0.0995.94N/AN/A111282182
2021-04-21$50.94$45.0058.2%16.7%27.7%0.0%48.0%5.9%-15.4%16.9K-582.9K-3.3K1.1089.00N/AN/A2123282183
2021-04-22$49.99$45.0060.0%17.2%29.2%0.0%62.8%0.4%0.9%14.3K-572.1K-3.7K0.00102.95N/AN/A30299204
2021-04-23$50.75$45.0049.6%14.2%25.3%0.0%48.7%9.0%-2.6%16.3K-629.5K-3.6K0.0092.97N/AN/A40301204
2021-04-26$51.66$45.0055.9%16.0%24.5%0.0%49.9%2.7%-0.2%17.1K-683.8K-3.7K0.2894.24N/AN/A4011304204
2021-04-27$51.89$45.0057.0%16.4%24.5%0.0%55.0%13.8%-7.1%23.1K-805.8K-4.0K0.00104.11N/AN/A1130355215
2021-04-28$51.39$45.0054.9%15.7%24.6%0.0%53.8%16.1%-5.0%38.9K-932.7K-4.4K0.00102.12N/AN/A90460215
2021-04-29$51.10$45.0053.3%15.3%21.4%0.0%53.5%0.5%5.2%37.8K-903.1K-4.3K0.0297.58N/AN/A651460215
2021-04-30$51.11$45.0052.6%15.1%20.7%0.0%0.0%9.5%-7.8%41.8K-1.0M-5.1K0.00107.44N/AN/A150524216