BHE Options History — April 2023 In April 2023, BHE traded between $21.09 and $23.65. ATM implied volatility averaged 44.8%, placing in the 18.3% IV rank vs the trailing year. The 30-day expected move averaged 12.7%. IV traded above realized volatility by 22.3% (HV 20d: 22.6%). Max pain ranged from $22.50 to $25.00. Net GEX was positive for 9 of 19 trading days. Term structure was in contango for 5 of 19 days. Put/call ratio averaged 46.08.
Notable Days 2023-04-19 : Highest Volume — 280 contracts2023-04-20 : Largest IV spike — 51.4% change2023-04-04 : Highest IV Rank — 32.8%2023-04-04 : Largest Expected Move — 18.4%Monthly Statistics Metric Avg Min Max Open Close Price $22.28 $21.09 $23.65 $23.65 $21.29 Max Pain $22.76 $22.50 $25.00 $22.50 $22.50 ATM IV 44.8% 30.3% 64.2% 55.2% 40.6% Expected Move 12.7% 8.7% 18.4% 15.8% 11.6% HV 20d 22.6% 17.5% 27.1% 25.5% 17.7% HV 60d 38.3% 36.2% 39.2% 39.2% 36.2% IV Rank 18.3% 6.1% 32.8% 25.6% 15.8% IV Percentile 45.7% 6.0% 85.7% 75.0% 35.3% Term Structure -5.9% -23.3% 9.7% -10.7% -7.5% VWIV 36.4% 25.4% 53.6% 35.8% 30.8% Skew 25d 6.0% -13.5% 30.2% 30.2% 11.6% Skew 10d 12.6% -7.1% 66.7% 66.7% 23.8% Call IV 25d 39.5% 22.1% 63.0% 39.5% 35.8% Put IV 25d 45.5% 30.4% 69.7% 69.7% 47.4% Bid-Ask Spread % 118.08 99.74 134.01 127.08 109.12 Gamma HHI 0.64 0.32 0.98 0.42 0.97 Net GEX -12.3K -40.8K 1.5K 1.2K -40.8K Net DEX 326.1K -11.4K 1.1M -11.4K 1.0M Net VEX -1.3K -4.0K -155 -228 -4.0K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 46.08 0.00 212.00 0.00 0.00 Total Volume 49.526 0 280 0 5 Total OI 381.895 131 977 131 977
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 2023-04-03 $23.65 $22.50 55.2% 15.8% 25.5% 25.6% 0.0% 30.2% -10.7% 1.2K -11.4K -228 0.00 127.08 N/A N/A 0 0 112 19 2023-04-04 $23.03 $22.50 64.2% 18.4% 27.0% 32.8% 0.0% 21.8% -23.3% 1.5K -7.1K -230 0.00 128.42 N/A N/A 0 0 112 19 2023-04-05 $22.89 $22.50 58.4% 16.7% 26.9% 28.1% 0.0% 7.0% -7.9% 905 -1.7K -203 0.00 123.12 N/A N/A 0 0 112 19 2023-04-06 $22.63 $25.00 35.5% 14.0% 27.1% 9.6% 0.0% 11.3% -6.8% 324 10.5K -170 0.00 127.34 N/A N/A 2 0 112 19 2023-04-10 $22.80 $25.00 51.9% 11.1% 26.4% 22.9% 35.8% 8.6% -7.7% 737 3.4K -179 0.50 130.44 N/A N/A 2 1 112 19 2023-04-11 $22.96 $22.50 54.7% 12.2% 26.0% 25.1% 0.0% 4.9% 7.5% 852 1.6K -187 0.00 117.76 N/A N/A 0 0 112 20 2023-04-12 $22.80 $22.50 44.9% 12.9% 25.7% 17.2% 0.0% -13.5% -13.1% 1.1K -3.9K -204 0.00 129.18 N/A N/A 0 0 112 20 2023-04-13 $23.03 $22.50 42.1% 12.1% 23.3% 14.9% 0.0% -3.1% -15.3% 688 3.0K -178 0.00 119.39 N/A N/A 0 1 112 20 2023-04-14 $22.69 $22.50 38.1% 10.9% 23.8% 11.7% 0.0% -1.6% -7.4% -738 16.2K -155 0.00 134.01 N/A N/A 0 0 112 21 2023-04-17 $22.65 $22.50 43.7% 12.5% 22.2% 18.7% 0.0% 7.7% -11.7% 204 12.6K -160 0.00 119.93 N/A N/A 0 0 112 21 2023-04-18 $22.32 $22.50 30.3% 8.7% 21.9% 6.1% 30.9% 15.7% 9.0% -346 9.5K -161 64.00 124.74 N/A N/A 1 64 112 21 2023-04-19 $21.99 $22.50 30.8% 8.8% 20.3% 6.6% 0.0% 8.2% 5.4% -2.5K 80.2K -436 0.00 114.01 N/A N/A 0 280 113 86 2023-04-20 $21.70 $22.50 46.6% 13.4% 20.6% 21.4% 25.4% 6.2% -19.3% -20.6K 473.2K -1.5K 212.00 112.60 N/A N/A 1 212 113 366 2023-04-21 $21.62 $22.50 36.6% 10.5% 19.4% 12.1% 0.0% -9.1% -1.3% -29.3K 664.6K -2.6K 0.00 99.74 N/A N/A 0 207 114 597 2023-04-24 $21.62 $22.50 45.8% 13.1% 19.4% 20.6% 41.8% -7.6% 9.7% -32.4K 942.1K -3.4K 0.00 103.53 N/A N/A 10 0 26 801 2023-04-25 $21.31 $22.50 48.6% 13.9% 19.1% 23.2% 53.6% 5.3% -5.7% -38.0K 924.4K -3.3K 0.00 112.34 N/A N/A 0 11 36 801 2023-04-26 $21.09 $22.50 37.8% 10.8% 19.2% 13.2% 30.8% 1.4% 7.0% -37.6K 1.0M -3.2K 0.00 100.22 N/A N/A 0 104 36 803 2023-04-27 $21.23 $22.50 46.3% 13.3% 17.5% 21.1% 0.0% 8.3% -12.7% -39.7K 1.1M -3.8K 0.00 110.59 N/A N/A 0 40 36 901 2023-04-28 $21.29 $22.50 40.6% 11.6% 17.7% 15.8% 0.0% 11.6% -7.5% -40.8K 1.0M -4.0K 0.00 109.12 N/A N/A 5 0 36 941
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