BSY Options History — November 2022

In November 2022, BSY traded between $32.17 and $39.90. ATM implied volatility averaged 50.3%, placing in the 18.1% IV rank vs the trailing year. The 30-day expected move averaged 13.6%. IV traded below realized volatility by 0.1% (HV 20d: 50.4%). Max pain ranged from $35.00 to $35.00. Net GEX was positive for 14 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 3.03.

Notable Days

  • 2022-11-14: Highest Volume — 1,930 contracts
  • 2022-11-09: Largest IV drop — 46.7% change
  • 2022-11-08: Highest IV Rank — 49.4%
  • 2022-11-01: Largest Expected Move — 17.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$36.94$32.17$39.90$34.38$39.55
Max Pain$35.00$35.00$35.00$35.00$35.00
ATM IV50.3%31.7%84.2%59.3%46.9%
Expected Move13.6%9.1%17.0%17.0%13.5%
HV 20d50.4%32.6%57.8%32.6%57.8%
HV 60d46.3%39.7%49.1%39.7%49.1%
IV Rank18.1%0.9%49.4%26.5%15.0%
IV Percentile28.5%0.4%96.8%56.3%16.3%
Term Structure-1.3%-20.0%9.6%-6.0%-9.0%
VWIV61.4%34.7%75.3%63.6%47.0%
Skew 25d8.0%-14.6%30.1%-0.2%-12.0%
Skew 10d18.6%-20.2%41.1%10.8%0.7%
Call IV 25d49.2%33.1%74.4%65.0%51.3%
Put IV 25d57.2%34.1%82.2%64.8%39.3%
Bid-Ask Spread %96.4189.77107.9195.3799.77
Gamma HHI0.340.180.460.390.46
Net GEX-1.3K-136.7K84.3K-86.5K51.8K
Net DEX21.7K-2.5M3.6M2.0M-892.6K
Net VEX-14.4K-19.8K-11.0K-16.8K-11.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.030.007.595.020.05
Total Volume972.61921,93074021
Total OI8,987.7145,90311,6768,7306,199

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-11-01$34.38$35.0059.3%17.0%32.6%26.5%63.6%-0.2%-6.0%-86.5K2.0M-16.8K5.0295.37N/AN/A1236173,3475,383
2022-11-02$32.17$35.0058.5%16.8%40.2%25.7%60.0%-14.6%6.1%-136.7K3.6M-15.3K5.77107.91N/AN/A1418133,3485,413
2022-11-03$32.85$35.0052.7%15.5%41.1%20.3%66.2%14.3%-8.7%-118.3K2.9M-16.4K1.1494.65N/AN/A6457353,3805,613
2022-11-04$32.99$35.0047.3%11.9%39.7%15.3%73.2%30.1%9.4%-68.4K2.2M-19.8K1.4591.54N/AN/A6459373,7635,613
2022-11-07$33.85$35.0068.2%14.8%40.4%34.6%66.8%11.1%-2.3%-74.5K2.2M-16.7K5.9289.85N/AN/A2031,2013,7635,799
2022-11-08$35.43$35.0084.2%13.5%41.0%49.4%70.8%19.3%-2.1%-47.6K1.2M-17.8K3.7789.77N/AN/A1706413,7756,383
2022-11-09$34.35$35.0044.9%12.9%42.9%13.1%69.2%16.7%-0.6%-47.3K1.4M-14.0K0.6793.32N/AN/A1,1037413,7796,275
2022-11-10$38.30$35.0052.5%15.1%56.9%20.2%75.3%4.4%-0.0%48.8K-1.8M-17.3K7.5990.85N/AN/A1249414,7656,574
2022-11-11$38.72$35.0045.4%13.0%55.6%13.6%63.9%22.1%3.9%57.9K-2.1M-14.0K3.2492.73N/AN/A2337544,7696,565
2022-11-14$38.66$35.0044.9%12.9%54.8%13.1%60.2%20.8%2.6%39.8K-1.5M-14.7K0.6493.77N/AN/A1,1767544,7786,611
2022-11-15$39.90$35.0045.0%12.9%54.9%13.2%50.9%4.6%0.6%84.3K-2.5M-13.2K0.6790.37N/AN/A1,1227544,9616,611
2022-11-16$39.28$35.0044.6%12.8%55.1%12.9%73.3%9.9%0.4%83.0K-2.1M-13.9K1.2192.25N/AN/A6227545,0656,611
2022-11-17$38.54$35.0053.5%15.3%56.0%21.0%64.6%17.6%-0.8%70.3K-1.8M-14.2K3.5990.06N/AN/A2107545,0646,611
2022-11-18$38.50$35.0045.6%13.1%55.6%13.8%57.1%4.2%-5.3%5.6K-1.4M-13.2K3.9397.96N/AN/A1907475,0096,611
2022-11-21$37.92$35.0058.4%16.7%56.1%25.6%68.9%5.1%-20.0%7.4K-55.3K-14.1K6.4194.91N/AN/A1026543,3222,581
2022-11-22$38.04$35.0049.8%14.3%55.5%17.6%48.0%3.0%-3.3%7.1K-94.8K-12.4K6.45105.18N/AN/A1026583,3332,581
2022-11-23$38.32$35.0031.7%9.1%55.5%0.9%39.3%7.2%1.5%23.7K-247.9K-11.0K3.04107.88N/AN/A2507603,3332,585
2022-11-25$38.61$35.0034.9%10.0%55.1%3.9%34.7%1.0%9.6%41.3K-501.3K-11.8K3.00102.21N/AN/A5153,4922,683
2022-11-28$38.06$35.0047.5%13.6%55.5%15.5%0.0%11.7%-6.8%19.9K-203.4K-12.5K0.00100.53N/AN/A603,4962,701
2022-11-29$37.40$35.0040.3%11.5%56.1%8.9%75.3%-8.1%4.2%10.8K200.9K-11.5K0.00103.76N/AN/A203,4962,701
2022-11-30$39.55$35.0046.9%13.5%57.8%15.0%47.0%-12.0%-9.0%51.8K-892.6K-11.8K0.0599.77N/AN/A2013,4982,701