BSY Options History — June 2023

In June 2023, BSY traded between $49.21 and $54.27. ATM implied volatility averaged 30.6%, placing in the 4.6% IV rank vs the trailing year. The 30-day expected move averaged 7.9%. IV traded above realized volatility by 8.9% (HV 20d: 21.7%). Max pain ranged from $45.00 to $50.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 20 of 21 days. Put/call ratio averaged 0.48.

Notable Days

  • 2023-06-06: Highest Volume — 3,581 contracts
  • 2023-06-12: Largest IV spike — 51.4% change
  • 2023-06-13: Highest IV Rank — 24.3%
  • 2023-06-13: Largest Expected Move — 9.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$51.92$49.21$54.27$49.32$54.27
Max Pain$49.29$45.00$50.00$45.00$50.00
ATM IV30.6%22.8%49.8%28.4%22.8%
Expected Move7.9%6.5%9.9%8.1%6.5%
HV 20d21.7%17.3%37.3%37.3%19.4%
HV 60d28.9%28.4%30.1%30.0%28.6%
IV Rank4.6%0.0%24.3%1.0%0.0%
IV Percentile7.3%0.0%51.6%0.4%0.0%
Term Structure4.6%-3.5%12.8%6.5%4.1%
VWIV26.7%19.8%34.1%22.3%22.8%
Skew 25d1.2%-6.5%18.2%-4.7%3.0%
Skew 10d3.3%-16.2%27.8%-16.2%4.5%
Call IV 25d28.4%22.7%39.7%33.3%22.7%
Put IV 25d29.6%21.7%48.8%28.6%25.8%
Bid-Ask Spread %89.5374.50107.76107.7685.56
Gamma HHI0.540.390.790.740.40
Net GEX1.1M663.3K1.5M663.3K1.5M
Net DEX-39.9M-53.6M-19.6M-19.6M-53.6M
Net VEX-145.0K-172.4K-81.3K-81.3K-160.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.480.005.600.000.14
Total Volume644.095113,58163240
Total OI15,278.5717,98018,1367,98018,105

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-06-01$49.32$45.0028.4%8.1%37.3%1.0%22.3%-4.7%6.5%663.3K-19.6M-81.3K0.00107.76N/AN/A63117,027953
2023-06-02$49.85$45.0029.5%8.5%36.4%2.2%29.4%18.2%1.2%750.2K-21.6M-88.8K0.00101.06N/AN/A87817,621954
2023-06-05$50.16$45.0043.9%8.9%36.4%17.8%33.1%8.5%0.7%789.7K-24.9M-95.0K0.0187.82N/AN/A1,06368,278953
2023-06-06$50.17$50.0033.4%8.1%35.8%6.5%28.4%6.9%4.1%860.6K-27.5M-105.7K3.1274.50N/AN/A8692,7129,167958
2023-06-07$49.21$50.0032.8%7.1%18.5%5.8%24.6%-4.5%3.6%976.8K-26.5M-124.7K0.0284.03N/AN/A1,5342510,0053,392
2023-06-08$49.89$50.0040.5%9.2%18.5%14.2%34.1%-0.3%0.5%941.2K-30.3M-140.0K0.1396.12N/AN/A981311,2573,442
2023-06-09$50.75$50.0027.4%8.0%17.9%0.0%29.8%-6.5%7.1%978.5K-33.2M-140.2K0.0388.53N/AN/A4151311,2983,455
2023-06-12$51.84$50.0041.4%8.1%18.2%15.2%28.6%-0.4%6.3%959.1K-36.8M-138.1K0.0080.66N/AN/A481211,5523,467
2023-06-13$52.74$50.0049.8%9.9%18.3%24.3%19.8%7.3%-3.5%1.0M-41.1M-137.8K0.0194.19N/AN/A898811,9573,469
2023-06-14$53.39$50.0028.1%8.1%17.9%0.8%27.3%1.5%5.1%989.7K-45.5M-150.8K0.0089.15N/AN/A1,746412,8543,467
2023-06-15$54.01$50.0028.1%8.1%17.7%0.8%28.0%1.5%8.2%1.2M-51.3M-162.9K0.0089.76N/AN/A862414,2673,465
2023-06-16$53.40$50.0026.8%7.7%18.4%0.0%26.0%-0.2%12.8%1.2M-50.3M-171.5K0.1383.42N/AN/A2102714,6713,465
2023-06-20$53.14$50.0029.1%8.3%17.4%2.5%27.2%0.3%5.3%1.2M-47.7M-172.4K0.0585.39N/AN/A44214,3142,950
2023-06-21$52.46$50.0026.1%7.5%17.9%0.0%27.0%-4.0%5.1%1.2M-46.0M-169.5K0.0092.57N/AN/A437114,3362,951
2023-06-22$52.60$50.0025.1%7.2%17.3%0.0%25.0%-0.3%5.3%1.3M-46.9M-168.0K0.0691.93N/AN/A17114,7362,952
2023-06-23$52.22$50.0024.8%7.1%17.8%0.0%23.8%-0.4%3.6%1.3M-46.3M-168.8K5.6091.06N/AN/A52814,7342,952
2023-06-26$51.85$50.0026.9%7.7%18.3%2.2%29.4%-2.8%6.4%1.4M-43.7M-168.8K0.0089.23N/AN/A60014,7352,980
2023-06-27$52.74$50.0027.2%7.8%18.8%2.6%28.3%0.1%4.0%1.3M-46.6M-170.6K0.0090.03N/AN/A106014,7812,980
2023-06-28$53.16$50.0025.1%7.2%18.5%0.3%21.3%1.5%5.8%1.4M-49.0M-164.8K0.2593.44N/AN/A2195414,8662,980
2023-06-29$53.09$50.0024.4%7.0%18.6%0.0%24.7%-0.2%4.6%1.5M-49.8M-164.7K0.5784.00N/AN/A7415,0703,034
2023-06-30$54.27$50.0022.8%6.5%19.4%0.0%22.8%3.0%4.1%1.5M-53.6M-160.5K0.1485.56N/AN/A35515,0723,033