BSY Options History — July 2024

In July 2024, BSY traded between $47.89 and $50.14. ATM implied volatility averaged 34.3%, placing in the 26.2% IV rank vs the trailing year. The 30-day expected move averaged 10.0%. IV traded above realized volatility by 12.4% (HV 20d: 22.0%). 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 4 of 22 days. Put/call ratio averaged 1.20.

Notable Days

  • 2024-07-30: Highest Volume — 466 contracts
  • 2024-07-10: Largest IV spike — 22.8% change
  • 2024-07-31: Highest IV Rank — 45.3%
  • 2024-07-31: Largest Expected Move — 13.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$49.02$47.89$50.14$49.16$49.01
Max Pain$51.82$50.00$55.00$50.00$50.00
ATM IV34.3%25.9%46.0%28.5%46.0%
Expected Move10.0%7.5%13.2%8.2%13.2%
HV 20d22.0%18.6%27.4%27.4%21.4%
HV 60d28.3%26.6%30.3%30.1%26.6%
IV Rank26.2%12.5%45.3%16.7%45.3%
IV Percentile61.2%15.5%92.5%40.1%92.5%
Term Structure-5.3%-21.6%5.5%3.1%-14.5%
VWIV34.7%25.8%43.5%27.4%43.5%
Skew 25d2.5%-19.6%15.2%13.2%-10.7%
Skew 10d7.9%-4.2%26.1%19.4%7.2%
Call IV 25d34.6%22.2%44.8%29.1%44.8%
Put IV 25d37.1%21.0%46.6%42.3%34.1%
Bid-Ask Spread %94.6388.57107.80102.82100.51
Gamma HHI0.310.260.410.410.27
Net GEX127.6K57.7K173.1K169.4K57.7K
Net DEX-514.1K-1.3M926.3K-879.5K-144.8K
Net VEX-16.5K-22.1K-12.4K-20.7K-16.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.200.0010.101.130.78
Total Volume91.6820466057
Total OI3,780.5913,1594,1993,8963,608

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-07-01$49.16$50.0028.5%8.2%27.4%16.7%0.0%13.2%3.1%169.4K-879.5K-20.7K0.00102.82N/AN/A003,022874
2024-07-02$49.28$50.0027.4%7.8%27.0%14.9%27.4%15.2%3.2%158.6K-724.2K-20.2K1.13100.09N/AN/A893,022874
2024-07-03$49.61$50.0026.1%7.5%26.9%12.7%25.8%12.4%5.5%173.1K-1.3M-22.1K0.37107.80N/AN/A46173,025878
2024-07-05$49.45$55.0027.8%9.5%25.6%15.6%0.0%3.0%0.4%164.4K-880.7K-20.2K1.0293.78N/AN/A60613,058902
2024-07-08$49.33$55.0025.9%9.2%25.4%12.5%43.0%1.8%-1.0%141.8K-317.3K-17.3K0.1090.94N/AN/A2023,127962
2024-07-09$47.95$55.0028.4%9.0%26.7%16.5%31.6%-0.8%-0.8%82.4K926.3K-13.0K1.0489.99N/AN/A28293,141969
2024-07-10$48.31$55.0034.8%10.0%23.1%27.1%34.7%-0.4%-2.2%96.8K445.8K-17.3K0.0091.15N/AN/A603,168992
2024-07-11$48.82$55.0034.1%9.8%19.8%25.8%33.6%3.5%-0.1%115.2K-22.3K-17.7K0.0097.00N/AN/A1803,169992
2024-07-12$50.14$55.0031.4%9.0%21.5%21.4%30.7%4.5%-2.1%164.0K-1.1M-18.8K0.7388.57N/AN/A44323,179992
2024-07-15$49.41$55.0032.8%9.4%21.5%23.8%31.2%6.1%-1.3%145.0K-531.1K-17.5K0.4092.02N/AN/A57233,199980
2024-07-16$49.51$55.0032.7%9.4%21.5%23.6%29.8%4.0%-2.2%150.0K-522.1K-16.7K0.9791.09N/AN/A39383,200963
2024-07-17$49.62$50.0035.3%10.1%20.3%27.8%31.7%-7.6%-4.5%161.6K-680.1K-17.2K0.9397.57N/AN/A41383,212952
2024-07-18$48.95$50.0034.4%9.9%20.2%26.3%32.7%3.9%-4.9%130.3K204.0K-14.9K0.6792.13N/AN/A55373,230948
2024-07-19$48.60$50.0035.3%10.1%20.1%27.9%33.0%2.8%-5.2%116.2K337.1K-15.6K0.8191.56N/AN/A42343,252947
2024-07-22$49.16$50.0031.6%9.1%20.2%21.8%36.7%4.6%-12.4%138.5K-1.0M-14.5K1.6093.83N/AN/A771232,464704
2024-07-23$49.57$50.0037.2%10.7%18.6%31.0%34.6%3.6%-21.6%137.4K-1.2M-15.0K0.6793.29N/AN/A39262,435773
2024-07-24$48.77$50.0037.8%10.8%19.4%31.9%34.7%3.5%-7.8%108.6K-785.2K-14.3K0.8592.39N/AN/A27232,447755
2024-07-25$48.72$50.0038.3%11.0%19.1%32.8%36.2%-19.6%-16.1%103.9K-939.4K-14.8K0.79101.67N/AN/A28222,450735
2024-07-26$48.56$50.0042.4%12.2%19.0%39.5%41.8%5.7%-10.3%105.8K-789.6K-13.4K1.0392.35N/AN/A1181212,441718
2024-07-29$48.63$50.0043.3%12.4%18.9%40.9%41.0%3.8%-10.5%105.9K-849.6K-12.9K1.2191.74N/AN/A48582,467721
2024-07-30$47.89$50.0043.5%12.5%19.6%41.4%39.4%2.5%-11.1%81.5K-517.6K-12.4K10.1089.53N/AN/A424242,487739
2024-07-31$49.01$50.0046.0%13.2%21.4%45.3%43.5%-10.7%-14.5%57.7K-144.8K-16.5K0.78100.51N/AN/A32252,4841,124