BSY Options History — October 2022

In October 2022, BSY traded between $31.31 and $35.46. ATM implied volatility averaged 58.9%, placing in the 26.0% IV rank vs the trailing year. The 30-day expected move averaged 16.7%. IV traded above realized volatility by 13.4% (HV 20d: 45.5%). Max pain ranged from $35.00 to $35.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 5.60.

Notable Days

  • 2022-10-10: Highest Volume — 1,549 contracts
  • 2022-10-05: Largest IV spike — 34.0% change
  • 2022-10-10: Highest IV Rank — 40.0%
  • 2022-10-17: Largest Expected Move — 19.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$33.61$31.31$35.46$32.45$35.39
Max Pain$35.00$35.00$35.00$35.00$35.00
ATM IV58.9%45.3%74.0%60.4%59.9%
Expected Move16.7%13.0%19.1%17.3%17.2%
HV 20d45.5%37.4%54.6%50.0%37.4%
HV 60d40.5%39.1%43.4%41.7%39.3%
IV Rank26.0%13.5%40.0%27.5%27.0%
IV Percentile56.8%19.4%90.1%65.5%59.9%
Term Structure-1.8%-22.8%19.1%19.1%-4.3%
VWIV67.2%55.3%75.8%56.6%62.6%
Skew 25d0.6%-32.0%30.2%9.5%6.9%
Skew 10d16.8%-7.1%45.0%32.2%16.5%
Call IV 25d68.4%53.7%106.5%53.7%59.0%
Put IV 25d69.1%58.4%86.1%63.2%65.9%
Bid-Ask Spread %94.3579.83107.57100.6795.01
Gamma HHI0.340.290.390.370.33
Net GEX-115.9K-161.6K-59.5K-144.4K-59.5K
Net DEX2.9M1.3M4.5M4.4M1.5M
Net VEX-22.4K-25.9K-17.5K-25.5K-17.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio5.602.929.068.594.75
Total Volume1,039.5247071,5491,295707
Total OI9,152.818,6909,6359,0758,729

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-10-03$32.45$35.0060.4%17.3%50.0%27.5%56.6%9.5%19.1%-144.4K4.4M-25.5K8.59100.67N/AN/A1351,1603,2765,799
2022-10-04$34.50$35.0045.3%13.0%54.6%13.5%55.3%-0.7%3.1%-108.6K2.6M-23.8K8.41107.57N/AN/A1381,1603,2765,799
2022-10-05$34.26$35.0060.7%17.4%50.7%27.7%63.8%-11.0%-8.0%-117.8K2.8M-23.9K7.7997.13N/AN/A1491,1603,2805,797
2022-10-06$34.12$35.0060.0%15.5%48.6%27.1%65.7%9.6%-22.8%-125.0K2.9M-22.7K7.9186.61N/AN/A1491,1783,2995,797
2022-10-07$33.07$35.0061.1%18.0%49.1%28.1%69.3%-17.3%-8.5%-138.8K3.6M-25.4K7.8596.11N/AN/A1501,1783,3005,815
2022-10-10$32.70$35.0074.0%17.3%48.4%40.0%71.2%-9.2%-4.4%-140.6K3.7M-25.9K9.0692.41N/AN/A1541,3953,3015,815
2022-10-11$31.61$35.0061.3%18.8%47.2%28.3%73.6%-32.0%-8.3%-146.1K4.2M-25.9K6.1394.12N/AN/A1549443,3076,033
2022-10-12$32.01$35.0057.4%16.5%46.4%24.7%66.1%-5.7%7.5%-154.0K4.0M-24.6K6.34102.20N/AN/A1499443,3076,002
2022-10-13$32.02$35.0058.4%16.8%41.6%25.6%72.0%2.5%4.7%-154.6K4.1M-24.1K6.1091.74N/AN/A1478963,3086,002
2022-10-14$31.31$35.0062.2%17.8%41.9%29.1%71.2%8.6%1.0%-161.6K4.5M-24.3K6.2194.91N/AN/A1479133,3106,184
2022-10-17$32.52$35.0066.7%19.1%44.0%33.2%68.7%-2.9%-5.7%-146.8K3.7M-23.4K4.0591.03N/AN/A2279203,3106,158
2022-10-18$33.50$35.0051.4%14.7%45.2%19.1%63.5%-6.6%3.8%-116.7K2.9M-23.1K3.2093.76N/AN/A2347493,4046,158
2022-10-19$33.10$35.0058.3%16.7%45.2%25.5%60.2%0.0%-6.0%-140.2K3.2M-22.1K2.9691.02N/AN/A2346923,4176,216
2022-10-20$33.34$35.0056.8%16.3%45.0%24.1%61.6%4.5%-4.2%-115.4K2.9M-21.1K2.9689.77N/AN/A2346923,4176,216
2022-10-21$34.21$35.0056.4%16.2%44.0%23.7%67.5%19.9%-2.9%-99.5K2.3M-20.4K2.9292.80N/AN/A2346843,4196,216
2022-10-24$34.53$35.0057.9%16.6%43.4%25.2%71.4%30.2%-8.8%-94.2K2.0M-19.1K4.8190.83N/AN/A1356503,3085,382
2022-10-25$35.46$35.0056.4%16.2%43.4%23.8%69.1%-5.8%1.5%-75.2K1.7M-19.3K4.5379.83N/AN/A1446523,3165,382
2022-10-26$35.46$35.0060.5%17.4%43.4%27.6%74.0%14.2%-2.3%-63.3K1.5M-20.3K4.5399.75N/AN/A1446523,3355,383
2022-10-27$35.00$35.0056.3%16.1%43.5%23.7%75.8%-9.7%2.8%-67.6K1.6M-19.3K4.0698.57N/AN/A1445843,3355,383
2022-10-28$35.27$35.0055.0%15.8%42.1%22.5%72.7%8.2%4.8%-63.3K1.3M-18.3K4.3695.50N/AN/A1345843,3355,383
2022-10-31$35.39$35.0059.9%17.2%37.4%27.0%62.6%6.9%-4.3%-59.5K1.5M-17.5K4.7595.01N/AN/A1235843,3465,383