BHE Options History — February 2023 In February 2023, BHE traded between $23.63 and $28.67. ATM implied volatility averaged 38.1%, placing in the 11.7% IV rank vs the trailing year. The 30-day expected move averaged 10.4%. IV traded below realized volatility by 20.5% (HV 20d: 58.7%). Max pain ranged from $20.00 to $30.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 14 of 19 days. Put/call ratio averaged 0.25.
Notable Days 2023-02-02 : Highest Volume — 102 contracts2023-02-28 : Largest IV spike — 74.8% change2023-02-07 : Highest IV Rank — 26.9%2023-02-28 : Largest Expected Move — 15.8%Monthly Statistics Metric Avg Min Max Open Close Price $24.92 $23.63 $28.67 $28.67 $23.63 Max Pain $22.50 $20.00 $30.00 $30.00 $22.50 ATM IV 38.1% 26.0% 56.9% 36.4% 55.0% Expected Move 10.4% 7.5% 15.8% 10.4% 15.8% HV 20d 58.7% 28.7% 62.4% 28.7% 58.0% HV 60d 38.7% 25.6% 40.4% 25.6% 38.5% IV Rank 11.7% 1.9% 26.9% 10.3% 25.4% IV Percentile 24.5% 2.4% 75.4% 15.9% 73.4% Term Structure 1.3% -17.3% 14.6% 7.1% -16.4% VWIV 39.1% 29.4% 86.6% 86.6% 33.6% Skew 25d 3.6% -22.1% 37.0% 37.0% -0.5% Skew 10d 9.5% -33.3% 51.8% 51.8% -2.2% Call IV 25d 37.0% 29.3% 49.3% 30.7% 49.3% Put IV 25d 40.6% 26.4% 67.7% 67.7% 48.8% Bid-Ask Spread % 115.82 99.80 129.44 117.35 119.91 Gamma HHI 0.52 0.42 0.82 0.82 0.43 Net GEX 5.2K 308 8.2K 2.2K 3.3K Net DEX -91.7K -138.7K -4.5K -58.4K -36.1K Net VEX -438 -568 -234 -331 -356 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.25 0.00 1.50 0.11 0.00 Total Volume 10.789 0 102 10 17 Total OI 144.895 67 171 67 145
Daily Data (19 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 2023-02-01 $28.67 $30.00 36.4% 10.4% 28.7% 10.3% 86.6% 37.0% 7.1% 2.2K -58.4K -331 0.00 117.35 N/A N/A 0 10 49 18 2023-02-02 $24.66 $30.00 32.2% 8.3% 61.8% 6.9% 29.4% 3.5% 2.8% 308 -4.5K -234 0.11 115.13 N/A N/A 92 10 49 24 2023-02-03 $25.23 $20.00 36.7% 10.2% 62.4% 10.5% 36.2% -6.6% 13.1% 5.8K -138.7K -568 0.13 103.12 N/A N/A 15 2 134 31 2023-02-06 $24.93 $20.00 44.5% 8.9% 61.3% 16.9% 30.1% 3.6% 1.8% 5.7K -111.3K -502 0.00 111.54 N/A N/A 18 0 134 33 2023-02-07 $25.05 $20.00 56.9% 11.2% 60.9% 26.9% 42.1% 7.7% -4.4% 5.9K -128.3K -518 0.00 109.17 N/A N/A 3 0 135 33 2023-02-08 $24.77 $20.00 26.0% 7.5% 60.4% 1.9% 32.2% -13.1% 14.6% 6.6K -122.8K -524 1.00 99.80 N/A N/A 1 1 136 33 2023-02-09 $24.91 $20.00 44.7% 12.8% 60.5% 17.1% 0.0% 3.1% -7.7% 6.6K -123.2K -520 0.00 110.49 N/A N/A 0 0 137 34 2023-02-10 $25.16 $20.00 33.6% 9.6% 60.5% 8.0% 38.8% 5.1% 3.0% 7.6K -132.4K -508 0.07 111.11 N/A N/A 14 1 137 34 2023-02-13 $25.37 $22.50 40.2% 11.5% 60.5% 13.4% 0.0% 12.8% -13.4% 5.9K -135.2K -495 0.00 118.35 N/A N/A 0 0 133 35 2023-02-14 $25.13 $22.50 33.0% 9.5% 60.6% 7.6% 35.5% 15.5% 4.5% 5.8K -118.8K -475 0.00 115.84 N/A N/A 4 0 133 35 2023-02-15 $25.13 $22.50 30.6% 8.8% 60.5% 5.6% 30.6% 19.7% 4.8% 7.6K -126.3K -479 0.00 117.51 N/A N/A 2 0 131 35 2023-02-16 $25.02 $22.50 38.8% 11.1% 60.5% 12.2% 0.0% 3.3% 2.2% 6.5K -126.1K -471 0.00 121.82 N/A N/A 0 0 131 35 2023-02-17 $24.95 $22.50 42.1% 12.1% 60.5% 14.9% 0.0% -11.7% -17.3% 8.2K -112.7K -437 0.50 120.57 N/A N/A 4 2 131 35 2023-02-21 $24.41 $22.50 32.1% 9.2% 60.7% 6.8% 0.0% -22.1% 10.4% 4.3K -66.8K -425 0.00 117.30 N/A N/A 1 0 103 20 2023-02-22 $24.25 $22.50 38.7% 11.1% 60.4% 12.2% 0.0% -1.1% 4.9% 3.7K -60.2K -414 0.00 118.71 N/A N/A 0 0 104 20 2023-02-23 $24.35 $22.50 29.5% 8.5% 60.3% 4.7% 34.7% 4.8% 13.3% 4.5K -56.3K -392 0.00 123.26 N/A N/A 0 1 104 20 2023-02-24 $24.04 $22.50 41.9% 12.0% 58.1% 14.8% 33.6% 7.9% 0.1% 4.0K -41.7K -342 0.00 129.44 N/A N/A 2 0 104 20 2023-02-27 $23.80 $22.50 31.4% 9.0% 58.0% 6.3% 0.0% -0.5% 2.2% 4.1K -42.0K -336 1.50 120.20 N/A N/A 2 3 108 20 2023-02-28 $23.63 $22.50 55.0% 15.8% 58.0% 25.4% 0.0% -0.5% -16.4% 3.3K -36.1K -356 0.00 119.91 N/A N/A 17 0 122 23
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