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Bentley Systems, Incorporated Class B Common Stock BSY

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Market datapartial · fetched 2026-10-22T05:16:31.571Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T22:46:33.931011573Z

FundamentalsAlpha Vantage · unavailable

Share price$39.47
1D+1.8%
AH$37.60$37.92$38.23$38.54$38.865:30 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$0.04$4.49$8.93$13.38$17.83$28.72$33.37$38.02$42.67$47.3220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BSY spot · $39.47BSY PRICE$0.52$0.67$0.81$0.96$1.10$1.25$1.52$1.94$2.36$2.77$3.19$3.61$4.03$0.90$1.18$1.55$1.92$2.29$2.66$3.15$4.04$4.93$5.82$6.71$10.08$16.55
PutsExpensive1.57×
CallsCheap0.69×
SkewBearish+33.08 pp
Implied moveBearish±$4.67
TiltBearish42.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ44.5944.0%14.3%34.1768.4%15.7%
25Δ43.7642.2%12.6%35.6861.5%12.6%
30Δ42.9340.4%10.8%36.5861.5%11.2%
35Δ42.1038.6%9.1%37.4961.5%9.9%
40Δ41.2736.8%7.4%38.3961.5%8.5%
45Δ40.4435.0%5.6%39.3061.5%7.2%
50Δ39.7234.2%4.5%40.2662.1%6.0%
55Δ39.1234.6%4.0%41.4364.5%5.3%
60Δ38.5234.9%3.6%42.6066.9%4.5%
65Δ37.9235.2%3.1%43.7869.3%3.8%
70Δ37.3135.5%2.6%44.9571.7%3.1%
75Δ36.7135.9%2.2%48.4387.2%2.8%
80Δ36.1136.2%1.7%54.95115.7%2.7%

20Δ

Calls
Pseudo strike
44.59
IV
44.0%
B/E move
14.3%
Puts
Pseudo strike
34.17
IV
68.4%
B/E move
15.7%

25Δ

Calls
Pseudo strike
43.76
IV
42.2%
B/E move
12.6%
Puts
Pseudo strike
35.68
IV
61.5%
B/E move
12.6%

30Δ

Calls
Pseudo strike
42.93
IV
40.4%
B/E move
10.8%
Puts
Pseudo strike
36.58
IV
61.5%
B/E move
11.2%

35Δ

Calls
Pseudo strike
42.10
IV
38.6%
B/E move
9.1%
Puts
Pseudo strike
37.49
IV
61.5%
B/E move
9.9%

40Δ

Calls
Pseudo strike
41.27
IV
36.8%
B/E move
7.4%
Puts
Pseudo strike
38.39
IV
61.5%
B/E move
8.5%

45Δ

Calls
Pseudo strike
40.44
IV
35.0%
B/E move
5.6%
Puts
Pseudo strike
39.30
IV
61.5%
B/E move
7.2%

50Δ

Calls
Pseudo strike
39.72
IV
34.2%
B/E move
4.5%
Puts
Pseudo strike
40.26
IV
62.1%
B/E move
6.0%

55Δ

Calls
Pseudo strike
39.12
IV
34.6%
B/E move
4.0%
Puts
Pseudo strike
41.43
IV
64.5%
B/E move
5.3%

60Δ

Calls
Pseudo strike
38.52
IV
34.9%
B/E move
3.6%
Puts
Pseudo strike
42.60
IV
66.9%
B/E move
4.5%

65Δ

Calls
Pseudo strike
37.92
IV
35.2%
B/E move
3.1%
Puts
Pseudo strike
43.78
IV
69.3%
B/E move
3.8%

70Δ

Calls
Pseudo strike
37.31
IV
35.5%
B/E move
2.6%
Puts
Pseudo strike
44.95
IV
71.7%
B/E move
3.1%

75Δ

Calls
Pseudo strike
36.71
IV
35.9%
B/E move
2.2%
Puts
Pseudo strike
48.43
IV
87.2%
B/E move
2.8%

80Δ

Calls
Pseudo strike
36.11
IV
36.2%
B/E move
1.7%
Puts
Pseudo strike
54.95
IV
115.7%
B/E move
2.7%

Options history

No recorded observations