BSY Options History — August 2022

In August 2022, BSY traded between $36.70 and $41.49. ATM implied volatility averaged 54.1%, placing in the 21.0% IV rank vs the trailing year. The 30-day expected move averaged 15.1%. IV traded above realized volatility by 20.0% (HV 20d: 34.1%). Max pain ranged from $35.00 to $40.00. Net GEX was positive for 14 of 23 trading days. Term structure was in contango for 8 of 23 days. Put/call ratio averaged 65.33.

Notable Days

  • 2022-08-03: Highest Volume — 2,748 contracts
  • 2022-08-12: Largest IV spike — 45.1% change
  • 2022-08-08: Highest IV Rank — 35.5%
  • 2022-08-03: Largest Expected Move — 19.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$39.52$36.70$41.49$39.31$36.85
Max Pain$39.35$35.00$40.00$35.00$40.00
ATM IV54.1%30.7%70.9%64.3%60.3%
Expected Move15.1%8.8%19.2%18.4%17.3%
HV 20d34.1%25.5%45.8%45.8%26.0%
HV 60d49.6%44.4%66.5%66.5%44.6%
IV Rank21.0%0.0%35.5%29.3%27.3%
IV Percentile51.8%0.0%87.7%79.8%68.7%
Term Structure-2.0%-15.1%16.7%-15.1%-0.0%
VWIV55.7%44.2%68.5%63.0%46.4%
Skew 25d4.6%-5.1%28.0%-3.2%28.0%
Skew 10d11.8%-26.5%52.5%2.4%51.3%
Call IV 25d49.7%36.8%68.6%66.4%36.8%
Put IV 25d54.4%39.3%70.7%63.2%64.8%
Bid-Ask Spread %91.5179.00104.7781.39100.71
Gamma HHI0.360.220.490.220.34
Net GEX97.4K-113.8K386.0K-28.3K-79.1K
Net DEX-1.8M-5.1M1.9M-876.2K704.7K
Net VEX-26.4K-35.3K-16.2K-16.2K-33.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio65.330.001103.000.533.70
Total Volume638.47842,7481,0981,519
Total OI8,055.875,56011,0445,5607,408

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-08-01$39.31$35.0064.3%18.4%45.8%29.3%63.0%-3.2%-15.1%-28.3K-876.2K-16.2K0.5381.39N/AN/A7183801,3804,180
2022-08-02$39.63$35.0064.8%18.6%43.7%29.7%67.0%-0.4%-11.8%10.0K-1.6M-16.9K0.7485.59N/AN/A5153791,6654,204
2022-08-03$40.31$35.0066.9%19.2%43.7%31.7%68.5%2.0%-10.5%25.2K-2.0M-18.1K0.1890.22N/AN/A2,3354131,7944,227
2022-08-04$40.92$40.0066.8%18.2%43.5%31.6%62.5%12.3%-7.9%216.2K-4.8M-23.4K0.6088.63N/AN/A6513883,6704,246
2022-08-05$40.89$40.0065.8%16.7%43.6%30.6%56.1%-5.1%-9.3%236.0K-5.0M-21.9K0.6079.00N/AN/A6443883,6714,274
2022-08-08$40.74$40.0070.9%17.2%42.5%35.5%66.0%11.6%-3.0%204.0K-4.1M-21.7K0.5499.05N/AN/A7183873,6944,274
2022-08-09$40.36$40.0061.5%13.4%38.9%26.6%0.0%1.7%6.9%236.3K-4.0M-20.0K4.6685.57N/AN/A1024753,8554,281
2022-08-10$41.19$40.0051.0%14.6%38.7%16.6%53.3%6.5%6.9%307.5K-4.6M-21.5K46.0090.06N/AN/A1463,9514,652
2022-08-11$40.64$40.0030.7%8.8%36.5%0.0%44.2%-4.4%16.7%215.9K-3.7M-20.6K61.0094.47N/AN/A1613,9504,698
2022-08-12$41.15$40.0044.5%12.8%33.5%12.8%0.0%3.7%7.6%305.1K-4.2M-20.5K89.3386.54N/AN/A65363,9514,750
2022-08-15$41.45$40.0051.3%14.7%32.8%19.1%51.3%0.7%-0.6%309.4K-3.3M-24.3K0.0289.08N/AN/A1,791413,9515,263
2022-08-16$41.49$40.0047.9%13.7%30.8%15.9%0.0%-0.2%5.1%386.0K-5.1M-34.8K0.0090.63N/AN/A33205,7405,304
2022-08-17$40.07$40.0050.4%14.4%28.6%18.2%0.0%-1.7%-7.6%212.4K-2.5M-31.9K5.8091.61N/AN/A5295,6645,304
2022-08-18$40.30$40.0045.2%13.0%28.5%13.4%0.0%0.8%-7.6%227.3K-2.6M-33.0K0.30104.77N/AN/A2785,6675,328
2022-08-19$38.94$40.0042.5%12.2%30.8%10.9%52.5%1.9%0.5%42.7K-998.8K-30.2K1103.0087.19N/AN/A11,1035,6905,333
2022-08-22$38.44$40.0051.6%14.8%31.3%19.3%44.2%5.3%-4.2%-61.5K534.5K-33.7K1.0089.36N/AN/A10103,1353,606
2022-08-23$38.00$40.0047.6%13.6%31.5%15.6%49.0%1.8%-3.0%-93.6K985.8K-29.9K2.5787.68N/AN/A14363,1453,616
2022-08-24$38.42$40.0057.4%16.5%26.4%24.7%55.6%6.4%-3.7%-54.9K642.0K-31.2K0.1199.43N/AN/A913,1573,652
2022-08-25$38.64$40.0037.8%10.8%25.5%6.6%0.0%10.1%-1.2%-53.8K-299.1K-35.3K181.6796.56N/AN/A35453,1583,652
2022-08-26$37.30$40.0050.8%14.6%27.0%18.6%0.0%12.9%0.2%-100.1K1.5M-30.7K0.1196.64N/AN/A1823,1624,197
2022-08-29$37.23$40.0054.2%15.5%26.9%21.7%0.0%15.5%5.8%-108.0K1.5M-30.2K0.0387.44N/AN/A3213,1804,199
2022-08-30$36.70$40.0060.1%17.2%26.9%27.2%0.0%-0.0%-9.8%-113.8K1.9M-28.5K0.00103.18N/AN/A403,2074,200
2022-08-31$36.85$40.0060.3%17.3%26.0%27.3%46.4%28.0%-0.0%-79.1K704.7K-33.4K3.70100.71N/AN/A3231,1963,2084,200