BSY Options History — June 2021

In June 2021, BSY traded between $58.25 and $66.17. ATM implied volatility averaged 42.3%. The 30-day expected move averaged 12.4%. IV traded above realized volatility by 10.6% (HV 20d: 31.8%). Max pain ranged from $50.00 to $60.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 17 of 22 days. Put/call ratio averaged 1.76.

Notable Days

  • 2021-06-29: Highest Volume — 634 contracts
  • 2021-06-22: Largest IV spike — 35.5% change
  • 2021-06-10: Largest Expected Move — 15.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$62.89$58.25$66.17$58.25$64.94
Max Pain$57.73$50.00$60.00$50.00$60.00
ATM IV42.3%32.5%53.4%41.5%44.0%
Expected Move12.4%9.3%15.3%11.9%12.6%
HV 20d31.8%18.4%49.7%49.7%35.8%
HV 60d36.9%33.2%46.5%46.5%36.8%
Term Structure5.5%-2.8%19.9%-2.6%4.6%
VWIV41.7%20.8%49.8%46.3%46.5%
Skew 25d0.7%-17.4%14.2%-3.9%7.0%
Skew 10d1.5%-13.8%26.6%-13.2%-10.7%
Call IV 25d44.8%35.3%54.3%54.3%45.7%
Put IV 25d45.5%32.1%56.1%50.5%52.7%
Bid-Ask Spread %96.2884.68104.11104.0592.69
Gamma HHI0.370.310.470.440.38
Net GEX187.7K140.3K255.4K252.4K185.4K
Net DEX-9.5M-12.9M-5.6M-7.3M-8.6M
Net VEX-21.2K-23.0K-19.7K-23.0K-20.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.760.0019.500.020.03
Total Volume114.9551663446183
Total OI2,989.52,6253,5732,7563,029

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-06-01$58.25$50.0041.5%11.9%49.7%0.0%46.3%-3.9%-2.6%252.4K-7.3M-23.0K0.02104.05N/AN/A4512,228528
2021-06-02$59.30$50.0050.1%14.4%48.5%0.0%49.3%-4.6%-0.8%255.4K-8.3M-21.1K0.0096.46N/AN/A1602,240529
2021-06-03$60.60$55.0036.2%14.7%48.4%0.0%37.7%-5.3%-2.6%228.0K-9.3M-20.5K0.06102.40N/AN/A178112,244529
2021-06-04$61.51$55.0046.8%13.6%42.8%0.0%49.7%13.2%-2.8%249.3K-10.0M-22.1K0.0098.14N/AN/A3402,393529
2021-06-07$62.45$55.0040.5%12.1%42.7%0.0%42.3%0.5%7.1%233.9K-10.6M-21.7K0.0290.64N/AN/A13332,409529
2021-06-08$62.49$55.0036.1%11.8%35.9%0.0%44.2%2.4%7.8%244.2K-10.6M-21.0K0.3690.35N/AN/A33122,488531
2021-06-09$62.73$55.0044.5%12.8%36.0%0.0%41.9%8.4%4.1%209.3K-11.0M-21.2K0.18104.11N/AN/A1732,495542
2021-06-10$63.75$55.0053.4%15.3%27.2%0.0%44.5%10.1%-0.1%167.5K-11.6M-21.0K0.6491.86N/AN/A143922,501544
2021-06-11$63.69$60.0048.5%13.9%21.4%0.0%36.1%-17.4%4.3%188.3K-11.9M-22.3K2.5893.09N/AN/A31802,626632
2021-06-14$63.48$60.0043.5%12.5%21.7%0.0%20.8%-16.3%3.9%174.4K-11.9M-21.1K4.00101.11N/AN/A5202,640712
2021-06-15$64.01$60.0043.3%12.4%21.7%0.0%31.1%0.1%8.9%165.3K-12.0M-21.9K19.5095.78N/AN/A61172,640732
2021-06-16$65.22$60.0036.0%10.3%19.3%0.0%36.8%7.1%15.7%173.4K-12.9M-20.3K0.4196.43N/AN/A58242,644843
2021-06-17$64.99$60.0038.9%11.2%18.4%0.0%42.1%5.7%10.0%180.0K-12.7M-21.5K2.8084.68N/AN/A15422,671866
2021-06-18$64.15$60.0041.7%12.0%20.3%0.0%47.2%-1.8%13.2%143.2K-11.9M-21.9K1.5999.34N/AN/A32512,671902
2021-06-21$66.17$60.0032.5%9.3%21.5%0.0%34.3%-1.3%19.9%140.3K-8.6M-19.7K0.93101.05N/AN/A43401,836789
2021-06-22$65.81$60.0044.0%12.6%20.8%0.0%40.6%-4.7%4.1%154.1K-8.4M-19.8K0.3195.88N/AN/A2681,856785
2021-06-23$61.51$60.0039.9%11.4%33.1%0.0%41.5%2.9%5.1%164.5K-6.2M-21.3K1.0489.96N/AN/A1021061,867791
2021-06-24$61.76$60.0040.3%11.5%32.6%0.0%44.6%0.4%7.0%151.5K-6.1M-21.9K1.9296.92N/AN/A24461,887822
2021-06-25$60.76$60.0034.5%9.9%32.5%0.0%40.9%-9.3%11.3%160.7K-5.6M-20.9K0.65101.56N/AN/A23151,889846
2021-06-28$61.50$60.0046.5%13.3%32.6%0.0%49.8%7.4%1.4%156.5K-5.9M-20.9K1.4194.91N/AN/A32451,901857
2021-06-29$64.47$60.0048.3%13.8%36.1%0.0%49.1%14.2%0.7%152.7K-7.6M-20.1K0.2396.82N/AN/A5141201,921855
2021-06-30$64.94$60.0044.0%12.6%35.8%0.0%46.5%7.0%4.6%185.4K-8.6M-20.9K0.0392.69N/AN/A17852,107922