BSY Options History — July 2023

In July 2023, BSY traded between $51.45 and $55.17. ATM implied volatility averaged 31.9%, placing in the 15.1% IV rank vs the trailing year. The 30-day expected move averaged 9.4%. IV traded above realized volatility by 10.0% (HV 20d: 21.9%). Max pain ranged from $45.00 to $50.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 9 of 20 days. Put/call ratio averaged 1.42.

Notable Days

  • 2023-07-17: Highest Volume — 346 contracts
  • 2023-07-06: Largest IV spike — 35.3% change
  • 2023-07-27: Highest IV Rank — 28.7%
  • 2023-07-27: Largest Expected Move — 11.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$53.37$51.45$55.17$53.25$53.64
Max Pain$45.50$45.00$50.00$50.00$45.00
ATM IV31.9%19.3%41.6%24.7%40.3%
Expected Move9.4%5.5%11.9%7.1%11.6%
HV 20d21.9%20.6%23.5%21.0%22.2%
HV 60d28.8%27.5%29.4%28.6%27.5%
IV Rank15.1%0.0%28.7%1.9%27.0%
IV Percentile15.5%0.0%36.9%0.8%34.1%
Term Structure-0.9%-10.2%8.7%5.4%-10.2%
VWIV33.1%25.3%39.2%26.3%36.5%
Skew 25d5.0%-0.8%13.0%1.7%5.7%
Skew 10d8.2%-2.7%21.3%21.3%11.4%
Call IV 25d30.2%21.1%37.0%25.0%36.5%
Put IV 25d35.2%26.0%42.3%26.8%42.3%
Bid-Ask Spread %76.8952.2991.2380.9291.23
Gamma HHI0.430.390.460.410.46
Net GEX1.6M1.4M1.7M1.5M1.6M
Net DEX-50.1M-59.2M-42.8M-49.8M-51.2M
Net VEX-148.0K-163.9K-134.0K-163.2K-134.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.420.0016.000.6916.00
Total Volume45.30346220
Total OI18,005.517,51818,24618,12717,550

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-07-03$53.25$50.0024.7%7.1%21.0%1.9%26.3%1.7%5.4%1.5M-49.8M-163.2K0.6980.92N/AN/A13915,0893,038
2023-07-05$52.54$50.0019.3%5.5%21.8%0.0%27.2%4.7%8.7%1.5M-47.5M-161.6K1.4080.48N/AN/A436015,0923,047
2023-07-06$51.45$45.0026.1%9.3%23.3%6.8%31.6%5.4%1.4%1.5M-43.4M-159.9K0.8678.06N/AN/A7615,1283,107
2023-07-07$51.51$45.0026.4%9.0%22.0%7.0%31.7%9.7%5.8%1.4M-42.8M-163.9K0.5779.64N/AN/A7415,1323,103
2023-07-10$52.50$45.0028.2%9.1%22.5%8.9%31.6%7.2%3.6%1.5M-46.3M-157.6K0.2067.67N/AN/A15315,1363,105
2023-07-11$53.05$45.0028.1%9.3%22.0%8.7%33.1%6.2%-1.6%1.5M-47.2M-158.9K0.0070.62N/AN/A23015,1383,107
2023-07-12$53.52$45.0033.6%9.6%21.0%14.2%36.1%-0.8%1.9%1.7M-52.4M-147.4K0.0874.89N/AN/A13115,1393,107
2023-07-13$54.35$45.0029.0%8.3%20.8%9.7%32.8%4.0%1.9%1.7M-54.4M-147.7K0.5065.65N/AN/A4215,1403,106
2023-07-14$54.02$45.0031.4%9.0%20.6%15.5%0.0%12.2%-0.2%1.6M-52.5M-151.1K0.0075.86N/AN/A2015,1403,106
2023-07-17$55.17$45.0032.4%9.3%21.5%16.8%32.3%1.0%1.5%1.7M-59.2M-140.8K0.0152.29N/AN/A344215,1403,106
2023-07-18$54.87$45.0028.8%8.3%21.2%12.3%25.3%13.0%-0.9%1.7M-56.9M-145.0K0.0479.22N/AN/A24115,0683,108
2023-07-19$53.94$45.0034.8%10.0%22.1%19.9%36.5%1.2%-0.4%1.6M-52.9M-145.5K0.0083.78N/AN/A45015,0663,109
2023-07-20$53.88$45.0033.0%9.5%21.5%17.6%33.0%1.4%-8.0%1.7M-52.6M-143.1K0.0684.10N/AN/A106615,0623,109
2023-07-21$53.83$45.0033.0%9.4%21.5%17.6%0.0%5.1%2.0%1.4M-52.8M-141.8K0.0070.27N/AN/A7015,0613,109
2023-07-24$53.00$45.0035.5%10.2%22.1%20.8%36.1%6.0%-3.7%1.4M-47.0M-143.7K0.0082.35N/AN/A108014,5593,005
2023-07-25$53.89$45.0035.6%10.2%22.6%21.0%36.5%5.8%-5.0%1.4M-51.6M-140.3K0.0079.43N/AN/A5014,5133,005
2023-07-26$53.08$45.0038.8%11.1%22.6%25.1%39.2%3.9%-5.5%1.6M-48.5M-137.2K0.0079.02N/AN/A6014,5133,005
2023-07-27$52.53$45.0041.6%11.9%22.8%28.7%36.0%-0.7%-6.7%1.5M-46.4M-139.5K6.6789.60N/AN/A32014,5183,005
2023-07-28$53.39$45.0037.2%10.7%23.5%23.1%36.5%7.1%-9.0%1.6M-47.3M-138.5K16.0072.66N/AN/A11614,5203,019
2023-07-31$53.64$45.0040.3%11.6%22.2%27.0%0.0%5.7%-10.2%1.6M-51.2M-134.0K0.0091.23N/AN/A0014,5203,030