BSY Options History — May 2022

In May 2022, BSY traded between $27.98 and $41.37. ATM implied volatility averaged 67.6%, placing in the 34.3% IV rank vs the trailing year. The 30-day expected move averaged 18.8%. IV traded below realized volatility by 6.5% (HV 20d: 74.1%). Max pain ranged from $40.00 to $45.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 4.87.

Notable Days

  • 2022-05-20: Highest Volume — 2,509 contracts
  • 2022-05-09: Largest IV spike — 42.0% change
  • 2022-05-09: Highest IV Rank — 50.1%
  • 2022-05-12: Largest Expected Move — 23.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$33.92$27.98$41.37$41.37$34.13
Max Pain$40.71$40.00$45.00$45.00$40.00
ATM IV67.6%53.1%84.7%78.0%66.0%
Expected Move18.8%15.2%23.4%22.4%18.9%
HV 20d74.1%41.0%90.0%41.9%89.1%
HV 60d59.0%46.5%65.1%46.7%63.4%
IV Rank34.3%21.1%50.1%43.9%31.4%
IV Percentile87.8%63.1%98.4%97.6%89.3%
Term Structure-5.5%-28.3%19.1%-27.5%-10.0%
VWIV78.0%55.7%105.4%105.4%66.5%
Skew 25d8.9%-3.6%30.7%4.9%3.0%
Skew 10d20.0%-11.5%53.5%16.4%48.2%
Call IV 25d65.0%52.6%83.8%73.8%64.5%
Put IV 25d74.0%58.6%94.6%78.7%67.5%
Bid-Ask Spread %100.5695.50106.3497.71102.11
Gamma HHI0.250.190.410.260.19
Net GEX-57.6K-102.9K-10.4K-11.4K-61.9K
Net DEX2.6M167.7K4.1M167.7K2.1M
Net VEX-15.6K-20.0K-9.9K-11.2K-19.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio4.872.036.623.274.89
Total Volume1,922.0489422,5091,1732,160
Total OI3,514.3812,0854,6972,0853,737

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-05-02$41.37$45.0078.0%22.4%41.9%43.9%105.4%4.9%-27.5%-11.4K167.7K-11.2K3.2797.71N/AN/A2758989661,119
2022-05-03$41.13$45.0063.4%18.2%41.2%30.5%87.8%5.7%-13.6%-10.6K285.7K-10.7K2.43100.04N/AN/A2756679661,125
2022-05-04$41.35$45.0061.1%17.5%41.0%28.4%78.7%6.5%1.7%-10.4K267.5K-10.7K3.11104.93N/AN/A2758549661,134
2022-05-05$38.54$40.0055.7%16.6%46.4%23.4%55.7%13.3%-16.5%-37.6K1.1M-10.9K3.2398.76N/AN/A2688659671,330
2022-05-06$38.27$40.0059.7%15.9%45.6%27.1%56.5%8.3%-5.3%-37.9K1.2M-11.6K3.19100.93N/AN/A2688569661,321
2022-05-09$36.13$40.0084.7%19.7%49.1%50.1%74.6%-3.6%2.2%-43.3K1.8M-12.3K2.03106.34N/AN/A5371,0921,0661,510
2022-05-10$31.36$40.0083.2%17.3%68.1%48.7%67.6%15.3%-3.0%-52.2K3.0M-10.4K3.16103.88N/AN/A2758681,3851,743
2022-05-11$27.98$40.0079.2%22.7%76.5%45.0%101.0%22.1%-28.3%-49.2K3.5M-9.9K6.41106.22N/AN/A3182,0371,4101,947
2022-05-12$30.59$40.0081.5%23.4%85.2%47.1%89.0%8.9%-12.1%-72.5K3.9M-20.0K6.31106.17N/AN/A3242,0441,4143,200
2022-05-13$32.20$40.0070.3%20.2%88.6%36.9%86.1%11.4%-6.0%-75.4K3.7M-19.7K6.6298.45N/AN/A3102,0531,4013,180
2022-05-16$31.11$40.0062.3%17.9%88.9%29.5%71.6%5.1%-4.5%-100.5K4.0M-17.2K6.5797.33N/AN/A3102,0381,4123,188
2022-05-17$31.14$40.0065.4%18.7%85.6%32.3%66.2%11.3%-9.2%-102.9K4.1M-17.4K6.55101.42N/AN/A3112,0381,4123,181
2022-05-18$30.77$40.0062.8%18.0%85.6%29.9%76.9%1.0%-4.9%-93.2K4.1M-18.2K6.1298.10N/AN/A3322,0311,4133,180
2022-05-19$32.50$40.0072.0%20.6%89.4%38.4%78.1%30.7%19.1%-70.0K3.6M-18.0K5.4696.42N/AN/A3722,0311,4343,183
2022-05-20$32.83$40.0065.0%18.6%89.5%31.9%97.8%-2.7%-9.2%-63.6K3.3M-18.7K5.2696.08N/AN/A4012,1081,5143,183
2022-05-23$31.60$40.0062.7%18.0%88.5%29.8%87.0%20.1%13.9%-67.0K2.9M-18.3K6.30101.75N/AN/A3282,0667062,811
2022-05-24$30.75$40.0059.7%17.1%88.2%27.1%85.0%9.2%8.0%-63.1K3.2M-17.1K6.0195.50N/AN/A2951,7747152,811
2022-05-25$31.86$40.0073.1%21.0%90.0%39.4%86.8%14.2%-0.1%-61.3K2.8M-18.9K6.0298.52N/AN/A2951,7767462,814
2022-05-26$32.99$40.0060.6%17.4%88.2%27.9%58.1%-3.4%-5.4%-67.0K2.6M-18.0K5.02100.68N/AN/A3561,7867462,819
2022-05-27$33.74$40.0053.1%15.2%89.0%21.1%60.8%6.2%-3.9%-59.2K2.2M-19.5K4.36100.49N/AN/A4101,7868592,822
2022-05-31$34.13$40.0066.0%18.9%89.1%31.4%66.5%3.0%-10.0%-61.9K2.1M-19.5K4.89102.11N/AN/A3671,7939152,822