BHE Options History — April 2019 In April 2019, BHE traded between $26.95 and $30.00. ATM implied volatility averaged 29.8%, placing in the 28.2% IV rank vs the trailing year. The 30-day expected move averaged 9.1%. IV traded above realized volatility by 7.1% (HV 20d: 22.6%). Max pain ranged from $25.00 to $30.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 0.65.
Notable Days 2019-04-26 : Highest Volume — 84 contracts2019-04-03 : Largest IV spike — 69.7% change2019-04-22 : Highest IV Rank — 40.5%2019-04-22 : Largest Expected Move — 10.7%Monthly Statistics Metric Avg Min Max Open Close Price $28.41 $26.95 $30.00 $26.96 $26.96 Max Pain $28.64 $25.00 $30.00 $30.00 $25.00 ATM IV 29.8% 20.5% 37.3% 23.1% 27.8% Expected Move 9.1% 5.9% 10.7% 10.1% 8.0% HV 20d 22.6% 14.3% 42.1% 20.9% 41.4% HV 60d 21.4% 17.4% 28.1% 23.7% 27.9% IV Rank 28.2% 12.9% 40.5% 17.3% 24.9% IV Percentile 52.7% 18.3% 78.2% 30.6% 46.8% Term Structure -1.9% -8.1% 11.9% 10.6% 2.2% VWIV 30.3% 21.8% 37.7% 32.7% 24.1% Skew 25d 2.4% -8.8% 15.3% -6.0% 2.2% Skew 10d 4.4% -11.2% 24.7% -7.6% 5.0% Call IV 25d 31.6% 21.8% 39.6% 28.9% 27.9% Put IV 25d 34.0% 18.4% 45.4% 23.0% 30.1% Bid-Ask Spread % 83.91 63.15 100.09 65.40 100.09 Gamma HHI 0.65 0.37 0.91 0.59 0.51 Net GEX 19.5K 3.6K 68.2K 4.5K 6.8K Net DEX -245.9K -427.9K -81.6K -178.9K -153.6K Net VEX -515 -645 -396 -505 -472 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.65 0.00 1.50 0.00 0.00 Total Volume 15.333 0 84 0 10 Total OI 445.524 107 594 577 190
Daily Data (21 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 2019-04-01 $26.96 $0.00 23.1% 10.1% 20.9% 17.3% 0.0% -6.0% 10.6% 4.5K -178.9K -505 0.00 65.40 N/A N/A 0 0 255 322 2019-04-02 $26.95 $0.00 20.6% 10.2% 20.9% 13.1% 0.0% -8.8% 11.9% 3.6K -178.1K -461 0.00 63.15 N/A N/A 0 0 255 322 2019-04-03 $27.24 $0.00 34.9% 9.8% 20.4% 36.6% 0.0% -0.1% 5.7% 9.8K -203.9K -645 0.00 97.90 N/A N/A 0 0 255 322 2019-04-04 $27.72 $0.00 30.1% 7.8% 18.8% 28.8% 0.0% 4.8% -5.4% 14.5K -227.6K -574 0.00 91.55 N/A N/A 0 0 255 322 2019-04-05 $28.22 $0.00 21.7% 8.6% 19.5% 14.9% 0.0% 5.0% -4.3% 19.6K -257.3K -518 0.00 71.25 N/A N/A 0 0 255 322 2019-04-08 $28.48 $0.00 22.7% 8.8% 19.2% 16.5% 0.0% 5.3% -4.0% 23.7K -270.5K -522 0.00 76.09 N/A N/A 0 0 255 322 2019-04-09 $28.35 $0.00 30.9% 8.8% 18.7% 30.0% 0.0% 5.1% -4.3% 22.3K -289.4K -566 0.00 81.72 N/A N/A 0 0 255 322 2019-04-10 $28.85 $0.00 30.6% 8.8% 19.3% 29.5% 0.0% 5.3% -5.0% 31.1K -315.6K -523 0.00 80.51 N/A N/A 10 0 255 322 2019-04-11 $28.97 $0.00 31.0% 8.9% 17.8% 30.1% 0.0% 7.1% -5.2% 34.6K -296.4K -537 0.00 72.77 N/A N/A 15 0 265 322 2019-04-12 $29.35 $0.00 32.7% 9.4% 17.9% 32.9% 32.7% -0.1% -3.9% 37.4K -393.3K -623 0.06 97.37 N/A N/A 16 1 270 322 2019-04-15 $29.32 $30.00 32.7% 9.4% 18.0% 32.9% 0.0% 6.4% -6.9% 51.2K -308.9K -509 0.00 72.16 N/A N/A 0 0 271 323 2019-04-16 $29.69 $30.00 33.7% 9.7% 17.6% 34.6% 0.0% 4.7% -5.5% 49.0K -427.9K -551 0.00 96.40 N/A N/A 0 0 271 323 2019-04-17 $29.70 $30.00 33.5% 9.6% 17.7% 34.3% 0.0% 4.7% -5.6% 68.2K -410.0K -536 0.00 95.59 N/A N/A 0 0 271 323 2019-04-18 $29.47 $30.00 33.6% 9.6% 18.1% 34.4% 0.0% 1.9% -5.8% 4.5K -248.8K -439 0.00 98.48 N/A N/A 0 0 271 323 2019-04-22 $29.28 $30.00 37.3% 10.7% 14.4% 40.5% 37.7% 7.6% 0.6% 4.4K -191.9K -396 1.28 74.40 N/A N/A 25 32 104 3 2019-04-23 $29.51 $30.00 36.9% 10.6% 14.3% 39.9% 37.7% 7.7% -8.1% 4.2K -193.3K -537 1.50 86.15 N/A N/A 2 3 129 35 2019-04-24 $30.00 $30.00 35.7% 10.2% 14.6% 37.9% 34.2% 15.3% -7.2% 4.5K -219.3K -526 1.06 64.60 N/A N/A 18 19 131 36 2019-04-25 $27.05 $30.00 34.5% 9.9% 41.9% 36.0% 30.8% -6.2% -8.0% 4.5K -81.6K -471 1.41 87.11 N/A N/A 32 45 139 45 2019-04-26 $27.37 $25.00 20.5% 5.9% 42.0% 12.9% 21.8% -3.4% 5.2% 5.7K -158.3K -446 1.15 98.34 N/A N/A 39 45 149 34 2019-04-29 $27.20 $25.00 20.8% 6.0% 42.1% 13.4% 23.6% -7.2% 4.0% 6.0K -158.9K -451 0.00 90.98 N/A N/A 10 0 156 34 2019-04-30 $26.96 $25.00 27.8% 8.0% 41.4% 24.9% 24.1% 2.2% 2.2% 6.8K -153.6K -472 0.00 100.09 N/A N/A 10 0 156 34
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