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Benchmark Electronics BHE

i

Market dataready · fetched 2026-11-13T02:02:32.104Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-13T00:00:00.0035652Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-13T02:02:31.730836+00:00

Share price$64.81
1D+1.7%
AH$63.51$64.26$65.02$65.77$66.525:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBHE
Sold putSold callAH

Benchmark Electronics options

Live interpolated BHE call and put midpoint premiums by absolute delta.Benchmark Electronics$1.45$3.96$6.46$8.97$11.47$53.74$58.85$63.96$69.07$74.1820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive BHE spot · $64.81BHE PRICE$1.72$2.06$2.39$2.51$2.58$2.66$3.12$3.72$4.33$4.94$5.54$6.98$2.45$2.45$2.45$2.49$2.53$2.57$2.89$4.20$5.51$6.82$8.13$9.44$10.75
PutsExpensive1.27×
Calls——
Skew——
Implied moveBearish±$5.55
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ52.27208.7%23.1%
25Δ76.48134.5%20.7%56.80158.0%16.1%
30Δ73.49126.2%16.6%59.99123.3%11.2%
35Δ70.51117.8%12.5%61.32108.1%9.2%
40Δ68.66104.4%9.8%62.6493.0%7.2%
45Δ67.0589.9%7.4%63.9777.9%5.3%
50Δ65.4375.5%5.1%65.3566.3%3.6%
55Δ64.3072.1%4.0%66.9167.0%3.2%
60Δ63.3572.8%3.5%68.4767.8%2.9%
65Δ62.3973.4%3.0%70.0268.5%2.5%
70Δ61.4474.1%2.4%71.5869.3%2.1%
75Δ60.4874.8%1.9%73.1470.0%1.7%
80Δ58.7981.8%1.5%74.7070.8%1.3%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
52.27
IV
208.7%
B/E move
23.1%

25Δ

Calls
Pseudo strike
76.48
IV
134.5%
B/E move
20.7%
Puts
Pseudo strike
56.80
IV
158.0%
B/E move
16.1%

30Δ

Calls
Pseudo strike
73.49
IV
126.2%
B/E move
16.6%
Puts
Pseudo strike
59.99
IV
123.3%
B/E move
11.2%

35Δ

Calls
Pseudo strike
70.51
IV
117.8%
B/E move
12.5%
Puts
Pseudo strike
61.32
IV
108.1%
B/E move
9.2%

40Δ

Calls
Pseudo strike
68.66
IV
104.4%
B/E move
9.8%
Puts
Pseudo strike
62.64
IV
93.0%
B/E move
7.2%

45Δ

Calls
Pseudo strike
67.05
IV
89.9%
B/E move
7.4%
Puts
Pseudo strike
63.97
IV
77.9%
B/E move
5.3%

50Δ

Calls
Pseudo strike
65.43
IV
75.5%
B/E move
5.1%
Puts
Pseudo strike
65.35
IV
66.3%
B/E move
3.6%

55Δ

Calls
Pseudo strike
64.30
IV
72.1%
B/E move
4.0%
Puts
Pseudo strike
66.91
IV
67.0%
B/E move
3.2%

60Δ

Calls
Pseudo strike
63.35
IV
72.8%
B/E move
3.5%
Puts
Pseudo strike
68.47
IV
67.8%
B/E move
2.9%

65Δ

Calls
Pseudo strike
62.39
IV
73.4%
B/E move
3.0%
Puts
Pseudo strike
70.02
IV
68.5%
B/E move
2.5%

70Δ

Calls
Pseudo strike
61.44
IV
74.1%
B/E move
2.4%
Puts
Pseudo strike
71.58
IV
69.3%
B/E move
2.1%

75Δ

Calls
Pseudo strike
60.48
IV
74.8%
B/E move
1.9%
Puts
Pseudo strike
73.14
IV
70.0%
B/E move
1.7%

80Δ

Calls
Pseudo strike
58.79
IV
81.8%
B/E move
1.5%
Puts
Pseudo strike
74.70
IV
70.8%
B/E move
1.3%

Options history

IV · four-Friday blend45.03%
Daily close
BHE37.3%54.9%72.5%2026-08-14: 42.76%2026-08-21: 42.50%2026-08-24: 43.77%2026-08-25: 42.93%2026-08-26: 43.32%2026-08-27: 43.84%2026-08-28: 42.91%2026-08-31: 44.62%2026-09-01: 43.79%2026-09-02: 45.74%2026-09-03: 43.51%2026-09-04: 43.95%2026-09-08: 43.69%2026-09-10: 44.47%2026-09-15: 56.13%2026-09-16: 55.75%2026-09-17: 70.08%2026-09-18: 40.09%2026-09-21: 42.19%2026-09-22: 42.70%2026-09-23: 43.94%2026-09-24: 42.98%2026-09-25: 42.83%2026-09-28: 43.26%2026-09-29: 41.87%2026-09-30: 42.06%2026-10-01: 41.46%2026-10-02: 40.35%2026-10-05: 42.32%2026-10-06: 39.69%2026-10-07: 42.14%2026-10-08: 44.03%2026-10-09: 43.60%2026-10-12: 49.84%2026-10-14: 56.20%2026-10-16: 44.77%2026-10-19: 44.77%2026-10-20: 45.25%2026-10-21: 47.29%2026-10-22: 47.68%2026-10-23: 48.66%2026-10-26: 48.14%2026-10-27: 48.74%2026-10-28: 49.34%2026-10-29: 42.37%2026-10-30: 45.03%Aug 14Sep 25Oct 30
46 observations2026-08-14 — 2026-10-30
Table
DateIV (%)
42.76%
42.50%
43.77%
42.93%
43.32%
43.84%
42.91%
44.62%
43.79%
45.74%
43.51%
43.95%
43.69%
44.47%
56.13%
55.75%
70.08%
40.09%
42.19%
42.70%
43.94%
42.98%
42.83%
43.26%
41.87%
42.06%
41.46%
40.35%
42.32%
39.69%
42.14%
44.03%
43.60%
49.84%
56.20%
44.77%
44.77%
45.25%
47.29%
47.68%
48.66%
48.14%
48.74%
49.34%
42.37%
45.03%