BSY Options History — March 2022

In March 2022, BSY traded between $34.77 and $45.49. ATM implied volatility averaged 61.3%, placing in the 40.1% IV rank vs the trailing year. The 30-day expected move averaged 18.3%. IV traded above realized volatility by 9.0% (HV 20d: 52.3%). Max pain ranged from $40.00 to $45.00. Net GEX was positive for 7 of 23 trading days. Term structure was in contango for 11 of 23 days. Put/call ratio averaged 2.83.

Notable Days

  • 2022-03-29: Highest Volume — 1,176 contracts
  • 2022-03-07: Largest IV spike — 102.9% change
  • 2022-03-01: Highest IV Rank — 100.0%
  • 2022-03-07: Largest Expected Move — 34.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$39.79$34.77$45.49$38.57$44.40
Max Pain$43.04$40.00$45.00$40.00$45.00
ATM IV61.3%43.7%120.5%82.3%52.9%
Expected Move18.3%13.3%34.6%23.6%13.6%
HV 20d52.3%43.9%57.7%43.9%52.5%
HV 60d45.2%41.5%49.1%41.5%47.8%
IV Rank40.1%14.9%100.0%100.0%25.1%
IV Percentile76.7%38.9%100.0%100.0%71.0%
Term Structure-2.2%-26.9%9.6%-26.9%-3.2%
VWIV67.0%48.7%95.9%74.9%50.0%
Skew 25d2.2%-13.0%16.6%5.0%-11.6%
Skew 10d6.6%-34.7%33.1%-18.5%-7.3%
Call IV 25d57.0%43.2%68.0%67.6%68.0%
Put IV 25d59.2%44.0%76.1%72.6%56.4%
Bid-Ask Spread %98.0285.56123.8990.2386.20
Gamma HHI0.280.210.360.270.25
Net GEX-5.6K-30.8K27.1K-9.6K27.1K
Net DEX207.1K-1.2M1.5M385.4K-1.2M
Net VEX-6.2K-9.1K-4.6K-6.1K-8.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.831.145.101.202.56
Total Volume788.4785901,1767911,175
Total OI1,688.3041,4261,9241,5311,924

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-03-01$38.57$40.0082.3%23.6%43.9%100.0%74.9%5.0%-26.9%-9.6K385.4K-6.1K1.2090.23N/AN/A359432742789
2022-03-02$40.87$40.0072.3%20.7%48.7%80.9%59.8%14.4%3.4%-1.9K-168.3K-6.3K1.16103.06N/AN/A371432775782
2022-03-03$39.77$40.0068.1%19.5%49.6%72.8%77.5%7.9%3.6%-4.5K120.0K-6.4K1.16102.97N/AN/A373433785782
2022-03-04$37.89$40.0059.4%17.0%49.6%56.1%91.8%16.6%4.8%-6.7K344.6K-6.4K1.16114.98N/AN/A373433789783
2022-03-07$37.17$40.00120.5%34.6%49.6%100.0%95.9%3.3%-5.7%-9.7K598.7K-5.9K1.16109.77N/AN/A373433789783
2022-03-08$36.64$40.0084.7%24.0%49.7%60.4%83.3%8.3%-23.9%-13.1K740.7K-5.6K1.14113.24N/AN/A362412789771
2022-03-09$37.97$40.0055.7%22.2%51.1%28.2%91.8%3.3%3.0%-10.4K557.4K-5.7K3.40113.39N/AN/A149507789773
2022-03-10$37.25$40.0059.5%26.6%49.1%32.4%87.6%4.2%-3.1%-15.9K675.7K-6.0K3.31123.89N/AN/A153507789868
2022-03-11$36.62$40.0057.9%20.5%49.2%30.7%86.9%2.1%-2.3%-20.3K1.0M-5.5K3.19120.55N/AN/A159508794868
2022-03-14$34.77$45.0057.3%16.9%51.7%30.0%62.3%5.2%1.6%-30.8K1.4M-6.0K4.4289.93N/AN/A1657307941,075
2022-03-15$35.33$45.0074.1%16.8%52.2%48.6%65.2%6.2%-2.7%-26.3K1.5M-5.9K3.1891.49N/AN/A1655248041,101
2022-03-16$37.18$45.0059.4%16.2%54.4%32.3%59.7%5.6%-1.9%-19.9K1.4M-5.3K3.1892.47N/AN/A1655248041,102
2022-03-17$39.02$45.0049.6%16.3%57.4%21.5%58.5%0.5%9.6%-21.3K518.5K-5.7K3.1886.63N/AN/A1655248031,103
2022-03-18$40.99$45.0057.5%13.7%57.0%30.2%54.0%-7.6%-12.2%-8.5K-651.3K-5.4K3.0594.97N/AN/A1725248031,103
2022-03-21$40.52$45.0047.9%15.3%57.1%19.6%49.7%7.3%6.2%-3.1K-27.4K-5.0K3.4789.95N/AN/A132458585841
2022-03-22$42.01$45.0048.4%15.4%57.7%20.1%58.2%9.8%5.3%3.1K-246.5K-4.8K3.3985.56N/AN/A135458589841
2022-03-23$41.67$45.0048.5%15.1%56.0%20.3%48.9%-0.1%4.5%3.1K-202.8K-4.6K5.1092.61N/AN/A127648593841
2022-03-24$41.95$45.0060.1%14.5%52.2%33.0%68.0%-6.3%-17.8%-8.9K66.9K-7.1K4.7691.27N/AN/A1366485951,031
2022-03-25$41.70$45.0043.7%14.3%52.4%14.9%60.2%-2.2%-3.0%6.5K-127.8K-6.5K4.6088.76N/AN/A1316036041,031
2022-03-28$43.21$45.0045.3%13.3%53.3%16.6%58.3%-2.3%3.3%6.1K-82.3K-7.5K2.1785.62N/AN/A2234836091,176
2022-03-29$45.49$45.0046.0%16.1%55.7%17.5%50.5%-5.0%9.4%10.3K-596.3K-9.1K2.5593.94N/AN/A3318457081,208
2022-03-30$44.28$45.0058.8%14.7%53.8%31.6%48.7%-13.0%-3.0%25.2K-1.1M-8.4K2.5693.00N/AN/A3308459141,009
2022-03-31$44.40$45.0052.9%13.6%52.5%25.1%50.0%-11.6%-3.2%27.1K-1.2M-8.2K2.5686.20N/AN/A3308459151,009