BSY Options History — April 2023 In April 2023, BSY traded between $41.08 and $43.50. ATM implied volatility averaged 41.6%, placing in the 12.9% IV rank vs the trailing year. The 30-day expected move averaged 12.1%. IV traded above realized volatility by 19.8% (HV 20d: 21.8%). Max pain ranged from $35.00 to $40.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 7 of 19 days. Put/call ratio averaged 3.70.
Notable Days 2023-04-19 : Highest Volume — 1,120 contracts2023-04-05 : Largest IV spike — 62.0% change2023-04-26 : Highest IV Rank — 29.7%2023-04-26 : Largest Expected Move — 16.0%Monthly Statistics Metric Avg Min Max Open Close Price $42.29 $41.08 $43.50 $43.30 $42.54 Max Pain $37.63 $35.00 $40.00 $40.00 $40.00 ATM IV 41.6% 30.7% 55.9% 38.8% 34.3% Expected Move 12.1% 8.8% 16.0% 11.1% 9.8% HV 20d 21.8% 19.3% 26.4% 26.0% 22.6% HV 60d 31.5% 31.0% 32.2% 32.0% 31.0% IV Rank 12.9% 1.7% 29.7% 9.0% 6.0% IV Percentile 17.8% 1.6% 54.4% 7.9% 3.6% Term Structure -2.0% -35.0% 20.0% 0.8% -0.5% VWIV 40.2% 29.4% 56.6% 38.5% 32.8% Skew 25d 8.0% -9.8% 18.3% 6.0% 6.1% Skew 10d 12.3% -2.1% 46.4% 10.3% 4.4% Call IV 25d 36.5% 27.0% 53.3% 37.7% 36.0% Put IV 25d 44.6% 34.5% 52.8% 43.7% 42.1% Bid-Ask Spread % 97.64 89.75 108.20 98.04 106.16 Gamma HHI 0.61 0.45 0.87 0.69 0.45 Net GEX 62.9K 27.8K 122.2K 53.9K 56.0K Net DEX -2.0M -2.8M -1.3M -1.8M -2.1M Net VEX -11.9K -16.3K -7.3K -7.3K -16.3K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 3.70 0.00 33.33 0.00 0.00 Total Volume 125.211 0 1,120 121 16 Total OI 2,584.526 1,743 3,499 1,743 3,499
Daily Data (19 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2023-04-03 $43.30 $40.00 38.8% 11.1% 26.0% 9.0% 38.5% 6.0% 0.8% 53.9K -1.8M -7.3K 0.00 98.04 N/A N/A 121 0 865 878 2023-04-04 $42.55 $40.00 30.7% 8.8% 25.4% 1.7% 0.0% 8.8% 6.8% 56.5K -1.8M -8.5K 0.00 100.86 N/A N/A 224 1 983 878 2023-04-05 $41.84 $40.00 49.8% 14.3% 26.4% 19.0% 0.0% 18.3% -1.2% 62.6K -2.0M -10.9K 0.01 108.20 N/A N/A 278 4 1,186 878 2023-04-06 $41.70 $35.00 35.9% 12.9% 25.7% 6.4% 0.0% 12.2% -5.8% 62.1K -2.0M -10.8K 0.00 91.18 N/A N/A 0 0 1,324 880 2023-04-10 $41.91 $35.00 37.6% 13.0% 21.5% 7.9% 0.0% 7.7% -4.0% 61.5K -2.1M -10.5K 0.00 89.81 N/A N/A 0 0 1,324 880 2023-04-11 $41.88 $35.00 45.9% 11.3% 20.6% 15.4% 35.3% 11.3% 7.0% 66.6K -2.1M -10.2K 1.40 98.27 N/A N/A 5 7 1,324 880 2023-04-12 $41.74 $35.00 43.7% 12.5% 19.5% 13.5% 0.0% 8.1% 2.8% 56.2K -2.0M -10.3K 0.00 92.85 N/A N/A 0 0 1,326 887 2023-04-13 $42.57 $35.00 41.7% 12.0% 20.3% 11.6% 39.0% 10.7% -4.8% 81.4K -2.3M -10.1K 5.00 102.42 N/A N/A 2 10 1,326 887 2023-04-14 $42.50 $35.00 38.2% 10.9% 19.3% 8.4% 0.0% 2.0% 6.2% 79.6K -2.2M -10.0K 0.00 105.66 N/A N/A 0 0 1,328 887 2023-04-17 $42.62 $35.00 38.6% 11.1% 19.3% 10.7% 0.0% 11.1% -1.2% 77.5K -2.3M -9.8K 0.00 94.45 N/A N/A 0 0 1,328 887 2023-04-18 $43.50 $35.00 40.6% 11.6% 20.3% 12.8% 41.0% 7.8% -3.6% 91.9K -2.6M -9.8K 0.00 95.32 N/A N/A 189 0 1,328 887 2023-04-19 $43.38 $35.00 43.2% 12.4% 19.7% 15.8% 43.7% 11.6% -6.5% 122.2K -2.8M -10.4K 4.60 99.68 N/A N/A 200 920 1,502 887 2023-04-20 $42.21 $40.00 55.5% 15.9% 20.0% 29.3% 0.0% 10.8% -35.0% 27.8K -1.9M -15.7K 0.00 100.50 N/A N/A 5 0 1,702 1,596 2023-04-21 $42.61 $40.00 32.8% 9.4% 20.0% 4.3% 29.4% 8.6% -3.9% 66.4K -2.2M -15.2K 33.33 95.45 N/A N/A 6 200 1,697 1,596 2023-04-24 $42.22 $40.00 42.2% 12.1% 20.3% 14.6% 45.3% 13.8% 10.1% 49.7K -1.8M -15.2K 0.00 89.75 N/A N/A 0 9 1,691 1,625 2023-04-25 $41.08 $40.00 37.9% 10.9% 22.5% 9.9% 0.0% -9.8% 20.0% 36.7K -1.3M -15.1K 0.00 97.03 N/A N/A 0 0 1,691 1,629 2023-04-26 $41.34 $40.00 55.9% 16.0% 22.5% 29.7% 56.6% 2.6% -25.0% 37.3K -1.3M -15.2K 0.00 93.93 N/A N/A 3 0 1,691 1,629 2023-04-27 $42.08 $40.00 46.5% 13.3% 22.4% 19.3% 0.0% 4.6% -0.1% 48.4K -1.7M -14.8K 0.00 95.66 N/A N/A 179 0 1,691 1,629 2023-04-28 $42.54 $40.00 34.3% 9.8% 22.6% 6.0% 32.8% 6.1% -0.5% 56.0K -2.1M -16.3K 0.00 106.16 N/A N/A 16 0 1,870 1,629
« Mar 2023 | All History | May 2023 » Home BSY History April 2023