BHE Options History — April 2024 In April 2024, BHE traded between $28.71 and $31.41. ATM implied volatility averaged 40.9%, placing in the 31.7% IV rank vs the trailing year. The 30-day expected move averaged 11.6%. IV traded above realized volatility by 16.3% (HV 20d: 24.5%). Max pain ranged from $25.00 to $25.00. Net GEX was positive for 17 of 22 trading days. Term structure was in contango for 4 of 22 days. Put/call ratio averaged 0.07.
Notable Days 2024-04-23 : Highest Volume — 200 contracts2024-04-04 : Largest IV spike — 73.5% change2024-04-30 : Highest IV Rank — 77.2%2024-04-30 : Largest Expected Move — 20.8%Monthly Statistics Metric Avg Min Max Open Close Price $29.98 $28.71 $31.41 $29.58 $30.36 Max Pain $25.00 $25.00 $25.00 $25.00 $25.00 ATM IV 40.9% 29.2% 72.6% 31.0% 72.6% Expected Move 11.6% 8.4% 20.8% 8.9% 20.8% HV 20d 24.5% 21.7% 27.3% 23.8% 27.2% HV 60d 34.3% 29.9% 35.8% 34.5% 29.9% IV Rank 31.7% 14.9% 77.2% 17.5% 77.2% IV Percentile 49.7% 14.3% 97.6% 18.3% 97.6% Term Structure -6.6% -30.6% 17.5% 6.2% -30.6% VWIV 35.7% 29.3% 38.3% 29.3% 37.2% Skew 25d 11.7% -4.3% 68.7% 3.8% -4.3% Skew 10d 13.8% -26.7% 108.3% 3.3% -26.6% Call IV 25d 38.0% 30.5% 59.1% 37.4% 59.1% Put IV 25d 49.7% 40.1% 105.8% 41.2% 54.8% Bid-Ask Spread % 102.13 95.75 114.40 111.73 105.44 Gamma HHI 0.67 0.49 0.89 0.63 0.65 Net GEX 7.9K -13.0K 34.5K 11.7K -10.3K Net DEX -181.9K -314.8K 70.1K -272.1K 70.1K Net VEX -838 -1.7K -429 -742 -1.7K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.07 0.00 1.00 0.00 0.00 Total Volume 18.682 0 200 5 3 Total OI 280 154 398 266 398
Daily Data (22 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 2024-04-01 $29.58 $25.00 31.0% 8.9% 23.8% 17.5% 0.0% 3.8% 6.2% 11.7K -272.1K -742 0.00 111.73 N/A N/A 5 0 203 63 2024-04-02 $29.67 $25.00 29.3% 8.4% 23.6% 15.1% 0.0% 68.7% 17.5% 12.3K -270.7K -718 0.00 111.57 N/A N/A 1 0 203 63 2024-04-03 $30.16 $25.00 29.2% 8.4% 24.5% 14.9% 29.3% 62.8% 10.2% 13.3K -314.8K -732 0.00 114.40 N/A N/A 1 0 203 63 2024-04-04 $29.66 $25.00 50.7% 12.4% 24.9% 45.7% 0.0% 0.4% -24.0% 9.0K -304.5K -692 0.00 103.98 N/A N/A 6 0 203 63 2024-04-05 $29.91 $25.00 38.6% 11.0% 25.0% 28.3% 0.0% 5.1% -9.0% 11.3K -301.3K -665 0.00 100.28 N/A N/A 0 0 203 63 2024-04-08 $29.96 $25.00 45.6% 11.6% 25.1% 38.5% 0.0% 6.7% -2.3% 10.9K -303.2K -682 0.00 105.16 N/A N/A 0 0 203 63 2024-04-09 $29.74 $25.00 38.5% 11.5% 22.9% 28.3% 0.0% 5.9% -3.1% 12.6K -298.4K -667 0.00 107.86 N/A N/A 0 0 203 63 2024-04-10 $28.71 $25.00 29.8% 8.5% 25.8% 15.8% 0.0% 9.2% -1.2% 11.2K -192.0K -526 0.00 100.63 N/A N/A 20 0 203 63 2024-04-11 $29.38 $25.00 35.1% 10.1% 27.3% 23.4% 36.1% 4.4% -3.1% 15.6K -219.0K -491 0.00 95.75 N/A N/A 1 0 183 63 2024-04-12 $29.34 $25.00 38.7% 11.1% 25.3% 28.6% 38.3% 11.5% -6.8% 14.3K -211.8K -490 0.00 96.04 N/A N/A 11 0 184 63 2024-04-15 $29.30 $25.00 39.3% 11.3% 25.2% 29.4% 0.0% 12.3% -6.2% 15.1K -196.4K -429 0.00 98.75 N/A N/A 0 1 184 63 2024-04-16 $29.94 $25.00 35.7% 10.2% 25.7% 24.3% 0.0% 4.0% -5.5% 19.7K -263.6K -449 0.00 101.82 N/A N/A 0 0 184 64 2024-04-17 $30.09 $25.00 39.4% 11.3% 25.7% 29.6% 0.0% 5.6% -7.4% 34.5K -295.3K -440 0.00 97.55 N/A N/A 40 0 184 64 2024-04-18 $29.88 $25.00 38.5% 11.0% 24.5% 28.2% 0.0% 4.1% -4.8% 18.4K -260.6K -501 0.08 97.19 N/A N/A 60 5 183 64 2024-04-19 $29.74 $25.00 37.4% 10.7% 23.4% 26.7% 37.4% 1.9% -11.6% 4.7K -170.0K -606 1.00 99.72 N/A N/A 1 1 213 69 2024-04-22 $30.09 $25.00 37.2% 10.7% 23.2% 26.3% 37.2% 3.9% -7.9% 4.6K -121.2K -608 0.00 100.07 N/A N/A 26 0 124 30 2024-04-23 $30.49 $25.00 40.0% 11.5% 23.5% 30.4% 0.0% 5.7% -6.4% 7.3K -187.8K -731 0.00 103.80 N/A N/A 0 200 149 30 2024-04-24 $30.55 $25.00 41.1% 11.8% 23.5% 31.9% 0.0% 7.0% -11.2% -12.7K 55.6K -1.6K 0.00 98.79 N/A N/A 5 0 149 230 2024-04-25 $30.30 $25.00 59.1% 16.9% 21.7% 57.7% 0.0% 24.6% -29.5% -13.0K 65.0K -1.7K 0.00 98.99 N/A N/A 1 0 154 230 2024-04-26 $31.29 $25.00 44.7% 12.8% 24.3% 37.1% 0.0% 10.4% -13.7% -9.8K -15.8K -1.6K 0.00 98.40 N/A N/A 9 0 155 230 2024-04-29 $31.41 $25.00 48.0% 13.7% 23.8% 41.8% 0.0% 4.2% 5.5% -6.8K 6.5K -1.7K 0.00 98.88 N/A N/A 14 0 158 230 2024-04-30 $30.36 $25.00 72.6% 20.8% 27.2% 77.2% 0.0% -4.3% -30.6% -10.3K 70.1K -1.7K 0.00 105.44 N/A N/A 3 0 168 230
« Mar 2024 | All History | May 2024 » Home BHE History April 2024