BSY Options History — May 2021

In May 2021, BSY traded between $46.05 and $57.60. ATM implied volatility averaged 49.1%. The 30-day expected move averaged 13.3%. IV traded above realized volatility by 8.4% (HV 20d: 40.7%). Max pain ranged from $40.00 to $50.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 13 of 20 days. Put/call ratio averaged 0.32.

Notable Days

  • 2021-05-13: Highest Volume — 1,012 contracts
  • 2021-05-06: Largest IV spike — 49.8% change
  • 2021-05-06: Largest Expected Move — 15.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$51.51$46.05$57.60$51.74$57.60
Max Pain$48.75$40.00$50.00$45.00$50.00
ATM IV49.1%30.2%71.4%49.7%30.2%
Expected Move13.3%8.7%15.6%14.3%8.7%
HV 20d40.7%20.6%49.7%20.6%49.7%
HV 60d47.7%45.2%50.1%45.2%46.9%
Term Structure5.3%-10.5%21.6%17.8%17.0%
VWIV42.9%34.2%60.1%60.1%34.6%
Skew 25d5.4%-6.9%15.2%6.2%11.2%
Skew 10d12.7%-18.0%73.2%21.1%17.5%
Call IV 25d44.9%38.5%55.8%55.8%38.7%
Put IV 25d50.4%41.2%62.1%62.1%49.9%
Bid-Ask Spread %101.3697.04106.85106.85102.86
Gamma HHI0.450.280.670.320.48
Net GEX132.0K129271.2K43.4K253.1K
Net DEX-3.0M-7.2M-89.1K-1.1M-7.0M
Net VEX-15.8K-22.8K-5.4K-5.4K-22.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.320.002.230.030.02
Total Volume283.801,012147163
Total OI2,485.47533,7197532,717

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-05-03$51.74$45.0049.7%14.3%20.6%0.0%60.1%6.2%17.8%43.4K-1.1M-5.4K0.03106.85N/AN/A1434537216
2021-05-04$50.53$45.0051.8%14.8%22.8%0.0%39.8%6.5%-10.5%60.2K-1.1M-6.0K0.02101.60N/AN/A1654680220
2021-05-05$50.09$45.0047.6%13.7%23.1%0.0%0.0%5.3%6.6%66.0K-1.2M-7.7K0.00104.47N/AN/A540848224
2021-05-06$47.60$50.0071.4%15.6%29.1%0.0%44.7%8.9%-0.3%48.8K-1.0M-7.7K0.89103.53N/AN/A239212901224
2021-05-07$48.45$50.0051.7%14.1%29.9%0.0%47.3%5.6%8.2%50.2K-1.0M-9.4K1.0099.52N/AN/A2882891,139401
2021-05-10$46.05$50.0069.1%14.2%33.9%0.0%0.0%3.7%-0.3%3.9K-89.1K-9.3K2.2398.09N/AN/A35781,427690
2021-05-11$46.26$50.0065.8%14.2%33.8%0.0%0.0%1.8%-0.8%129-167.4K-10.0K0.40103.77N/AN/A50201,450768
2021-05-12$50.03$50.0054.0%15.5%44.6%0.0%52.2%14.6%-10.5%103.1K-1.9M-11.0K0.74101.98N/AN/A4763521,484779
2021-05-13$48.30$40.0043.2%12.4%46.4%0.0%42.8%6.6%10.3%44.4K-1.3M-17.9K0.25103.34N/AN/A8122001,9351,129
2021-05-14$49.61$50.0046.8%13.4%46.5%0.0%41.3%0.6%2.9%95.7K-2.1M-20.0K0.02101.57N/AN/A27952,3901,329
2021-05-17$50.14$50.0054.3%15.6%46.4%0.0%43.5%-6.9%-5.7%91.1K-2.5M-20.1K0.00102.12N/AN/A10402,2391,326
2021-05-18$52.17$50.0047.1%13.5%48.3%0.0%43.0%0.0%5.7%173.2K-3.6M-20.0K0.0397.04N/AN/A439112,1561,326
2021-05-19$51.61$50.0045.1%12.9%47.8%0.0%0.0%5.1%10.0%160.4K-3.5M-20.9K0.00100.65N/AN/A002,1791,335
2021-05-20$52.31$50.0036.3%10.4%47.4%0.0%43.0%6.8%21.6%182.2K-3.9M-21.3K0.0199.76N/AN/A35242,1841,335
2021-05-21$53.15$50.0034.9%10.0%47.5%0.0%34.2%-0.5%4.1%252.4K-4.4M-21.0K0.0897.89N/AN/A1312,1871,339
2021-05-24$54.86$50.0038.9%11.1%48.3%0.0%38.9%3.5%13.6%271.2K-5.1M-21.4K0.42102.58N/AN/A24102,110507
2021-05-25$56.50$50.0048.1%13.8%49.2%0.0%39.2%15.2%3.9%241.3K-6.5M-21.0K0.0198.79N/AN/A33632,115517
2021-05-26$55.84$50.0050.0%14.3%49.3%0.0%45.6%3.7%-4.3%247.6K-5.9M-21.3K0.0197.95N/AN/A8212,141518
2021-05-27$57.27$50.0046.2%13.3%49.7%0.0%36.7%10.8%16.4%251.6K-7.2M-21.3K0.02102.76N/AN/A418102,188518
2021-05-28$57.60$50.0030.2%8.7%49.7%0.0%34.6%11.2%17.0%253.1K-7.0M-22.8K0.02102.86N/AN/A16032,189528