BSY Options History — June 2024

In June 2024, BSY traded between $48.85 and $51.88. ATM implied volatility averaged 30.3%, placing in the 19.7% IV rank vs the trailing year. The 30-day expected move averaged 8.3%. IV traded below realized volatility by 2.3% (HV 20d: 32.6%). Max pain ranged from $50.00 to $55.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 13 of 19 days. Put/call ratio averaged 0.44.

Notable Days

2024-06-20: Highest Volume — 509 contracts
2024-06-25: Largest IV spike — 25.9% change
2024-06-04: Highest IV Rank — 30.8%
2024-06-04: Largest Expected Move — 10.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$50.43	$48.85	$51.88	$49.25	$49.25
Max Pain	$50.79	$50.00	$55.00	$55.00	$50.00
ATM IV	30.3%	23.1%	37.1%	32.2%	27.6%
Expected Move	8.3%	6.5%	10.6%	9.2%	7.9%
HV 20d	32.6%	27.6%	36.8%	31.3%	27.6%
HV 60d	30.0%	28.3%	31.1%	28.3%	30.1%
IV Rank	19.7%	7.9%	30.8%	22.7%	15.1%
IV Percentile	47.7%	6.0%	75.0%	59.5%	32.1%
Term Structure	1.4%	-18.9%	16.1%	-18.9%	3.5%
VWIV	30.2%	24.5%	41.1%	41.1%	27.2%
Skew 25d	0.3%	-17.6%	13.5%	2.8%	9.5%
Skew 10d	0.8%	-13.2%	13.4%	11.3%	13.2%
Call IV 25d	30.5%	26.6%	42.5%	27.2%	29.6%
Put IV 25d	30.8%	23.6%	43.4%	30.1%	39.1%
Bid-Ask Spread %	107.49	97.22	121.96	113.35	100.67
Gamma HHI	0.34	0.26	0.48	0.26	0.42
Net GEX	161.3K	91.1K	275.1K	109.9K	177.7K
Net DEX	-1.8M	-3.4M	-249.8K	-677.6K	-1.2M
Net VEX	-26.0K	-28.6K	-22.5K	-24.8K	-22.5K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.44	0.00	1.44	0.39	0.55
Total Volume	62.053	0	509	64	17
Total OI	3,993.368	3,801	4,539	3,801	3,885

Daily Data (19 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2024-06-03	$49.25	$55.00	32.2%	9.2%	31.3%	22.7%	41.1%	2.8%	-18.9%	109.9K	-677.6K	-24.8K	0.39	113.35	N/A	N/A	46	18	2,858	943
2024-06-04	$49.70	$55.00	37.1%	10.6%	31.5%	30.8%	37.1%	-17.6%	3.0%	113.2K	-908.0K	-25.2K	1.20	116.14	N/A	N/A	20	24	2,882	959
2024-06-05	$50.83	$55.00	31.7%	9.1%	30.9%	22.0%	34.0%	-10.5%	-8.9%	128.0K	-1.5M	-26.9K	1.00	121.96	N/A	N/A	19	19	2,896	980
2024-06-06	$50.30	$50.00	33.8%	7.0%	30.8%	25.4%	24.5%	-2.6%	4.8%	130.4K	-1.2M	-25.5K	0.24	107.55	N/A	N/A	150	36	2,907	997
2024-06-07	$50.84	$50.00	29.7%	7.0%	30.8%	18.7%	24.6%	-1.6%	11.8%	137.0K	-1.7M	-27.9K	0.83	111.26	N/A	N/A	24	20	3,048	1,016
2024-06-10	$48.85	$50.00	32.1%	6.5%	32.9%	22.6%	0.0%	2.7%	6.3%	91.1K	-249.8K	-23.8K	0.18	115.76	N/A	N/A	57	10	3,062	1,036
2024-06-11	$50.52	$50.00	32.0%	8.1%	35.8%	22.4%	0.0%	6.6%	2.7%	144.7K	-1.6M	-26.9K	0.50	107.25	N/A	N/A	2	1	3,117	978
2024-06-12	$51.25	$50.00	35.2%	10.1%	36.2%	27.6%	27.3%	5.7%	-7.4%	183.5K	-3.0M	-28.6K	0.00	106.31	N/A	N/A	128	0	3,116	977
2024-06-13	$50.51	$50.00	33.8%	9.7%	36.2%	25.4%	0.0%	13.5%	-0.5%	116.5K	-1.8M	-27.0K	0.00	107.41	N/A	N/A	0	0	3,053	977
2024-06-14	$50.23	$50.00	30.8%	8.8%	36.0%	20.4%	27.3%	10.1%	-7.8%	150.1K	-1.7M	-25.0K	0.15	111.78	N/A	N/A	13	2	3,053	977
2024-06-17	$51.15	$50.00	33.3%	9.5%	36.7%	24.5%	34.1%	7.9%	3.5%	136.7K	-2.3M	-26.7K	0.09	105.46	N/A	N/A	11	1	3,059	975
2024-06-18	$51.73	$50.00	29.3%	8.4%	36.8%	18.0%	26.8%	2.2%	6.1%	145.4K	-2.7M	-28.0K	0.00	97.22	N/A	N/A	1	0	3,059	974
2024-06-20	$51.31	$50.00	23.1%	6.6%	36.8%	7.9%	30.5%	-6.8%	16.1%	120.4K	-2.3M	-25.2K	0.00	106.85	N/A	N/A	509	0	3,060	974
2024-06-21	$51.88	$50.00	26.8%	7.7%	29.6%	13.8%	0.0%	-6.1%	-3.2%	275.1K	-3.4M	-28.2K	0.00	107.48	N/A	N/A	15	0	3,566	973
2024-06-24	$50.57	$50.00	23.5%	6.7%	30.6%	8.5%	29.3%	1.2%	2.5%	245.1K	-2.4M	-25.9K	1.44	108.26	N/A	N/A	9	13	3,005	867
2024-06-25	$50.49	$50.00	29.6%	8.5%	29.9%	18.5%	28.1%	-1.5%	3.0%	240.1K	-2.6M	-27.0K	0.83	101.79	N/A	N/A	6	5	3,010	867
2024-06-26	$49.95	$50.00	27.8%	8.0%	29.7%	15.5%	0.0%	-3.1%	6.8%	216.7K	-2.1M	-25.0K	0.00	98.01	N/A	N/A	0	0	3,014	870
2024-06-27	$49.58	$50.00	27.2%	7.8%	29.6%	14.6%	27.2%	-6.2%	3.0%	203.1K	-1.4M	-23.0K	0.00	97.82	N/A	N/A	3	0	3,014	870
2024-06-28	$49.25	$50.00	27.6%	7.9%	27.6%	15.1%	0.0%	9.5%	3.5%	177.7K	-1.2M	-22.5K	0.55	100.67	N/A	N/A	11	6	3,015	870