BSY Options History — September 2023

In September 2023, BSY traded between $48.24 and $50.42. ATM implied volatility averaged 27.1%, placing in the 10.0% IV rank vs the trailing year. The 30-day expected move averaged 7.6%. IV traded above realized volatility by 2.1% (HV 20d: 25.0%). Max pain ranged from $50.00 to $50.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 19 of 20 days. Put/call ratio averaged 2.16.

Notable Days

  • 2023-09-29: Highest Volume — 606 contracts
  • 2023-09-21: Largest IV spike — 43.3% change
  • 2023-09-21: Highest IV Rank — 21.7%
  • 2023-09-21: Largest Expected Move — 10.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$49.36$48.24$50.42$50.42$50.16
Max Pain$50.00$50.00$50.00$50.00$50.00
ATM IV27.1%21.5%36.2%30.2%26.3%
Expected Move7.6%6.2%10.4%8.7%7.5%
HV 20d25.0%22.6%31.8%31.4%23.1%
HV 60d26.0%25.3%26.6%26.0%26.1%
IV Rank10.0%2.9%21.7%14.1%9.0%
IV Percentile10.5%0.8%37.3%16.3%9.1%
Term Structure5.6%-0.3%10.5%1.3%5.4%
VWIV26.4%20.9%32.4%29.2%26.3%
Skew 25d3.0%-20.2%30.4%30.4%4.1%
Skew 10d6.9%-32.0%51.4%51.4%7.0%
Call IV 25d27.0%22.6%40.6%27.5%25.3%
Put IV 25d30.0%19.6%57.9%57.9%29.4%
Bid-Ask Spread %87.3178.65105.86105.8678.95
Gamma HHI0.550.480.590.510.56
Net GEX1.6M1.4M1.9M1.8M1.8M
Net DEX-26.2M-31.4M-20.7M-31.4M-28.5M
Net VEX-94.4K-105.6K-83.9K-101.8K-85.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.160.1111.481.812.05
Total Volume114.60606146606
Total OI13,452.4512,57613,92812,57613,830

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-09-01$50.42$50.0030.2%8.7%31.4%14.1%0.0%30.4%1.3%1.8M-31.4M-101.8K1.81105.86N/AN/A529412,372204
2023-09-05$49.71$50.0027.9%8.6%31.7%11.0%29.2%3.3%4.6%1.5M-29.2M-102.8K0.3982.82N/AN/A331312,412291
2023-09-06$50.19$50.0029.4%8.0%31.8%13.0%30.1%7.4%4.0%1.5M-30.0M-102.7K0.2583.36N/AN/A20512,443304
2023-09-07$49.77$50.0032.6%6.8%23.2%17.1%23.8%7.9%8.6%1.5M-30.7M-105.6K1.5496.38N/AN/A14322012,463307
2023-09-08$49.10$50.0024.5%7.5%23.8%6.7%26.4%2.2%7.8%1.5M-27.0M-102.1K2.5078.65N/AN/A41012,561499
2023-09-11$49.64$50.0026.8%7.3%22.7%9.7%25.6%3.7%6.6%1.4M-26.9M-98.4K0.1180.55N/AN/A46512,565508
2023-09-12$48.35$50.0026.9%7.0%24.9%9.8%24.6%2.1%7.9%1.4M-23.0M-93.9K2.7580.27N/AN/A41112,608527
2023-09-13$48.54$50.0024.4%7.0%24.7%6.6%24.2%1.8%2.0%1.8M-21.1M-90.3K0.2985.17N/AN/A1815312,834697
2023-09-14$49.41$50.0023.3%6.7%25.3%5.1%26.2%2.9%4.9%1.7M-25.6M-96.1K8.2586.85N/AN/A43313,013745
2023-09-15$49.59$50.0022.6%6.5%22.8%4.3%22.6%3.3%6.5%1.8M-27.1M-98.2K0.1289.43N/AN/A26313,015776
2023-09-18$50.05$50.0021.5%6.2%22.8%2.9%20.9%3.4%7.8%1.9M-28.9M-94.8K0.5882.09N/AN/A553212,940746
2023-09-19$48.87$50.0024.5%7.0%24.9%6.7%28.9%2.9%8.3%1.7M-24.2M-92.8K11.4884.35N/AN/A2124112,909777
2023-09-20$49.08$50.0025.3%7.2%24.8%7.7%25.3%-20.2%6.8%1.5M-25.6M-96.1K0.27101.28N/AN/A1754712,9201,008
2023-09-21$48.24$50.0036.2%10.4%24.8%21.7%0.0%1.2%3.1%1.5M-20.7M-88.0K0.0096.84N/AN/A0012,803961
2023-09-22$49.20$50.0026.2%7.5%24.4%8.8%26.2%-3.0%5.4%1.7M-24.9M-90.2K5.7195.58N/AN/A74012,803961
2023-09-25$49.31$50.0027.1%7.8%23.2%10.0%0.0%-2.7%10.5%1.6M-25.9M-90.1K0.6084.97N/AN/A5312,802998
2023-09-26$48.44$50.0028.0%8.0%24.0%11.1%29.7%6.1%4.0%1.5M-21.0M-83.9K0.6289.45N/AN/A211312,805998
2023-09-27$49.14$50.0032.4%9.3%22.6%16.8%32.4%-0.9%-0.3%1.7M-24.4M-86.3K1.0681.93N/AN/A181912,8141,008
2023-09-28$50.02$50.0025.6%7.4%23.1%8.2%0.0%3.9%7.4%1.7M-27.9M-87.3K0.7181.45N/AN/A171212,8111,011
2023-09-29$50.16$50.0026.3%7.5%23.1%9.0%26.3%4.1%5.4%1.8M-28.5M-85.8K2.0578.95N/AN/A19940712,8071,023