BSY Options History — September 2024

In September 2024, BSY traded between $46.40 and $50.94. ATM implied volatility averaged 27.5%, placing in the 20.2% IV rank vs the trailing year. The 30-day expected move averaged 7.6%. IV traded below realized volatility by 4.2% (HV 20d: 31.7%). Max pain ranged from $50.00 to $50.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 17 of 20 days. Put/call ratio averaged 0.65.

Notable Days

  • 2024-09-05: Highest Volume — 2,718 contracts
  • 2024-09-23: Largest IV spike — 27.8% change
  • 2024-09-09: Highest IV Rank — 35.8%
  • 2024-09-04: Largest Expected Move — 9.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$49.40$46.40$50.94$48.79$50.36
Max Pain$50.00$50.00$50.00$50.00$50.00
ATM IV27.5%23.4%37.6%31.0%26.2%
Expected Move7.6%6.7%9.1%8.9%7.5%
HV 20d31.7%26.6%37.0%37.0%31.7%
HV 60d29.9%28.5%30.5%30.5%30.3%
IV Rank20.2%13.8%35.8%25.6%18.1%
IV Percentile27.1%4.0%77.0%54.0%18.7%
Term Structure3.8%-10.3%8.0%-4.0%7.0%
VWIV27.2%23.4%31.7%31.0%26.2%
Skew 25d1.8%-6.2%5.8%-2.8%5.1%
Skew 10d4.1%-9.2%13.7%6.7%5.9%
Call IV 25d25.0%17.7%29.6%26.7%17.9%
Put IV 25d26.8%19.6%32.1%23.9%23.0%
Bid-Ask Spread %83.2876.1193.0688.2578.64
Gamma HHI0.530.310.820.330.75
Net GEX506.6K177.9K1.3M177.9K517.4K
Net DEX-5.5M-11.8M372.6K-614.9K-8.1M
Net VEX-46.7K-58.1K-19.0K-19.0K-50.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.650.002.170.221.16
Total Volume283.7512,718322171
Total OI7,031.554,6378,7684,6376,031

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-09-03$48.79$50.0031.0%8.9%37.0%25.6%31.0%-2.8%-4.0%177.9K-614.9K-19.0K0.2288.25N/AN/A265573,5051,132
2024-09-04$48.46$50.0031.7%9.1%30.7%26.6%31.7%-6.2%-10.3%183.4K-425.6K-20.5K1.6484.28N/AN/A33543,7281,166
2024-09-05$48.66$50.0033.6%8.1%30.2%29.5%28.5%3.3%3.3%184.8K-615.5K-20.3K0.0181.23N/AN/A2,678403,7601,216
2024-09-06$48.34$50.0033.4%8.4%26.6%29.3%29.4%2.6%3.1%329.8K-3.3M-42.6K0.3781.57N/AN/A91345,8821,247
2024-09-09$46.40$50.0037.6%8.3%30.1%35.8%26.9%-0.7%3.8%209.4K372.6K-31.9K0.7687.62N/AN/A55425,8851,278
2024-09-10$47.81$50.0027.6%7.5%32.2%20.3%0.0%3.9%4.1%320.4K-1.6M-39.7K0.0078.94N/AN/A1,00205,9101,308
2024-09-11$48.66$50.0025.6%7.3%31.3%17.2%29.2%2.9%4.2%488.8K-4.9M-54.7K2.0079.37N/AN/A7146,9091,308
2024-09-12$48.89$50.0025.0%7.2%31.4%16.3%0.0%3.2%6.9%523.2K-5.1M-54.8K0.0080.69N/AN/A106,9071,320
2024-09-13$49.41$50.0025.0%7.2%31.6%16.3%26.6%3.4%5.5%578.1K-6.2M-56.3K0.1481.92N/AN/A1426,9011,320
2024-09-16$49.25$50.0025.6%7.3%31.6%17.2%25.6%3.1%6.2%585.5K-5.5M-52.6K0.0076.11N/AN/A306,8961,320
2024-09-17$49.83$50.0026.8%7.7%31.8%19.1%0.0%3.8%5.7%654.5K-7.2M-54.8K0.0282.14N/AN/A411106,8961,320
2024-09-18$49.92$50.0024.8%7.1%31.5%15.9%25.4%3.8%6.4%792.6K-8.1M-57.2K0.0087.85N/AN/A11107,2801,320
2024-09-19$50.92$50.0026.8%7.7%32.2%19.0%27.2%2.8%2.0%765.7K-11.8M-58.1K0.5787.44N/AN/A46267,3881,320
2024-09-20$49.81$50.0023.8%6.8%33.1%14.4%25.1%2.5%6.6%1.3M-7.0M-55.1K0.0684.32N/AN/A1817,4231,345
2024-09-23$50.33$50.0030.4%8.7%33.3%24.6%30.4%0.7%-1.2%491.4K-7.8M-54.0K0.0093.06N/AN/A075,493811
2024-09-24$50.41$50.0023.8%6.8%32.9%14.4%23.8%-2.1%7.0%496.6K-7.9M-52.7K2.1777.57N/AN/A6135,493813
2024-09-25$50.05$50.0023.6%6.8%32.2%14.1%0.0%1.9%6.2%485.3K-7.1M-52.1K1.3378.76N/AN/A685,498818
2024-09-26$50.74$50.0024.7%7.1%31.8%15.8%24.7%-0.4%5.9%526.2K-8.6M-54.9K0.8386.63N/AN/A1451215,501821
2024-09-27$50.94$50.0023.4%6.7%31.5%13.8%23.4%5.8%8.0%551.7K-8.8M-53.2K1.0889.24N/AN/A88955,454708
2024-09-30$50.36$50.0026.2%7.5%31.7%18.1%26.2%5.1%7.0%517.4K-8.1M-50.2K1.1678.64N/AN/A79925,399632