BSY Options History — April 2022

In April 2022, BSY traded between $41.13 and $44.72. ATM implied volatility averaged 61.4%, placing in the 30.6% IV rank vs the trailing year. The 30-day expected move averaged 15.5%. IV traded above realized volatility by 19.5% (HV 20d: 41.9%). Max pain ranged from $45.00 to $45.00. Net GEX was positive for 17 of 20 trading days. Term structure was in contango for 4 of 20 days. Put/call ratio averaged 2.67.

Notable Days

  • 2022-04-26: Highest Volume — 1,312 contracts
  • 2022-04-06: Largest IV spike — 70.0% change
  • 2022-04-12: Highest IV Rank — 100.0%
  • 2022-04-22: Largest Expected Move — 18.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$42.90$41.13$44.72$43.94$42.62
Max Pain$45.00$45.00$45.00$45.00$45.00
ATM IV61.4%37.7%139.0%52.0%59.1%
Expected Move15.5%13.4%18.6%13.8%16.9%
HV 20d41.9%34.3%49.4%48.9%40.8%
HV 60d46.4%45.1%47.4%46.7%47.4%
IV Rank30.6%8.3%100.0%24.1%26.5%
IV Percentile74.1%17.1%100.0%66.7%82.1%
Term Structure-3.4%-11.5%17.2%2.0%-6.8%
VWIV60.2%48.0%84.0%50.0%78.9%
Skew 25d6.5%-4.9%13.3%-2.8%8.3%
Skew 10d11.8%-8.0%25.7%-8.0%9.9%
Call IV 25d52.7%39.8%70.6%55.5%56.5%
Put IV 25d59.2%49.7%77.7%52.6%64.8%
Bid-Ask Spread %96.7690.41104.4990.8797.92
Gamma HHI0.280.240.340.240.27
Net GEX17.9K-13.2K44.8K29.8K-4.2K
Net DEX-622.6K-1.4M312.6K-1.1M-102.7K
Net VEX-8.5K-11.9K-7.1K-8.0K-11.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.670.016.092.563.09
Total Volume1,056.851851,3121,1751,207
Total OI1,823.11,4032,0811,9242,081

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-04-01$43.94$45.0052.0%13.8%48.9%24.1%50.0%-2.8%2.0%29.8K-1.1M-8.0K2.5690.87N/AN/A3308459151,009
2022-04-04$44.72$45.0044.5%13.4%48.0%15.9%52.6%13.3%-3.3%30.4K-1.4M-7.5K2.5698.11N/AN/A3308459151,009
2022-04-05$44.00$45.0037.7%15.4%48.1%8.3%52.5%6.7%-6.1%30.2K-1.2M-7.5K2.3793.53N/AN/A3267749151,009
2022-04-06$42.54$45.0064.1%15.6%49.4%37.5%49.0%8.7%-3.5%24.1K-737.8K-8.0K2.3799.07N/AN/A3267749231,033
2022-04-07$43.28$45.0051.9%13.7%48.6%24.0%48.4%10.1%-3.1%44.8K-1.0M-7.5K2.37100.74N/AN/A3277749241,033
2022-04-08$42.66$45.0063.1%14.6%48.4%36.4%49.2%6.8%-1.0%32.1K-916.4K-7.6K2.6190.41N/AN/A2977749281,033
2022-04-11$42.52$45.0097.6%13.8%43.3%74.6%57.3%5.0%-10.6%34.6K-808.3K-7.8K2.61104.49N/AN/A2977749481,033
2022-04-12$42.26$45.00139.0%14.9%43.6%100.0%48.0%10.7%5.8%36.4K-902.8K-7.5K2.61104.17N/AN/A2977749481,033
2022-04-13$42.75$45.0051.9%14.9%40.7%19.9%65.9%7.7%0.0%30.7K-848.5K-7.8K2.6194.41N/AN/A2977749481,033
2022-04-14$42.25$45.0054.8%15.7%38.2%22.6%55.5%7.0%-6.2%8.5K-932.5K-7.5K2.5994.53N/AN/A2997749481,033
2022-04-18$41.99$45.0055.3%15.9%34.3%23.1%53.8%4.3%-8.4%7.1K-174.0K-7.3K2.3094.71N/AN/A284652745658
2022-04-19$44.19$45.0050.6%14.5%38.2%18.8%51.2%5.5%-3.6%17.3K-452.0K-7.1K2.1592.43N/AN/A313672745658
2022-04-20$43.66$45.0051.7%14.8%36.7%19.7%53.8%11.3%-2.6%16.6K-478.0K-8.1K2.1494.09N/AN/A314672797669
2022-04-21$43.36$45.0053.5%15.3%36.7%21.4%57.1%8.6%-6.2%15.2K-463.9K-8.0K1.9995.82N/AN/A338672795664
2022-04-22$41.97$45.0064.9%18.6%38.6%31.9%73.8%9.7%17.2%16.7K-539.1K-8.6K2.62100.06N/AN/A338886867661
2022-04-25$43.23$45.0056.6%16.2%39.9%24.3%83.7%-4.9%-5.8%3.6K-329.7K-9.9K4.8297.72N/AN/A184886867874
2022-04-26$41.54$45.0061.0%17.5%40.4%28.3%84.0%8.0%-11.5%-2.4K-48.4K-9.6K6.0998.20N/AN/A1851,127870874
2022-04-27$41.13$45.0059.9%17.2%35.2%27.2%64.3%1.0%-6.7%-13.2K312.6K-11.0K0.0198.70N/AN/A18328721,116
2022-04-28$43.49$45.0059.0%16.9%40.2%26.4%74.0%5.4%-8.5%230-265.9K-11.9K2.9995.23N/AN/A3049109631,116
2022-04-29$42.62$45.0059.1%16.9%40.8%26.5%78.9%8.3%-6.8%-4.2K-102.7K-11.5K3.0997.92N/AN/A2959129651,116