BSY Options History — March 2026

In March 2026, BSY traded between $34.66 and $40.30. ATM implied volatility averaged 34.5%, placing in the 40.5% IV rank vs the trailing year. The 30-day expected move averaged 9.8%. IV traded below realized volatility by 17.1% (HV 20d: 51.6%). Max pain ranged from $30.00 to $40.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 19 of 22 days. Put/call ratio averaged 0.52.

Notable Days

  • 2026-03-09: Highest Volume — 864 contracts
  • 2026-03-06: Largest IV spike — 37.8% change
  • 2026-03-27: Highest IV Rank — 55.4%
  • 2026-03-27: Largest Expected Move — 11.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$37.68$34.66$40.30$37.91$35.37
Max Pain$38.18$30.00$40.00$30.00$40.00
ATM IV34.5%25.0%41.4%38.5%39.4%
Expected Move9.8%7.8%11.9%11.0%11.3%
HV 20d51.6%33.8%65.0%65.0%33.9%
HV 60d44.8%43.7%47.2%43.7%47.2%
IV Rank40.5%19.9%55.4%49.2%51.1%
IV Percentile60.5%9.5%83.3%78.2%79.4%
Term Structure2.6%-3.5%9.8%-3.5%2.3%
VWIV33.9%27.7%43.5%38.7%38.5%
Skew 25d5.2%0.9%14.2%4.5%8.2%
Skew 10d8.7%-5.0%22.5%4.5%16.5%
Call IV 25d34.1%29.6%40.9%38.2%40.9%
Put IV 25d39.3%33.2%52.3%42.8%49.1%
Bid-Ask Spread %56.0326.4996.4093.2845.73
Gamma HHI0.490.440.530.440.52
Net GEX396.5K245.6K481.4K361.2K261.9K
Net DEX-6.4M-9.4M-2.6M-6.5M-2.7M
Net VEX-37.3K-47.6K-27.0K-36.0K-27.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.520.004.500.000.67
Total Volume99.22718644415
Total OI7,626.9096,9168,0076,9167,657

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2026-03-02$37.91$30.0038.5%11.0%65.0%49.2%38.7%4.5%-3.5%361.2K-6.5M-36.0K0.0093.28N/AN/A44016,221695
2026-03-03$38.65$30.0035.9%10.3%64.4%43.6%35.9%6.5%-1.4%388.4K-7.2M-37.4K0.0096.40N/AN/A8206,252696
2026-03-04$38.91$30.0033.8%9.7%56.6%39.1%33.8%8.6%-0.6%410.3K-7.6M-38.0K0.0892.43N/AN/A168146,295696
2026-03-05$39.34$35.0025.0%7.8%56.0%19.9%27.7%3.8%9.8%417.6K-8.5M-40.1K0.1586.14N/AN/A129196,429705
2026-03-06$39.75$35.0034.4%10.0%54.4%40.4%35.0%1.6%1.1%443.0K-9.1M-40.1K0.4786.05N/AN/A89426,459718
2026-03-09$40.30$40.0037.1%9.5%53.6%46.2%29.8%3.7%2.4%454.6K-9.4M-39.4K0.0086.86N/AN/A86226,492753
2026-03-10$39.07$40.0033.1%9.0%54.5%37.5%0.0%2.1%2.9%481.4K-9.3M-47.6K0.2391.88N/AN/A3077,207753
2026-03-11$38.64$40.0032.0%9.2%54.8%35.2%0.0%1.9%3.3%474.4K-8.1M-43.9K2.1491.46N/AN/A7157,203754
2026-03-12$38.66$40.0031.3%9.5%53.5%33.5%31.2%5.0%4.1%480.8K-8.7M-45.5K0.1034.87N/AN/A3947,204763
2026-03-13$37.91$40.0032.1%9.2%54.4%35.3%0.0%0.9%4.0%440.3K-7.2M-41.7K0.0042.96N/AN/A107,242763
2026-03-16$37.76$40.0033.5%9.2%54.5%38.3%0.0%5.2%1.9%443.7K-6.6M-39.9K0.3828.01N/AN/A837,242764
2026-03-17$37.91$40.0031.0%8.7%53.4%32.9%0.0%2.5%4.2%459.1K-7.0M-40.2K1.0028.35N/AN/A227,240767
2026-03-18$37.08$40.0037.5%10.5%53.9%47.0%32.4%6.4%0.1%426.6K-5.8M-36.8K0.2252.02N/AN/A2357,241763
2026-03-19$37.84$40.0030.8%8.9%54.1%32.5%30.8%4.0%5.2%426.4K-6.8M-40.1K0.2737.04N/AN/A3397,220762
2026-03-20$37.75$40.0032.9%9.2%54.0%37.0%32.0%4.8%4.0%418.7K-6.5M-38.6K0.0026.49N/AN/A1507,239764
2026-03-23$38.42$40.0032.6%9.4%50.5%36.4%32.7%6.8%2.6%464.0K-6.7M-39.6K0.1333.35N/AN/A816,888725
2026-03-24$37.15$40.0038.4%11.0%52.7%48.9%34.2%3.7%0.1%395.0K-4.8M-34.9K0.2635.64N/AN/A38106,890726
2026-03-25$35.22$40.0033.1%9.1%56.8%37.5%32.1%6.0%6.0%262.8K-2.6M-27.6K0.3345.40N/AN/A626,915728
2026-03-26$35.91$40.0033.1%9.5%34.1%37.5%34.8%1.1%4.4%314.9K-3.4M-30.1K4.5030.45N/AN/A296,924726
2026-03-27$34.73$40.0041.4%11.9%35.9%55.4%43.5%11.9%2.6%252.4K-2.7M-28.4K0.0832.23N/AN/A3836,925730
2026-03-30$34.66$40.0041.4%11.9%33.8%55.4%0.0%14.2%0.8%245.6K-2.7M-27.3K0.4335.60N/AN/A736,928728
2026-03-31$35.37$40.0039.4%11.3%33.9%51.1%38.5%8.2%2.3%261.9K-2.7M-27.0K0.6745.73N/AN/A326,927730