BSY Options History — February 2024

In February 2024, BSY traded between $49.58 and $53.28. ATM implied volatility averaged 35.6%, placing in the 28.3% IV rank vs the trailing year. The 30-day expected move averaged 10.4%. IV traded above realized volatility by 5.3% (HV 20d: 30.3%). Max pain ranged from $45.00 to $50.00. Net GEX was positive for 19 of 20 trading days. Term structure was in contango for 2 of 20 days. Put/call ratio averaged 11.74.

Notable Days

  • 2024-02-14: Highest Volume — 1,014 contracts
  • 2024-02-12: Largest IV spike — 42.4% change
  • 2024-02-12: Highest IV Rank — 45.9%
  • 2024-02-12: Largest Expected Move — 13.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$51.65$49.58$53.28$51.45$51.13
Max Pain$49.75$45.00$50.00$50.00$50.00
ATM IV35.6%26.6%46.3%29.8%30.5%
Expected Move10.4%8.6%13.3%9.1%8.8%
HV 20d30.3%22.9%39.6%26.7%38.0%
HV 60d30.7%27.8%35.0%35.0%33.5%
IV Rank28.3%13.6%45.9%18.8%20.0%
IV Percentile60.9%19.8%89.3%41.7%45.6%
Term Structure-3.5%-13.6%4.3%4.3%-0.5%
VWIV37.0%30.3%49.1%30.7%30.5%
Skew 25d3.8%-0.7%6.6%5.2%-0.7%
Skew 10d8.2%-4.2%18.0%8.7%-4.2%
Call IV 25d35.6%29.0%62.0%29.0%29.1%
Put IV 25d39.5%28.4%63.8%34.2%28.4%
Bid-Ask Spread %86.5072.45104.4580.35103.34
Gamma HHI0.390.320.490.330.44
Net GEX181.4K-6.4K354.6K213.4K189.0K
Net DEX-3.0M-5.7M-290.6K-1.8M-3.2M
Net VEX-30.5K-38.8K-22.4K-29.1K-35.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio11.740.00127.000.140.00
Total Volume238.311,0141657
Total OI6,116.64,7587,5196,2495,973

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-02-01$51.45$50.0029.8%9.1%26.7%18.8%30.7%5.2%4.3%213.4K-1.8M-29.1K0.1480.35N/AN/A1422,5943,655
2024-02-02$51.41$50.0026.6%9.1%26.7%13.6%0.0%4.1%-1.4%201.9K-2.3M-25.4K5.0087.53N/AN/A2102,5933,655
2024-02-05$50.75$50.0029.1%9.3%27.1%17.7%32.2%4.0%-3.8%170.3K-1.7M-23.9K0.0084.37N/AN/A102,5933,655
2024-02-06$50.92$50.0028.2%9.4%24.0%16.2%0.0%4.2%-0.1%216.0K-1.3M-26.3K0.0078.42N/AN/A102,5923,655
2024-02-07$52.09$50.0033.3%9.5%23.3%24.6%31.3%3.6%-0.6%305.4K-3.1M-24.2K0.3681.93N/AN/A1452,5923,655
2024-02-08$52.09$50.0033.7%9.7%23.3%25.2%44.9%6.1%4.3%281.7K-3.0M-23.7K45.2988.40N/AN/A73172,6023,655
2024-02-09$52.89$50.0032.5%9.3%22.9%23.3%32.8%3.6%-13.6%354.6K-4.0M-22.4K0.2383.42N/AN/A160372,6013,946
2024-02-12$51.67$50.0046.3%13.3%24.9%45.9%44.6%1.8%-4.3%257.7K-2.8M-28.9K127.00104.45N/AN/A11272,8993,945
2024-02-13$49.68$50.0035.6%10.2%29.1%28.4%35.4%3.6%-3.9%259.1K-290.6K-26.6K24.0078.72N/AN/A51202,8993,948
2024-02-14$51.64$50.0037.3%10.7%31.9%31.2%35.3%6.0%-2.0%27.6K-3.3M-24.8K0.0182.60N/AN/A1,00952,9013,946
2024-02-15$52.41$50.0037.5%10.8%31.9%31.5%35.2%3.8%-3.0%131.0K-4.7M-27.6K0.0182.51N/AN/A22223,3633,944
2024-02-16$53.28$45.0036.1%10.3%31.6%29.1%37.6%2.6%-5.8%120.5K-5.7M-29.4K0.0183.10N/AN/A756113,5733,946
2024-02-20$52.26$50.0042.9%12.3%32.1%40.3%38.6%6.6%-0.3%172.9K-3.8M-38.5K0.0084.55N/AN/A2602,6612,097
2024-02-21$51.37$50.0042.7%12.2%32.7%39.9%49.1%5.8%-10.8%142.5K-3.3M-37.4K31.0884.84N/AN/A134042,6752,098
2024-02-22$52.80$50.0043.3%12.4%34.0%40.9%40.3%2.3%-7.8%151.1K-4.4M-37.8K0.6884.50N/AN/A44302,6772,500
2024-02-23$52.22$50.0041.1%11.8%34.0%37.3%40.1%2.9%-7.7%165.1K-3.5M-38.8K0.3383.21N/AN/A33112,6992,530
2024-02-26$52.57$50.0041.7%12.0%34.0%38.3%43.4%3.5%-8.2%167.9K-4.1M-37.5K0.4072.45N/AN/A5912342,7112,541
2024-02-27$49.58$50.0030.1%8.6%38.9%19.4%30.3%3.9%-0.7%-6.4K-860.7K-36.2K0.2097.07N/AN/A228453,1132,771
2024-02-28$50.73$50.0033.6%9.6%39.6%25.0%33.6%3.9%-5.1%106.9K-2.3M-35.8K0.04104.32N/AN/A21483,1222,757
2024-02-29$51.13$50.0030.5%8.8%38.0%20.0%30.5%-0.7%-0.5%189.0K-3.2M-35.5K0.00103.34N/AN/A5703,2142,759