BSY Options History — December 2023

In December 2023, BSY traded between $49.98 and $53.22. ATM implied volatility averaged 27.6%, placing in the 15.1% IV rank vs the trailing year. The 30-day expected move averaged 7.6%. IV traded above realized volatility by 3.0% (HV 20d: 24.5%). 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 12 of 20 days. Put/call ratio averaged 0.32.

Notable Days

  • 2023-12-06: Highest Volume — 1,039 contracts
  • 2023-12-05: Largest IV spike — 36.6% change
  • 2023-12-11: Highest IV Rank — 28.2%
  • 2023-12-22: Largest Expected Move — 9.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$51.60$49.98$53.22$52.70$52.29
Max Pain$50.00$50.00$50.00$50.00$50.00
ATM IV27.6%21.3%35.5%21.3%25.4%
Expected Move7.6%6.1%9.4%6.1%7.3%
HV 20d24.5%18.2%42.6%42.6%23.4%
HV 60d31.8%31.1%32.1%32.0%31.1%
IV Rank15.1%4.8%28.2%4.8%11.6%
IV Percentile20.9%1.6%51.6%1.6%12.7%
Term Structure0.6%-12.5%7.3%-1.5%-0.2%
VWIV27.1%23.6%30.2%30.1%25.8%
Skew 25d4.1%-9.1%32.5%32.5%1.6%
Skew 10d7.1%-15.5%83.2%83.2%-15.5%
Call IV 25d26.1%22.2%37.0%25.8%23.3%
Put IV 25d30.1%24.1%58.3%58.3%24.9%
Bid-Ask Spread %90.7382.87102.0695.7996.54
Gamma HHI0.380.310.460.320.42
Net GEX101.9K9.1K209.1K71.4K96.7K
Net DEX-1.1M-2.5M184.1K-1.3M-1.1M
Net VEX-35.1K-37.6K-29.0K-31.6K-35.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.320.001.920.000.00
Total Volume156.55111,0394511
Total OI4,628.354,0295,2704,0314,580

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-12-01$52.70$50.0021.3%6.1%42.6%4.8%30.1%32.5%-1.5%71.4K-1.3M-31.6K0.0095.79N/AN/A4501,4732,558
2023-12-04$52.59$50.0023.1%7.7%41.3%7.8%25.6%-2.3%-3.1%86.0K-1.5M-29.0K0.1486.61N/AN/A79111,4702,559
2023-12-05$51.90$50.0031.5%8.3%39.2%21.7%28.3%4.0%-1.0%145.1K-853.8K-30.7K0.0484.99N/AN/A17871,5482,569
2023-12-06$51.89$50.0031.7%8.8%22.3%21.9%30.0%1.2%-0.3%101.9K-1.1M-31.3K0.0987.59N/AN/A951881,6162,574
2023-12-07$50.70$50.0030.8%7.8%22.9%20.4%28.7%8.5%0.0%159.6K-826.2K-37.6K0.4188.77N/AN/A34142,4502,591
2023-12-08$50.44$50.0031.9%8.4%21.8%22.2%29.3%17.5%-0.5%157.6K-623.6K-36.6K0.31102.06N/AN/A1342,4532,591
2023-12-11$50.55$50.0035.5%6.6%18.6%28.2%26.6%2.0%7.3%170.1K-844.7K-35.3K0.0587.92N/AN/A5832,4602,591
2023-12-12$50.44$50.0031.9%8.6%18.6%22.2%25.1%5.7%0.8%209.1K-829.1K-34.9K0.0090.95N/AN/A1,02102,4892,591
2023-12-13$51.83$50.0025.4%7.3%18.2%11.7%0.0%-0.2%-0.1%97.2K-2.2M-37.2K0.0090.75N/AN/A1202,6482,591
2023-12-14$51.44$50.0025.8%7.4%18.2%12.2%27.0%3.4%1.7%53.4K-1.8M-36.4K1.1082.87N/AN/A30332,6502,591
2023-12-15$49.98$50.0025.1%7.2%20.6%11.2%0.0%3.6%7.2%124.0K168.0K-37.5K0.6989.87N/AN/A1392,6492,621
2023-12-18$50.72$50.0025.3%7.3%21.5%11.4%30.2%-9.1%4.2%12.1K54.4K-36.0K1.9293.61N/AN/A24461,8882,476
2023-12-19$51.08$50.0025.9%7.4%21.5%12.5%25.4%3.0%0.2%39.2K-398.3K-36.8K0.0488.93N/AN/A2411,8922,520
2023-12-20$50.52$50.0023.5%6.7%21.7%8.5%26.5%0.6%5.2%9.1K184.1K-36.6K0.0090.94N/AN/A3101,8982,521
2023-12-21$51.38$50.0026.1%7.5%22.5%12.8%28.5%3.1%0.5%47.3K-520.2K-37.3K0.3285.93N/AN/A31101,9102,521
2023-12-22$52.49$50.0032.7%9.4%23.7%23.6%29.1%1.1%-12.5%91.0K-1.8M-36.3K0.8994.07N/AN/A57511,9262,531
2023-12-26$53.22$50.0024.2%6.9%23.8%9.7%24.5%-0.0%0.5%124.1K-2.5M-34.2K0.4586.41N/AN/A107481,9262,529
2023-12-27$52.83$50.0026.2%7.5%24.0%12.9%24.2%3.3%1.6%109.1K-1.7M-36.3K0.0194.77N/AN/A6911,9562,577
2023-12-28$52.95$50.0027.8%8.0%23.6%15.6%23.6%1.9%1.1%133.8K-2.0M-35.5K0.0095.24N/AN/A1702,0072,576
2023-12-29$52.29$50.0025.4%7.3%23.4%11.6%25.8%1.6%-0.2%96.7K-1.1M-35.8K0.0096.54N/AN/A1102,0042,576