BHE Options History — June 2024 In June 2024, BHE traded between $38.82 and $42.16. ATM implied volatility averaged 33.1%, placing in the 20.4% IV rank vs the trailing year. The 30-day expected move averaged 9.2%. IV traded above realized volatility by 8.4% (HV 20d: 24.7%). Max pain ranged from $30.00 to $45.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 4 of 19 days. Put/call ratio averaged 0.67.
Notable Days 2024-06-12 : Highest Volume — 49 contracts2024-06-11 : Largest IV spike — 83.5% change2024-06-11 : Highest IV Rank — 51.0%2024-06-04 : Largest Expected Move — 12.2%Monthly Statistics Metric Avg Min Max Open Close Price $40.30 $38.82 $42.16 $42.16 $39.27 Max Pain $31.84 $30.00 $45.00 $45.00 $30.00 ATM IV 33.1% 21.8% 54.4% 30.1% 41.4% Expected Move 9.2% 6.7% 12.2% 8.6% 11.9% HV 20d 24.7% 22.8% 27.5% 27.5% 23.2% HV 60d 41.6% 41.3% 42.2% 41.9% 41.6% IV Rank 20.4% 4.3% 51.0% 16.2% 32.5% IV Percentile 31.7% 1.6% 83.7% 21.0% 62.7% Term Structure -4.3% -22.0% 7.6% 0.4% -6.1% VWIV 36.2% 24.3% 76.0% 31.1% 76.0% Skew 25d -4.6% -13.9% 10.2% -13.2% -13.1% Skew 10d 2.0% -21.2% 56.0% -21.2% 3.8% Call IV 25d 33.7% 23.6% 62.2% 40.6% 62.2% Put IV 25d 29.1% 19.5% 49.1% 27.4% 49.1% Bid-Ask Spread % 116.53 110.00 119.43 112.71 118.55 Gamma HHI 0.39 0.33 0.50 0.42 0.34 Net GEX 12.2K 7.8K 15.4K 13.3K 11.5K Net DEX -595.0K -691.7K -417.6K -660.1K -417.6K Net VEX -1.0K -1.2K -882 -1.2K -951 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.67 0.00 6.25 6.25 0.50 Total Volume 6.895 0 49 29 3 Total OI 436.211 222 528 528 222
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 2024-06-03 $42.16 $45.00 30.1% 8.6% 27.5% 16.2% 31.1% -13.2% 0.4% 13.3K -660.1K -1.2K 6.25 112.71 N/A N/A 4 25 261 267 2024-06-04 $41.39 $40.00 42.6% 12.2% 24.7% 34.2% 0.0% -6.4% -22.0% 14.5K -664.6K -1.2K 0.00 118.85 N/A N/A 13 0 260 249 2024-06-05 $41.88 $40.00 30.8% 8.8% 22.8% 17.1% 29.7% -7.2% -3.1% 15.4K -691.7K -1.2K 0.00 115.24 N/A N/A 0 2 261 249 2024-06-06 $41.33 $30.00 21.9% 6.7% 23.1% 4.4% 0.0% -8.6% 0.4% 13.3K -648.5K -1.1K 0.00 113.84 N/A N/A 3 0 261 250 2024-06-07 $40.54 $30.00 21.8% 7.6% 24.3% 4.3% 0.0% -4.7% 5.6% 11.5K -620.1K -1.1K 0.00 117.87 N/A N/A 1 0 260 243 2024-06-10 $40.81 $30.00 29.6% 8.4% 24.4% 15.5% 0.0% -3.4% -11.0% 13.5K -642.3K -1.1K 0.00 115.57 N/A N/A 1 0 260 242 2024-06-11 $40.50 $30.00 54.4% 9.0% 24.2% 51.0% 0.0% -3.9% -15.8% 14.8K -637.0K -1.1K 0.00 116.54 N/A N/A 5 0 261 242 2024-06-12 $41.23 $30.00 28.1% 8.1% 24.6% 13.4% 27.2% 5.0% -13.8% 14.9K -681.0K -1.1K 0.00 110.00 N/A N/A 49 0 259 242 2024-06-13 $41.00 $30.00 33.7% 9.7% 24.7% 21.3% 0.0% 3.2% -3.4% 12.5K -659.6K -1.1K 0.00 117.13 N/A N/A 0 0 264 242 2024-06-14 $39.97 $30.00 31.3% 9.0% 26.2% 17.9% 0.0% -4.5% -2.8% 11.5K -599.4K -1.1K 0.00 116.49 N/A N/A 7 0 264 242 2024-06-17 $40.23 $30.00 31.3% 9.0% 26.2% 17.8% 0.0% -6.1% -4.3% 12.4K -612.4K -1.1K 0.00 118.05 N/A N/A 0 0 260 242 2024-06-18 $39.91 $30.00 29.4% 8.4% 24.2% 15.3% 24.3% 1.6% -5.1% 11.9K -616.1K -944 0.29 118.14 N/A N/A 7 2 260 242 2024-06-20 $39.36 $30.00 33.9% 9.7% 24.5% 21.7% 0.0% -13.9% -1.2% 9.5K -560.0K -995 0.00 119.43 N/A N/A 0 5 259 242 2024-06-21 $39.84 $30.00 37.0% 10.6% 24.6% 26.1% 0.0% -13.4% -5.1% 7.8K -576.4K -967 0.00 119.28 N/A N/A 0 1 259 242 2024-06-24 $39.05 $30.00 35.6% 10.2% 24.9% 24.0% 0.0% 10.2% -0.7% 11.7K -504.0K -946 0.00 115.15 N/A N/A 0 0 212 33 2024-06-25 $39.47 $30.00 26.6% 7.6% 24.9% 11.2% 29.0% -2.8% 7.6% 10.4K -518.8K -882 0.00 114.61 N/A N/A 1 0 212 33 2024-06-26 $38.98 $30.00 33.5% 9.6% 24.7% 21.1% 0.0% -2.9% -1.6% 11.3K -499.0K -912 1.00 119.24 N/A N/A 1 1 212 33 2024-06-27 $38.82 $30.00 35.2% 10.1% 24.7% 23.5% 0.0% -3.7% -0.6% 10.7K -496.0K -897 0.00 117.33 N/A N/A 0 0 212 34 2024-06-28 $39.27 $30.00 41.4% 11.9% 23.2% 32.5% 76.0% -13.1% -6.1% 11.5K -417.6K -951 0.50 118.55 N/A N/A 2 1 188 34
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