BHE Options History — November 2021 In November 2021, BHE traded between $23.62 and $26.24. ATM implied volatility averaged 43.3%, placing in the 39.4% IV rank vs the trailing year. The 30-day expected move averaged 11.7%. IV traded above realized volatility by 4.7% (HV 20d: 38.6%). Max pain ranged from $22.50 to $25.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 3.60.
Notable Days 2021-11-05 : Highest Volume — 310 contracts2021-11-09 : Largest IV spike — 70.8% change2021-11-26 : Highest IV Rank — 84.1%2021-11-26 : Largest Expected Move — 20.3%Monthly Statistics Metric Avg Min Max Open Close Price $25.49 $23.62 $26.24 $24.04 $23.62 Max Pain $22.86 $22.50 $25.00 $25.00 $22.50 ATM IV 43.3% 28.9% 70.9% 34.0% 56.8% Expected Move 11.7% 7.1% 20.3% 9.7% 16.3% HV 20d 38.6% 33.2% 41.2% 37.3% 33.2% HV 60d 29.3% 27.6% 31.5% 28.2% 31.4% IV Rank 39.4% 16.0% 84.1% 24.2% 61.3% IV Percentile 47.5% 5.2% 97.2% 14.7% 87.7% Term Structure -6.3% -37.8% 5.5% -0.5% -8.8% VWIV 42.8% 26.2% 84.5% 34.6% 62.3% Skew 25d 6.1% -3.3% 24.2% 9.0% 24.2% Skew 10d 9.6% -7.8% 34.0% 34.0% 0.0% Call IV 25d 37.7% 26.1% 57.3% 36.6% 47.1% Put IV 25d 43.8% 28.7% 71.3% 45.5% 71.3% Bid-Ask Spread % 112.10 96.74 130.82 106.72 127.27 Gamma HHI 0.35 0.26 0.50 0.30 0.28 Net GEX 3.2K 1.1K 5.7K 1.5K 1.1K Net DEX -58.3K -98.2K -10.6K -30.3K -10.6K Net VEX -361 -445 -252 -311 -252 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 3.60 0.66 6.05 4.84 0.69 Total Volume 237.762 96 310 292 100 Total OI 293.333 153 361 334 161
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 2021-11-01 $24.04 $25.00 34.0% 9.7% 37.3% 24.2% 34.6% 9.0% -0.5% 1.5K -30.3K -311 4.84 106.72 N/A N/A 50 242 110 224 2021-11-02 $24.26 $25.00 37.0% 10.6% 37.5% 29.1% 37.4% -1.1% 2.7% 2.1K -23.6K -318 3.78 103.38 N/A N/A 64 242 110 226 2021-11-03 $25.15 $25.00 42.1% 12.1% 40.0% 37.3% 44.5% 13.0% -7.9% 4.6K -75.7K -421 3.90 106.66 N/A N/A 62 242 135 226 2021-11-04 $25.51 $22.50 46.7% 7.1% 40.1% 44.8% 26.2% 14.0% 4.6% 4.8K -86.7K -435 6.05 107.20 N/A N/A 40 242 133 226 2021-11-05 $26.15 $22.50 45.1% 10.1% 41.2% 42.2% 36.1% 5.4% -6.3% 5.7K -98.2K -433 3.56 96.74 N/A N/A 68 242 129 226 2021-11-08 $26.01 $22.50 33.7% 11.0% 41.2% 23.7% 38.3% -1.3% -6.6% 3.2K -52.6K -361 4.75 104.86 N/A N/A 51 242 116 226 2021-11-09 $26.03 $22.50 57.5% 9.5% 40.7% 62.5% 32.7% -0.3% -1.9% 3.4K -63.1K -355 4.75 101.57 N/A N/A 51 242 118 226 2021-11-10 $26.14 $22.50 35.9% 10.3% 40.5% 27.4% 35.2% -1.8% -9.2% 2.9K -58.7K -312 4.17 99.41 N/A N/A 58 242 118 226 2021-11-11 $26.08 $22.50 35.2% 10.1% 40.0% 26.2% 34.7% -3.3% -3.6% 3.7K -62.2K -338 5.38 106.74 N/A N/A 45 242 122 226 2021-11-12 $26.24 $22.50 37.9% 10.9% 40.0% 30.6% 36.9% 3.7% 3.3% 3.5K -75.9K -445 5.26 113.61 N/A N/A 46 242 123 226 2021-11-15 $26.08 $22.50 28.9% 8.3% 39.0% 16.0% 27.9% 4.9% 0.5% 3.1K -63.2K -333 5.26 104.75 N/A N/A 46 242 125 226 2021-11-16 $26.12 $22.50 43.7% 12.5% 39.0% 40.1% 42.7% 16.5% -12.8% 3.4K -64.0K -346 5.38 107.54 N/A N/A 45 242 125 226 2021-11-17 $25.98 $22.50 47.1% 13.5% 39.0% 45.5% 39.6% 11.4% -7.0% 2.8K -59.5K -335 5.38 118.65 N/A N/A 45 242 126 226 2021-11-18 $25.88 $22.50 36.6% 10.5% 39.0% 28.5% 44.3% 9.0% 0.8% 3.4K -62.8K -365 5.38 113.42 N/A N/A 45 242 126 226 2021-11-19 $26.05 $22.50 35.0% 10.0% 38.6% 25.9% 35.5% 10.4% -2.7% 3.1K -67.4K -341 3.84 115.16 N/A N/A 63 242 126 226 2021-11-22 $25.88 $22.50 29.4% 8.4% 38.4% 16.9% 33.2% -3.3% 5.5% 3.4K -58.8K -350 0.66 114.47 N/A N/A 58 38 102 51 2021-11-23 $26.03 $22.50 45.2% 13.0% 38.4% 42.5% 52.3% 2.6% -21.5% 3.5K -58.0K -335 0.66 122.09 N/A N/A 58 38 103 51 2021-11-24 $26.07 $22.50 53.8% 15.4% 37.6% 56.4% 54.0% 5.2% -20.5% 3.2K -64.8K -390 0.66 126.55 N/A N/A 58 38 103 51 2021-11-26 $24.22 $22.50 70.9% 20.3% 34.3% 84.1% 84.5% 4.3% -37.8% 2.3K -49.6K -414 0.66 130.82 N/A N/A 58 38 103 51 2021-11-29 $23.77 $22.50 57.0% 16.4% 35.0% 61.7% 66.8% 5.0% -3.6% 1.9K -38.1K -395 0.69 126.42 N/A N/A 59 41 103 51 2021-11-30 $23.62 $22.50 56.8% 16.3% 33.2% 61.3% 62.3% 24.2% -8.8% 1.1K -10.6K -252 0.69 127.27 N/A N/A 59 41 106 55
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