BSY Options History — January 2026

In January 2026, BSY traded between $34.86 and $40.38. ATM implied volatility averaged 32.2%, placing in the 35.6% IV rank vs the trailing year. The 30-day expected move averaged 9.0%. IV traded above realized volatility by 10.9% (HV 20d: 21.4%). Max pain ranged from $40.00 to $45.00. Net GEX was positive for 15 of 20 trading days. Term structure was in contango for 18 of 20 days. Put/call ratio averaged 0.48.

Notable Days

  • 2026-01-07: Highest Volume — 443 contracts
  • 2026-01-28: Largest IV drop — 31.3% change
  • 2026-01-27: Highest IV Rank — 48.3%
  • 2026-01-27: Largest Expected Move — 10.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$38.51$34.86$40.38$38.16$35.13
Max Pain$40.75$40.00$45.00$40.00$40.00
ATM IV32.2%26.2%38.1%29.3%32.2%
Expected Move9.0%7.5%10.9%8.4%9.2%
HV 20d21.4%14.5%36.7%14.5%36.7%
HV 60d25.3%24.0%29.2%25.9%29.2%
IV Rank35.6%22.5%48.3%29.2%35.6%
IV Percentile56.1%17.9%81.7%42.1%56.0%
Term Structure3.5%-2.5%5.7%3.4%5.7%
VWIV33.3%30.7%36.8%34.6%36.8%
Skew 25d1.6%-6.2%12.4%12.4%-0.9%
Skew 10d3.4%-9.7%24.7%11.9%-0.8%
Call IV 25d33.4%27.1%37.7%27.1%35.1%
Put IV 25d35.0%31.5%39.6%39.6%34.2%
Bid-Ask Spread %82.0774.75105.26105.2685.44
Gamma HHI0.260.190.330.280.31
Net GEX31.1K-22.4K75.7K-22.4K37.0K
Net DEX-398.1K-1.5M678.1K678.1K347.9K
Net VEX-15.5K-18.0K-12.7K-12.7K-13.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.480.001.800.001.80
Total Volume88.734433143
Total OI10,752.1510,39411,09410,39410,741

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2026-01-02$38.16$40.0029.3%8.4%14.5%29.2%0.0%12.4%3.4%-22.4K678.1K-12.7K0.00105.26N/AN/A309,3751,019
2026-01-05$38.17$45.0027.8%9.2%14.6%26.0%34.6%2.1%2.0%-9.7K663.9K-13.1K0.5876.45N/AN/A64379,3771,019
2026-01-06$39.37$45.0033.2%9.0%18.7%37.8%35.1%1.3%3.1%-12.7K198.3K-14.4K0.2078.90N/AN/A54119,3921,088
2026-01-07$39.66$45.0033.1%8.8%18.6%37.5%30.8%2.3%4.5%-7.3K117.2K-13.9K0.0380.54N/AN/A432119,4361,083
2026-01-08$39.50$40.0033.2%8.9%17.0%37.6%31.5%2.6%4.2%22.3K-345.9K-16.2K0.0081.73N/AN/A1309,8261,093
2026-01-09$40.13$40.0031.3%8.8%17.8%33.6%32.4%4.3%3.8%24.8K-712.6K-16.4K0.2084.16N/AN/A1029,8181,093
2026-01-12$40.38$40.0037.0%9.2%17.8%46.0%31.6%5.1%2.9%24.6K-870.4K-16.0K0.0079.42N/AN/A11809,8141,093
2026-01-13$39.59$40.0036.6%8.6%19.0%45.1%34.8%1.3%5.2%1.8K-427.3K-15.7K0.4477.22N/AN/A949,9111,093
2026-01-14$39.26$40.0030.9%8.8%18.5%32.6%35.9%1.0%5.6%-1.3K-386.2K-15.7K0.0088.81N/AN/A12109,9111,063
2026-01-15$39.12$40.0031.9%9.1%18.1%34.9%36.3%-1.1%3.4%11.4K-301.6K-16.0K1.8086.41N/AN/A101810,0291,063
2026-01-16$39.20$40.0030.9%8.9%17.8%32.7%30.9%0.5%3.4%54.8K-129.0K-15.6K0.0079.10N/AN/A381110,0311,063
2026-01-20$38.22$40.0033.4%9.6%19.8%38.2%33.9%0.1%-2.5%63.6K-1.0M-16.7K0.2478.48N/AN/A80199,835784
2026-01-21$38.08$40.0031.9%9.1%19.8%34.8%32.0%1.3%5.4%64.1K-957.2K-16.5K1.3874.75N/AN/A34479,846794
2026-01-22$39.28$40.0031.4%9.0%23.1%33.8%31.5%1.9%3.7%75.7K-1.5M-18.0K0.3376.40N/AN/A55189,853827
2026-01-23$38.64$40.0031.5%9.0%23.2%34.1%31.5%-0.1%3.0%71.3K-1.2M-17.7K0.2475.85N/AN/A2159,881844
2026-01-26$38.69$40.0031.8%9.1%23.1%34.7%33.7%0.3%4.2%70.0K-1.2M-17.2K0.2580.98N/AN/A829,895845
2026-01-27$37.28$40.0038.1%10.9%26.5%48.3%30.7%1.5%-1.4%58.2K-572.9K-15.7K0.3380.87N/AN/A629,892846
2026-01-28$37.51$40.0026.2%7.5%26.5%22.5%0.0%2.7%5.0%60.0K-720.2K-15.9K1.2086.36N/AN/A569,897834
2026-01-29$34.86$40.0033.0%9.5%36.5%37.3%34.8%-6.2%4.9%35.9K382.3K-13.0K0.6084.20N/AN/A1599,901838
2026-01-30$35.13$40.0032.2%9.2%36.7%35.6%36.8%-0.9%5.7%37.0K347.9K-13.0K1.8085.44N/AN/A51929,908833