BHE Options History — October 2022

In October 2022, BHE traded between $25.25 and $29.37. ATM implied volatility averaged 57.7%, placing in the 27.4% IV rank vs the trailing year. The 30-day expected move averaged 15.9%. IV traded above realized volatility by 24.8% (HV 20d: 32.9%). 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 4 of 21 days. Put/call ratio averaged 0.20.

Notable Days

  • 2022-10-03: Highest Volume — 73 contracts
  • 2022-10-10: Largest IV spike — 146.7% change
  • 2022-10-11: Highest IV Rank — 61.2%
  • 2022-10-03: Largest Expected Move — 23.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$26.75$25.25$29.37$25.35$28.53
Max Pain$24.64$22.50$25.00$22.50$25.00
ATM IV57.7%33.1%99.3%83.0%41.0%
Expected Move15.9%9.5%23.8%23.8%11.8%
HV 20d32.9%29.6%43.3%31.4%43.3%
HV 60d48.0%47.2%51.1%47.2%51.1%
IV Rank27.4%7.5%61.2%48.0%13.9%
IV Percentile59.6%6.3%96.8%96.0%30.6%
Term Structure-13.5%-48.3%10.5%-25.0%-6.1%
VWIV53.8%34.9%93.5%60.8%45.7%
Skew 25d15.6%-17.4%37.4%-5.1%35.0%
Skew 10d28.3%-18.7%84.6%-0.9%61.9%
Call IV 25d50.9%38.3%83.3%52.9%39.9%
Put IV 25d66.5%45.6%106.3%47.7%74.9%
Bid-Ask Spread %117.9081.31135.60135.60114.47
Gamma HHI0.500.440.640.450.64
Net GEX3.7K2.7K5.3K2.7K4.1K
Net DEX-109.6K-139.9K-78.1K-78.1K-136.0K
Net VEX-325-364-291-301-316
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.200.030.300.240.12
Total Volume51.95219737319
Total OI93.667771118879

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-10-03$25.35$22.5083.0%23.8%31.4%48.0%60.8%-5.1%-25.0%2.7K-78.1K-3010.24135.60N/AN/A59147810
2022-10-04$26.10$22.5070.8%20.3%32.9%38.1%63.4%24.4%-12.7%3.4K-86.8K-2920.24124.13N/AN/A58147810
2022-10-05$26.31$22.5081.8%23.5%32.5%47.0%70.0%21.8%-48.3%3.0K-95.5K-3010.30132.92N/AN/A47147810
2022-10-06$26.60$25.0062.8%18.9%32.4%31.6%61.0%37.4%-17.5%3.3K-106.6K-2960.30127.21N/AN/A47148110
2022-10-07$25.92$25.0040.1%19.0%32.8%13.1%43.8%20.5%-25.2%3.2K-94.6K-2910.30113.25N/AN/A47148110
2022-10-10$25.43$25.0098.9%16.5%33.3%60.9%49.7%28.6%-10.3%2.8K-84.6K-2930.26123.47N/AN/A42118110
2022-10-11$25.53$25.0099.3%19.1%31.5%61.2%49.3%15.4%-18.8%3.0K-88.6K-3250.28118.19N/AN/A40118611
2022-10-12$25.25$25.0079.4%22.8%31.4%45.0%93.5%23.0%-21.4%2.7K-89.1K-3300.28130.65N/AN/A40118711
2022-10-13$25.84$25.0050.5%14.5%30.1%21.6%58.2%7.5%-22.2%3.7K-92.8K-3090.21110.91N/AN/A52118711
2022-10-14$25.69$25.0045.6%13.1%29.8%17.6%41.1%6.2%-10.7%4.4K-97.7K-3370.21113.36N/AN/A521110011
2022-10-17$26.06$25.0038.9%11.2%29.6%12.2%50.4%1.0%2.7%4.4K-109.8K-3360.21112.44N/AN/A521110011
2022-10-18$26.69$25.0046.7%13.4%30.3%18.5%43.0%9.3%3.8%4.8K-126.5K-3640.21109.25N/AN/A521110011
2022-10-19$26.34$25.0059.4%17.0%30.8%28.8%61.7%21.6%-7.4%4.0K-120.0K-3580.21122.66N/AN/A521110011
2022-10-20$26.70$25.0045.5%13.0%30.6%17.5%45.9%3.0%-8.5%5.3K-119.6K-3280.21113.29N/AN/A521110011
2022-10-21$27.66$25.0039.5%11.3%30.6%12.7%45.7%37.0%1.4%3.8K-137.3K-3500.21115.96N/AN/A53119911
2022-10-24$28.22$25.0033.1%9.5%30.9%7.5%34.9%7.2%10.5%4.2K-132.6K-3270.03117.74N/AN/A381770
2022-10-25$29.09$25.0047.4%13.6%31.8%19.0%55.3%7.3%-21.1%3.8K-139.2K-3490.03117.77N/AN/A381771
2022-10-26$29.37$25.0045.1%12.9%30.3%17.2%54.0%25.2%-14.7%4.2K-139.9K-3460.0781.31N/AN/A292781
2022-10-27$27.05$25.0048.7%14.0%41.9%20.1%52.7%-17.4%-16.4%3.7K-111.8K-3370.12119.33N/AN/A172782
2022-10-28$27.95$25.0054.5%15.6%43.1%24.8%49.8%18.1%-16.4%4.2K-114.9K-3320.12122.02N/AN/A172781
2022-10-31$28.53$25.0041.0%11.8%43.3%13.9%45.7%35.0%-6.1%4.1K-136.0K-3160.12114.47N/AN/A172781