BSY Options History — December 2024

In December 2024, BSY traded between $46.59 and $50.55. ATM implied volatility averaged 28.6%, placing in the 21.9% IV rank vs the trailing year. The 30-day expected move averaged 8.2%. IV traded above realized volatility by 2.6% (HV 20d: 26.0%). Max pain ranged from $50.00 to $50.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 0.69.

Notable Days

  • 2024-12-16: Highest Volume — 1,428 contracts
  • 2024-12-18: Largest IV spike — 18.1% change
  • 2024-12-18: Highest IV Rank — 31.3%
  • 2024-12-18: Largest Expected Move — 10.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$48.20$46.59$50.55$50.02$46.59
Max Pain$50.00$50.00$50.00$50.00$50.00
ATM IV28.6%25.6%34.8%27.4%26.1%
Expected Move8.2%6.8%10.0%7.8%7.5%
HV 20d26.0%23.4%30.0%27.8%24.7%
HV 60d24.0%23.0%24.6%24.6%24.5%
IV Rank21.9%17.2%31.3%19.9%17.9%
IV Percentile36.9%10.3%66.3%29.4%13.1%
Term Structure-2.5%-13.6%5.3%0.5%-5.7%
VWIV28.6%26.5%31.6%26.9%27.8%
Skew 25d-4.1%-11.3%2.6%0.5%-10.3%
Skew 10d-0.8%-11.0%11.1%0.2%3.8%
Call IV 25d28.8%21.0%31.8%21.0%30.3%
Put IV 25d24.7%18.2%34.4%21.5%19.9%
Bid-Ask Spread %94.2683.19112.3592.96106.75
Gamma HHI0.520.460.620.610.46
Net GEX878.0K513.4K1.2M1.1M513.4K
Net DEX-8.7M-14.6M-4.2M-13.2M-4.2M
Net VEX-47.4K-66.1K-29.1K-63.0K-29.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.690.004.000.022.00
Total Volume230.66701,4282606
Total OI9,585.4768,40610,8289,4228,447

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-12-02$50.02$50.0027.4%7.8%27.8%19.9%26.9%0.5%0.5%1.1M-13.2M-63.0K0.0292.96N/AN/A25469,149273
2024-12-03$49.31$50.0026.5%7.6%28.1%18.6%26.5%-7.1%0.4%1.0M-11.3M-59.9K0.1096.37N/AN/A4149,352277
2024-12-04$50.55$50.0027.2%7.8%29.3%19.7%27.2%-2.5%0.4%1.2M-14.6M-66.1K0.0493.76N/AN/A20399,351281
2024-12-05$49.58$50.0028.3%7.7%30.0%21.3%0.0%0.7%1.2%1.1M-12.1M-59.6K0.0084.09N/AN/A16109,416278
2024-12-06$49.76$50.0029.0%8.0%28.7%22.4%0.0%-0.0%0.8%1.1M-13.1M-61.1K0.0092.83N/AN/A24109,486278
2024-12-09$48.51$50.0027.8%8.1%25.0%20.6%29.1%-10.6%5.3%957.2K-9.9M-52.5K0.0192.50N/AN/A80179,555278
2024-12-10$47.41$50.0025.6%6.8%26.3%17.2%28.6%-10.9%-3.1%755.1K-7.2M-46.5K0.0094.88N/AN/A5309,811282
2024-12-11$47.47$50.0027.7%7.9%25.5%20.4%27.4%-1.5%0.3%787.8K-7.0M-45.4K0.0387.21N/AN/A8939,858281
2024-12-12$47.99$50.0028.6%8.2%25.1%21.9%28.7%0.1%-0.8%884.4K-8.1M-48.8K1.3183.19N/AN/A13179,894284
2024-12-13$47.35$50.0029.8%8.5%25.4%23.7%28.8%-0.1%-1.6%742.1K-6.5M-41.9K0.4787.37N/AN/A47229,894301
2024-12-16$48.05$50.0032.4%9.3%23.4%27.7%30.0%-0.4%-3.0%933.5K-8.5M-46.9K0.0083.48N/AN/A1,42719,915311
2024-12-17$48.59$50.0029.4%8.4%23.6%23.1%0.0%-8.8%-3.3%1.1M-10.5M-52.1K0.0099.81N/AN/A30009,771313
2024-12-18$47.05$50.0034.8%10.0%26.5%31.3%31.6%2.6%-3.3%747.0K-7.4M-44.1K0.0486.54N/AN/A1,011369,816313
2024-12-19$47.74$50.0030.5%8.7%27.0%24.8%30.1%0.9%-1.7%976.4K-8.0M-45.3K0.1086.77N/AN/A10110,485343
2024-12-20$48.16$50.0029.4%8.4%26.0%23.0%0.0%-6.3%-0.7%829.2K-8.0M-44.8K3.4096.36N/AN/A51710,484340
2024-12-23$47.83$50.0028.6%8.2%25.7%21.8%28.9%-11.3%-0.8%766.9K-7.2M-40.8K2.2096.96N/AN/A15338,239167
2024-12-24$47.85$50.0026.5%7.6%24.4%18.6%0.0%-0.7%-1.3%723.5K-6.4M-37.4K0.0098.52N/AN/A208,241200
2024-12-26$47.48$50.0030.4%8.7%24.5%24.7%0.0%-7.1%-13.6%727.1K-6.5M-38.3K4.00104.13N/AN/A148,241200
2024-12-27$47.49$50.0027.5%7.9%24.5%20.2%0.0%-7.8%-9.3%684.2K-6.0M-35.9K0.00112.35N/AN/A008,241204
2024-12-30$47.52$50.0027.7%7.9%24.3%20.4%27.8%-6.0%-12.7%683.1K-5.8M-35.0K0.00102.60N/AN/A408,241204
2024-12-31$46.59$50.0026.1%7.5%24.7%17.9%0.0%-10.3%-5.7%513.4K-4.2M-29.1K2.00106.75N/AN/A248,243204