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Benchmark Electronics BHE

i

Market datapartial · fetched 2026-10-23T15:48:29.167Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-23T15:48:19.904148069Z

FundamentalsAlpha Vantage · unavailable

Share price$66.37
1D+0.5%
$65.17$65.49$65.81$66.14$66.465:30 AM6:30 AM9:00 AM1:00 PMBHE
Sold putSold call

Benchmark Electronics options

Live interpolated BHE call and put midpoint premiums by absolute delta.Benchmark Electronics$1.59$4.90$8.20$11.51$14.81$49.66$60.44$71.22$81.99$92.7720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BHE spot · $66.37BHE PRICE$1.95$2.03$2.07$2.21$2.48$3.07$3.66$4.25$4.90$5.93$6.96$8.00$9.03$2.39$2.64$2.85$3.06$3.27$4.02$4.89$5.75$6.84$8.59$10.35$12.11$13.86
PutsExpensive1.12×
CallsExpensive1.31×
SkewBearish+7.67 pp
Implied moveBearish±$8.54
TiltBearish17.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ89.70108.1%38.1%54.71100.5%21.2%
25Δ81.9586.8%26.5%57.2390.4%17.7%
30Δ74.5365.4%15.4%59.6879.5%14.4%
35Δ71.8656.4%11.6%62.1468.5%11.0%
40Δ69.6450.4%8.7%64.5957.5%7.6%
45Δ68.4351.4%7.7%66.1656.7%6.4%
50Δ67.2352.3%6.8%67.5657.8%5.6%
55Δ66.0353.3%5.9%68.9558.9%4.8%
60Δ64.7854.0%5.0%70.5460.1%4.0%
65Δ63.3253.0%4.3%72.7161.5%3.4%
70Δ61.8652.1%3.7%74.8862.9%2.8%
75Δ60.4051.2%3.0%77.0464.4%2.2%
80Δ58.9350.2%2.4%79.2165.8%1.5%

20Δ

Calls
Pseudo strike
89.70
IV
108.1%
B/E move
38.1%
Puts
Pseudo strike
54.71
IV
100.5%
B/E move
21.2%

25Δ

Calls
Pseudo strike
81.95
IV
86.8%
B/E move
26.5%
Puts
Pseudo strike
57.23
IV
90.4%
B/E move
17.7%

30Δ

Calls
Pseudo strike
74.53
IV
65.4%
B/E move
15.4%
Puts
Pseudo strike
59.68
IV
79.5%
B/E move
14.4%

35Δ

Calls
Pseudo strike
71.86
IV
56.4%
B/E move
11.6%
Puts
Pseudo strike
62.14
IV
68.5%
B/E move
11.0%

40Δ

Calls
Pseudo strike
69.64
IV
50.4%
B/E move
8.7%
Puts
Pseudo strike
64.59
IV
57.5%
B/E move
7.6%

45Δ

Calls
Pseudo strike
68.43
IV
51.4%
B/E move
7.7%
Puts
Pseudo strike
66.16
IV
56.7%
B/E move
6.4%

50Δ

Calls
Pseudo strike
67.23
IV
52.3%
B/E move
6.8%
Puts
Pseudo strike
67.56
IV
57.8%
B/E move
5.6%

55Δ

Calls
Pseudo strike
66.03
IV
53.3%
B/E move
5.9%
Puts
Pseudo strike
68.95
IV
58.9%
B/E move
4.8%

60Δ

Calls
Pseudo strike
64.78
IV
54.0%
B/E move
5.0%
Puts
Pseudo strike
70.54
IV
60.1%
B/E move
4.0%

65Δ

Calls
Pseudo strike
63.32
IV
53.0%
B/E move
4.3%
Puts
Pseudo strike
72.71
IV
61.5%
B/E move
3.4%

70Δ

Calls
Pseudo strike
61.86
IV
52.1%
B/E move
3.7%
Puts
Pseudo strike
74.88
IV
62.9%
B/E move
2.8%

75Δ

Calls
Pseudo strike
60.40
IV
51.2%
B/E move
3.0%
Puts
Pseudo strike
77.04
IV
64.4%
B/E move
2.2%

80Δ

Calls
Pseudo strike
58.93
IV
50.2%
B/E move
2.4%
Puts
Pseudo strike
79.21
IV
65.8%
B/E move
1.5%

Options history

BHE44.9646.9949.022026-10-20: 45.24%2026-10-21: 47.29%2026-10-22: 48.74%Oct 20Oct 22
Table
DateIV
45.24%
47.29%
48.74%