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Benchmark Electronics Inc BHE

TECHNOLOGY · ELECTRONIC COMPONENTS
i

Market dataready · fetched 2026-10-23T16:47:35.999Z

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 · 2026-10-23T16:43:03.812351215Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T16:41:55.413742+00:00

Share price$66.46
1D+0.6%
$65.13$65.58$66.02$66.47$66.915:30 AM6:30 AM9:00 AM1:00 PMBHE
Sold putSold call

Benchmark Electronics Inc options

Live interpolated BHE call and put midpoint premiums by absolute delta.Benchmark Electronics Inc$1.08$4.15$7.22$10.28$13.35$50.75$61.22$71.70$82.18$92.6620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive BHE spot · $66.46BHE PRICE$1.95$1.41$1.94$2.46$2.99$3.47$3.90$4.34$4.79$5.41$6.03$6.65$7.27$2.40$2.35$2.58$2.92$3.26$3.99$4.75$5.52$6.34$7.48$8.61$9.75$12.47
PutsFair1.04×
CallsExpensive1.27×
SkewBearish+4.83 pp
Implied moveBearish±$8.65
TiltBearish15.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ89.67107.6%37.8%54.76100.9%21.2%
25Δ74.4253.2%14.1%58.8777.9%15.0%
30Δ73.1455.9%13.0%61.2967.3%11.7%
35Δ71.8658.6%11.8%63.0562.1%9.5%
40Δ70.5861.4%10.7%64.8256.8%7.4%
45Δ69.2161.1%9.4%66.2056.4%6.4%
50Δ67.7758.5%7.9%67.5556.6%5.5%
55Δ66.3455.8%6.3%68.8956.8%4.6%
60Δ64.9253.2%4.9%70.2756.9%3.8%
65Δ63.8051.3%4.1%71.8556.8%3.1%
70Δ62.6749.4%3.4%73.4256.6%2.5%
75Δ61.5547.4%2.6%74.9956.5%1.8%
80Δ60.4345.5%1.9%78.0260.2%1.4%

20Δ

Calls
Pseudo strike
89.67
IV
107.6%
B/E move
37.8%
Puts
Pseudo strike
54.76
IV
100.9%
B/E move
21.2%

25Δ

Calls
Pseudo strike
74.42
IV
53.2%
B/E move
14.1%
Puts
Pseudo strike
58.87
IV
77.9%
B/E move
15.0%

30Δ

Calls
Pseudo strike
73.14
IV
55.9%
B/E move
13.0%
Puts
Pseudo strike
61.29
IV
67.3%
B/E move
11.7%

35Δ

Calls
Pseudo strike
71.86
IV
58.6%
B/E move
11.8%
Puts
Pseudo strike
63.05
IV
62.1%
B/E move
9.5%

40Δ

Calls
Pseudo strike
70.58
IV
61.4%
B/E move
10.7%
Puts
Pseudo strike
64.82
IV
56.8%
B/E move
7.4%

45Δ

Calls
Pseudo strike
69.21
IV
61.1%
B/E move
9.4%
Puts
Pseudo strike
66.20
IV
56.4%
B/E move
6.4%

50Δ

Calls
Pseudo strike
67.77
IV
58.5%
B/E move
7.9%
Puts
Pseudo strike
67.55
IV
56.6%
B/E move
5.5%

55Δ

Calls
Pseudo strike
66.34
IV
55.8%
B/E move
6.3%
Puts
Pseudo strike
68.89
IV
56.8%
B/E move
4.6%

60Δ

Calls
Pseudo strike
64.92
IV
53.2%
B/E move
4.9%
Puts
Pseudo strike
70.27
IV
56.9%
B/E move
3.8%

65Δ

Calls
Pseudo strike
63.80
IV
51.3%
B/E move
4.1%
Puts
Pseudo strike
71.85
IV
56.8%
B/E move
3.1%

70Δ

Calls
Pseudo strike
62.67
IV
49.4%
B/E move
3.4%
Puts
Pseudo strike
73.42
IV
56.6%
B/E move
2.5%

75Δ

Calls
Pseudo strike
61.55
IV
47.4%
B/E move
2.6%
Puts
Pseudo strike
74.99
IV
56.5%
B/E move
1.8%

80Δ

Calls
Pseudo strike
60.43
IV
45.5%
B/E move
1.9%
Puts
Pseudo strike
78.02
IV
60.2%
B/E move
1.4%

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%