BSY Options History — November 2021

In November 2021, BSY traded between $48.01 and $60.31. ATM implied volatility averaged 43.9%, placing in the 27.5% IV rank vs the trailing year. The 30-day expected move averaged 11.9%. IV traded above realized volatility by 13.3% (HV 20d: 30.6%). Max pain ranged from $55.00 to $60.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 0.89.

Notable Days

  • 2021-11-19: Highest Volume — 806 contracts
  • 2021-11-26: Largest IV spike — 32.4% change
  • 2021-11-08: Highest IV Rank — 61.7%
  • 2021-11-26: Largest Expected Move — 16.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$55.94$48.01$60.31$58.66$48.01
Max Pain$57.62$55.00$60.00$60.00$55.00
ATM IV43.9%34.0%60.8%47.9%49.0%
Expected Move11.9%9.7%16.4%13.7%14.1%
HV 20d30.6%20.9%41.4%20.9%41.4%
HV 60d34.0%31.4%36.9%32.3%36.9%
IV Rank27.5%7.5%61.7%35.7%38.0%
IV Percentile39.0%3.6%83.3%55.1%59.9%
Term Structure-3.6%-20.9%2.4%-5.4%-14.0%
VWIV45.1%34.9%59.8%52.0%50.9%
Skew 25d5.6%-2.8%18.6%0.8%18.6%
Skew 10d14.9%-6.7%59.4%-6.7%59.4%
Call IV 25d42.8%33.7%58.6%48.3%58.2%
Put IV 25d48.4%35.8%76.9%49.1%76.9%
Bid-Ask Spread %87.5974.39104.2489.76104.24
Gamma HHI0.330.180.510.510.18
Net GEX154.2K14.6K354.7K213.1K14.6K
Net DEX-1.4M-4.1M448.2K-2.7M448.2K
Net VEX-14.9K-21.3K-7.4K-20.9K-9.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.890.222.370.402.37
Total Volume387.238215806243577
Total OI3,451.192,1284,2473,4412,588

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-11-01$58.66$60.0047.9%13.7%20.9%35.7%52.0%0.8%-5.4%213.1K-2.7M-20.9K0.4089.76N/AN/A173702,700741
2021-11-02$57.99$60.0046.9%13.5%21.2%33.7%59.8%3.1%-8.0%197.2K-2.0M-18.6K0.9487.97N/AN/A1791682,765742
2021-11-03$58.95$60.0048.2%13.8%21.9%36.2%55.7%-2.8%-6.2%234.9K-2.7M-20.2K0.7893.31N/AN/A2161682,780842
2021-11-04$59.65$55.0048.4%11.2%22.1%36.6%47.9%3.3%0.0%275.0K-3.4M-20.5K1.0182.07N/AN/A1701712,820842
2021-11-05$58.58$55.0052.3%12.2%21.9%44.6%50.5%-0.6%-0.5%220.6K-2.7M-20.3K0.3474.39N/AN/A200692,818849
2021-11-08$60.31$55.0060.8%12.7%23.3%61.7%45.5%0.7%-0.6%287.3K-4.1M-21.3K0.2281.24N/AN/A308672,867854
2021-11-09$60.21$55.0052.4%10.3%23.1%44.8%38.1%15.7%1.1%354.7K-4.0M-20.2K0.5186.16N/AN/A142733,007855
2021-11-10$57.20$55.0037.0%10.6%29.8%13.8%36.8%1.7%-1.3%164.0K-1.2M-14.7K0.5484.78N/AN/A1891023,034855
2021-11-11$57.11$60.0036.7%10.5%29.6%13.1%39.4%8.9%-0.3%164.4K-1.1M-14.7K0.7885.43N/AN/A126983,061860
2021-11-12$56.65$60.0034.0%9.7%29.8%7.5%35.9%6.4%1.3%134.9K-763.1K-13.4K0.8682.51N/AN/A1391203,061861
2021-11-15$58.03$60.0035.3%10.1%30.2%10.2%42.6%8.6%0.5%196.9K-1.5M-14.4K0.5186.41N/AN/A188953,075883
2021-11-16$58.80$60.0034.3%9.8%29.1%8.3%34.9%1.6%-0.7%204.8K-1.5M-13.9K0.3779.84N/AN/A240893,094885
2021-11-17$59.15$60.0035.2%10.1%29.1%10.1%39.5%2.5%-0.5%246.1K-2.0M-15.0K0.5184.40N/AN/A3121603,199884
2021-11-18$56.37$60.0036.3%10.4%33.9%12.3%43.6%8.5%-2.1%94.1K-456.4K-11.8K0.6387.39N/AN/A2681703,262955
2021-11-19$55.42$60.0036.4%10.4%33.6%12.4%42.4%13.9%-1.2%84.8K-108.2K-10.6K0.5086.81N/AN/A5362703,297950
2021-11-22$51.80$60.0043.5%12.5%40.7%26.8%44.6%0.3%2.4%35.2K74.7K-7.4K0.6087.27N/AN/A154931,835293
2021-11-23$51.66$55.0037.9%10.9%40.3%15.5%42.1%5.7%-10.7%30.9K-82.5K-9.9K1.5095.84N/AN/A2193291,881538
2021-11-24$50.83$55.0043.3%12.4%40.2%26.5%42.0%7.0%0.2%27.2K34.7K-10.9K1.6786.93N/AN/A1863101,934567
2021-11-26$49.52$55.0057.4%16.4%39.9%54.8%50.6%8.1%-20.9%33.5K108.1K-11.5K1.70101.81N/AN/A1843131,976594
2021-11-29$49.94$55.0048.0%13.8%40.0%35.9%51.8%5.8%-8.7%24.6K-37.7K-12.1K1.8790.85N/AN/A1713201,974597
2021-11-30$48.01$55.0049.0%14.1%41.4%38.0%50.9%18.6%-14.0%14.6K448.2K-9.8K2.37104.24N/AN/A1714061,975613