BSY Options History — January 2022

In January 2022, BSY traded between $37.26 and $48.64. ATM implied volatility averaged 55.6%, placing in the 50.8% IV rank vs the trailing year. The 30-day expected move averaged 14.9%. IV traded above realized volatility by 17.6% (HV 20d: 38.0%). Max pain ranged from $45.00 to $50.00. Net GEX was positive for 5 of 20 trading days. Term structure was in contango for 9 of 20 days. Put/call ratio averaged 1.22.

Notable Days

  • 2022-01-04: Highest Volume — 464 contracts
  • 2022-01-27: Largest IV spike — 84.5% change
  • 2022-01-27: Highest IV Rank — 100.0%
  • 2022-01-27: Largest Expected Move — 23.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$41.02$37.26$48.64$48.64$39.95
Max Pain$48.50$45.00$50.00$50.00$45.00
ATM IV55.6%43.0%81.8%53.9%75.3%
Expected Move14.9%12.3%23.4%15.4%21.6%
HV 20d38.0%33.8%44.0%34.7%44.0%
HV 60d37.8%34.4%40.7%34.4%40.7%
IV Rank50.8%25.7%100.0%47.7%87.4%
IV Percentile68.9%36.0%100.0%73.5%98.0%
Term Structure-3.4%-25.6%12.0%-10.4%-25.6%
VWIV56.5%41.9%84.7%84.4%56.3%
Skew 25d16.3%-2.7%40.5%-0.2%20.8%
Skew 10d21.7%-11.4%44.4%32.5%-11.4%
Call IV 25d52.9%41.1%66.4%46.7%51.6%
Put IV 25d69.2%45.1%106.7%46.5%72.4%
Bid-Ask Spread %97.9284.12107.21101.2594.53
Gamma HHI0.360.160.500.320.18
Net GEX-47.9K-94.0K5.8K-44.0K5.1K
Net DEX1.5M299.6K3.1M605.1K299.6K
Net VEX-5.0K-8.7K-3.0K-8.7K-4.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.220.372.451.720.44
Total Volume301.75183464459240
Total OI2,491.652,0082,7212,6482,074

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-01-03$48.64$50.0053.9%15.4%34.7%47.7%84.4%-0.2%-10.4%-44.0K605.1K-8.7K1.72101.25N/AN/A1692901,679969
2022-01-04$46.03$50.0049.9%14.3%37.1%39.8%82.6%10.7%-0.5%-79.0K1.2M-7.7K1.67103.80N/AN/A1742901,676969
2022-01-05$43.76$50.0052.9%15.2%38.8%45.9%84.7%26.1%-13.9%-89.1K1.6M-6.9K2.34104.13N/AN/A1232881,686969
2022-01-06$43.95$50.0052.1%12.3%38.9%44.2%45.0%-2.7%3.7%-94.0K1.7M-6.7K1.9094.68N/AN/A1432721,690970
2022-01-07$42.95$50.0062.0%13.1%38.5%64.1%49.9%27.9%-9.2%-69.8K1.6M-7.3K1.92103.60N/AN/A1422731,711970
2022-01-10$42.68$50.0069.4%12.9%38.5%79.1%47.3%23.7%-4.1%-81.2K1.9M-6.1K2.3395.52N/AN/A1162701,712968
2022-01-11$43.76$50.0069.4%12.3%39.7%79.1%43.6%1.5%3.3%-88.2K1.6M-6.1K2.4590.43N/AN/A1102701,713967
2022-01-12$42.66$50.0047.7%13.7%40.3%35.3%49.4%7.4%-4.9%-86.2K1.9M-5.8K0.8190.49N/AN/A108871,715967
2022-01-13$40.77$50.0044.0%12.6%42.2%27.8%41.9%18.3%0.6%-74.0K2.2M-5.1K0.8992.96N/AN/A99881,717983
2022-01-14$39.12$50.0043.0%12.3%43.7%25.7%43.3%10.9%3.5%-63.6K2.9M-3.8K1.0589.71N/AN/A93981,718984
2022-01-18$38.92$50.0048.9%14.0%39.3%37.7%53.5%26.3%-2.2%-63.7K2.7M-4.0K0.9199.16N/AN/A96871,720994
2022-01-19$39.03$50.0045.9%13.1%38.8%31.6%47.5%25.1%-1.2%-74.9K2.7M-3.7K1.7895.65N/AN/A981741,726995
2022-01-20$38.83$50.0046.7%13.4%34.4%33.3%43.1%-0.2%12.0%-58.0K2.6M-3.3K1.74102.84N/AN/A1001741,729934
2022-01-21$38.70$50.0053.6%15.4%33.8%47.2%52.0%-0.8%4.7%-7.9K3.1M-3.0K0.5398.95N/AN/A172911,727934
2022-01-24$39.47$45.0051.1%14.7%35.4%42.2%59.5%25.9%0.2%-887456.1K-3.9K0.37105.55N/AN/A207771,728280
2022-01-25$38.52$45.0066.5%19.1%35.5%73.2%63.3%18.8%-12.8%2.2K438.5K-3.7K0.37103.17N/AN/A207771,777279
2022-01-26$37.73$45.0044.3%12.7%35.6%28.5%50.8%5.2%3.1%752437.0K-3.6K0.40100.67N/AN/A184731,777279
2022-01-27$37.26$45.0081.8%23.4%35.4%100.0%65.3%40.5%4.1%2.4K451.4K-3.7K0.40107.21N/AN/A169681,793279
2022-01-28$37.62$45.0054.3%15.6%35.5%46.6%65.6%40.3%-17.5%5.8K386.4K-3.7K0.4484.12N/AN/A165731,795280
2022-01-31$39.95$45.0075.3%21.6%44.0%87.4%56.3%20.8%-25.6%5.1K299.6K-4.1K0.4494.53N/AN/A167731,798276