BHE Options History — November 2022 In November 2022, BHE traded between $27.93 and $29.28. ATM implied volatility averaged 44.5%, placing in the 16.7% IV rank vs the trailing year. The 30-day expected move averaged 12.6%. IV traded above realized volatility by 5.3% (HV 20d: 39.2%). 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 6 of 21 days. Put/call ratio averaged 0.07.
Notable Days 2022-11-18 : Highest Volume — 73 contracts2022-11-25 : Largest IV spike — 74.9% change2022-11-01 : Highest IV Rank — 25.6%2022-11-01 : Largest Expected Move — 15.9%Monthly Statistics Metric Avg Min Max Open Close Price $28.55 $27.93 $29.28 $28.94 $28.38 Max Pain $25.00 $25.00 $25.00 $25.00 $25.00 ATM IV 44.5% 26.4% 55.4% 55.4% 51.7% Expected Move 12.6% 7.6% 15.9% 15.9% 14.8% HV 20d 39.2% 25.8% 43.9% 42.6% 25.9% HV 60d 40.5% 34.1% 51.1% 51.1% 34.2% IV Rank 16.7% 2.0% 25.6% 25.6% 22.6% IV Percentile 40.0% 0.4% 69.0% 69.0% 60.7% Term Structure -4.7% -19.2% 15.1% -16.7% -19.2% VWIV 48.8% 21.3% 74.0% 74.0% 21.3% Skew 25d 9.3% -5.6% 31.7% 9.6% 25.1% Skew 10d 10.5% -8.0% 33.3% 17.0% 33.3% Call IV 25d 39.1% 22.5% 49.1% 48.4% 49.1% Put IV 25d 48.4% 33.9% 74.2% 58.1% 74.2% Bid-Ask Spread % 122.61 108.20 130.12 124.57 130.12 Gamma HHI 0.73 0.53 0.93 0.56 0.93 Net GEX 6.3K 4.3K 12.3K 5.4K 12.3K Net DEX -147.2K -200.3K -120.0K -132.3K -162.0K Net VEX -415 -577 -310 -310 -577 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.07 0.00 0.20 0.10 0.20 Total Volume 36.095 0 73 22 0 Total OI 100.143 79 153 79 153
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 2022-11-01 $28.94 $25.00 55.4% 15.9% 42.6% 25.6% 74.0% 9.6% -16.7% 5.4K -132.3K -310 0.10 124.57 N/A N/A 20 2 78 1 2022-11-02 $28.44 $25.00 52.6% 15.1% 43.3% 23.3% 56.9% 13.3% -7.8% 4.3K -146.7K -340 0.10 129.80 N/A N/A 20 2 83 1 2022-11-03 $28.19 $25.00 39.1% 11.3% 43.4% 12.3% 57.6% 19.8% 2.9% 4.5K -131.6K -335 0.06 125.27 N/A N/A 34 2 83 1 2022-11-04 $28.41 $25.00 50.2% 12.8% 42.1% 21.4% 38.8% -0.2% -14.8% 5.6K -143.7K -325 0.06 122.89 N/A N/A 34 2 83 1 2022-11-07 $28.29 $25.00 41.9% 11.2% 41.3% 14.6% 37.7% 4.9% 0.9% 5.1K -132.8K -334 0.06 123.18 N/A N/A 34 2 83 1 2022-11-08 $28.55 $25.00 52.7% 13.0% 41.3% 23.4% 37.0% 0.3% 1.1% 4.5K -142.3K -340 0.06 125.13 N/A N/A 34 2 83 1 2022-11-09 $28.05 $25.00 43.1% 12.4% 41.7% 15.6% 44.4% -5.6% -5.1% 4.5K -139.8K -320 0.06 120.79 N/A N/A 34 2 83 1 2022-11-10 $29.28 $25.00 35.3% 10.1% 43.4% 9.3% 65.4% 31.7% -7.1% 4.8K -150.5K -340 0.09 126.88 N/A N/A 23 2 83 1 2022-11-11 $28.94 $25.00 48.6% 13.9% 43.7% 20.0% 33.0% -4.6% -6.9% 4.9K -143.5K -340 0.09 123.76 N/A N/A 23 2 83 1 2022-11-14 $28.69 $25.00 48.6% 13.9% 43.9% 20.1% 56.1% 8.9% -7.8% 4.8K -142.4K -328 0.09 128.37 N/A N/A 23 2 83 1 2022-11-15 $28.89 $25.00 47.3% 13.6% 43.3% 19.0% 51.1% 4.2% -5.3% 4.7K -138.8K -322 0.18 127.61 N/A N/A 17 3 83 1 2022-11-16 $28.61 $25.00 53.5% 15.3% 43.1% 24.0% 46.0% 0.3% -3.7% 4.4K -133.4K -326 0.05 119.43 N/A N/A 66 3 83 1 2022-11-17 $28.59 $25.00 46.0% 13.2% 43.0% 18.0% 48.5% 4.6% -0.6% 8.1K -200.3K -551 0.05 126.41 N/A N/A 66 3 132 1 2022-11-18 $28.64 $25.00 45.3% 13.0% 41.3% 17.4% 52.2% 17.5% -14.9% 7.1K -178.5K -507 0.04 118.44 N/A N/A 70 3 132 1 2022-11-21 $28.67 $25.00 31.5% 9.0% 40.8% 6.1% 60.4% 9.7% 15.1% 7.1K -154.2K -540 0.05 114.20 N/A N/A 58 3 107 1 2022-11-22 $28.85 $25.00 41.1% 11.8% 39.3% 13.9% 51.2% 0.1% -5.3% 6.7K -154.3K -538 0.05 108.20 N/A N/A 58 3 107 1 2022-11-23 $28.27 $25.00 26.4% 7.6% 39.7% 2.0% 47.5% 5.9% -8.6% 8.9K -128.5K -497 0.05 108.33 N/A N/A 58 3 107 1 2022-11-25 $28.88 $25.00 46.2% 13.2% 26.9% 18.1% 0.0% 8.2% -12.1% 7.7K -157.2K -523 0.00 120.34 N/A N/A 0 0 107 1 2022-11-28 $28.05 $25.00 33.3% 9.6% 26.9% 7.7% 21.3% 13.0% 3.3% 7.7K -120.0K -475 0.00 125.25 N/A N/A 33 0 107 1 2022-11-29 $27.93 $25.00 45.1% 12.9% 25.8% 17.2% 0.0% 29.5% 13.0% 9.2K -157.6K -556 0.20 125.90 N/A N/A 10 2 140 1 2022-11-30 $28.38 $25.00 51.7% 14.8% 25.9% 22.6% 0.0% 25.1% -19.2% 12.3K -162.0K -577 0.00 130.12 N/A N/A 0 0 150 3
« Oct 2022 | All History | Dec 2022 » Home BHE History November 2022