BSY Options History — August 2023

In August 2023, BSY traded between $45.54 and $53.98. ATM implied volatility averaged 30.8%, placing in the 14.8% IV rank vs the trailing year. The 30-day expected move averaged 8.5%. IV traded above realized volatility by 2.1% (HV 20d: 28.7%). Max pain ranged from $45.00 to $50.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 12 of 23 days. Put/call ratio averaged 0.22.

Notable Days

  • 2023-08-07: Highest Volume — 140 contracts
  • 2023-08-28: Largest IV spike — 68.1% change
  • 2023-08-07: Highest IV Rank — 33.0%
  • 2023-08-07: Largest Expected Move — 11.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$48.55$45.54$53.98$53.98$49.90
Max Pain$49.13$45.00$50.00$45.00$50.00
ATM IV30.8%19.8%44.9%40.1%24.4%
Expected Move8.5%5.7%11.7%11.5%7.0%
HV 20d28.7%21.2%33.8%21.2%31.1%
HV 60d25.1%21.6%28.8%27.2%26.2%
IV Rank14.8%0.6%33.0%26.7%6.5%
IV Percentile15.2%0.4%51.2%33.7%2.0%
Term Structure-0.9%-15.9%8.0%-7.6%5.7%
VWIV29.3%19.0%44.8%40.1%24.5%
Skew 25d2.1%-9.6%11.9%1.6%-5.3%
Skew 10d9.1%-8.4%23.8%9.5%-8.4%
Call IV 25d28.9%19.9%47.6%35.5%34.3%
Put IV 25d31.0%19.3%42.2%37.1%29.0%
Bid-Ask Spread %84.2768.0999.9890.8899.98
Gamma HHI0.520.440.610.460.51
Net GEX1.5M1.1M2.1M1.6M1.5M
Net DEX-27.9M-52.2M-17.9M-52.2M-28.1M
Net VEX-108.4K-134.6K-87.0K-130.6K-104.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.220.001.170.171.17
Total Volume34.52201401426
Total OI15,618.1312,45217,72717,55012,560

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-08-01$53.98$45.0040.1%11.5%21.2%26.7%40.1%1.6%-7.6%1.6M-52.2M-130.6K0.1790.88N/AN/A12214,5203,030
2023-08-02$51.73$45.0038.1%10.9%25.8%24.3%38.5%-7.7%-3.7%1.6M-42.4M-134.2K0.1093.74N/AN/A42414,5213,031
2023-08-03$51.67$50.0041.1%9.4%24.7%28.1%0.0%3.3%-0.2%1.6M-41.7M-134.6K0.0091.59N/AN/A21014,5223,035
2023-08-04$51.60$50.0039.8%8.3%24.7%26.3%27.1%11.0%0.2%1.9M-42.6M-128.1K0.5097.75N/AN/A4214,5223,035
2023-08-07$51.17$50.0044.9%11.7%23.8%33.0%44.8%7.6%-11.7%1.7M-41.4M-128.1K0.1095.99N/AN/A1271314,5233,034
2023-08-08$50.69$50.0031.3%8.1%23.5%15.4%22.2%3.0%-7.7%2.1M-37.2M-120.5K0.2476.31N/AN/A631514,5573,043
2023-08-09$47.76$50.0022.7%6.5%30.7%4.3%0.0%-4.5%3.3%1.7M-26.1M-116.4K0.4196.24N/AN/A341414,5533,050
2023-08-10$47.66$50.0026.2%7.5%29.7%8.9%30.0%-1.6%-0.3%1.7M-23.0M-105.5K0.0079.23N/AN/A99014,5493,054
2023-08-11$46.77$50.0029.2%8.4%30.0%12.7%27.5%3.5%2.1%1.4M-22.3M-105.7K0.8982.06N/AN/A9814,6113,054
2023-08-14$47.12$50.0031.5%9.0%28.7%15.7%29.8%-3.4%-15.9%1.3M-23.7M-107.0K0.3283.04N/AN/A22714,6023,058
2023-08-15$46.77$50.0028.6%8.2%28.7%11.9%0.0%3.7%3.7%1.4M-21.7M-101.1K0.0079.34N/AN/A26014,6213,052
2023-08-16$46.79$50.0028.3%8.1%28.6%11.7%29.0%1.1%2.0%1.5M-17.9M-87.0K0.4274.62N/AN/A522214,6353,044
2023-08-17$45.54$50.0028.8%8.3%29.3%12.2%28.4%4.3%-10.3%1.3M-20.7M-102.2K0.2472.55N/AN/A17414,6813,046
2023-08-18$45.90$50.0031.7%9.1%29.8%16.0%0.0%7.8%7.4%1.1M-20.2M-95.4K0.0073.28N/AN/A15014,6803,047
2023-08-21$46.24$50.0027.3%7.8%30.1%10.3%26.9%3.5%3.5%1.2M-18.0M-97.0K0.0068.09N/AN/A24012,277175
2023-08-22$46.50$45.0035.3%10.1%29.2%20.6%0.0%6.6%-2.4%1.4M-18.6M-91.0K0.0077.12N/AN/A1012,293175
2023-08-23$47.47$45.0022.6%6.5%30.7%4.2%19.0%4.9%8.0%1.3M-22.3M-101.1K0.0078.66N/AN/A34012,294175
2023-08-24$46.50$50.0027.9%8.0%31.1%11.1%0.0%1.6%0.4%1.2M-19.8M-97.5K0.0082.52N/AN/A0012,322175
2023-08-25$47.58$50.0019.8%5.7%31.9%0.6%0.0%4.7%4.6%1.4M-20.8M-94.8K0.0084.56N/AN/A17012,322175
2023-08-28$48.03$50.0033.3%9.5%32.1%18.0%0.0%-9.6%-2.3%1.4M-23.7M-101.9K0.1093.50N/AN/A20212,330175
2023-08-29$49.31$50.0027.5%7.9%33.8%10.6%25.1%-0.8%-0.4%1.5M-27.1M-104.9K0.0988.03N/AN/A11112,350177
2023-08-30$49.92$50.0027.2%7.8%31.1%10.2%27.2%11.9%0.7%1.5M-29.0M-105.6K0.0079.09N/AN/A24012,355177
2023-08-31$49.90$50.0024.4%7.0%31.1%6.5%24.5%-5.3%5.7%1.5M-28.1M-104.4K1.1799.98N/AN/A121412,370190