BSY Options History — May 2024

In May 2024, BSY traded between $49.90 and $56.97. ATM implied volatility averaged 37.1%, placing in the 31.7% IV rank vs the trailing year. The 30-day expected move averaged 8.8%. IV traded above realized volatility by 7.8% (HV 20d: 29.3%). Max pain ranged from $50.00 to $55.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 8 of 22 days. Put/call ratio averaged 0.36.

Notable Days

  • 2024-05-17: Highest Volume — 1,393 contracts
  • 2024-05-15: Largest IV drop — 68.7% change
  • 2024-05-14: Highest IV Rank — 100.0%
  • 2024-05-03: Largest Expected Move — 12.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$53.88$49.90$56.97$51.70$49.90
Max Pain$54.32$50.00$55.00$50.00$55.00
ATM IV37.1%21.9%79.3%34.4%38.2%
Expected Move8.8%5.5%12.9%9.9%10.9%
HV 20d29.3%20.7%33.5%30.2%33.5%
HV 60d31.2%28.2%33.5%32.8%28.2%
IV Rank31.7%5.9%100.0%27.8%32.6%
IV Percentile57.2%2.8%100.0%67.9%78.6%
Term Structure-1.4%-16.4%14.8%-16.4%-3.1%
VWIV34.4%22.3%81.7%38.0%35.0%
Skew 25d-4.6%-28.8%11.4%-4.2%-28.8%
Skew 10d-17.6%-41.6%19.6%-11.1%-15.4%
Call IV 25d33.7%19.9%64.1%38.3%63.7%
Put IV 25d29.1%19.0%47.2%34.1%35.0%
Bid-Ask Spread %110.8099.12124.49124.49112.41
Gamma HHI0.600.270.940.620.27
Net GEX1.5M132.1K4.6M1.2M132.1K
Net DEX-15.7M-38.8M-1.1M-12.7M-1.1M
Net VEX-35.1K-51.0K-25.9K-49.1K-25.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.360.001.140.000.40
Total Volume247.72741,393467
Total OI8,813.2733,15613,08312,1283,754

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-05-01$51.70$50.0034.4%9.9%30.2%27.8%38.0%-4.2%-16.4%1.2M-12.7M-49.1K0.00124.49N/AN/A408,5323,596
2024-05-02$51.59$50.0042.4%12.1%30.1%41.6%49.8%0.0%0.0%1.1M-12.4M-48.4K0.86109.50N/AN/A28248,5323,596
2024-05-03$53.25$50.0045.1%12.9%31.8%46.3%44.8%-16.9%-10.9%1.2M-17.7M-51.0K1.14113.20N/AN/A71818,4073,774
2024-05-06$53.48$55.0027.0%9.8%31.5%15.0%41.8%-6.8%-3.9%3.3M-29.2M-38.8K0.19101.99N/AN/A5541088,4483,815
2024-05-07$54.99$55.0044.2%5.5%32.7%44.7%27.2%0.9%14.8%2.6M-24.4M-39.2K0.12112.60N/AN/A165198,7033,943
2024-05-08$54.28$55.0025.9%6.4%32.6%13.1%0.0%-1.0%7.7%3.6M-20.6M-39.2K0.22100.49N/AN/A89208,6183,955
2024-05-09$54.85$55.0036.1%9.2%32.7%30.8%23.6%-4.9%9.5%4.6M-24.4M-40.9K0.61110.97N/AN/A49308,5793,967
2024-05-10$55.34$55.0053.9%9.3%28.5%61.6%27.6%-0.2%-5.9%2.7M-27.5M-40.3K0.1699.12N/AN/A152248,5773,987
2024-05-13$54.94$55.0066.5%6.1%28.1%83.4%22.3%-5.6%5.7%4.1M-23.0M-34.1K0.09108.24N/AN/A253238,6224,011
2024-05-14$55.30$55.0079.3%9.4%27.2%100.0%32.5%-1.1%-0.6%1.9M-25.4M-35.4K0.22105.26N/AN/A168378,6344,031
2024-05-15$55.63$55.0024.8%7.1%24.5%10.7%25.4%-3.8%5.5%1.7M-26.8M-35.2K0.04106.82N/AN/A537218,6424,056
2024-05-16$55.95$55.0028.2%8.1%22.5%16.2%28.1%-2.9%4.3%3.9M-33.8M-35.1K0.07104.78N/AN/A694489,0064,077
2024-05-17$56.39$55.0027.2%7.8%22.5%14.5%24.7%1.1%-4.1%287.9K-38.8M-29.2K0.04110.73N/AN/A1,343508,6364,107
2024-05-20$56.97$55.0021.9%6.3%22.4%5.9%23.7%-2.4%6.5%310.7K-5.6M-29.3K0.68109.41N/AN/A66452,413743
2024-05-21$56.75$55.0026.3%7.5%20.7%13.0%24.3%-0.5%-2.9%303.3K-5.5M-29.7K0.29111.04N/AN/A68202,457787
2024-05-22$53.20$55.0025.5%7.3%31.4%11.8%31.1%-7.4%2.5%197.2K-3.3M-27.8K0.52111.06N/AN/A75392,515805
2024-05-23$52.50$55.0031.8%9.1%31.7%22.1%81.7%-3.9%-6.8%183.7K-3.0M-29.7K0.43120.10N/AN/A56242,517825
2024-05-24$53.35$55.0028.6%8.2%32.2%16.9%41.8%-10.7%-4.6%194.9K-3.1M-29.2K0.11122.88N/AN/A95102,562849
2024-05-28$52.59$55.0033.3%9.5%32.4%24.6%30.3%-4.2%-7.2%178.2K-2.7M-28.4K0.26114.65N/AN/A95252,637858
2024-05-29$52.05$55.0034.7%10.0%32.2%26.9%35.0%-5.4%-4.1%162.4K-2.4M-29.5K0.33112.01N/AN/A100332,719881
2024-05-30$50.43$55.0041.1%11.8%33.4%37.3%0.0%11.4%-15.3%163.4K-1.6M-27.0K1.11115.86N/AN/A19212,810909
2024-05-31$49.90$55.0038.2%10.9%33.5%32.6%0.0%-28.8%-3.1%132.1K-1.1M-25.9K0.40112.41N/AN/A48192,827927