BSY Options History — July 2021

In July 2021, BSY traded between $58.76 and $65.75. ATM implied volatility averaged 51.1%. The 30-day expected move averaged 14.3%. IV traded above realized volatility by 14.3% (HV 20d: 36.8%). Max pain ranged from $50.00 to $60.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 1.08.

Notable Days

  • 2021-07-26: Highest Volume — 243 contracts
  • 2021-07-07: Largest IV spike — 47.6% change
  • 2021-07-20: Largest Expected Move — 18.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$61.88$58.76$65.75$63.49$60.77
Max Pain$53.33$50.00$60.00$60.00$55.00
ATM IV51.1%40.9%65.8%41.1%56.1%
Expected Move14.3%11.8%18.9%11.8%16.1%
HV 20d36.8%28.8%41.4%36.4%28.8%
HV 60d38.4%37.1%39.2%37.2%38.8%
Term Structure-2.9%-18.6%9.7%2.2%-14.2%
VWIV47.2%34.7%59.1%43.9%54.7%
Skew 25d6.2%-5.1%18.2%2.7%7.8%
Skew 10d6.6%-10.6%28.6%5.7%0.6%
Call IV 25d45.9%33.4%55.9%46.0%50.5%
Put IV 25d52.1%44.4%60.9%48.7%58.3%
Bid-Ask Spread %85.2478.3293.6082.2290.29
Gamma HHI0.370.310.440.370.43
Net GEX172.2K131.0K232.7K200.1K131.4K
Net DEX-6.2M-9.6M-2.9M-7.8M-4.6M
Net VEX-17.7K-21.6K-15.3K-21.6K-17.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.080.006.360.380.24
Total Volume82.9521924317336
Total OI2,729.2382,0653,1563,0872,548

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-07-01$63.49$60.0041.1%11.8%36.4%0.0%43.9%2.7%2.2%200.1K-7.8M-21.6K0.3882.22N/AN/A125482,163924
2021-07-02$64.70$60.0043.3%12.4%36.6%0.0%44.4%12.0%9.7%197.4K-8.6M-21.1K0.7988.82N/AN/A42332,187961
2021-07-06$65.71$50.0040.9%12.3%36.7%0.0%44.0%8.0%7.6%214.4K-9.6M-19.0K0.0783.23N/AN/A199142,175933
2021-07-07$65.75$50.0060.3%12.4%36.7%0.0%45.2%6.2%2.1%216.1K-9.3M-19.7K0.0183.74N/AN/A13922,233923
2021-07-08$63.33$50.0052.3%14.5%39.3%0.0%47.3%3.8%-1.0%209.9K-7.6M-20.6K0.1282.00N/AN/A165202,228921
2021-07-09$64.19$50.0048.9%13.1%39.2%0.0%44.6%10.4%1.6%228.4K-8.3M-18.9K0.3181.68N/AN/A1652,191914
2021-07-12$63.88$50.0043.8%14.1%39.2%0.0%47.8%2.4%-1.4%232.7K-8.4M-17.5K0.0090.28N/AN/A4502,193919
2021-07-13$63.49$50.0057.5%13.9%39.3%0.0%45.0%7.5%-3.3%219.3K-8.1M-17.2K0.0084.26N/AN/A2502,175919
2021-07-14$61.58$50.0044.5%12.8%40.6%0.0%0.0%11.8%6.2%210.6K-6.3M-18.1K0.1982.28N/AN/A2142,180919
2021-07-15$59.79$50.0046.8%13.4%40.9%0.0%45.7%18.2%-1.3%180.6K-4.9M-17.9K0.1088.12N/AN/A3942,185919
2021-07-16$58.76$50.0047.7%13.7%41.2%0.0%50.4%-5.1%-1.6%133.6K-2.9M-16.4K5.0085.98N/AN/A19952,179922
2021-07-19$58.78$55.0049.6%14.2%41.1%0.0%50.1%7.0%0.1%144.5K-4.5M-15.3K0.6788.31N/AN/A21141,559506
2021-07-20$60.78$55.0065.8%18.9%41.4%0.0%52.3%6.2%-18.6%133.5K-5.0M-16.0K0.1381.02N/AN/A3141,566529
2021-07-21$60.69$55.0051.3%14.7%41.4%0.0%59.1%-4.7%-6.5%141.6K-5.2M-15.8K6.3678.32N/AN/A251591,584534
2021-07-22$61.06$55.0057.2%16.4%34.0%0.0%50.2%-3.3%-8.6%138.4K-5.1M-16.4K0.0082.56N/AN/A4101,592688
2021-07-23$60.90$55.0055.4%15.9%34.0%0.0%45.1%7.3%-7.5%138.8K-5.1M-16.5K0.3885.51N/AN/A2181,610688
2021-07-26$61.20$55.0054.4%15.6%33.5%0.0%47.0%1.7%-9.8%140.2K-5.2M-15.7K6.3682.61N/AN/A332101,610688
2021-07-27$59.84$55.0055.4%15.9%34.2%0.0%34.7%10.2%-12.3%136.5K-4.6M-15.8K0.5882.92N/AN/A1271,608695
2021-07-28$59.93$55.0049.0%14.1%29.0%0.0%37.0%16.3%0.1%131.0K-4.4M-16.8K0.3793.60N/AN/A27101,616899
2021-07-29$60.95$55.0052.5%15.0%29.7%0.0%54.3%3.3%-4.3%136.2K-4.6M-17.2K0.6492.20N/AN/A1491,625906
2021-07-30$60.77$55.0056.1%16.1%28.8%0.0%54.7%7.8%-14.2%131.4K-4.6M-17.1K0.2490.29N/AN/A2971,634914