BHE Options History — August 2022 In August 2022, BHE traded between $25.75 and $32.31. ATM implied volatility averaged 44.0%, placing in the 19.5% IV rank vs the trailing year. The 30-day expected move averaged 12.0%. IV traded below realized volatility by 2.0% (HV 20d: 46.0%). Max pain ranged from $22.50 to $25.00. Net GEX was positive for 22 of 23 trading days. Term structure was in contango for 8 of 23 days. Put/call ratio averaged 0.36.
Notable Days 2022-08-03 : Highest Volume — 67 contracts2022-08-17 : Largest IV spike — 132.2% change2022-08-30 : Highest IV Rank — 38.7%2022-08-30 : Largest Expected Move — 19.6%Monthly Statistics Metric Avg Min Max Open Close Price $27.63 $25.75 $32.31 $25.75 $27.56 Max Pain $24.67 $22.50 $25.00 $22.50 $25.00 ATM IV 44.0% 23.9% 68.5% 41.6% 36.5% Expected Move 12.0% 6.9% 19.6% 11.9% 10.5% HV 20d 46.0% 23.7% 70.5% 27.3% 70.4% HV 60d 43.8% 35.5% 52.0% 38.0% 51.9% IV Rank 19.5% 3.8% 38.7% 17.6% 13.7% IV Percentile 41.3% 1.2% 90.9% 37.7% 19.8% Term Structure -6.3% -39.7% 19.3% -2.3% -8.8% VWIV 47.1% 34.6% 65.1% 65.1% 44.7% Skew 25d 6.8% -15.2% 19.4% 10.1% 13.6% Skew 10d 12.4% -4.0% 27.6% 20.4% 18.1% Call IV 25d 39.5% 25.8% 59.8% 37.5% 37.2% Put IV 25d 46.3% 32.9% 79.2% 47.6% 50.9% Bid-Ask Spread % 112.32 85.71 133.80 104.94 118.78 Gamma HHI 0.58 0.35 0.95 0.88 0.44 Net GEX 1.2K -399 4.4K 1.0K 1.3K Net DEX -55.9K -134.8K -34.5K -37.5K -53.1K Net VEX -163 -225 -116 -156 -158 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.36 0.00 1.09 0.25 0.24 Total Volume 16.783 0 67 35 31 Total OI 73.087 42 97 50 52
Daily Data (23 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 2022-08-01 $25.75 $22.50 41.6% 11.9% 27.3% 17.6% 65.1% 10.1% -2.3% 1.0K -37.5K -156 0.25 104.94 N/A N/A 28 7 31 19 2022-08-02 $26.12 $22.50 52.3% 15.0% 25.6% 26.0% 60.7% -3.4% -18.1% 1.4K -43.0K -164 0.24 102.00 N/A N/A 29 7 33 19 2022-08-03 $26.49 $22.50 39.3% 11.3% 24.3% 15.8% 47.7% -2.8% 5.0% 1.4K -54.0K -158 1.09 85.71 N/A N/A 32 35 39 19 2022-08-04 $26.88 $25.00 47.9% 13.1% 23.7% 22.6% 49.6% 1.1% -13.5% -399 -44.2K -225 0.72 107.18 N/A N/A 39 28 48 48 2022-08-05 $26.74 $25.00 54.2% 12.3% 24.2% 27.5% 43.7% 8.1% -13.6% 231 -50.2K -198 0.72 114.92 N/A N/A 39 28 58 33 2022-08-08 $26.81 $25.00 62.5% 15.5% 24.4% 33.9% 50.8% 11.9% -22.0% 443 -56.2K -153 0.76 116.98 N/A N/A 37 28 62 33 2022-08-09 $26.15 $25.00 63.5% 11.5% 27.2% 34.7% 0.0% 2.6% -17.1% 1.1K -38.6K -200 0.00 113.29 N/A N/A 0 0 63 33 2022-08-10 $26.92 $25.00 41.8% 12.0% 28.0% 17.8% 0.0% 17.6% 19.3% 803 -48.8K -194 0.00 115.67 N/A N/A 0 0 63 33 2022-08-11 $27.11 $25.00 50.8% 14.6% 27.0% 24.8% 0.0% 12.5% -24.3% 1.4K -56.7K -160 0.00 114.69 N/A N/A 2 0 63 33 2022-08-12 $27.64 $25.00 34.4% 9.8% 27.1% 12.0% 0.0% 13.5% -5.4% 2.2K -65.2K -177 0.00 112.31 N/A N/A 2 0 63 33 2022-08-15 $27.81 $25.00 39.8% 11.4% 26.3% 16.2% 0.0% -15.2% -17.8% 1.3K -62.9K -159 0.00 100.21 N/A N/A 0 0 63 33 2022-08-16 $28.15 $25.00 28.0% 8.0% 23.8% 7.0% 34.6% 1.6% 13.2% 3.2K -75.1K -161 0.00 102.23 N/A N/A 0 1 63 33 2022-08-17 $32.31 $25.00 64.9% 18.6% 51.5% 35.8% 0.0% 0.0% -1.7% 1.5K -134.8K -207 0.00 133.01 N/A N/A 0 0 63 33 2022-08-18 $28.78 $25.00 36.8% 10.5% 69.1% 13.9% 0.0% 11.3% 7.3% 4.4K -93.9K -116 0.00 122.99 N/A N/A 2 0 63 33 2022-08-19 $28.29 $25.00 33.6% 9.6% 69.4% 11.3% 0.0% 7.0% 1.0% 658 -73.3K -124 0.00 114.94 N/A N/A 0 0 64 33 2022-08-22 $27.89 $25.00 36.0% 10.3% 69.7% 13.3% 0.0% -3.5% -12.7% 944 -34.9K -119 0.00 99.81 N/A N/A 0 0 26 16 2022-08-23 $27.74 $25.00 32.1% 9.2% 69.9% 10.2% 39.2% -1.8% -2.8% 708 -34.5K -135 1.00 98.15 N/A N/A 1 1 26 16 2022-08-24 $27.93 $25.00 38.3% 11.0% 69.2% 15.0% 0.0% 2.1% -3.3% 903 -37.5K -129 0.00 115.11 N/A N/A 0 0 27 16 2022-08-25 $28.86 $25.00 23.9% 6.9% 69.3% 3.8% 0.0% 18.3% 7.3% 753 -43.5K -135 0.00 118.22 N/A N/A 6 0 27 16 2022-08-26 $27.96 $25.00 35.6% 10.2% 70.4% 12.9% 34.8% 14.8% 4.9% 996 -47.2K -178 0.00 112.28 N/A N/A 2 0 33 16 2022-08-29 $27.92 $25.00 49.3% 14.1% 70.5% 23.6% 0.0% 10.5% 1.0% 1.1K -49.7K -167 0.00 126.17 N/A N/A 1 0 35 16 2022-08-30 $27.71 $25.00 68.5% 19.6% 70.5% 38.7% 0.0% 19.4% -39.7% 1.1K -50.4K -178 0.00 133.80 N/A N/A 0 0 36 16 2022-08-31 $27.56 $25.00 36.5% 10.5% 70.4% 13.7% 44.7% 13.6% -8.8% 1.3K -53.1K -158 0.24 118.78 N/A N/A 25 6 36 16
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