BSY Options History — August 2024

In August 2024, BSY traded between $44.87 and $51.77. ATM implied volatility averaged 32.1%, placing in the 26.0% IV rank vs the trailing year. The 30-day expected move averaged 8.8%. IV traded below realized volatility by 2.8% (HV 20d: 34.8%). Max pain ranged from $50.00 to $55.00. Net GEX was positive for 14 of 22 trading days. Term structure was in contango for 12 of 22 days. Put/call ratio averaged 7.65.

Notable Days

  • 2024-08-01: Highest Volume — 2,716 contracts
  • 2024-08-13: Largest IV spike — 155.1% change
  • 2024-08-05: Highest IV Rank — 75.7%
  • 2024-08-02: Largest Expected Move — 14.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$49.30$44.87$51.77$47.70$51.51
Max Pain$51.14$50.00$55.00$50.00$50.00
ATM IV32.1%14.4%64.5%44.8%28.7%
Expected Move8.8%7.4%14.9%12.9%8.2%
HV 20d34.8%23.2%37.6%23.2%31.6%
HV 60d29.7%27.1%32.1%27.1%28.4%
IV Rank26.0%0.0%75.7%43.5%22.0%
IV Percentile43.9%0.0%97.6%89.7%42.5%
Term Structure-0.6%-13.4%6.6%-10.7%-2.7%
VWIV32.5%25.9%59.9%49.6%27.2%
Skew 25d2.8%-5.7%12.3%9.0%0.4%
Skew 10d2.9%-8.8%27.8%7.1%-6.5%
Call IV 25d27.5%20.2%48.6%41.0%26.0%
Put IV 25d30.3%20.7%60.9%50.0%26.5%
Bid-Ask Spread %94.1880.88103.6790.1480.88
Gamma HHI0.420.210.680.250.34
Net GEX-35.9K-430.7K311.2K14.9K311.2K
Net DEX149.1K-4.4M7.5M741.7K-4.4M
Net VEX-16.8K-22.7K-12.6K-14.7K-21.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio7.650.0292.6692.662.71
Total Volume422.68232,7162,716219
Total OI4,869.7272,6067,0923,6024,418

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-08-01$47.70$50.0044.8%12.9%23.2%43.5%49.6%9.0%-10.7%14.9K741.7K-14.7K92.6690.14N/AN/A292,6872,4851,117
2024-08-02$45.83$50.0052.0%14.9%26.9%55.3%59.9%12.3%-13.4%-399.7K6.9M-22.7K27.4591.56N/AN/A711,9492,4883,524
2024-08-05$44.87$50.0064.5%12.2%27.6%75.7%48.5%4.5%-6.0%-404.1K7.5M-18.8K11.2593.37N/AN/A283152,5144,117
2024-08-06$47.65$50.0040.5%8.9%34.5%36.4%33.7%6.4%1.1%-412.9K4.0M-16.4K1.3396.47N/AN/A27362,5343,885
2024-08-07$46.97$50.0041.5%9.9%34.7%38.1%34.5%2.9%1.9%-430.7K4.6M-16.4K0.0094.31N/AN/A0142,5403,913
2024-08-08$48.92$50.0026.0%8.8%37.6%12.5%0.0%11.1%3.1%-405.3K2.2M-14.9K0.5098.04N/AN/A212,5403,923
2024-08-09$48.60$50.0025.9%8.0%36.3%12.4%34.5%-5.4%1.0%-189.1K2.5M-14.2K16.6797.51N/AN/A3502,5393,923
2024-08-12$48.38$55.0014.4%8.0%36.0%0.0%27.8%4.1%6.6%-392.7K3.3M-13.5K0.1787.47N/AN/A2342,5403,973
2024-08-13$49.69$55.0036.8%8.1%37.4%34.5%28.2%-5.0%4.2%-330.3K1.5M-13.2K0.0293.55N/AN/A725172,5493,961
2024-08-14$49.59$55.0027.6%7.9%37.4%20.2%28.0%4.7%5.8%18.9K687.5K-13.9K2.4692.77N/AN/A13323,1133,979
2024-08-15$49.88$55.0026.1%7.5%37.1%17.9%26.1%1.2%0.2%47.9K-43.2K-12.6K0.64102.38N/AN/A56363,1173,964
2024-08-16$50.08$55.0027.5%7.9%36.9%20.2%27.2%-3.8%1.3%248.6K-1.5M-14.4K0.1093.77N/AN/A809813,1133,971
2024-08-19$50.33$50.0026.3%7.5%36.8%18.2%26.2%-3.3%0.6%145.6K-2.2M-16.2K0.3793.11N/AN/A125461,912694
2024-08-20$49.75$50.0026.6%7.6%37.0%18.8%26.6%-5.7%-0.1%158.1K-1.9M-17.0K0.8093.26N/AN/A41332,001710
2024-08-21$50.17$50.0026.6%7.6%36.5%18.7%0.0%12.2%-1.7%165.1K-2.6M-18.8K0.48101.98N/AN/A66322,024731
2024-08-22$49.88$50.0027.7%8.0%36.6%20.5%0.0%2.9%-0.8%165.6K-2.1M-17.7K0.63102.29N/AN/A52332,087762
2024-08-23$50.13$50.0025.9%7.4%36.6%17.6%0.0%11.8%0.9%176.6K-2.3M-18.1K0.36103.67N/AN/A96352,124793
2024-08-26$50.81$50.0028.5%8.2%36.8%21.7%28.2%-1.5%-1.4%174.0K-3.0M-17.8K0.6594.58N/AN/A57372,182827
2024-08-27$51.77$50.0028.6%8.2%36.7%21.8%26.7%1.5%-2.7%182.2K-4.0M-18.7K0.4892.50N/AN/A89432,224862
2024-08-28$50.69$50.0029.5%8.5%37.0%23.3%26.4%1.5%6.0%181.4K-3.0M-19.4K0.9094.20N/AN/A42382,298905
2024-08-29$51.35$50.0029.0%8.3%35.5%22.5%25.9%-0.2%-7.1%185.1K-3.7M-19.3K0.0484.02N/AN/A1,165422,317941
2024-08-30$51.51$50.0028.7%8.2%31.6%22.0%27.2%0.4%-2.7%311.2K-4.4M-21.7K2.7180.88N/AN/A591603,447971