BSY Options History — November 2024

In November 2024, BSY traded between $46.73 and $51.16. ATM implied volatility averaged 33.8%, placing in the 29.8% IV rank vs the trailing year. The 30-day expected move averaged 8.5%. IV traded above realized volatility by 8.8% (HV 20d: 25.0%). Max pain ranged from $45.00 to $50.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 0.23.

Notable Days

  • 2024-11-25: Highest Volume — 2,124 contracts
  • 2024-11-07: Largest IV drop — 47.6% change
  • 2024-11-06: Highest IV Rank — 73.7%
  • 2024-11-01: Largest Expected Move — 13.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$48.66$46.73$51.16$48.58$49.59
Max Pain$48.25$45.00$50.00$50.00$50.00
ATM IV33.8%24.8%62.2%47.9%27.6%
Expected Move8.5%7.1%13.7%13.7%7.9%
HV 20d25.0%18.5%29.2%21.1%27.7%
HV 60d25.6%23.7%27.0%24.1%24.6%
IV Rank29.8%15.9%73.7%51.5%20.2%
IV Percentile45.3%7.5%97.2%92.9%31.0%
Term Structure-1.8%-13.7%2.8%-13.7%-1.0%
VWIV27.5%17.6%36.2%33.9%26.3%
Skew 25d3.3%-7.9%17.2%14.8%1.0%
Skew 10d6.8%-10.8%20.4%14.4%2.0%
Call IV 25d26.7%20.6%37.2%37.2%20.8%
Put IV 25d30.0%17.8%52.0%52.0%21.7%
Bid-Ask Spread %93.1380.37104.8188.2099.64
Gamma HHI0.710.580.880.810.60
Net GEX642.0K345.0K1.0M581.6K1.0M
Net DEX-6.5M-11.6M-1.6M-6.7M-11.5M
Net VEX-41.6K-62.2K-25.7K-42.1K-60.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.230.001.000.340.00
Total Volume263.562,1249528
Total OI7,792.555,9439,4247,0689,420

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-11-01$48.58$50.0047.9%13.7%21.1%51.5%33.9%14.8%-13.7%581.6K-6.7M-42.1K0.3488.20N/AN/A71246,780288
2024-11-04$49.16$45.0053.0%10.1%19.7%59.5%17.6%17.2%-5.9%643.4K-7.5M-44.0K0.0081.78N/AN/A2006,819292
2024-11-05$49.48$45.0059.8%10.4%19.2%70.0%36.2%3.6%-3.2%660.1K-8.0M-43.7K0.0080.37N/AN/A46706,827292
2024-11-06$49.95$45.0062.2%10.3%19.4%73.7%35.7%3.5%-5.7%756.3K-9.2M-46.9K0.3786.39N/AN/A154577,236536
2024-11-07$51.16$45.0032.6%7.9%18.5%28.0%26.2%-2.7%0.5%910.9K-10.5M-48.6K0.0390.27N/AN/A316117,456766
2024-11-08$48.84$45.0026.0%7.3%24.8%17.9%25.6%-7.9%0.1%587.5K-5.0M-41.4K0.0396.61N/AN/A11237,736770
2024-11-11$48.63$45.0029.6%7.6%24.6%23.4%26.6%-7.9%-2.9%612.4K-4.5M-39.7K0.1197.06N/AN/A3547,836773
2024-11-12$49.41$45.0033.4%7.6%24.8%29.2%26.4%3.2%-0.1%693.6K-6.7M-43.3K1.0091.62N/AN/A88887,851774
2024-11-13$48.47$50.0026.5%7.6%25.4%18.6%26.5%7.0%2.0%542.7K-4.4M-39.5K0.0095.98N/AN/A5907,866845
2024-11-14$48.17$50.0025.5%7.3%24.9%17.0%26.0%2.1%0.3%507.1K-3.0M-34.1K0.8389.91N/AN/A657,904845
2024-11-15$46.73$50.0028.5%8.2%26.9%21.7%25.1%2.6%-2.2%372.6K-1.6M-29.4K0.0091.53N/AN/A907,903839
2024-11-18$47.02$50.0033.4%9.6%27.0%29.3%25.8%5.0%-9.6%345.0K-2.9M-25.9K0.0192.77N/AN/A35025,696247
2024-11-19$46.85$50.0029.1%8.4%26.8%22.7%28.2%1.7%1.5%365.6K-3.3M-28.5K0.8997.00N/AN/A18165,802247
2024-11-20$46.83$50.0029.4%8.4%26.8%23.0%28.1%3.3%1.4%384.5K-2.9M-25.7K0.4188.29N/AN/A27116,051261
2024-11-21$47.87$50.0026.6%7.6%28.0%18.8%0.0%2.6%-1.2%503.0K-4.7M-33.7K0.5096.80N/AN/A426,053262
2024-11-22$48.44$50.0024.8%7.1%28.3%15.9%0.0%-0.9%1.0%555.6K-5.4M-35.4K0.00104.81N/AN/A1,08906,059265
2024-11-25$49.47$50.0027.0%7.7%29.2%19.3%27.0%3.2%-0.4%848.9K-8.7M-46.7K0.0097.51N/AN/A2,12137,145265
2024-11-26$49.28$50.0026.6%7.6%28.6%18.7%26.6%8.1%2.8%924.0K-11.6M-62.2K0.1599.13N/AN/A2749,152268
2024-11-27$49.19$50.0026.3%7.5%28.6%18.3%26.3%5.8%-0.5%1.0M-11.2M-61.4K0.0096.91N/AN/A3909,152272
2024-11-29$49.59$50.0027.6%7.9%27.7%20.2%0.0%1.0%-1.0%1.0M-11.5M-60.2K0.0099.64N/AN/A2809,148272