BSY Options History — October 2023

In October 2023, BSY traded between $48.21 and $53.97. ATM implied volatility averaged 34.1%, placing in the 22.8% IV rank vs the trailing year. The 30-day expected move averaged 10.2%. IV traded above realized volatility by 7.7% (HV 20d: 26.4%). Max pain ranged from $45.00 to $50.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 8 of 22 days. Put/call ratio averaged 2.70.

Notable Days

  • 2023-10-05: Highest Volume — 833 contracts
  • 2023-10-30: Largest IV spike — 30.0% change
  • 2023-10-31: Highest IV Rank — 43.1%
  • 2023-10-31: Largest Expected Move — 13.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$51.06$48.21$53.97$49.90$48.60
Max Pain$45.68$45.00$50.00$50.00$45.00
ATM IV34.1%22.8%47.3%25.3%47.3%
Expected Move10.2%7.2%13.5%7.2%13.5%
HV 20d26.4%22.8%29.1%22.8%27.9%
HV 60d27.3%26.0%28.6%26.1%27.3%
IV Rank22.8%5.3%43.1%7.7%43.1%
IV Percentile37.0%2.4%79.0%7.1%79.0%
Term Structure-2.4%-11.6%6.7%6.7%-11.6%
VWIV36.6%25.3%51.2%25.3%47.3%
Skew 25d4.9%-1.7%11.4%-1.7%5.8%
Skew 10d5.5%-20.4%19.9%-2.3%7.1%
Call IV 25d34.7%23.8%46.4%30.3%41.5%
Put IV 25d39.6%25.6%51.4%28.6%47.3%
Bid-Ask Spread %83.0172.9197.1991.5794.51
Gamma HHI0.540.430.690.590.63
Net GEX1.8M1.1M2.1M1.8M1.8M
Net DEX-32.3M-48.2M-15.8M-27.4M-20.8M
Net VEX-69.5K-84.6K-49.6K-84.6K-53.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.700.0036.470.470.27
Total Volume191.68278334428
Total OI14,66613,73615,88014,20814,370

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-10-02$49.90$50.0025.3%7.2%22.8%7.7%25.3%-1.7%6.7%1.8M-27.4M-84.6K0.4791.57N/AN/A301412,9081,300
2023-10-03$49.07$50.0027.5%7.9%23.1%12.6%27.5%9.2%5.4%1.7M-23.3M-81.9K0.2475.66N/AN/A461112,8881,290
2023-10-04$50.98$50.0027.4%7.9%26.7%12.5%27.4%0.2%6.5%1.9M-32.2M-83.0K0.2383.94N/AN/A26612,8891,291
2023-10-05$51.59$45.0029.5%9.9%26.7%15.8%34.1%6.3%-3.1%1.9M-35.1M-82.9K5.5679.95N/AN/A12770612,9021,291
2023-10-06$52.55$45.0022.8%10.6%26.7%5.3%35.7%3.0%-4.3%1.7M-39.3M-84.6K0.1279.30N/AN/A3514312,9431,782
2023-10-09$52.87$45.0026.5%10.0%26.6%11.1%37.4%3.3%0.5%1.8M-41.4M-80.0K0.0274.17N/AN/A87213,2681,820
2023-10-10$52.95$45.0029.4%9.6%24.2%15.6%33.2%2.9%-1.4%1.9M-42.1M-78.6K0.0672.91N/AN/A139813,2721,821
2023-10-11$53.78$45.0033.5%9.6%24.5%21.8%36.9%5.1%-2.0%1.9M-46.3M-73.5K0.5677.39N/AN/A573213,2831,818
2023-10-12$52.97$45.0033.1%9.5%25.1%21.3%37.1%4.2%0.8%1.9M-42.6M-76.5K0.1079.40N/AN/A2522613,3341,843
2023-10-13$52.45$45.0034.5%9.9%25.5%23.5%31.9%3.2%0.2%2.0M-41.6M-73.9K0.0280.65N/AN/A434713,5851,848
2023-10-16$52.98$45.0034.9%10.0%25.5%24.1%36.1%3.0%-3.7%2.0M-43.3M-70.4K0.6578.23N/AN/A624013,6661,849
2023-10-17$53.97$45.0035.2%10.1%24.1%24.6%35.2%3.2%-4.4%2.1M-48.2M-69.1K0.2579.89N/AN/A16413,7151,877
2023-10-18$53.12$45.0036.5%10.5%25.2%26.5%36.7%3.4%-5.7%2.0M-43.5M-69.5K0.1183.05N/AN/A19213,7141,878
2023-10-19$51.30$45.0038.8%11.1%27.8%30.1%38.6%5.3%-7.3%1.8M-34.4M-69.7K11.3581.72N/AN/A2629513,7151,879
2023-10-20$50.16$45.0038.5%11.0%28.5%29.6%40.0%4.4%-11.3%1.1M-28.0M-67.0K36.4779.08N/AN/A1762013,7222,158
2023-10-23$49.94$45.0038.5%11.0%28.5%29.6%37.5%8.8%-3.6%1.9M-25.0M-62.0K0.0585.00N/AN/A20112,6151,121
2023-10-24$50.17$45.0037.8%10.8%27.7%28.6%36.2%5.9%-1.8%1.9M-26.2M-61.8K0.2085.94N/AN/A44912,6351,122
2023-10-25$48.83$45.0037.6%10.8%29.1%28.2%38.7%11.4%0.2%2.0M-18.8M-55.4K0.0087.69N/AN/A7012,6691,129
2023-10-26$48.52$45.0035.1%10.1%28.3%24.4%47.1%6.1%0.8%1.8M-17.4M-52.4K2.0885.68N/AN/A122512,6731,129
2023-10-27$48.21$45.0035.3%10.1%28.3%24.7%35.2%9.5%-5.3%1.7M-15.8M-49.6K0.4397.19N/AN/A7312,6681,148
2023-10-30$48.44$45.0045.9%13.2%28.4%41.0%51.2%5.0%-9.0%1.7M-18.5M-49.9K0.0793.22N/AN/A5183812,6751,149
2023-10-31$48.60$45.0047.3%13.5%27.9%43.1%47.3%5.8%-11.6%1.8M-20.8M-53.0K0.2794.51N/AN/A22613,1881,182