BSY Options History — September 2022

In September 2022, BSY traded between $30.61 and $38.57. ATM implied volatility averaged 57.5%, placing in the 24.8% IV rank vs the trailing year. The 30-day expected move averaged 15.5%. IV traded above realized volatility by 17.5% (HV 20d: 40.0%). 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 8 of 21 days. Put/call ratio averaged 7.09.

Notable Days

  • 2022-09-16: Highest Volume — 2,475 contracts
  • 2022-09-29: Largest IV spike — 61.3% change
  • 2022-09-29: Highest IV Rank — 61.2%
  • 2022-09-29: Largest Expected Move — 27.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$34.14$30.61$38.57$35.72$30.61
Max Pain$35.48$35.00$40.00$40.00$35.00
ATM IV57.5%34.7%97.0%52.6%67.4%
Expected Move15.5%9.9%27.8%15.1%19.3%
HV 20d40.0%26.5%45.0%26.5%44.3%
HV 60d42.1%39.7%45.4%44.9%39.7%
IV Rank24.8%3.7%61.2%20.2%33.9%
IV Percentile54.8%1.6%98.4%46.8%83.3%
Term Structure-1.0%-26.7%25.6%-4.4%-12.9%
VWIV56.8%42.8%81.2%58.9%65.5%
Skew 25d11.4%-7.0%41.0%4.4%41.0%
Skew 10d18.5%-11.4%76.5%-7.9%76.5%
Call IV 25d53.1%41.8%72.0%45.8%62.4%
Put IV 25d64.6%50.3%104.3%50.3%103.4%
Bid-Ask Spread %98.1486.86109.80100.5899.31
Gamma HHI0.370.250.540.410.39
Net GEX-131.8K-230.9K-28.3K-143.8K-182.0K
Net DEX3.2M-139.8K5.9M2.2M5.4M
Net VEX-27.8K-32.2K-20.9K-32.2K-25.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio7.090.0032.007.468.59
Total Volume786.8112,4752371,295
Total OI8,498.2867,4089,4447,4089,075

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-09-01$35.72$40.0052.6%15.1%26.5%20.2%58.9%4.4%-4.4%-143.8K2.2M-32.2K7.46100.58N/AN/A282093,2084,200
2022-09-02$35.89$40.0056.2%16.1%26.8%23.6%50.5%13.9%-9.5%-151.3K2.7M-29.6K0.2798.88N/AN/A108293,2174,445
2022-09-06$34.98$35.0062.2%14.8%27.6%29.1%52.8%4.5%-1.7%-153.1K2.8M-31.3K2.3493.90N/AN/A4119603,3374,474
2022-09-07$36.90$35.0064.3%15.1%35.0%31.0%54.3%-2.1%-3.0%-115.3K1.5M-28.5K2.36102.54N/AN/A4069603,3564,557
2022-09-08$38.22$35.0053.4%12.8%36.8%21.0%0.0%12.7%5.4%-77.6K256.6K-30.0K0.20100.01N/AN/A513,3564,557
2022-09-09$38.57$35.0055.9%13.1%36.9%23.3%42.8%11.9%4.5%-56.9K-139.8K-29.2K0.50100.50N/AN/A26133,3584,556
2022-09-12$37.44$35.0063.2%15.1%37.6%30.0%47.0%6.5%-1.0%-132.4K848.0K-28.1K1.6593.86N/AN/A20333,3834,758
2022-09-13$35.72$35.0065.5%13.6%40.2%32.1%48.3%-7.0%8.1%-230.9K2.2M-26.5K1.3796.63N/AN/A6929453,3734,779
2022-09-14$36.56$35.0047.4%13.6%41.5%15.4%65.3%4.8%-5.2%-28.3K836.2K-20.9K0.0092.65N/AN/A05483,6864,773
2022-09-15$34.36$35.0050.4%14.4%45.0%18.2%0.0%4.7%-0.9%-173.2K3.3M-25.4K9.37102.98N/AN/A656093,6865,218
2022-09-16$33.85$35.0034.7%9.9%44.8%3.7%48.1%11.8%11.1%-61.6K5.9M-27.7K4.4295.31N/AN/A4572,0183,6865,758
2022-09-19$33.21$35.0048.7%14.0%43.9%16.7%51.2%9.0%3.3%-101.7K3.5M-28.3K16.1592.63N/AN/A264203,2255,180
2022-09-20$32.91$35.0057.5%16.5%43.9%24.8%57.1%3.3%-10.3%-112.5K3.4M-28.9K0.0098.87N/AN/A013,2515,555
2022-09-21$32.51$35.0040.0%11.5%43.9%8.6%55.7%11.7%13.9%-133.7K4.1M-27.0K0.0098.97N/AN/A073,2525,554
2022-09-22$32.12$35.0046.7%13.4%43.4%14.8%0.0%11.8%25.6%-136.3K4.3M-28.4K0.00101.56N/AN/A1603,2525,555
2022-09-23$31.14$35.0060.7%17.4%43.7%27.7%66.6%13.3%-4.3%-162.5K4.9M-24.9K32.0097.77N/AN/A61923,2685,555
2022-09-26$31.91$35.0064.9%18.6%44.4%31.6%58.6%20.9%-8.0%-144.7K4.3M-27.8K11.5399.14N/AN/A1331,5343,2725,650
2022-09-27$31.36$35.0058.9%16.9%44.4%26.1%56.8%12.3%-9.1%-147.6K4.6M-27.7K12.19109.80N/AN/A1331,6213,2725,681
2022-09-28$31.71$35.0060.2%17.2%44.9%27.2%62.2%18.3%4.7%-163.6K4.7M-27.2K8.6486.86N/AN/A1351,1663,2725,799
2022-09-29$31.35$35.0097.0%27.8%44.7%61.2%81.2%32.3%-26.7%-158.9K4.9M-28.0K8.5998.22N/AN/A1351,1603,2765,799
2022-09-30$30.61$35.0067.4%19.3%44.3%33.9%65.5%41.0%-12.9%-182.0K5.4M-25.7K8.5999.31N/AN/A1351,1603,2765,799