BSY Options History — December 2021

In December 2021, BSY traded between $46.26 and $49.77. ATM implied volatility averaged 48.7%, placing in the 37.4% IV rank vs the trailing year. The 30-day expected move averaged 13.0%. IV traded above realized volatility by 8.0% (HV 20d: 40.8%). Max pain ranged from $50.00 to $55.00. Net GEX was positive for 1 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 2.38.

Notable Days

  • 2021-12-03: Highest Volume — 881 contracts
  • 2021-12-03: Largest IV spike — 56.9% change
  • 2021-12-14: Highest IV Rank — 89.3%
  • 2021-12-03: Largest Expected Move — 16.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$48.32$46.26$49.77$47.19$48.66
Max Pain$50.68$50.00$55.00$55.00$50.00
ATM IV48.7%36.1%74.5%46.0%49.8%
Expected Move13.0%10.4%16.9%13.2%14.3%
HV 20d40.8%35.8%44.5%41.5%36.0%
HV 60d35.7%33.1%38.4%36.3%34.4%
IV Rank37.4%12.0%89.3%31.8%39.6%
IV Percentile53.1%11.5%97.2%48.1%64.2%
Term Structure-1.6%-23.7%8.2%8.2%-14.4%
VWIV60.3%39.6%79.4%51.2%79.4%
Skew 25d2.4%-7.0%7.8%6.5%3.2%
Skew 10d17.0%2.0%49.3%49.3%30.7%
Call IV 25d48.7%39.5%74.3%64.0%42.5%
Put IV 25d51.1%36.1%76.6%70.5%45.7%
Bid-Ask Spread %97.4486.99111.61101.53110.54
Gamma HHI0.260.170.310.170.31
Net GEX-30.4K-54.3K1.1K1.1K-35.5K
Net DEX864.0K-18.3K1.7M717.8K537.9K
Net VEX-10.9K-13.5K-8.7K-10.2K-8.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.381.405.082.581.81
Total Volume487.227406881541447
Total OI2,917.52,5753,3302,6772,649

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-12-01$47.19$55.0046.0%13.2%41.5%31.8%51.2%6.5%8.2%1.1K717.8K-10.2K2.58101.53N/AN/A1513901,975702
2021-12-02$47.41$55.0037.6%10.8%40.7%14.9%39.6%-4.7%6.8%-6.5K593.6K-11.2K3.15104.11N/AN/A1554882,005703
2021-12-03$46.26$55.0059.0%16.9%40.1%58.1%67.6%2.3%-6.0%-11.0K1.1M-10.2K5.08111.61N/AN/A1457362,043804
2021-12-06$48.25$50.0060.0%13.6%44.4%60.1%60.7%2.0%0.4%-38.6K1.3M-11.9K2.9986.99N/AN/A1364072,0501,104
2021-12-07$49.70$50.0053.3%12.7%44.5%46.6%61.3%0.4%0.6%-18.9K721.4K-13.5K2.6492.27N/AN/A1183122,0501,116
2021-12-08$49.22$50.0042.0%12.5%44.4%23.8%50.4%0.9%-2.0%-39.7K1.0M-11.7K2.5789.08N/AN/A1263242,0591,121
2021-12-09$47.78$50.0049.7%13.8%42.4%39.3%54.6%-7.0%-6.1%-45.2K1.4M-12.0K2.5789.49N/AN/A1263242,0671,133
2021-12-10$47.48$50.0065.4%14.4%42.3%70.9%60.2%-1.2%-9.1%-41.2K1.4M-12.0K2.5591.83N/AN/A1273242,0681,133
2021-12-13$47.82$50.0049.1%11.8%42.7%38.1%55.6%1.4%1.1%-54.3K1.5M-10.7K1.4091.43N/AN/A2323242,0681,133
2021-12-14$47.17$50.0074.5%13.8%40.9%89.3%58.3%3.7%-8.7%-50.7K1.7M-10.6K2.2591.91N/AN/A1463282,1771,133
2021-12-15$47.75$50.0045.9%13.2%40.9%31.7%65.6%7.4%3.6%-39.3K1.3M-11.7K2.1698.62N/AN/A1523282,1941,133
2021-12-16$46.91$50.0046.1%13.2%40.5%32.1%54.4%6.5%7.1%-49.5K1.6M-10.4K2.1694.64N/AN/A1523282,1961,133
2021-12-17$48.95$50.0042.3%12.1%42.4%24.3%48.4%5.6%6.7%-26.9K1.4M-11.1K2.0995.69N/AN/A1523182,1961,134
2021-12-20$47.42$50.0048.0%13.8%43.1%35.9%64.4%-0.3%-0.1%-37.7K674.5K-11.5K2.0896.08N/AN/A1352811,632943
2021-12-21$49.29$50.0042.9%12.3%40.0%25.6%58.8%1.4%2.6%-23.0K388.3K-10.5K2.2596.26N/AN/A1252811,649943
2021-12-22$49.67$50.0040.9%11.7%40.2%21.5%57.5%7.8%-0.6%-23.8K384.6K-10.1K2.2595.42N/AN/A1252811,652948
2021-12-23$49.77$50.0044.8%12.8%39.8%29.4%57.4%4.0%-2.8%-20.5K147.5K-11.3K2.3696.65N/AN/A1252951,652948
2021-12-27$49.67$50.0048.9%14.0%38.7%37.8%60.0%2.1%1.0%-14.5K-18.3K-12.4K2.2598.55N/AN/A1282881,652969
2021-12-28$48.88$50.0051.4%14.7%39.0%42.8%78.0%5.1%-23.7%-30.3K609.7K-9.6K1.63104.89N/AN/A1772881,650974
2021-12-29$48.63$50.0036.1%10.4%36.3%12.0%72.2%2.4%1.0%-34.8K352.6K-9.6K1.8199.49N/AN/A1592881,674973
2021-12-30$49.08$50.0038.3%11.0%35.8%16.3%70.5%3.1%-0.5%-28.1K233.9K-9.3K1.81106.66N/AN/A1592881,675972
2021-12-31$48.66$50.0049.8%14.3%36.0%39.6%79.4%3.2%-14.4%-35.5K537.9K-8.7K1.81110.54N/AN/A1592881,679970