BSY Options History — April 2024

In April 2024, BSY traded between $47.53 and $54.49. ATM implied volatility averaged 43.9%, placing in the 44.2% IV rank vs the trailing year. The 30-day expected move averaged 11.2%. IV traded above realized volatility by 16.6% (HV 20d: 27.2%). 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 6 of 22 days. Put/call ratio averaged 2.17.

Notable Days

  • 2024-04-18: Highest Volume — 12,634 contracts
  • 2024-04-02: Largest IV spike — 66.5% change
  • 2024-04-08: Highest IV Rank — 90.6%
  • 2024-04-18: Largest Expected Move — 14.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$51.19$47.53$54.49$50.30$52.78
Max Pain$47.50$45.00$50.00$50.00$50.00
ATM IV43.9%27.3%70.7%27.3%44.9%
Expected Move11.2%6.9%14.6%7.8%12.9%
HV 20d27.2%20.2%32.2%31.5%29.9%
HV 60d32.2%30.7%33.8%31.9%32.6%
IV Rank44.2%15.5%90.6%15.5%46.0%
IV Percentile82.6%27.4%99.2%27.4%90.5%
Term Structure-2.7%-14.7%25.8%4.5%3.4%
VWIV39.7%27.5%68.9%27.5%41.3%
Skew 25d-2.5%-27.8%11.7%7.3%-27.8%
Skew 10d-0.9%-38.9%47.6%13.7%-20.2%
Call IV 25d44.1%28.8%75.0%28.8%59.2%
Put IV 25d41.6%31.4%54.7%36.1%31.4%
Bid-Ask Spread %98.8580.16120.03109.03120.03
Gamma HHI0.440.280.720.310.68
Net GEX741.8K107.6K1.5M380.5K1.3M
Net DEX-12.1M-30.2M-190.5K-5.2M-18.8M
Net VEX-45.6K-70.3K-28.9K-38.9K-53.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.170.0033.000.372.50
Total Volume1,291012,6348614
Total OI9,196.2276,54414,1596,56012,120

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-04-01$50.30$50.0027.3%7.8%31.5%15.5%27.5%7.3%4.5%380.5K-5.2M-38.9K0.37109.03N/AN/A63234,0502,510
2024-04-02$50.32$50.0045.4%13.0%31.5%46.9%34.0%-0.5%-0.1%324.6K-5.5M-38.3K5.00112.81N/AN/A154,0142,530
2024-04-03$49.49$50.0048.1%13.8%22.9%51.6%49.8%-2.1%-13.6%272.5K-3.4M-35.4K33.00113.74N/AN/A1334,0142,530
2024-04-04$49.15$45.0051.7%10.0%20.2%57.8%35.1%4.4%-1.4%178.9K-2.8M-36.9K3.3380.16N/AN/A6204,0152,563
2024-04-05$49.63$45.0049.9%6.9%20.5%54.7%28.7%2.6%0.0%301.4K-3.9M-34.8K0.14104.44N/AN/A2234,0182,545
2024-04-08$50.35$45.0070.7%10.3%21.1%90.6%68.9%-11.1%-3.0%291.7K-5.0M-35.4K0.0095.42N/AN/A10304,0402,543
2024-04-09$50.67$45.0065.1%9.9%20.5%80.9%0.0%2.6%-2.7%328.1K-5.8M-33.7K0.0084.78N/AN/A004,0922,543
2024-04-10$49.97$45.0035.4%10.2%21.3%29.6%0.0%1.9%-1.3%373.3K-4.3M-34.4K0.0080.68N/AN/A604,0922,543
2024-04-11$49.96$45.0031.0%8.9%21.1%21.9%41.4%6.2%5.0%267.5K-4.0M-31.7K0.0790.14N/AN/A2924,0972,543
2024-04-12$48.08$45.0037.7%10.8%25.4%33.5%35.6%4.5%-2.7%178.3K-890.6K-30.5K0.0085.20N/AN/A2804,1012,543
2024-04-15$47.53$45.0038.5%11.0%25.6%34.9%38.4%6.8%-5.3%107.6K-190.5K-28.9K0.3787.52N/AN/A41154,0962,543
2024-04-16$48.82$45.0041.6%11.9%27.4%40.3%45.3%-8.0%-8.8%315.8K-2.6M-30.5K0.0091.98N/AN/A1,87654,1172,543
2024-04-17$50.70$45.0049.6%14.2%29.6%54.1%48.4%-5.8%-14.7%717.0K-9.6M-39.6K0.0087.07N/AN/A8,393365,3142,545
2024-04-18$52.28$45.0050.8%14.6%31.3%56.2%42.8%8.4%-3.8%1.5M-30.2M-70.3K0.0696.44N/AN/A11,94469011,1582,564
2024-04-19$52.36$50.0031.6%9.1%30.8%23.0%39.3%-22.6%25.8%1.2M-24.7M-67.7K0.5687.42N/AN/A1,12462610,8093,350
2024-04-22$53.02$50.0038.5%11.0%31.0%34.9%38.3%-3.9%-3.5%1.3M-20.6M-64.9K0.0091.36N/AN/A1,39909,2653,572
2024-04-23$54.49$50.0039.8%11.4%32.1%37.1%35.1%0.2%-14.3%1.5M-25.6M-63.9K0.0496.17N/AN/A853309,3603,572
2024-04-24$54.20$50.0038.0%10.9%32.2%34.0%33.7%2.9%-6.7%1.5M-25.3M-61.9K0.01114.88N/AN/A60439,1193,582
2024-04-25$54.42$50.0039.5%11.3%32.1%36.7%37.9%-11.8%-4.0%1.5M-23.1M-58.1K0.00115.71N/AN/A13208,8273,586
2024-04-26$54.09$50.0047.0%13.5%32.1%49.6%29.1%-20.3%1.0%1.2M-24.4M-59.1K0.00111.79N/AN/A25308,6443,586
2024-04-29$53.48$50.0042.7%12.2%29.3%42.2%44.2%11.7%-13.8%1.3M-19.3M-54.1K0.06118.01N/AN/A1818,5333,586
2024-04-30$52.78$50.0044.9%12.9%29.9%46.0%41.3%-27.8%3.4%1.3M-18.8M-53.8K2.50120.03N/AN/A4108,5343,586