BSY Options History — December 2022

In December 2022, BSY traded between $35.90 and $40.17. ATM implied volatility averaged 44.0%, placing in the 12.3% IV rank vs the trailing year. The 30-day expected move averaged 11.4%. IV traded above realized volatility by 7.5% (HV 20d: 36.5%). Max pain ranged from $35.00 to $35.00. Net GEX was positive for 10 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 8.81.

Notable Days

  • 2022-12-23: Highest Volume — 357 contracts
  • 2022-12-14: Largest IV drop — 38.4% change
  • 2022-12-13: Highest IV Rank — 27.0%
  • 2022-12-02: Largest Expected Move — 14.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$38.13$35.90$40.17$39.99$36.71
Max Pain$35.00$35.00$35.00$35.00$35.00
ATM IV44.0%33.3%59.9%41.3%35.3%
Expected Move11.4%8.5%14.7%11.8%10.1%
HV 20d36.5%27.4%52.8%50.8%27.4%
HV 60d44.7%41.3%47.9%47.9%41.4%
IV Rank12.3%2.4%27.0%9.8%4.3%
IV Percentile15.4%0.8%59.5%5.6%2.4%
Term Structure-0.2%-18.6%21.0%-2.4%21.0%
VWIV40.7%35.8%46.7%46.7%35.8%
Skew 25d10.2%-2.1%30.0%7.2%13.5%
Skew 10d14.2%-9.2%54.9%11.2%16.4%
Call IV 25d34.2%23.0%44.1%34.8%27.0%
Put IV 25d44.5%30.6%59.6%42.0%40.5%
Bid-Ask Spread %103.3483.06114.6883.06101.78
Gamma HHI0.470.340.760.400.44
Net GEX5.0K-57.3K64.3K58.6K-46.1K
Net DEX29.1K-1.6M1.5M-1.3M1.4M
Net VEX-10.3K-12.1K-9.1K-11.5K-12.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio8.810.00100.000.000.00
Total Volume64.4760357412
Total OI4,575.7621,9376,3666,2152,773

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-12-01$39.99$35.0041.3%11.8%50.8%9.8%46.7%7.2%-2.4%58.6K-1.3M-11.5K0.0083.06N/AN/A403,5132,702
2022-12-02$40.17$35.0051.3%14.7%50.7%19.1%0.0%21.0%-18.6%64.3K-1.6M-11.5K0.00103.17N/AN/A003,5142,702
2022-12-05$39.41$35.0054.0%9.7%51.7%21.6%0.0%14.5%-6.5%42.5K-753.9K-11.0K0.33113.61N/AN/A1863,5142,702
2022-12-06$38.40$35.0057.7%8.5%52.8%25.0%0.0%18.7%2.8%32.3K-511.4K-10.7K0.00113.72N/AN/A4203,5312,708
2022-12-07$38.70$35.0046.4%11.3%50.7%14.5%0.0%-2.1%0.4%43.3K-623.6K-10.7K0.22109.53N/AN/A923,5652,708
2022-12-08$39.25$35.0047.4%14.2%49.0%15.4%0.0%6.6%-2.2%60.6K-1.2M-10.4K2.17105.64N/AN/A6133,5702,704
2022-12-09$39.71$35.0043.0%11.4%31.0%11.3%0.0%11.3%-3.4%53.6K-1.1M-10.2K2.73104.88N/AN/A11303,5702,717
2022-12-12$39.72$35.0054.3%11.3%30.8%21.8%39.1%17.8%-9.4%44.8K-1.3M-9.6K0.5098.53N/AN/A423,5692,746
2022-12-13$39.38$35.0059.9%11.2%31.0%27.0%0.0%17.6%-2.1%45.5K-843.4K-9.7K1.3897.70N/AN/A24333,5722,747
2022-12-14$39.26$35.0036.9%10.6%28.8%5.7%39.6%10.8%2.3%56.7K-908.9K-9.7K0.4796.11N/AN/A49233,5812,778
2022-12-15$37.73$35.0045.0%12.9%31.6%13.2%44.4%-1.5%-1.8%-31.6K150.8K-9.1K0.0493.23N/AN/A5023,5382,786
2022-12-16$37.52$35.0033.3%9.5%31.0%2.4%0.0%3.0%4.7%-32.5K166.7K-9.2K0.03102.87N/AN/A7223,5842,782
2022-12-19$36.86$35.0040.0%11.5%31.5%8.6%39.1%-2.0%9.4%-23.2K837.6K-9.4K5.00101.28N/AN/A5256701,267
2022-12-20$37.08$35.0037.4%10.7%31.2%6.2%40.3%4.7%10.2%-27.5K922.2K-9.4K45.50102.48N/AN/A2916721,288
2022-12-21$37.55$35.0041.5%11.9%31.6%10.0%40.9%4.9%-4.2%-26.8K835.0K-9.9K0.01109.63N/AN/A7916741,361
2022-12-22$36.77$35.0039.9%11.4%32.2%8.5%35.8%2.7%-4.6%-31.7K1.2M-9.5K7.0096.65N/AN/A8567531,362
2022-12-23$36.80$35.0037.4%10.7%32.0%6.2%0.0%7.6%1.6%-34.4K997.7K-10.2K2.10111.26N/AN/A1152427511,413
2022-12-27$36.54$35.0042.6%12.2%31.8%11.1%0.0%12.6%7.6%-42.4K1.4M-11.1K0.00114.68N/AN/A008561,616
2022-12-28$35.90$35.0034.3%9.8%31.8%3.4%0.0%30.0%9.2%-43.2K1.5M-10.8K100.00103.98N/AN/A33008561,616
2022-12-29$37.24$35.0045.8%13.1%27.6%13.9%0.0%16.1%-17.5%-57.3K1.2M-11.5K0.00106.42N/AN/A1308591,901
2022-12-30$36.71$35.0035.3%10.1%27.4%4.3%0.0%13.5%21.0%-46.1K1.4M-12.1K0.00101.78N/AN/A1208721,901