BSY Options History — February 2022

In February 2022, BSY traded between $35.92 and $40.64. ATM implied volatility averaged 60.4%, placing in the 58.5% IV rank vs the trailing year. The 30-day expected move averaged 16.0%. IV traded above realized volatility by 17.5% (HV 20d: 42.9%). Max pain ranged from $40.00 to $45.00. Net GEX was positive for 9 of 19 trading days. Term structure was in contango for 3 of 19 days. Put/call ratio averaged 0.74.

Notable Days

  • 2022-02-28: Highest Volume — 786 contracts
  • 2022-02-09: Largest IV drop — 48.7% change
  • 2022-02-07: Highest IV Rank — 89.1%
  • 2022-02-01: Largest Expected Move — 19.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$38.87$35.92$40.64$40.23$38.11
Max Pain$41.05$40.00$45.00$45.00$40.00
ATM IV60.4%38.3%76.2%67.7%54.3%
Expected Move16.0%11.0%19.4%19.4%15.6%
HV 20d42.9%37.7%49.2%44.3%48.9%
HV 60d40.6%39.6%42.1%40.6%41.4%
IV Rank58.5%15.7%89.1%72.6%46.6%
IV Percentile80.6%19.0%98.0%92.8%73.8%
Term Structure-5.5%-29.8%11.2%-29.8%-7.8%
VWIV58.8%46.6%76.9%60.0%62.9%
Skew 25d10.4%0.8%32.8%22.4%10.9%
Skew 10d17.0%-14.0%49.8%30.4%31.2%
Call IV 25d59.4%50.1%74.0%50.7%65.2%
Put IV 25d69.8%56.6%87.9%73.1%76.1%
Bid-Ask Spread %103.7389.93121.3497.95102.13
Gamma HHI0.320.170.670.180.27
Net GEX-3.9K-24.5K10.1K4.1K-12.5K
Net DEX539.1K288.9K967.8K356.0K481.5K
Net VEX-4.1K-6.3K-3.1K-3.6K-6.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.740.341.860.601.18
Total Volume316.053195786195786
Total OI1,893.1057732,3122,0721,475

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-02-01$40.23$45.0067.7%19.4%44.3%72.6%60.0%22.4%-29.8%4.1K356.0K-3.6K0.6097.95N/AN/A122731,798274
2022-02-02$39.93$45.0063.3%18.1%40.9%64.1%62.1%32.8%-20.5%4.4K349.9K-3.7K0.5994.29N/AN/A123731,801274
2022-02-03$38.04$45.0068.9%14.4%40.6%75.0%55.1%13.5%-8.6%3.7K430.2K-3.5K0.59108.73N/AN/A123731,799274
2022-02-04$38.71$45.0068.4%14.1%41.4%74.0%55.3%18.9%-4.1%3.8K411.3K-3.5K0.58115.80N/AN/A125731,799274
2022-02-07$38.39$40.0076.2%14.2%40.9%89.1%56.5%10.6%-8.8%4.7K404.7K-3.6K0.57119.80N/AN/A127731,801274
2022-02-08$39.05$40.0074.8%15.1%41.7%86.4%58.8%17.0%-7.7%5.0K418.6K-3.5K0.49121.34N/AN/A150731,807274
2022-02-09$40.64$40.0038.3%11.0%43.4%15.7%46.6%6.6%6.3%10.1K309.8K-3.8K0.54110.36N/AN/A150811,831274
2022-02-10$40.55$40.0052.2%15.0%42.6%42.5%50.9%11.4%-1.5%7.6K288.9K-3.7K0.5493.21N/AN/A151811,831276
2022-02-11$39.71$40.0061.1%17.5%40.2%59.8%65.2%9.9%-6.7%9.1K310.2K-3.7K1.86104.45N/AN/A1512811,833275
2022-02-14$39.12$40.0057.5%16.5%37.7%52.9%58.7%5.8%-2.9%-9.6K754.9K-4.3K0.5494.20N/AN/A151811,833475
2022-02-15$40.42$40.0053.5%15.3%39.4%45.2%56.2%3.9%-3.0%-13.6K709.7K-4.5K0.66104.06N/AN/A136901,833479
2022-02-16$40.07$40.0054.7%15.7%39.6%47.4%54.9%8.4%-3.3%-9.9K685.8K-4.5K0.6598.15N/AN/A139901,838469
2022-02-17$38.09$40.0054.4%15.6%43.6%46.9%56.8%1.2%-2.3%-5.4K791.4K-3.9K0.6098.50N/AN/A139831,843469
2022-02-18$37.77$40.0066.0%18.9%43.7%69.3%76.9%0.8%-3.0%-17.0K967.8K-3.7K0.63100.69N/AN/A132831,843461
2022-02-22$37.17$40.0060.6%17.4%43.3%58.9%46.6%2.9%3.8%-24.5K806.0K-3.1K0.3496.84N/AN/A23680390383
2022-02-23$35.92$40.0060.5%17.3%44.1%58.7%67.7%3.7%-8.8%-8.3K714.2K-3.5K0.7189.93N/AN/A12085518396
2022-02-24$38.20$40.0057.5%16.5%49.2%52.8%59.1%13.9%-7.5%-10.7K510.0K-4.3K1.21112.20N/AN/A332403534486
2022-02-25$38.35$40.0058.1%16.7%48.9%54.0%67.7%3.6%11.2%-14.7K541.5K-6.3K1.21108.20N/AN/A333403709766
2022-02-28$38.11$40.0054.3%15.6%48.9%46.6%62.9%10.9%-7.8%-12.5K481.5K-6.2K1.18102.13N/AN/A361425709766