BSY Options History — January 2024

In January 2024, BSY traded between $46.48 and $52.16. ATM implied volatility averaged 28.2%, placing in the 16.2% IV rank vs the trailing year. The 30-day expected move averaged 8.0%. IV traded below realized volatility by 8.0% (HV 20d: 36.2%). Max pain ranged from $50.00 to $55.00. Net GEX was positive for 8 of 21 trading days. Term structure was in contango for 20 of 21 days. Put/call ratio averaged 5.77.

Notable Days

  • 2024-01-09: Highest Volume — 573 contracts
  • 2024-01-09: Largest IV spike — 64.1% change
  • 2024-01-09: Highest IV Rank — 43.8%
  • 2024-01-04: Largest Expected Move — 9.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$49.16$46.48$52.16$49.28$50.55
Max Pain$50.48$50.00$55.00$50.00$50.00
ATM IV28.2%22.4%45.0%26.8%27.1%
Expected Move8.0%7.4%9.0%7.7%7.8%
HV 20d36.2%30.9%38.9%30.9%32.3%
HV 60d34.8%33.3%35.6%33.3%35.5%
IV Rank16.2%6.7%43.8%13.9%14.3%
IV Percentile27.1%2.8%82.9%18.7%23.4%
Term Structure4.8%-4.7%14.9%1.3%4.5%
VWIV28.7%25.7%39.1%26.8%27.7%
Skew 25d3.3%-3.3%7.3%7.3%2.1%
Skew 10d10.9%4.0%66.6%11.9%5.3%
Call IV 25d27.9%23.4%47.5%23.4%28.7%
Put IV 25d31.2%29.0%44.2%30.7%30.8%
Bid-Ask Spread %73.3036.59101.5392.2682.34
Gamma HHI0.410.320.540.370.32
Net GEX-44.7K-441.9K268.9K-55.3K124.3K
Net DEX774.2K-3.0M3.5M1.3M-1.3M
Net VEX-32.5K-36.6K-27.5K-33.8K-27.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio5.770.0034.170.260.44
Total Volume126.04885734336
Total OI5,730.8574,5806,5364,5806,258

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-01-02$49.28$50.0026.8%7.7%30.9%13.9%26.8%7.3%1.3%-55.3K1.3M-33.8K0.2692.26N/AN/A3492,0042,576
2024-01-03$46.91$50.0030.6%8.8%34.9%20.1%39.1%-3.3%14.9%-95.2K2.5M-32.3K11.13101.53N/AN/A151672,0042,578
2024-01-04$46.81$55.0029.2%9.0%34.8%17.8%31.2%4.0%7.9%-155.4K3.3M-32.7K3.7576.44N/AN/A20752,0122,735
2024-01-05$46.48$55.0022.4%8.7%34.8%6.7%30.0%5.0%4.2%-164.4K3.5M-31.5K9.5078.47N/AN/A2192,0282,696
2024-01-08$48.27$50.0027.4%7.8%37.3%15.0%30.0%2.9%-4.7%-124.9K2.5M-31.4K1.3149.67N/AN/A26342,0302,687
2024-01-09$47.25$50.0045.0%8.6%37.9%43.8%26.4%3.8%10.4%-163.7K2.8M-30.1K0.0466.69N/AN/A551222,0362,719
2024-01-10$47.51$50.0027.9%8.0%38.0%15.7%29.4%2.7%7.5%-106.0K2.9M-34.8K22.1072.09N/AN/A102212,4972,971
2024-01-11$48.51$50.0025.9%7.4%38.9%12.4%29.7%2.7%5.6%-101.8K1.8M-35.3K28.6773.40N/AN/A154302,5063,188
2024-01-12$48.61$50.0026.6%7.6%37.4%13.6%30.6%3.5%4.6%-147.1K1.9M-36.6K2.0875.78N/AN/A40832,5213,588
2024-01-16$48.52$50.0027.7%7.9%37.4%15.4%27.7%2.6%5.4%-161.1K2.2M-35.5K0.0044.81N/AN/A3902,5353,609
2024-01-17$48.39$50.0028.3%8.1%36.1%16.4%32.6%4.4%3.9%-150.4K2.3M-36.1K34.1772.13N/AN/A62052,5733,609
2024-01-18$49.09$50.0027.7%7.9%36.1%15.3%27.5%3.4%4.5%-148.9K1.5M-35.2K0.0143.53N/AN/A15712,5773,809
2024-01-19$50.14$50.0027.0%7.7%36.9%14.2%27.0%4.2%4.6%-441.9K-587.3K-33.6K0.1736.59N/AN/A3052,7263,810
2024-01-22$51.01$50.0027.2%7.8%37.2%14.5%27.2%3.8%4.1%139.6K-1.7M-32.1K0.3282.61N/AN/A125402,5773,647
2024-01-23$50.72$50.0027.0%7.7%36.8%14.2%26.3%3.3%4.6%118.8K-1.2M-32.5K0.1366.22N/AN/A812,5783,607
2024-01-24$50.61$50.0027.1%7.8%35.8%14.5%26.6%4.3%3.9%118.8K-1.1M-32.0K0.0878.53N/AN/A11692,5843,608
2024-01-25$49.99$50.0026.4%7.6%35.5%13.3%27.0%2.3%4.9%55.7K-409.3K-30.7K5.1390.92N/AN/A8412,5763,610
2024-01-26$50.10$50.0027.0%7.8%35.5%14.3%27.0%3.6%3.7%46.5K-421.1K-30.9K1.0094.08N/AN/A442,5843,639
2024-01-29$51.54$50.0028.0%8.0%37.2%15.8%28.0%2.9%2.3%203.6K-2.5M-28.0K0.0086.90N/AN/A902,5883,639
2024-01-30$52.16$50.0029.8%8.5%37.2%18.8%25.7%3.4%3.6%268.9K-3.0M-29.7K1.0074.27N/AN/A15152,5903,639
2024-01-31$50.55$50.0027.1%7.8%32.3%14.3%27.7%2.1%4.5%124.3K-1.3M-27.5K0.4482.34N/AN/A25112,6043,654