BHE Options History — July 2021 In July 2021, BHE traded between $24.71 and $28.61. ATM implied volatility averaged 51.5%, placing in the 40.1% IV rank vs the trailing year. The 30-day expected move averaged 13.2%. IV traded above realized volatility by 28.4% (HV 20d: 23.1%). Max pain ranged from $25.00 to $25.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 7.07.
Notable Days 2021-07-22 : Highest Volume — 132 contracts2021-07-02 : Largest IV spike — 65.1% change2021-07-13 : Highest IV Rank — 73.0%2021-07-15 : Largest Expected Move — 16.4%Monthly Statistics Metric Avg Min Max Open Close Price $26.25 $24.71 $28.61 $28.61 $26.41 Max Pain $25.00 $25.00 $25.00 $25.00 $25.00 ATM IV 51.5% 26.9% 80.7% 26.9% 39.3% Expected Move 13.2% 7.7% 16.4% 7.7% 11.3% HV 20d 23.1% 17.1% 36.1% 17.3% 36.1% HV 60d 23.4% 21.3% 26.5% 21.3% 26.4% IV Rank 40.1% 6.0% 73.0% 6.0% 25.1% IV Percentile 64.9% 2.0% 97.2% 2.0% 27.0% Term Structure -6.3% -19.5% 20.6% 20.6% -5.8% VWIV 54.9% 43.8% 71.9% 71.9% 43.8% Skew 25d 7.2% -17.2% 21.6% 17.6% 9.4% Skew 10d 15.3% -9.0% 43.6% 6.1% 9.1% Call IV 25d 40.9% 20.7% 62.0% 20.7% 29.9% Put IV 25d 48.1% 37.1% 59.8% 38.3% 39.2% Bid-Ask Spread % 105.30 65.51 118.74 99.71 109.14 Gamma HHI 0.82 0.70 0.95 0.95 0.82 Net GEX 7.6K 3.2K 18.8K 18.8K 6.1K Net DEX -100.9K -211.5K -21.0K -174.6K -107.4K Net VEX -682 -1.0K -309 -1.0K -669 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 7.07 0.00 65.00 3.00 0.25 Total Volume 11.81 0 132 0 0 Total OI 287.286 150 343 314 305
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 2021-07-01 $28.61 $25.00 26.9% 7.7% 17.3% 6.0% 0.0% 17.6% 20.6% 18.8K -174.6K -1.0K 0.00 99.71 N/A N/A 0 0 288 26 2021-07-02 $27.97 $25.00 44.3% 12.7% 17.1% 25.5% 0.0% -16.4% -6.1% 13.4K -184.2K -1.0K 0.00 118.74 N/A N/A 0 0 288 27 2021-07-06 $27.23 $25.00 57.2% 14.0% 18.8% 39.8% 0.0% 14.8% -10.0% 11.6K -113.9K -857 3.00 109.30 N/A N/A 5 15 288 26 2021-07-07 $27.19 $25.00 80.7% 14.6% 18.0% 66.0% 0.0% 11.6% -13.9% 12.3K -211.5K -928 0.00 116.94 N/A N/A 11 0 293 11 2021-07-08 $26.66 $25.00 55.7% 12.3% 17.9% 38.9% 0.0% 16.4% 6.0% 9.5K -113.1K -753 0.00 103.08 N/A N/A 0 29 303 11 2021-07-09 $27.15 $25.00 60.4% 11.9% 20.0% 44.4% 0.0% 12.8% -11.0% 10.6K -139.4K -857 0.00 105.58 N/A N/A 0 0 303 40 2021-07-12 $27.15 $25.00 67.4% 12.5% 19.8% 50.0% 0.0% -4.1% -7.7% 9.8K -116.4K -738 0.00 96.74 N/A N/A 0 0 303 40 2021-07-13 $27.02 $25.00 73.6% 15.5% 19.6% 73.0% 0.0% 16.8% -12.3% 9.0K -115.0K -728 0.00 102.07 N/A N/A 20 0 303 40 2021-07-14 $26.53 $25.00 36.0% 10.3% 20.2% 16.3% 0.0% -1.7% 3.0% 5.5K -116.8K -724 0.00 111.07 N/A N/A 0 0 302 40 2021-07-15 $25.89 $25.00 57.4% 16.4% 21.0% 51.9% 0.0% 7.2% 8.4% 5.2K -68.7K -560 0.00 114.59 N/A N/A 0 0 302 40 2021-07-16 $25.44 $25.00 52.9% 15.2% 21.3% 44.6% 71.9% 5.6% -6.6% 4.7K -78.9K -585 0.33 112.66 N/A N/A 3 1 302 40 2021-07-19 $24.91 $25.00 48.3% 13.9% 20.8% 40.4% 48.3% 6.5% -13.8% 3.2K -21.0K -309 1.00 104.90 N/A N/A 1 1 141 9 2021-07-20 $25.61 $25.00 42.2% 12.1% 23.3% 29.6% 0.0% 21.6% -8.1% 4.7K -76.8K -607 0.11 105.74 N/A N/A 9 1 142 10 2021-07-21 $25.82 $25.00 52.5% 15.1% 23.8% 47.7% 0.0% 3.0% -19.5% 5.4K -72.2K -610 0.00 114.99 N/A N/A 0 0 151 11 2021-07-22 $24.84 $25.00 50.8% 14.6% 26.6% 46.0% 69.3% 6.9% -12.6% 4.5K -55.3K -517 65.00 114.36 N/A N/A 2 130 151 11 2021-07-23 $24.97 $25.00 48.2% 13.8% 26.2% 41.2% 46.9% 9.8% -9.3% 4.7K -72.0K -567 0.00 102.63 N/A N/A 0 4 153 141 2021-07-26 $25.20 $25.00 45.7% 13.1% 26.5% 36.7% 51.0% 11.8% -7.6% 4.6K -52.8K -500 0.00 91.75 N/A N/A 0 1 153 141 2021-07-27 $24.71 $25.00 52.9% 15.2% 26.7% 49.8% 52.9% 9.7% -11.8% 4.0K -49.4K -497 1.00 97.54 N/A N/A 1 1 153 145 2021-07-28 $25.26 $25.00 45.5% 13.1% 28.7% 36.4% 0.0% 10.2% -5.1% 4.6K -78.3K -599 0.00 65.51 N/A N/A 3 0 153 146 2021-07-29 $26.70 $25.00 43.8% 12.6% 36.1% 33.3% 43.8% -17.2% -10.0% 6.7K -102.0K -656 0.25 114.25 N/A N/A 8 2 154 147 2021-07-30 $26.41 $25.00 39.3% 11.3% 36.1% 25.1% 0.0% 9.4% -5.8% 6.1K -107.4K -669 0.00 109.14 N/A N/A 0 0 157 148
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