BHE Options History — February 2025 In February 2025, BHE traded between $39.66 and $42.46. ATM implied volatility averaged 44.7%, placing in the 26.6% IV rank vs the trailing year. The 30-day expected move averaged 11.4%. IV traded above realized volatility by 8.4% (HV 20d: 36.3%). Max pain ranged from $40.00 to $45.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 6 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2025-02-05 : Highest Volume — 20 contracts2025-02-19 : Largest IV spike — 47.1% change2025-02-10 : Highest IV Rank — 59.3%2025-02-19 : Largest Expected Move — 14.1%Monthly Statistics Metric Avg Min Max Open Close Price $41.37 $39.66 $42.46 $41.05 $40.03 Max Pain $40.79 $40.00 $45.00 $45.00 $40.00 ATM IV 44.7% 31.8% 72.9% 48.0% 38.6% Expected Move 11.4% 9.1% 14.1% 13.8% 11.1% HV 20d 36.3% 24.4% 41.2% 40.2% 24.4% HV 60d 31.1% 30.0% 37.8% 37.7% 30.4% IV Rank 26.6% 11.6% 59.3% 30.5% 19.5% IV Percentile 57.6% 21.4% 94.4% 73.4% 45.2% Term Structure -5.1% -23.6% 16.4% -20.0% 5.6% VWIV 31.9% 30.4% 32.9% 30.4% 32.2% Skew 25d -0.2% -10.3% 17.9% 4.3% 11.8% Skew 10d -18.4% -41.6% 11.1% -32.1% 0.0% Call IV 25d 40.5% 28.3% 51.6% 28.3% 42.1% Put IV 25d 40.2% 30.1% 57.7% 32.6% 53.9% Bid-Ask Spread % 113.14 103.85 121.17 121.17 120.92 Gamma HHI 0.26 0.21 0.32 0.27 0.28 Net GEX 1.9K 1.5K 2.6K 1.9K 1.5K Net DEX 59.3K -30.5K 113.2K 84.1K -21.6K Net VEX -302 -463 -127 -463 -171 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 2.579 0 20 0 0 Total OI 140.211 66 169 167 70
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 2025-02-03 $41.05 $45.00 48.0% 13.8% 40.2% 30.5% 0.0% 4.3% -20.0% 1.9K 84.1K -463 0.00 121.17 N/A N/A 0 0 117 50 2025-02-04 $42.06 $45.00 46.6% 13.4% 41.0% 28.8% 0.0% 17.9% -6.5% 2.0K 91.0K -423 0.00 109.39 N/A N/A 0 0 117 50 2025-02-05 $42.11 $45.00 42.1% 12.1% 40.9% 23.5% 30.4% -3.2% -16.1% 2.0K 97.7K -411 0.00 108.03 N/A N/A 0 20 117 50 2025-02-06 $42.08 $40.00 48.0% 10.1% 41.0% 30.4% 0.0% -8.2% -12.6% 2.2K 90.3K -452 0.00 109.81 N/A N/A 0 20 117 50 2025-02-07 $41.61 $40.00 53.9% 10.5% 41.0% 37.2% 0.0% 0.1% -4.2% 1.6K 111.1K -363 0.00 114.42 N/A N/A 0 0 117 50 2025-02-10 $42.30 $40.00 72.9% 11.0% 41.2% 59.3% 0.0% -5.3% 0.8% 2.5K 54.3K -458 0.00 117.85 N/A N/A 0 0 117 50 2025-02-11 $41.96 $40.00 67.8% 11.2% 40.9% 53.4% 0.0% -6.9% -6.1% 1.8K 112.5K -328 0.00 106.46 N/A N/A 0 0 117 50 2025-02-12 $41.48 $40.00 40.2% 11.5% 39.8% 21.3% 0.0% -2.7% -3.2% 2.1K 83.7K -380 0.00 115.50 N/A N/A 0 0 117 50 2025-02-13 $41.47 $40.00 40.8% 11.7% 38.3% 22.0% 0.0% -5.1% -9.6% 2.0K 86.3K -349 0.00 117.71 N/A N/A 0 0 117 50 2025-02-14 $41.35 $40.00 39.4% 11.3% 38.2% 20.5% 0.0% -4.5% -16.7% 1.6K 113.2K -304 0.00 113.79 N/A N/A 0 0 117 50 2025-02-18 $41.97 $40.00 33.5% 9.6% 38.9% 13.6% 32.2% 11.2% 1.0% 1.6K 99.7K -248 0.00 110.74 N/A N/A 2 0 117 50 2025-02-19 $42.46 $40.00 49.3% 14.1% 37.8% 31.9% 0.0% -2.1% -23.6% 2.6K 57.1K -315 0.00 103.85 N/A N/A 0 0 119 50 2025-02-20 $42.17 $40.00 42.3% 12.1% 37.7% 23.7% 0.0% -3.7% -0.3% 2.2K 89.6K -262 0.00 111.55 N/A N/A 0 1 119 50 2025-02-21 $41.27 $40.00 39.7% 11.4% 36.1% 20.7% 32.9% -0.5% -6.2% 2.2K 67.6K -206 0.00 118.22 N/A N/A 0 1 119 31 2025-02-24 $40.62 $40.00 41.8% 12.0% 36.2% 23.2% 0.0% -6.4% -5.8% 2.0K -30.5K -171 0.00 107.74 N/A N/A 0 0 63 3 2025-02-25 $40.06 $40.00 31.8% 9.1% 25.6% 11.6% 32.2% 3.0% 8.6% 1.6K -20.1K -127 0.00 117.28 N/A N/A 0 3 63 3 2025-02-26 $40.38 $40.00 35.8% 10.3% 25.6% 16.2% 0.0% -10.3% 16.4% 1.5K -19.8K -147 0.00 113.79 N/A N/A 1 0 63 5 2025-02-27 $39.66 $40.00 36.8% 10.6% 25.9% 17.4% 0.0% 6.1% 2.5% 1.5K -18.9K -155 0.00 111.36 N/A N/A 1 0 64 5 2025-02-28 $40.03 $40.00 38.6% 11.1% 24.4% 19.5% 0.0% 11.8% 5.6% 1.5K -21.6K -171 0.00 120.92 N/A N/A 0 0 65 5
« Jan 2025 | All History | Mar 2025 » Home BHE History February 2025