BHE Options History — February 2019 In February 2019, BHE traded between $25.48 and $28.23. ATM implied volatility averaged 25.9%, placing in the 21.8% IV rank vs the trailing year. The 30-day expected move averaged 6.6%. IV traded above realized volatility by 6.0% (HV 20d: 19.9%). Max pain ranged from $30.00 to $30.00. Net GEX was positive for 3 of 19 trading days. Term structure was in contango for 13 of 19 days. Put/call ratio averaged 0.66.
Notable Days 2019-02-27 : Highest Volume — 103 contracts2019-02-11 : Largest IV drop — 42.1% change2019-02-05 : Highest IV Rank — 76.4%2019-02-07 : Largest Expected Move — 11.7%Monthly Statistics Metric Avg Min Max Open Close Price $27.41 $25.48 $28.23 $25.48 $27.44 Max Pain $30.00 $30.00 $30.00 $30.00 $30.00 ATM IV 25.9% 13.8% 59.2% 52.2% 24.4% Expected Move 6.6% 4.0% 11.7% 10.6% 7.0% HV 20d 19.9% 12.9% 30.1% 30.1% 16.6% HV 60d 30.0% 29.3% 31.1% 30.8% 29.6% IV Rank 21.8% 1.9% 76.4% 65.0% 19.3% IV Percentile 32.4% 0.8% 98.8% 98.0% 35.3% Term Structure 5.1% -4.8% 11.7% -3.1% 0.8% VWIV 20.5% 15.8% 39.2% 39.2% 23.8% Skew 25d 3.0% -3.7% 15.2% 2.3% -0.6% Skew 10d 4.8% -6.3% 19.9% 0.5% -0.5% Call IV 25d 22.6% 14.7% 38.6% 38.6% 22.9% Put IV 25d 25.6% 16.3% 41.0% 41.0% 22.3% Bid-Ask Spread % 66.61 32.87 106.76 88.77 50.51 Gamma HHI 0.44 0.36 0.58 0.48 0.45 Net GEX -4.9K -16.4K 9.9K -16.4K 4.6K Net DEX -128.7K -265.2K 134.1K 134.1K -163.2K Net VEX -1.4K -1.9K -1.1K -1.8K -1.5K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.66 0.00 2.50 2.46 0.02 Total Volume 48.842 2 103 90 103 Total OI 605 526 690 553 642
Daily Data (19 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2019-02-01 $25.48 $0.00 52.2% 10.6% 30.1% 65.0% 39.2% 2.3% -3.1% -16.4K 134.1K -1.8K 2.46 88.77 N/A N/A 26 64 111 442 2019-02-04 $25.78 $30.00 58.8% 10.6% 29.2% 75.8% 0.0% 11.4% -0.9% -15.6K 108.5K -1.7K 0.00 87.56 N/A N/A 2 0 114 442 2019-02-05 $26.24 $30.00 59.2% 11.0% 23.0% 76.4% 0.0% 4.3% -2.8% -14.4K 63.1K -1.7K 0.00 68.12 N/A N/A 42 0 116 442 2019-02-06 $26.55 $30.00 39.3% 11.3% 21.8% 43.8% 0.0% 5.2% -4.8% -11.9K -29.5K -1.9K 0.00 73.79 N/A N/A 10 0 156 442 2019-02-07 $27.06 $30.00 40.7% 11.7% 21.8% 46.1% 0.0% 3.6% -4.6% -11.8K -95.9K -1.7K 2.20 57.93 N/A N/A 10 22 166 442 2019-02-08 $27.45 $30.00 28.5% 8.2% 21.8% 26.1% 19.2% 0.9% -2.5% -6.2K -234.4K -1.2K 2.47 96.27 N/A N/A 15 37 174 461 2019-02-11 $27.51 $30.00 16.5% 4.7% 22.0% 6.4% 25.8% 15.2% 11.1% -9.4K -143.8K -1.6K 2.50 89.64 N/A N/A 4 10 179 473 2019-02-12 $27.54 $30.00 14.1% 4.0% 21.3% 2.5% 15.9% 0.8% 11.2% -7.8K -207.4K -1.2K 0.31 99.84 N/A N/A 42 13 179 478 2019-02-13 $27.98 $30.00 14.6% 4.2% 21.1% 3.2% 17.0% 3.2% 10.9% -3.8K -257.1K -1.2K 0.31 106.76 N/A N/A 42 13 211 479 2019-02-14 $27.88 $30.00 15.3% 4.4% 21.4% 4.4% 17.1% 1.6% 10.8% -3.4K -252.7K -1.3K 0.31 99.64 N/A N/A 42 13 211 479 2019-02-15 $27.96 $30.00 13.8% 4.0% 20.8% 1.9% 16.1% -0.2% 11.7% -2.8K -265.2K -1.2K 0.27 94.77 N/A N/A 49 13 211 479 2019-02-19 $27.80 $30.00 14.2% 4.1% 19.6% 2.6% 0.0% 1.7% 10.1% -3.7K -112.9K -1.3K 0.00 32.87 N/A N/A 3 0 146 380 2019-02-20 $28.06 $30.00 14.7% 4.2% 15.7% 3.4% 16.6% 3.0% 11.1% -2.9K -131.2K -1.2K 0.13 34.17 N/A N/A 16 2 146 380 2019-02-21 $27.94 $30.00 14.7% 4.2% 15.1% 3.4% 15.8% 0.2% 9.0% -2.1K -127.0K -1.3K 0.31 36.38 N/A N/A 16 5 158 382 2019-02-22 $28.23 $30.00 19.8% 5.7% 13.7% 11.8% 18.0% -3.7% 1.3% -395 -166.1K -1.1K 1.25 41.24 N/A N/A 4 5 158 385 2019-02-25 $28.23 $30.00 16.5% 4.7% 12.9% 6.3% 0.0% 2.8% 9.5% -379 -164.1K -1.1K 0.00 38.13 N/A N/A 101 0 158 385 2019-02-26 $28.05 $30.00 16.0% 4.6% 13.7% 5.6% 0.0% 3.3% 10.2% 9.9K -227.9K -1.4K 0.00 34.67 N/A N/A 101 0 259 385 2019-02-27 $27.55 $30.00 19.4% 5.5% 16.3% 11.0% 21.8% 1.7% 7.5% 6.1K -172.0K -1.5K 0.02 34.59 N/A N/A 101 2 259 385 2019-02-28 $27.44 $30.00 24.4% 7.0% 16.6% 19.3% 23.8% -0.6% 0.8% 4.6K -163.2K -1.5K 0.02 50.51 N/A N/A 101 2 259 383
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