BHE Options History — June 2022

In June 2022, BHE traded between $22.22 and $26.09. ATM implied volatility averaged 49.8%, placing in the 24.0% IV rank vs the trailing year. The 30-day expected move averaged 13.9%. IV traded above realized volatility by 10.5% (HV 20d: 39.2%). Max pain ranged from $22.50 to $25.00. Net GEX was positive for 19 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 0.59.

Notable Days

2022-06-02: Highest Volume — 41 contracts
2022-06-15: Largest IV spike — 38.8% change
2022-06-27: Highest IV Rank — 42.1%
2022-06-27: Largest Expected Move — 20.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$24.16	$22.22	$26.09	$25.44	$22.48
Max Pain	$24.88	$22.50	$25.00	$22.50	$25.00
ATM IV	49.8%	27.8%	73.0%	36.3%	63.9%
Expected Move	13.9%	8.0%	20.9%	10.4%	18.3%
HV 20d	39.2%	27.5%	49.1%	33.9%	49.1%
HV 60d	33.8%	29.3%	38.2%	29.3%	38.2%
IV Rank	24.0%	6.9%	42.1%	13.4%	35.0%
IV Percentile	57.6%	4.0%	95.2%	20.6%	86.9%
Term Structure	-7.2%	-67.4%	17.1%	6.2%	-67.4%
VWIV	48.8%	23.7%	97.7%	41.5%	97.7%
Skew 25d	10.3%	-19.9%	34.2%	-1.0%	-11.1%
Skew 10d	7.3%	-42.7%	42.3%	0.3%	-40.6%
Call IV 25d	42.1%	24.3%	67.5%	39.9%	67.0%
Put IV 25d	52.4%	33.0%	74.8%	38.9%	56.0%
Bid-Ask Spread %	122.32	111.42	134.44	127.92	122.77
Gamma HHI	0.67	0.26	0.95	0.86	0.26
Net GEX	5.6K	-90	17.3K	10.0K	130
Net DEX	-62.6K	-149.3K	10.3K	-114.4K	10.3K
Net VEX	-176	-287	-104	-287	-111
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.59	0.23	0.82	0.82	0.32
Total Volume	35.476	24	41	40	29
Total OI	101.429	46	134	132	53

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
2022-06-01	$25.44	$22.50	36.3%	10.4%	33.9%	13.4%	41.5%	-1.0%	6.2%	10.0K	-114.4K	-287	0.82	127.92	N/A	N/A	22	18	106	26
2022-06-02	$25.90	$25.00	36.6%	12.9%	32.9%	13.7%	36.7%	6.2%	-14.0%	9.8K	-141.5K	-275	0.78	117.93	N/A	N/A	23	18	106	26
2022-06-03	$25.69	$25.00	45.7%	13.2%	32.3%	20.8%	27.0%	22.7%	-11.0%	8.1K	-149.3K	-274	0.78	111.42	N/A	N/A	23	18	108	26
2022-06-06	$26.09	$25.00	52.1%	8.5%	32.4%	25.8%	23.7%	8.7%	4.8%	9.1K	-145.4K	-242	0.78	114.55	N/A	N/A	23	18	108	26
2022-06-07	$25.99	$25.00	42.9%	8.9%	32.3%	18.6%	24.4%	8.5%	-5.9%	9.3K	-143.1K	-226	0.78	118.77	N/A	N/A	23	18	108	26
2022-06-08	$25.55	$25.00	36.1%	10.4%	32.9%	13.3%	27.7%	9.4%	-1.8%	9.1K	-141.8K	-207	0.78	126.31	N/A	N/A	23	18	108	26
2022-06-09	$25.74	$25.00	27.8%	8.0%	32.9%	6.9%	24.2%	18.4%	-1.1%	17.3K	-136.2K	-199	0.78	119.46	N/A	N/A	23	18	108	26
2022-06-10	$25.46	$25.00	34.8%	10.0%	27.5%	12.3%	30.1%	7.9%	-3.5%	8.0K	-112.5K	-236	0.78	116.25	N/A	N/A	23	18	108	26
2022-06-13	$24.17	$25.00	38.6%	11.1%	32.7%	15.3%	33.6%	30.3%	-6.8%	9.7K	-95.0K	-214	0.78	115.08	N/A	N/A	23	18	108	26
2022-06-14	$24.47	$25.00	40.1%	11.5%	32.9%	16.4%	34.5%	18.8%	4.2%	13.6K	-82.8K	-182	0.78	119.72	N/A	N/A	23	18	108	26
2022-06-15	$24.92	$25.00	55.7%	16.0%	30.0%	28.6%	37.0%	34.2%	-15.7%	7.4K	-91.3K	-194	0.78	111.73	N/A	N/A	23	18	108	26
2022-06-16	$22.53	$25.00	62.2%	17.8%	46.6%	33.7%	47.2%	11.4%	-21.1%	4.1K	-28.6K	-150	0.78	127.21	N/A	N/A	23	18	108	26
2022-06-17	$22.66	$25.00	49.1%	14.1%	45.4%	23.5%	64.5%	16.5%	-10.8%	562	8.9K	-104	0.78	127.51	N/A	N/A	23	18	108	25
2022-06-21	$23.12	$25.00	51.2%	14.7%	46.0%	25.1%	50.5%	14.1%	14.4%	-90	10.3K	-104	0.26	133.36	N/A	N/A	19	5	31	15
2022-06-22	$22.89	$25.00	47.2%	13.5%	46.1%	22.0%	47.4%	18.3%	17.1%	-81	8.2K	-105	0.25	116.06	N/A	N/A	20	5	31	15
2022-06-23	$22.56	$25.00	62.1%	17.8%	46.3%	33.6%	75.4%	29.3%	-16.2%	7	6.8K	-106	0.25	132.41	N/A	N/A	20	5	32	15
2022-06-24	$22.88	$25.00	64.1%	18.4%	46.6%	35.2%	71.3%	-1.5%	5.9%	34	8.1K	-113	0.23	119.85	N/A	N/A	22	5	33	15
2022-06-27	$23.70	$25.00	73.0%	20.9%	48.1%	42.1%	74.2%	10.3%	-15.5%	406	3.4K	-127	0.23	134.44	N/A	N/A	22	5	36	15
2022-06-28	$22.80	$25.00	64.0%	18.3%	48.5%	35.1%	87.8%	-14.4%	-6.9%	244	5.6K	-119	0.23	131.79	N/A	N/A	22	5	36	15
2022-06-29	$22.22	$25.00	61.6%	17.6%	48.7%	33.2%	68.7%	-19.9%	-6.0%	33	5.2K	-112	0.32	124.13	N/A	N/A	22	7	36	15
2022-06-30	$22.48	$25.00	63.9%	18.3%	49.1%	35.0%	97.7%	-11.1%	-67.4%	130	10.3K	-111	0.32	122.77	N/A	N/A	22	7	36	17