BSY Options History — July 2022

In July 2022, BSY traded between $32.45 and $39.70. ATM implied volatility averaged 70.6%, placing in the 35.2% IV rank vs the trailing year. The 30-day expected move averaged 18.5%. IV traded above realized volatility by 18.4% (HV 20d: 52.2%). Max pain ranged from $35.00 to $35.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 1 of 20 days. Put/call ratio averaged 1.41.

Notable Days

  • 2022-07-08: Highest Volume — 1,383 contracts
  • 2022-07-06: Largest IV spike — 62.6% change
  • 2022-07-12: Highest IV Rank — 81.8%
  • 2022-07-25: Largest Expected Move — 21.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$35.71$32.45$39.70$33.61$39.70
Max Pain$35.00$35.00$35.00$35.00$35.00
ATM IV70.6%50.5%119.8%55.2%59.9%
Expected Move18.5%14.5%21.9%15.8%17.2%
HV 20d52.2%44.9%58.4%56.0%45.4%
HV 60d66.1%64.8%67.5%64.8%66.5%
IV Rank35.2%16.2%81.8%20.6%25.1%
IV Percentile82.4%45.6%99.2%61.5%69.4%
Term Structure-8.4%-34.8%9.7%9.7%-1.3%
VWIV66.1%60.4%71.7%64.3%63.1%
Skew 25d1.7%-11.6%12.4%6.9%0.2%
Skew 10d0.6%-22.1%19.7%19.7%-18.2%
Call IV 25d64.3%57.7%84.4%60.6%61.6%
Put IV 25d66.0%60.3%72.7%67.5%61.7%
Bid-Ask Spread %83.7571.3992.9692.9690.54
Gamma HHI0.200.180.220.200.22
Net GEX-63.1K-98.2K-10.9K-82.2K-10.9K
Net DEX731.6K-1.2M2.2M2.1M-1.2M
Net VEX-19.0K-23.2K-15.4K-20.8K-15.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.410.722.572.571.00
Total Volume1,197.18731,3831,166873
Total OI5,318.955,0555,4595,0555,459

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-07-01$33.61$35.0055.2%15.8%56.0%20.6%64.3%6.9%9.7%-82.2K2.1M-20.8K2.5792.96N/AN/A3278391,1233,932
2022-07-05$35.15$35.0058.6%18.3%58.4%23.8%71.7%11.7%-4.5%-66.4K1.3M-20.4K1.6181.60N/AN/A5228391,1233,932
2022-07-06$35.06$35.0095.2%18.0%58.4%58.6%71.6%-11.6%-4.3%-74.0K1.2M-23.2K1.6175.57N/AN/A5228391,3233,934
2022-07-07$35.80$35.0070.3%18.4%58.4%34.9%71.7%12.0%-3.1%-56.8K591.2K-20.5K1.5577.73N/AN/A5408391,3243,934
2022-07-08$35.90$35.0077.0%18.2%58.2%41.3%70.6%12.4%-8.9%-58.1K836.3K-21.6K1.5471.39N/AN/A5448391,3433,934
2022-07-11$35.11$35.0076.6%18.3%57.4%40.9%71.1%5.4%-5.3%-64.0K1.1M-20.6K1.5479.17N/AN/A5448391,3483,934
2022-07-12$33.67$35.00119.8%17.7%58.4%81.8%65.3%-11.6%-8.4%-71.0K1.3M-18.8K1.6181.40N/AN/A5208391,3483,933
2022-07-13$33.50$35.0062.0%17.8%52.3%27.0%64.8%-0.1%-3.5%-77.3K1.6M-20.0K1.3482.17N/AN/A5206971,3493,937
2022-07-14$32.45$35.0050.5%14.5%53.8%16.2%65.1%-2.1%-6.3%-98.2K2.2M-20.5K1.3386.09N/AN/A5337091,3494,077
2022-07-15$34.13$35.0064.5%18.5%54.0%29.4%64.1%4.2%-9.6%-85.5K1.4M-19.3K1.3685.65N/AN/A5207091,3624,076
2022-07-18$33.85$35.0071.2%20.4%49.6%35.8%66.5%3.7%-9.8%-85.9K1.6M-19.5K1.3288.65N/AN/A5006591,2714,064
2022-07-19$35.28$35.0063.8%18.3%49.1%28.8%65.7%-2.4%-4.2%-72.4K832.0K-19.3K1.2986.44N/AN/A5016481,2814,064
2022-07-20$37.35$35.0074.3%21.3%52.2%38.7%65.9%0.1%-15.8%-53.8K80.7K-18.0K1.3183.19N/AN/A5016541,2834,064
2022-07-21$37.22$35.0074.0%21.2%52.3%38.4%65.8%3.4%-24.5%-52.4K152.7K-18.9K1.4488.86N/AN/A4796881,2964,084
2022-07-22$36.60$35.0060.7%17.4%47.0%25.9%61.4%3.5%-5.7%-61.3K291.8K-17.8K1.4783.39N/AN/A4797021,2964,059
2022-07-25$36.52$35.0076.3%21.9%45.1%40.6%64.8%4.3%-34.8%-58.3K246.5K-16.5K1.4791.01N/AN/A4797021,2964,073
2022-07-26$36.28$35.0076.2%21.9%44.9%40.5%67.2%2.2%-14.0%-58.4K398.4K-17.9K1.5087.19N/AN/A4767121,2964,073
2022-07-27$38.13$35.0066.5%19.1%46.5%31.3%61.4%-5.7%-9.0%-43.9K-430.0K-16.5K0.7281.71N/AN/A5183721,3074,073
2022-07-28$38.88$35.0058.9%16.9%45.8%24.1%60.4%-3.0%-4.4%-30.3K-864.8K-15.6K0.7280.27N/AN/A5333861,3524,073
2022-07-29$39.70$35.0059.9%17.2%45.4%25.1%63.1%0.2%-1.3%-10.9K-1.2M-15.4K1.0090.54N/AN/A4364371,3714,088