BSY Options History — October 2024

In October 2024, BSY traded between $47.84 and $50.94. ATM implied volatility averaged 36.8%, placing in the 34.4% IV rank vs the trailing year. The 30-day expected move averaged 11.0%. IV traded above realized volatility by 15.1% (HV 20d: 21.7%). Max pain ranged from $50.00 to $50.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 1 of 23 days. Put/call ratio averaged 0.48.

Notable Days

  • 2024-10-11: Highest Volume — 1,255 contracts
  • 2024-10-02: Largest IV spike — 28.3% change
  • 2024-10-31: Highest IV Rank — 55.9%
  • 2024-10-31: Largest Expected Move — 14.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$49.47$47.84$50.94$50.00$48.57
Max Pain$50.00$50.00$50.00$50.00$50.00
ATM IV36.8%21.3%50.7%28.1%50.7%
Expected Move11.0%8.1%14.5%8.1%14.5%
HV 20d21.7%19.3%25.6%24.9%21.1%
HV 60d29.5%25.3%30.4%30.3%25.5%
IV Rank34.4%10.6%55.9%21.1%55.9%
IV Percentile67.1%1.6%94.8%36.9%94.8%
Term Structure-6.7%-16.6%5.2%5.2%-16.6%
VWIV36.7%25.6%47.8%28.1%43.5%
Skew 25d7.9%-5.7%17.7%2.3%13.8%
Skew 10d9.7%-1.0%22.7%3.0%20.8%
Call IV 25d32.0%20.4%43.4%20.4%37.6%
Put IV 25d39.9%22.7%51.3%22.7%51.3%
Bid-Ask Spread %86.0477.3495.6578.5793.62
Gamma HHI0.760.640.840.750.83
Net GEX577.9K355.9K800.0K490.0K589.2K
Net DEX-7.3M-9.8M-4.3M-7.4M-6.9M
Net VEX-45.1K-50.7K-37.3K-48.7K-42.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.480.001.301.160.31
Total Volume165.08721,25512138
Total OI6,477.3915,7357,3915,9157,048

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-10-01$50.00$50.0028.1%8.1%24.9%21.1%28.1%2.3%5.2%490.0K-7.4M-48.7K1.1678.57N/AN/A56655,342573
2024-10-02$50.10$50.0036.1%10.3%24.7%33.4%36.1%-0.9%-2.5%480.1K-7.4M-48.1K1.0685.59N/AN/A67715,306544
2024-10-03$49.21$50.0027.8%9.8%25.6%20.5%34.3%17.6%-3.2%433.6K-6.2M-45.1K1.1484.31N/AN/A76875,261525
2024-10-04$48.97$50.0025.6%9.6%25.6%17.2%33.4%14.1%-3.4%388.5K-5.9M-43.5K0.0883.08N/AN/A9275,222513
2024-10-07$47.84$50.0021.3%10.0%22.3%10.6%0.0%10.4%-4.1%355.9K-4.3M-37.3K0.5086.44N/AN/A215,303513
2024-10-08$48.48$50.0027.0%10.1%20.2%19.3%35.3%14.0%-4.9%396.9K-5.2M-40.2K1.0987.13N/AN/A34375,303516
2024-10-09$48.77$50.0034.4%9.8%19.3%30.7%34.6%11.8%-4.2%422.5K-5.6M-39.7K0.1085.79N/AN/A7885,304496
2024-10-10$50.20$50.0035.0%10.0%21.8%31.8%33.7%3.8%-4.0%521.7K-7.6M-44.9K0.0280.44N/AN/A20145,349500
2024-10-11$50.63$50.0035.9%10.3%21.7%33.0%35.9%3.3%-4.4%552.2K-8.5M-47.5K0.0082.63N/AN/A1,25325,444504
2024-10-14$50.94$50.0036.6%10.5%21.7%34.2%35.2%-5.7%-4.9%669.8K-9.8M-49.6K0.0087.66N/AN/A12206,103504
2024-10-15$50.11$50.0037.4%10.7%22.3%35.4%36.1%4.5%-5.5%653.9K-8.3M-47.0K0.0181.87N/AN/A72246,100504
2024-10-16$49.54$50.0037.2%10.7%22.7%35.1%35.9%3.2%-5.7%681.8K-8.2M-50.4K0.7377.34N/AN/A1186,811505
2024-10-17$50.16$50.0038.0%10.9%21.9%36.3%37.7%3.5%-6.3%761.0K-9.2M-50.7K0.1080.26N/AN/A103106,815507
2024-10-18$49.83$50.0037.5%10.8%20.6%35.6%40.2%3.4%-6.6%800.0K-8.3M-49.4K1.3082.74N/AN/A20266,878513
2024-10-21$49.44$50.0038.8%11.1%20.4%37.5%40.8%4.2%-7.3%659.1K-7.7M-46.2K0.6982.19N/AN/A71496,471221
2024-10-22$49.73$50.0040.3%11.6%20.5%39.8%0.0%8.0%-8.3%663.2K-8.4M-48.0K0.5091.01N/AN/A216,506270
2024-10-23$49.39$50.0042.0%12.0%20.5%42.4%25.6%13.5%-15.8%652.1K-7.3M-45.2K0.0094.32N/AN/A026,506271
2024-10-24$48.83$50.0042.4%12.2%20.1%43.1%0.0%5.5%-9.8%589.3K-6.9M-42.6K0.6792.49N/AN/A646,506272
2024-10-25$49.07$50.0041.8%12.0%20.1%42.2%0.0%14.5%-9.2%617.2K-7.2M-44.3K0.0092.37N/AN/A406,508276
2024-10-28$48.82$50.0043.4%12.4%19.9%44.6%47.8%14.9%-10.6%597.7K-6.7M-40.6K1.0088.47N/AN/A336,508276
2024-10-29$49.63$50.0043.8%12.6%20.7%45.3%43.8%3.7%-10.7%657.5K-7.5M-42.5K0.0185.05N/AN/A15626,509282
2024-10-30$49.62$50.0044.9%12.9%20.7%46.9%39.5%17.7%-11.0%659.5K-7.8M-43.0K0.0495.65N/AN/A277126,512280
2024-10-31$48.57$50.0050.7%14.5%21.1%55.9%43.5%13.8%-16.6%589.2K-6.9M-42.8K0.3193.62N/AN/A2996,766282