BSY Options History — June 2022

In June 2022, BSY traded between $30.70 and $35.79. ATM implied volatility averaged 59.5%, placing in the 25.1% IV rank vs the trailing year. The 30-day expected move averaged 17.2%. IV traded below realized volatility by 2.9% (HV 20d: 62.4%). Max pain ranged from $35.00 to $40.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 3.35.

Notable Days

  • 2022-06-17: Highest Volume — 2,027 contracts
  • 2022-06-06: Largest IV spike — 32.1% change
  • 2022-06-16: Highest IV Rank — 40.0%
  • 2022-06-16: Largest Expected Move — 21.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$33.61$30.70$35.79$34.42$33.14
Max Pain$35.24$35.00$40.00$40.00$35.00
ATM IV59.5%40.1%75.1%62.0%71.3%
Expected Move17.2%14.3%21.5%17.8%20.4%
HV 20d62.4%46.0%90.5%89.4%57.1%
HV 60d63.5%61.6%65.2%63.3%64.7%
IV Rank25.1%7.1%40.0%27.7%35.9%
IV Percentile72.4%18.7%94.8%82.5%91.7%
Term Structure1.0%-18.3%14.2%-9.0%-18.3%
VWIV64.3%52.0%83.5%63.1%75.3%
Skew 25d11.5%-5.1%33.6%8.4%15.3%
Skew 10d23.9%-3.6%49.8%18.2%23.3%
Call IV 25d59.9%44.3%69.1%62.1%62.7%
Put IV 25d71.4%53.9%101.8%70.5%78.0%
Bid-Ask Spread %97.3783.93114.66102.7799.81
Gamma HHI0.210.190.230.190.21
Net GEX-66.7K-84.6K-49.6K-58.9K-84.6K
Net DEX2.1M831.7K3.1M2.0M2.0M
Net VEX-19.7K-21.1K-17.7K-20.1K-20.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.351.505.693.552.57
Total Volume1,461.2869822,0271,6891,166
Total OI4,358.9053,7615,0533,7625,053

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-06-01$34.42$40.0062.0%17.8%89.4%27.7%63.1%8.4%-9.0%-58.9K2.0M-20.1K3.55102.77N/AN/A3711,3189272,835
2022-06-02$35.58$35.0056.4%19.9%90.5%22.4%71.9%31.6%-3.3%-58.2K1.6M-19.4K3.5196.16N/AN/A3711,3019272,835
2022-06-03$35.32$35.0040.1%15.4%87.4%7.1%58.1%7.5%4.6%-58.1K2.0M-19.4K4.0183.93N/AN/A3731,4959272,834
2022-06-06$35.08$35.0053.0%14.3%87.4%19.2%57.6%9.7%7.4%-66.7K2.0M-19.0K3.7094.68N/AN/A3731,3799253,038
2022-06-07$35.79$35.0069.3%15.1%85.4%34.6%57.6%4.6%14.2%-63.1K1.7M-19.3K4.0894.35N/AN/A3181,2999253,038
2022-06-08$35.29$35.0050.2%14.4%67.6%16.6%52.0%-4.4%5.3%-65.9K1.9M-20.0K3.7692.05N/AN/A3201,2029313,037
2022-06-09$34.13$35.0053.5%15.3%53.2%19.7%57.8%-5.1%-0.8%-67.1K2.2M-18.4K3.75114.66N/AN/A3201,2009333,038
2022-06-10$33.12$35.0055.4%15.9%46.0%21.4%56.8%-1.4%-2.5%-59.8K2.5M-17.7K2.7495.80N/AN/A3459479333,042
2022-06-13$30.90$35.0058.7%16.8%49.3%24.6%62.9%-0.1%-1.0%-63.9K3.1M-19.3K3.0995.00N/AN/A3069479593,242
2022-06-14$30.91$35.0058.1%16.7%47.8%24.0%62.2%16.9%2.5%-66.9K3.0M-18.3K3.0988.30N/AN/A3059439603,242
2022-06-15$32.47$35.0060.5%17.3%51.0%26.3%62.5%11.8%12.5%-68.8K2.6M-19.7K4.66101.77N/AN/A3031,4129953,436
2022-06-16$30.70$35.0075.1%21.5%54.8%40.0%70.5%14.6%-6.7%-65.8K3.1M-20.6K5.0189.83N/AN/A3031,5189963,436
2022-06-17$32.16$35.0071.9%20.6%53.8%37.0%75.1%33.6%1.6%-75.5K3.0M-20.9K5.69113.53N/AN/A3031,7249963,939
2022-06-21$31.89$35.0060.0%17.2%53.7%25.8%58.2%9.4%-1.5%-75.3K2.4M-20.4K5.43101.86N/AN/A3041,6509873,620
2022-06-22$31.95$35.0059.8%17.1%52.0%24.9%55.8%-1.1%3.6%-77.0K2.4M-19.7K2.62110.06N/AN/A2937679973,640
2022-06-23$34.34$35.0059.2%17.0%56.7%24.4%68.4%24.1%-3.3%-63.5K1.6M-19.3K1.50102.94N/AN/A3935909993,638
2022-06-24$35.69$35.0051.4%14.8%56.9%17.1%56.6%-0.1%13.9%-49.6K831.7K-19.9K1.51102.47N/AN/A3925901,1083,636
2022-06-27$35.23$35.0060.1%17.2%56.2%25.3%79.0%24.9%2.6%-60.1K1.4M-20.1K1.5188.94N/AN/A3925901,1093,636
2022-06-28$34.23$35.0066.0%18.9%56.8%30.9%83.5%30.1%-6.1%-67.5K1.6M-19.6K2.2590.73N/AN/A3948881,1093,636
2022-06-29$33.57$35.0057.9%16.6%57.1%23.2%65.0%12.0%5.9%-83.5K2.1M-21.1K2.2585.14N/AN/A3948881,1113,932
2022-06-30$33.14$35.0071.3%20.4%57.1%35.9%75.3%15.3%-18.3%-84.6K2.0M-20.6K2.5799.81N/AN/A3278391,1213,932