BHE Options History — February 2021 In February 2021, BHE traded between $26.39 and $28.93. ATM implied volatility averaged 46.0%, placing in the 23.2% IV rank vs the trailing year. The 30-day expected move averaged 12.9%. IV traded above realized volatility by 10.9% (HV 20d: 35.1%). Max pain ranged from $25.00 to $30.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 4 of 19 days. Put/call ratio averaged 0.03.
Notable Days 2021-02-26 : Highest Volume — 41 contracts2021-02-12 : Largest IV spike — 36.9% change2021-02-01 : Highest IV Rank — 43.2%2021-02-01 : Largest Expected Move — 20.1%Monthly Statistics Metric Avg Min Max Open Close Price $27.87 $26.39 $28.93 $26.39 $28.49 Max Pain $25.26 $25.00 $30.00 $25.00 $25.00 ATM IV 46.0% 29.7% 70.0% 70.0% 47.5% Expected Move 12.9% 8.5% 20.1% 20.1% 13.6% HV 20d 35.1% 32.9% 39.0% 37.6% 33.0% HV 60d 35.9% 34.4% 39.9% 39.9% 34.8% IV Rank 23.2% 9.6% 43.2% 43.2% 24.4% IV Percentile 34.1% 4.0% 76.2% 76.2% 38.1% Term Structure -6.6% -31.2% 10.2% -31.2% -9.6% VWIV 49.1% 43.2% 55.1% 55.1% 43.2% Skew 25d 11.9% -7.7% 37.1% 10.9% -0.7% Skew 10d 14.6% -23.0% 38.9% -9.9% 3.8% Call IV 25d 40.4% 27.6% 55.8% 44.1% 43.3% Put IV 25d 52.2% 42.6% 67.9% 55.1% 42.6% Bid-Ask Spread % 119.66 107.60 129.71 129.71 118.99 Gamma HHI 0.78 0.68 0.88 0.77 0.70 Net GEX 16.2K 10.8K 19.8K 10.8K 17.4K Net DEX -287.7K -334.4K -193.3K -193.3K -324.3K Net VEX -979 -1.0K -897 -897 -929 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.03 0.00 0.44 0.00 0.03 Total Volume 9.368 0 41 0 41 Total OI 290.632 266 325 272 274
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 2021-02-01 $26.39 $25.00 70.0% 20.1% 37.6% 43.2% 0.0% 10.9% -31.2% 10.8K -193.3K -897 0.00 129.71 N/A N/A 0 0 260 12 2021-02-02 $27.21 $25.00 64.2% 18.4% 39.0% 38.4% 0.0% 37.1% -8.9% 13.4K -234.8K -965 0.00 121.50 N/A N/A 1 0 260 12 2021-02-03 $26.86 $25.00 54.5% 15.6% 37.5% 30.3% 0.0% -7.7% -8.2% 12.8K -212.8K -914 0.00 127.34 N/A N/A 0 0 260 12 2021-02-04 $27.55 $30.00 53.8% 14.5% 34.3% 29.7% 55.1% 4.5% -6.4% 15.8K -276.1K -1.0K 0.44 111.29 N/A N/A 25 11 260 12 2021-02-05 $27.36 $25.00 58.4% 12.5% 34.1% 33.5% 0.0% 11.7% -7.9% 14.5K -263.0K -1.0K 0.00 124.85 N/A N/A 18 0 280 22 2021-02-08 $28.36 $25.00 47.5% 13.1% 36.4% 24.4% 0.0% 15.5% -21.0% 18.9K -318.8K -1.0K 0.00 107.60 N/A N/A 1 0 275 22 2021-02-09 $28.10 $25.00 37.2% 11.4% 36.5% 15.9% 43.2% 8.8% -4.2% 18.7K -285.6K -1.0K 0.00 111.98 N/A N/A 1 0 276 22 2021-02-10 $27.63 $25.00 49.2% 14.1% 36.5% 25.9% 0.0% 16.0% -13.3% 15.2K -264.0K -1.0K 0.00 110.67 N/A N/A 5 0 277 22 2021-02-11 $27.77 $25.00 36.7% 10.5% 35.3% 15.5% 0.0% 12.1% -2.5% 16.7K -275.1K -1.0K 0.00 115.22 N/A N/A 0 0 277 22 2021-02-12 $27.91 $25.00 50.3% 14.4% 34.7% 26.8% 0.0% 13.8% -11.7% 16.7K -290.3K -1.0K 0.00 123.30 N/A N/A 40 0 277 22 2021-02-16 $28.10 $25.00 50.6% 14.5% 33.7% 27.1% 0.0% 4.5% -6.8% 18.3K -334.4K -1.0K 0.00 123.43 N/A N/A 0 0 301 22 2021-02-17 $28.01 $25.00 48.5% 13.9% 33.7% 25.3% 0.0% -6.7% -9.2% 19.5K -327.0K -1.0K 0.00 112.46 N/A N/A 2 0 301 22 2021-02-18 $27.84 $25.00 36.9% 10.6% 33.8% 15.6% 0.0% 13.1% 6.3% 14.0K -281.7K -973 0.00 123.86 N/A N/A 20 0 303 22 2021-02-19 $28.50 $25.00 34.1% 9.8% 34.4% 13.2% 0.0% 16.0% -5.2% 16.8K -327.5K -970 0.00 117.37 N/A N/A 5 0 303 22 2021-02-22 $28.40 $25.00 29.7% 8.5% 34.4% 9.6% 0.0% 26.3% 3.1% 13.8K -326.3K -961 0.00 120.50 N/A N/A 1 0 248 18 2021-02-23 $27.98 $25.00 31.7% 9.1% 35.0% 11.3% 0.0% 14.2% 10.2% 15.9K -277.1K -909 0.00 124.83 N/A N/A 0 0 249 18 2021-02-24 $28.93 $25.00 31.4% 9.0% 33.9% 11.0% 0.0% 22.9% 3.8% 19.8K -331.9K -947 0.00 126.34 N/A N/A 1 0 249 19 2021-02-25 $28.12 $25.00 41.6% 11.9% 32.9% 19.5% 0.0% 13.3% -2.2% 18.1K -321.5K -911 0.00 122.34 N/A N/A 6 0 250 19 2021-02-26 $28.49 $25.00 47.5% 13.6% 33.0% 24.4% 0.0% -0.7% -9.6% 17.4K -324.3K -929 0.03 118.99 N/A N/A 40 1 255 19
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