BFIN Options History — September 2021 In September 2021, BFIN traded between $11.15 and $11.60. ATM implied volatility averaged 32.9%, placing in the 14.2% IV rank vs the trailing year. The 30-day expected move averaged 9.4%. IV traded below realized volatility by 41.0% (HV 20d: 73.9%). Max pain ranged from $12.50 to $12.50. Net GEX was positive for 9 of 16 trading days. Term structure was in contango for 12 of 16 days. Put/call ratio averaged 0.00.
Notable Days 2021-09-16 : Highest Volume — 1 contracts2021-09-20 : Largest IV spike — 208.1% change2021-09-20 : Highest IV Rank — 42.3%2021-09-20 : Largest Expected Move — 19.1%Monthly Statistics Metric Avg Min Max Open Close Price $11.35 $11.15 $11.60 $11.34 $11.55 Max Pain $12.50 $12.50 $12.50 $12.50 $12.50 ATM IV 32.9% 15.2% 66.8% 48.8% 19.0% Expected Move 9.4% 4.4% 19.1% 14.0% 5.5% HV 20d 73.9% 73.0% 74.8% 74.3% 73.8% HV 60d 45.7% 45.6% 45.9% 45.8% 45.7% IV Rank 14.2% 0.0% 42.3% 26.7% 3.1% IV Percentile 51.2% 0.0% 99.2% 97.2% 1.6% Term Structure 5.9% -32.9% 39.5% -12.7% 11.5% Skew 25d -0.0% -7.5% 18.6% 5.5% -6.5% Skew 10d -5.6% -30.1% 20.6% -30.1% -17.2% Call IV 25d 31.6% 20.4% 71.6% 26.2% 28.4% Put IV 25d 31.5% 20.0% 69.0% 31.7% 21.9% Bid-Ask Spread % 91.81 33.39 157.90 143.24 95.92 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 15 0 33 0 29 Net DEX -78 -266 0 0 -78 Net VEX -0 -1 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 0.063 0 1 0 0 Total OI 0.563 0 1 0 1
Daily Data (16 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 2021-09-09 $11.34 $0.00 48.8% 14.0% 74.3% 26.7% 0.0% 0.0% -12.7% 0 0 0 0.00 143.24 N/A N/A 0 0 0 0 2021-09-10 $11.15 $0.00 50.8% 14.6% 74.1% 28.3% 0.0% 0.0% -13.1% 0 0 0 0.00 141.37 N/A N/A 0 0 0 0 2021-09-13 $11.34 $0.00 41.9% 12.0% 74.8% 21.0% 0.0% 0.0% -32.9% 0 0 0 0.00 112.36 N/A N/A 0 0 0 0 2021-09-14 $11.26 $0.00 18.0% 5.2% 73.9% 1.2% 0.0% 0.0% 8.1% 0 0 0 0.00 57.12 N/A N/A 0 0 0 0 2021-09-15 $11.26 $0.00 19.7% 5.7% 74.0% 2.6% 0.0% 0.0% 9.0% 0 0 0 0.00 64.86 N/A N/A 0 0 0 0 2021-09-16 $11.26 $0.00 15.2% 4.4% 74.1% 0.0% 0.0% 5.5% 12.4% 0 0 0 0.00 56.18 N/A N/A 1 0 0 0 2021-09-17 $11.22 $0.00 21.7% 6.2% 73.9% 5.3% 0.0% 10.9% 15.1% 0 0 0 0.00 61.27 N/A N/A 0 0 0 0 2021-09-20 $11.21 $12.50 66.8% 19.1% 73.6% 42.3% 0.0% 18.6% 10.1% 26 -204 -1 0.00 157.90 N/A N/A 0 0 1 0 2021-09-21 $11.39 $12.50 43.0% 12.3% 74.1% 22.8% 0.0% -2.6% 39.5% 30 -266 -1 0.00 139.38 N/A N/A 0 0 1 0 2021-09-22 $11.33 $12.50 42.5% 12.2% 73.9% 22.4% 0.0% -7.5% 7.5% 29 -200 -1 0.00 134.99 N/A N/A 0 0 1 0 2021-09-23 $11.28 $12.50 23.4% 6.7% 73.0% 6.7% 0.0% 2.7% -2.2% 13 -28 0 0.00 33.39 N/A N/A 0 0 1 0 2021-09-24 $11.41 $12.50 32.5% 9.3% 73.4% 14.1% 0.0% -5.3% 9.8% 29 -115 0 0.00 97.07 N/A N/A 0 0 1 0 2021-09-27 $11.60 $12.50 16.7% 4.8% 74.0% 1.2% 0.0% -4.6% 12.3% 25 -50 0 0.00 57.83 N/A N/A 0 0 1 0 2021-09-28 $11.44 $12.50 37.6% 10.8% 73.8% 18.4% 0.0% -7.4% 11.1% 33 -206 -1 0.00 51.39 N/A N/A 0 0 1 0 2021-09-29 $11.53 $12.50 28.9% 8.3% 73.9% 11.2% 0.0% -4.1% 9.2% 32 -105 0 0.00 64.68 N/A N/A 0 0 1 0 2021-09-30 $11.55 $12.50 19.0% 5.5% 73.8% 3.1% 0.0% -6.5% 11.5% 29 -78 0 0.00 95.92 N/A N/A 0 0 1 0
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