BSY Options History — September 2021

In September 2021, BSY traded between $60.28 and $71.31. ATM implied volatility averaged 37.9%, placing in the 15.4% IV rank vs the trailing year. The 30-day expected move averaged 10.9%. IV traded above realized volatility by 4.9% (HV 20d: 33.0%). Max pain ranged from $60.00 to $65.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 14 of 21 days. Put/call ratio averaged 1.02.

Notable Days

  • 2021-09-07: Highest Volume — 394 contracts
  • 2021-09-07: Largest IV spike — 19.2% change
  • 2021-09-30: Highest IV Rank — 36.4%
  • 2021-09-30: Largest Expected Move — 13.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$66.37$60.28$71.31$66.17$60.75
Max Pain$64.76$60.00$65.00$60.00$65.00
ATM IV37.9%33.5%48.2%39.3%48.2%
Expected Move10.9%9.6%13.8%11.3%13.8%
HV 20d33.0%22.6%43.9%27.1%42.2%
HV 60d31.7%28.4%33.8%30.5%32.9%
IV Rank15.4%6.5%36.4%18.3%36.4%
IV Percentile17.9%3.8%52.7%15.9%52.7%
Term Structure0.4%-14.7%11.0%-7.8%-14.7%
VWIV38.1%34.7%42.0%38.0%41.6%
Skew 25d5.0%0.1%17.4%1.2%15.1%
Skew 10d1.6%-16.0%20.0%12.3%11.8%
Call IV 25d37.0%29.9%42.2%35.6%37.5%
Put IV 25d41.9%36.7%52.6%36.7%52.6%
Bid-Ask Spread %79.3866.5796.6389.7791.62
Gamma HHI0.490.400.770.400.50
Net GEX548.7K241.7K1.8M455.5K241.7K
Net DEX-9.7M-16.5M-4.0M-9.6M-4.1M
Net VEX-36.6K-40.8K-30.1K-40.8K-31.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.020.0018.000.110.33
Total Volume157.90583942248
Total OI3,981.193,2024,5694,2553,797

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-09-01$66.17$60.0039.3%11.3%27.1%18.3%38.0%1.2%-7.8%455.5K-9.6M-40.8K0.1189.77N/AN/A201233,459796
2021-09-02$66.25$65.0035.0%10.7%26.3%9.6%37.0%11.3%2.1%468.6K-9.5M-40.2K0.1072.32N/AN/A147153,490807
2021-09-03$67.24$65.0034.0%10.9%26.7%7.6%34.7%5.6%11.0%503.2K-10.7M-40.8K0.1371.63N/AN/A166213,522817
2021-09-07$69.17$65.0040.5%10.3%26.5%20.8%39.0%3.4%1.0%616.4K-13.6M-40.5K0.1167.36N/AN/A356383,594831
2021-09-08$68.51$65.0035.6%10.2%26.8%10.8%35.1%2.9%1.6%637.7K-12.6M-39.9K0.4370.28N/AN/A58253,590842
2021-09-09$69.58$65.0037.0%10.6%23.7%13.6%39.1%0.3%1.9%692.7K-14.0M-40.6K0.5466.86N/AN/A2181183,675863
2021-09-10$69.25$65.0034.7%10.0%23.6%9.1%36.2%1.5%4.9%744.9K-13.6M-40.2K0.0067.36N/AN/A19603,692877
2021-09-13$68.66$65.0037.0%10.6%24.0%13.6%39.1%2.1%0.2%922.5K-13.4M-38.5K0.0370.05N/AN/A6623,643921
2021-09-14$69.07$65.0034.7%9.9%22.6%9.0%36.0%0.9%4.0%753.0K-12.9M-38.2K0.0066.57N/AN/A16103,626920
2021-09-15$71.31$65.0035.4%10.1%24.0%10.4%35.2%17.4%0.3%796.9K-16.5M-36.7K0.1083.93N/AN/A212223,600922
2021-09-16$69.01$65.0034.8%10.0%27.7%9.2%36.9%2.4%3.8%750.8K-12.6M-37.1K0.2675.13N/AN/A94243,500922
2021-09-17$69.71$65.0033.5%9.6%27.7%6.5%39.1%2.8%8.3%1.8M-12.0M-36.6K0.0380.97N/AN/A373113,487933
2021-09-20$63.98$65.0037.8%10.8%42.2%15.2%39.2%4.9%-0.4%259.5K-6.4M-34.7K0.2590.64N/AN/A79202,714488
2021-09-21$65.60$65.0037.3%10.7%43.0%14.2%38.1%1.5%2.7%281.1K-7.6M-36.0K0.1083.72N/AN/A2122,759501
2021-09-22$65.19$65.0037.5%10.8%43.1%14.7%39.0%0.1%0.6%277.9K-7.2M-34.9K0.0579.77N/AN/A4422,737510
2021-09-23$65.49$65.0037.0%10.6%43.0%13.6%37.5%2.9%2.6%285.9K-7.5M-34.6K0.2281.66N/AN/A922,743512
2021-09-24$64.48$65.0037.0%10.6%42.7%13.6%41.8%4.1%-0.0%269.6K-6.8M-34.4K0.0682.74N/AN/A222132,750511
2021-09-27$63.12$65.0039.0%11.2%42.2%17.6%42.0%3.8%-1.7%258.2K-5.5M-32.0K0.2596.63N/AN/A822,750511
2021-09-28$60.99$65.0044.8%12.8%43.8%29.3%36.6%9.8%-5.6%264.8K-4.6M-31.7K18.0085.02N/AN/A173062,972524
2021-09-29$60.28$65.0045.7%13.1%43.9%31.2%0.0%10.8%-6.1%255.1K-4.0M-30.1K0.4092.88N/AN/A1042,971526
2021-09-30$60.75$65.0048.2%13.8%42.2%36.4%41.6%15.1%-14.7%241.7K-4.1M-31.0K0.3391.62N/AN/A622,967830