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Bentley Systems, Incorporated Class B Common Stock BSY

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Market datapartial · fetched 2026-10-22T13:07:10.021Z

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 · 2026-10-22T12:54:44.170598088Z

FundamentalsAlpha Vantage · unavailable

Share price$37.71
1D-1.4%
$37.67$37.83$37.98$38.14$38.295:30 AM6:30 AM9:00 AM1:00 PMBSY
Sold putSold call

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$0.43$2.29$4.15$6.01$7.87$28.82$33.21$37.59$41.98$46.3720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BSY spot · $37.71BSY PRICE$0.63$0.82$1.02$1.22$1.58$2.16$2.74$3.32$3.90$4.47$5.25$6.29$7.33$0.91$0.90$1.08$1.32$1.57$1.82$2.06$2.31$2.55$2.80
PutsFair0.99×
CallsExpensive1.19×
SkewBullish-17.35 pp
Implied moveBullish±$4.80
TiltBullish40.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ43.9954.9%18.3%32.0375.4%17.5%
25Δ42.8753.9%15.8%34.3554.9%11.3%
30Δ41.7453.0%13.4%35.4348.2%8.9%
35Δ40.6252.0%10.9%36.0346.8%8.0%
40Δ39.6353.5%9.3%36.6345.4%7.0%
45Δ38.8057.9%8.6%37.2344.1%6.1%
50Δ37.9662.4%7.9%37.8342.7%5.2%
55Δ37.1366.9%7.3%38.4341.4%4.2%
60Δ36.3071.4%6.6%39.0340.0%3.3%
65Δ35.4775.9%5.9%39.6338.7%2.3%
70Δ34.4079.4%5.1%
75Δ33.0181.6%4.2%
80Δ31.6283.8%3.3%

20Δ

Calls
Pseudo strike
43.99
IV
54.9%
B/E move
18.3%
Puts
Pseudo strike
32.03
IV
75.4%
B/E move
17.5%

25Δ

Calls
Pseudo strike
42.87
IV
53.9%
B/E move
15.8%
Puts
Pseudo strike
34.35
IV
54.9%
B/E move
11.3%

30Δ

Calls
Pseudo strike
41.74
IV
53.0%
B/E move
13.4%
Puts
Pseudo strike
35.43
IV
48.2%
B/E move
8.9%

35Δ

Calls
Pseudo strike
40.62
IV
52.0%
B/E move
10.9%
Puts
Pseudo strike
36.03
IV
46.8%
B/E move
8.0%

40Δ

Calls
Pseudo strike
39.63
IV
53.5%
B/E move
9.3%
Puts
Pseudo strike
36.63
IV
45.4%
B/E move
7.0%

45Δ

Calls
Pseudo strike
38.80
IV
57.9%
B/E move
8.6%
Puts
Pseudo strike
37.23
IV
44.1%
B/E move
6.1%

50Δ

Calls
Pseudo strike
37.96
IV
62.4%
B/E move
7.9%
Puts
Pseudo strike
37.83
IV
42.7%
B/E move
5.2%

55Δ

Calls
Pseudo strike
37.13
IV
66.9%
B/E move
7.3%
Puts
Pseudo strike
38.43
IV
41.4%
B/E move
4.2%

60Δ

Calls
Pseudo strike
36.30
IV
71.4%
B/E move
6.6%
Puts
Pseudo strike
39.03
IV
40.0%
B/E move
3.3%

65Δ

Calls
Pseudo strike
35.47
IV
75.9%
B/E move
5.9%
Puts
Pseudo strike
39.63
IV
38.7%
B/E move
2.3%

70Δ

Calls
Pseudo strike
34.40
IV
79.4%
B/E move
5.1%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
33.01
IV
81.6%
B/E move
4.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
31.62
IV
83.8%
B/E move
3.3%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations