BHE Options History — October 2024 In October 2024, BHE traded between $42.70 and $45.79. ATM implied volatility averaged 47.1%, placing in the 31.8% IV rank vs the trailing year. The 30-day expected move averaged 13.5%. IV traded above realized volatility by 18.9% (HV 20d: 28.3%). Max pain ranged from $30.00 to $45.00. Net GEX was positive for 22 of 23 trading days. Term structure was in contango for 3 of 23 days. Put/call ratio averaged 2.69.
Notable Days 2024-10-30 : Highest Volume — 358 contracts2024-10-18 : Largest IV spike — 26.7% change2024-10-23 : Highest IV Rank — 57.0%2024-10-23 : Largest Expected Move — 20.0%Monthly Statistics Metric Avg Min Max Open Close Price $43.85 $42.70 $45.79 $43.08 $43.30 Max Pain $37.61 $30.00 $45.00 $40.00 $45.00 ATM IV 47.1% 30.3% 69.6% 34.9% 60.8% Expected Move 13.5% 8.6% 20.0% 10.0% 17.4% HV 20d 28.3% 26.1% 33.6% 30.4% 33.6% HV 60d 47.8% 30.9% 53.6% 53.6% 33.1% IV Rank 31.8% 12.8% 57.0% 18.0% 47.1% IV Percentile 65.2% 25.4% 94.8% 39.7% 90.1% Term Structure -10.9% -45.3% 10.3% -6.1% -45.3% VWIV 47.9% 24.6% 72.2% 57.2% 41.6% Skew 25d 4.5% -44.7% 42.4% -21.6% -44.7% Skew 10d 22.7% -14.6% 62.8% -10.1% -14.6% Call IV 25d 54.1% 25.6% 84.1% 50.8% 84.1% Put IV 25d 58.6% 29.2% 94.0% 29.2% 39.4% Bid-Ask Spread % 111.30 95.83 119.39 114.95 106.18 Gamma HHI 0.64 0.33 0.88 0.47 0.33 Net GEX 18.2K -10.4K 37.5K 20.6K -10.4K Net DEX -477.8K -739.6K -41.3K -503.5K -41.3K Net VEX -897 -1.8K -663 -878 -1.8K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 2.69 0.00 50.50 0.00 50.50 Total Volume 30.87 0 358 0 206 Total OI 215.783 106 508 206 508
Daily Data (23 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 2024-10-01 $43.08 $40.00 34.9% 10.0% 30.4% 18.0% 0.0% -21.6% -6.1% 20.6K -503.5K -878 0.00 114.95 N/A N/A 0 0 192 14 2024-10-02 $43.17 $40.00 36.0% 10.3% 30.3% 19.3% 57.2% -25.1% -6.9% 20.8K -506.3K -843 0.00 118.34 N/A N/A 5 0 192 14 2024-10-03 $42.70 $40.00 38.0% 9.7% 30.6% 21.5% 0.0% 4.3% -2.0% 19.7K -467.2K -834 0.00 115.42 N/A N/A 1 0 187 14 2024-10-04 $43.69 $40.00 33.1% 10.2% 27.9% 16.1% 0.0% 6.3% -4.2% 20.8K -526.4K -772 0.00 110.37 N/A N/A 4 0 187 14 2024-10-07 $43.62 $40.00 30.3% 8.6% 27.1% 12.8% 24.6% 12.1% 10.3% 19.9K -520.2K -686 0.00 110.73 N/A N/A 39 0 191 14 2024-10-08 $43.14 $40.00 38.1% 11.5% 27.1% 21.6% 40.0% 9.7% -5.2% 29.7K -536.5K -831 0.00 98.82 N/A N/A 6 0 230 14 2024-10-09 $43.50 $40.00 36.0% 10.3% 27.0% 19.2% 0.0% 3.3% -2.8% 27.6K -590.0K -912 0.00 114.49 N/A N/A 0 0 236 14 2024-10-10 $43.03 $40.00 38.2% 11.0% 26.7% 21.8% 0.0% 8.7% -9.5% 27.2K -542.2K -894 0.00 111.95 N/A N/A 5 0 236 14 2024-10-11 $44.38 $40.00 36.2% 10.4% 27.1% 19.6% 37.3% 12.3% -1.5% 36.9K -666.3K -833 1.00 116.98 N/A N/A 2 2 241 14 2024-10-14 $44.29 $40.00 33.9% 9.7% 27.1% 16.9% 24.7% 23.5% 9.2% 29.8K -667.9K -813 0.00 117.34 N/A N/A 1 0 242 16 2024-10-15 $43.52 $40.00 42.0% 12.0% 27.8% 26.0% 43.7% -12.3% -7.8% 27.3K -603.1K -818 0.00 104.73 N/A N/A 7 0 243 16 2024-10-16 $44.25 $40.00 47.5% 13.6% 27.7% 32.2% 49.3% 42.4% -3.0% 30.5K -685.7K -818 0.00 100.55 N/A N/A 1 0 251 16 2024-10-17 $44.88 $40.00 40.0% 11.5% 27.0% 23.7% 53.5% 8.2% -0.2% 37.5K -739.6K -769 0.00 110.04 N/A N/A 4 0 250 16 2024-10-18 $44.41 $30.00 50.6% 14.5% 27.2% 35.7% 54.8% 1.0% -13.4% 6.4K -573.1K -663 0.33 113.66 N/A N/A 3 1 252 16 2024-10-21 $42.81 $30.00 53.7% 15.4% 30.1% 39.2% 0.0% 14.9% -14.5% 6.5K -252.7K -687 0.00 109.89 N/A N/A 32 0 101 5 2024-10-22 $42.86 $30.00 61.7% 17.7% 30.1% 48.2% 0.0% 28.3% -22.7% 8.1K -304.6K -937 0.00 119.39 N/A N/A 0 0 130 5 2024-10-23 $42.93 $30.00 69.6% 20.0% 29.5% 57.0% 0.0% 10.1% -33.7% 9.3K -304.1K -911 0.00 118.38 N/A N/A 1 0 130 5 2024-10-24 $44.14 $30.00 68.3% 19.6% 27.9% 55.5% 45.9% 12.5% -32.1% 9.0K -341.2K -937 0.00 113.38 N/A N/A 2 0 130 5 2024-10-25 $44.75 $30.00 62.5% 17.9% 28.3% 49.0% 0.0% 9.6% -21.8% 9.4K -376.9K -912 0.00 114.67 N/A N/A 3 0 132 5 2024-10-28 $45.17 $30.00 46.1% 13.2% 27.6% 30.6% 59.0% 10.6% 9.5% 10.9K -394.1K -907 0.67 112.32 N/A N/A 15 10 135 5 2024-10-29 $45.03 $45.00 57.3% 16.4% 26.1% 43.3% 72.2% -0.1% -24.0% 10.1K -402.5K -1.1K 0.00 111.41 N/A N/A 2 0 150 15 2024-10-30 $45.79 $45.00 69.3% 19.9% 26.6% 56.7% 66.6% -11.1% -23.2% 10.3K -444.1K -1.1K 1.27 95.83 N/A N/A 158 200 151 15 2024-10-31 $43.30 $45.00 60.8% 17.4% 33.6% 47.1% 41.6% -44.7% -45.3% -10.4K -41.3K -1.8K 50.50 106.18 N/A N/A 4 202 303 205
« Sep 2024 | All History | Nov 2024 » Home BHE History October 2024