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Bentley Systems, Incorporated Class B Common Stock BSY

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Market dataready · fetched 2026-11-11T05:55:02.862Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-10T21:00:30.508583697Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T05:55:02.523913+00:00

Share price$45.16
1D+1.5%
AH$44.44$44.66$44.88$45.09$45.315:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBSY
Sold putSold callAH

Bentley Systems, Incorporated Class B Common Stock options

Live interpolated BSY call and put midpoint premiums by absolute delta.Bentley Systems, Incorporated Class B Common Stock$0.39$1.40$2.41$3.41$4.42$38.66$41.94$45.21$48.49$51.7720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive BSY spot · $45.16BSY PRICE$0.50$0.61$0.72$0.83$0.94$1.05$1.16$1.03$1.21$1.33$1.44$1.56$1.67$1.98$2.34$2.70$3.06$3.41$3.77$4.13
PutsExpensive1.11×
Calls——
Skew——
Implied moveBearish±$3.14
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ49.8365.1%11.4%39.20113.7%15.5%
25Δ49.1261.5%10.1%40.58106.1%12.8%
30Δ48.4157.9%8.8%41.6395.6%10.8%
35Δ47.7054.3%7.5%42.6785.1%8.7%
40Δ47.0050.7%6.1%43.7274.7%6.6%
45Δ46.2947.1%4.8%44.7764.2%4.6%
50Δ45.5843.5%3.5%45.4360.5%3.8%
55Δ45.9958.8%3.3%
60Δ46.5457.1%2.9%
65Δ47.1055.4%2.5%
70Δ47.6653.7%2.0%
75Δ48.2152.0%1.6%
80Δ48.7750.3%1.2%

20Δ

Calls
Pseudo strike
49.83
IV
65.1%
B/E move
11.4%
Puts
Pseudo strike
39.20
IV
113.7%
B/E move
15.5%

25Δ

Calls
Pseudo strike
49.12
IV
61.5%
B/E move
10.1%
Puts
Pseudo strike
40.58
IV
106.1%
B/E move
12.8%

30Δ

Calls
Pseudo strike
48.41
IV
57.9%
B/E move
8.8%
Puts
Pseudo strike
41.63
IV
95.6%
B/E move
10.8%

35Δ

Calls
Pseudo strike
47.70
IV
54.3%
B/E move
7.5%
Puts
Pseudo strike
42.67
IV
85.1%
B/E move
8.7%

40Δ

Calls
Pseudo strike
47.00
IV
50.7%
B/E move
6.1%
Puts
Pseudo strike
43.72
IV
74.7%
B/E move
6.6%

45Δ

Calls
Pseudo strike
46.29
IV
47.1%
B/E move
4.8%
Puts
Pseudo strike
44.77
IV
64.2%
B/E move
4.6%

50Δ

Calls
Pseudo strike
45.58
IV
43.5%
B/E move
3.5%
Puts
Pseudo strike
45.43
IV
60.5%
B/E move
3.8%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
45.99
IV
58.8%
B/E move
3.3%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
46.54
IV
57.1%
B/E move
2.9%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
47.10
IV
55.4%
B/E move
2.5%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
47.66
IV
53.7%
B/E move
2.0%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
48.21
IV
52.0%
B/E move
1.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
48.77
IV
50.3%
B/E move
1.2%

Options history

IV · four-Friday blend45.45%
Daily EOD
BSY41.4%43.6%45.8%2026-10-19: 44.05%2026-10-20: 43.90%2026-10-21: 43.49%2026-10-22: 41.81%2026-10-23: 45.27%2026-10-26: 45.00%2026-10-27: 43.32%2026-10-28: 42.25%2026-10-29: 41.68%2026-10-30: 45.45%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
44.05%
43.90%
43.49%
41.81%
45.27%
45.00%
43.32%
42.25%
41.68%
45.45%