ThetaOwl

BHVN

Biohaven Ltd.Healthcare
$9.80
Neutral
Mkt Cap: $1.47B|Float: 123.9M|SI: 17.7%|DTC: 9.9
Data as of market close Apr 2, 2026
IV Rank
48
IV Pctl
67%
HV 20d
72.4%
52W Range
$7-$24
ATR(14)
$0.57
Exp. Move
±13.5%
P/C Ratio
0.19
Earnings
May 11
GEX Positive
DEX Long
Net Put Premium
IV Moderate
Max Pain Below
Exp. Move Wide
Low Put/Call

BHVN Key Options Data

IV Rank
48%
Total GEX
$0.00B
Total DEX
$1.5M
Max Pain
$9.00
Expected Move
±13.5%
Put/Call OI
0.19
Net Premium
$-0.3M
Spot Price
$9.80

Gamma Exposure (GEX)

Delta Exposure (DEX)

Expected Move by Expiration

ExpirationDTEExpected MoveMove %LowerUpper
2026-04-1715±$1.32±13.5%$8.48$11.13
2026-05-1543±$2.67±27.3%$7.13$12.48
2026-07-17106±$4.55±46.4%$5.25$14.35
2026-10-16197±$3.20±32.6%$6.60$13.00
2026-12-18260±$6.85±69.9%$2.95$16.65
2027-01-15288±$7.62±77.8%$2.18$17.43

Explore BHVN options data including implied volatility rankings, gamma and delta exposure, max pain levels, and expected price moves. AI-generated reports provide directional, income, and earnings analysis.