BSY Options History — October 2021

In October 2021, BSY traded between $56.28 and $61.53. ATM implied volatility averaged 45.4%, placing in the 30.5% IV rank vs the trailing year. The 30-day expected move averaged 12.2%. IV traded above realized volatility by 11.0% (HV 20d: 34.3%). 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 2 of 21 days. Put/call ratio averaged 0.95.

Notable Days

  • 2021-10-22: Highest Volume — 205 contracts
  • 2021-10-13: Largest IV drop — 35.4% change
  • 2021-10-12: Highest IV Rank — 69.7%
  • 2021-10-08: Largest Expected Move — 13.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$58.14$56.28$61.53$61.53$59.15
Max Pain$60.24$60.00$65.00$65.00$60.00
ATM IV45.4%36.3%64.8%47.8%47.4%
Expected Move12.2%10.4%13.7%13.7%13.6%
HV 20d34.3%25.0%44.2%42.6%25.8%
HV 60d32.3%31.7%33.2%32.1%32.3%
IV Rank30.5%12.3%69.7%35.5%34.6%
IV Percentile42.1%13.6%86.7%51.8%52.2%
Term Structure-2.4%-14.0%7.4%1.0%-3.4%
VWIV43.5%36.3%57.6%57.6%41.5%
Skew 25d1.8%-5.3%10.5%8.1%-0.8%
Skew 10d11.5%-6.8%28.3%25.3%16.6%
Call IV 25d45.4%38.4%56.0%51.2%40.6%
Put IV 25d47.2%39.1%59.3%59.3%39.8%
Bid-Ask Spread %90.4081.23105.7396.3998.95
Gamma HHI0.500.470.530.490.50
Net GEX192.8K146.4K255.1K255.1K219.9K
Net DEX-2.4M-4.6M-1.0M-4.6M-3.1M
Net VEX-24.0K-33.0K-20.2K-33.0K-22.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.950.006.402.000.63
Total Volume85.61932053181
Total OI3,615.813,3363,8463,7993,433

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-10-01$61.53$65.0047.8%13.7%42.6%35.5%57.6%8.1%1.0%255.1K-4.6M-33.0K2.0096.39N/AN/A122,969830
2021-10-04$58.92$60.0043.7%11.9%44.2%27.2%38.4%0.7%-2.7%208.9K-2.6M-28.0K0.1585.02N/AN/A3352,973831
2021-10-05$58.64$60.0049.3%11.9%42.3%38.4%0.0%-5.3%-3.2%186.1K-3.0M-29.0K0.2582.57N/AN/A412,973831
2021-10-06$58.25$60.0049.6%11.6%42.3%39.2%47.1%3.5%-1.8%192.6K-2.2M-26.1K6.4090.47N/AN/A5322,973831
2021-10-07$58.65$60.0039.3%12.3%41.7%18.4%50.5%4.5%-14.0%203.8K-2.9M-28.1K0.0097.38N/AN/A602,975825
2021-10-08$57.48$60.0047.4%13.7%41.9%34.7%48.3%-0.0%-7.4%177.6K-2.1M-25.2K1.0094.86N/AN/A662,977822
2021-10-11$56.69$60.0064.2%12.0%41.9%68.5%43.0%-2.0%-3.0%158.0K-1.0M-22.2K1.6490.90N/AN/A11182,981822
2021-10-12$56.31$60.0064.8%12.3%41.6%69.7%43.6%3.2%-3.0%151.6K-1.3M-23.1K0.1984.98N/AN/A1632,981833
2021-10-13$57.10$60.0041.8%12.0%39.6%23.4%42.6%-2.1%-1.3%161.5K-1.7M-24.4K0.0490.47N/AN/A4722,982848
2021-10-14$57.52$60.0040.2%11.5%39.2%20.2%42.4%0.3%-0.7%173.0K-1.8M-23.6K1.4494.75N/AN/A9132,983850
2021-10-15$57.32$60.0036.3%10.4%38.6%12.3%36.3%0.7%7.4%159.7K-1.1M-21.2K2.00105.73N/AN/A123,015831
2021-10-18$56.28$60.0042.6%12.2%26.6%24.9%43.6%3.2%-2.1%146.4K-1.7M-20.9K0.2990.75N/AN/A3192,637699
2021-10-19$57.79$60.0041.7%12.0%26.8%23.1%41.8%10.5%-0.1%181.0K-2.0M-21.6K0.3689.24N/AN/A33122,637703
2021-10-20$57.80$60.0042.8%12.3%26.9%25.4%42.2%5.0%-4.0%186.0K-2.2M-22.0K0.4885.85N/AN/A128622,660721
2021-10-21$58.19$60.0040.7%11.7%27.0%21.1%41.8%1.6%-3.7%197.4K-2.7M-23.7K0.4587.27N/AN/A137622,670725
2021-10-22$59.12$60.0040.1%11.5%27.8%19.9%38.8%2.6%-0.1%230.7K-3.1M-22.9K0.4390.26N/AN/A143622,690725
2021-10-25$58.55$60.0043.9%12.6%27.2%27.5%42.9%-0.0%-1.6%219.6K-2.8M-21.8K0.4581.23N/AN/A130582,686725
2021-10-26$59.04$60.0042.6%12.2%25.0%25.1%39.9%4.7%-2.5%231.6K-3.0M-22.8K0.4787.81N/AN/A128602,688735
2021-10-27$57.85$60.0043.6%12.5%25.6%27.0%45.0%0.8%-2.9%191.4K-2.1M-20.2K0.6289.00N/AN/A104642,691739
2021-10-28$58.75$60.0042.7%12.2%26.1%25.2%43.2%-0.4%-1.8%217.0K-2.8M-21.8K0.6084.41N/AN/A107642,692740
2021-10-29$59.15$60.0047.4%13.6%25.8%34.6%41.5%-0.8%-3.4%219.9K-3.1M-22.4K0.6398.95N/AN/A111702,693740