BHE Options History — March 2025 In March 2025, BHE traded between $37.36 and $41.55. ATM implied volatility averaged 40.8%, placing in the 22.0% IV rank vs the trailing year. The 30-day expected move averaged 13.3%. IV traded above realized volatility by 2.3% (HV 20d: 38.5%). Max pain ranged from $40.00 to $45.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2025-03-03 : Highest Volume — 108 contracts2025-03-26 : Largest IV spike — 61.0% change2025-03-10 : Highest IV Rank — 64.7%2025-03-10 : Largest Expected Move — 22.2%Monthly Statistics Metric Avg Min Max Open Close Price $39.32 $37.36 $41.55 $37.36 $38.02 Max Pain $40.94 $40.00 $45.00 $40.00 $45.00 ATM IV 40.8% 25.8% 77.5% 59.4% 27.9% Expected Move 13.3% 9.0% 22.2% 17.0% 11.8% HV 20d 38.5% 32.1% 46.4% 33.6% 39.3% HV 60d 34.7% 32.4% 36.7% 32.4% 36.7% IV Rank 22.0% 4.6% 64.7% 43.7% 7.0% IV Percentile 44.2% 4.0% 96.4% 86.1% 6.7% Term Structure -4.0% -36.0% 16.4% -36.0% 16.4% VWIV 35.8% 28.4% 47.1% 47.1% 28.4% Skew 25d -0.9% -33.1% 19.8% -1.4% 5.0% Skew 10d 0.2% -18.1% 28.1% 12.1% -2.9% Call IV 25d 40.8% 26.7% 72.4% 47.0% 27.9% Put IV 25d 39.9% 24.1% 67.2% 45.6% 32.9% Bid-Ask Spread % 113.17 90.38 123.10 111.80 103.41 Gamma HHI 0.84 0.23 0.94 0.23 0.94 Net GEX 16.3K 1.0K 28.6K 1.0K 21.6K Net DEX -223.7K -374.4K -8.6K -8.6K -122.1K Net VEX -645 -772 -136 -136 -456 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.03 0.03 0.00 Total Volume 11.286 0 108 108 0 Total OI 182.952 70 199 70 192
Daily Data (21 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 2025-03-03 $37.36 $40.00 59.4% 17.0% 33.6% 43.7% 47.1% -1.4% -36.0% 1.0K -8.6K -136 0.03 111.80 N/A N/A 105 3 65 5 2025-03-04 $38.28 $40.00 41.6% 11.9% 32.8% 22.9% 0.0% 19.8% 1.6% 10.5K -179.9K -726 0.00 117.82 N/A N/A 0 0 170 8 2025-03-05 $38.96 $40.00 49.4% 14.2% 32.1% 32.0% 0.0% 3.6% -7.4% 12.6K -193.9K -718 0.00 122.29 N/A N/A 0 0 170 8 2025-03-06 $38.45 $40.00 48.9% 14.0% 32.2% 31.4% 0.0% -2.4% -5.3% 12.6K -170.7K -684 0.00 120.83 N/A N/A 0 0 170 8 2025-03-07 $38.22 $40.00 50.8% 14.6% 32.2% 33.7% 0.0% 4.6% -13.2% 12.0K -167.2K -673 0.00 114.55 N/A N/A 0 0 170 8 2025-03-10 $38.02 $40.00 77.5% 22.2% 32.1% 64.7% 0.0% 5.4% -22.3% 10.0K -175.6K -670 0.00 123.10 N/A N/A 0 0 170 8 2025-03-11 $39.53 $40.00 40.8% 18.0% 34.9% 22.1% 0.0% -0.9% -6.6% 13.9K -218.3K -690 0.00 120.51 N/A N/A 60 0 170 8 2025-03-12 $38.45 $40.00 35.3% 16.3% 35.9% 15.7% 0.0% -3.0% -2.2% 16.0K -176.9K -663 0.00 121.62 N/A N/A 30 0 180 8 2025-03-13 $38.30 $40.00 35.7% 15.4% 35.8% 16.1% 0.0% 8.0% -1.5% 16.4K -166.3K -664 0.00 113.62 N/A N/A 0 0 185 8 2025-03-14 $39.03 $40.00 27.4% 12.7% 36.7% 6.4% 0.0% 5.8% 11.6% 20.9K -232.7K -709 0.00 120.41 N/A N/A 0 0 185 8 2025-03-17 $40.73 $40.00 27.9% 10.4% 40.1% 7.0% 31.8% -1.2% 2.6% 20.2K -303.7K -688 0.00 90.38 N/A N/A 7 0 185 8 2025-03-18 $39.86 $40.00 37.5% 9.0% 40.4% 18.2% 0.0% -1.0% -13.7% 16.2K -265.7K -730 0.00 115.02 N/A N/A 25 0 191 8 2025-03-19 $41.22 $40.00 48.8% 9.6% 42.1% 31.4% 0.0% -2.6% -23.7% 14.2K -337.2K -772 0.00 116.05 N/A N/A 0 0 191 8 2025-03-20 $40.97 $0.00 38.8% 11.3% 42.1% 19.7% 0.0% -3.4% 6.1% 18.9K -328.9K -726 0.00 112.64 N/A N/A 0 0 191 8 2025-03-21 $40.02 $0.00 43.4% 13.1% 42.2% 25.1% 0.0% -9.7% -1.4% 12.3K -276.1K -711 0.00 108.27 N/A N/A 1 0 191 8 2025-03-24 $41.55 $0.00 33.8% 13.0% 44.0% 13.9% 0.0% -8.0% 4.4% 23.6K -374.4K -654 0.00 111.73 N/A N/A 2 0 184 4 2025-03-25 $40.76 $0.00 25.8% 11.4% 44.3% 4.6% 0.0% -11.4% 12.2% 28.6K -323.4K -639 0.00 110.21 N/A N/A 0 2 184 4 2025-03-26 $39.70 $0.00 41.5% 12.1% 45.2% 22.8% 28.4% -33.1% -10.1% 14.7K -262.4K -658 0.00 105.88 N/A N/A 1 0 184 6 2025-03-27 $39.79 $45.00 30.8% 11.7% 44.8% 10.4% 0.0% 8.3% 15.4% 26.9K -247.6K -619 0.00 102.65 N/A N/A 0 1 185 6 2025-03-28 $38.40 $45.00 33.5% 9.9% 46.4% 13.6% 0.0% -1.9% -10.2% 18.7K -167.0K -549 0.00 113.73 N/A N/A 0 0 185 7 2025-03-31 $38.02 $45.00 27.9% 11.8% 39.3% 7.0% 0.0% 5.0% 16.4% 21.6K -122.1K -456 0.00 103.41 N/A N/A 0 0 185 7
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