BFIN Options History — October 2021

In October 2021, BFIN traded between $11.24 and $11.68. ATM implied volatility averaged 36.9%, placing in the 8.5% IV rank vs the trailing year. The 30-day expected move averaged 7.3%. IV traded above realized volatility by 11.0% (HV 20d: 26.0%). Max pain ranged from $12.50 to $12.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 0.00.

Notable Days

2021-10-06: Highest Volume — 28 contracts
2021-10-08: Largest IV spike — 209.9% change
2021-10-13: Highest IV Rank — 23.1%
2021-10-13: Largest Expected Move — 12.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$11.47	$11.24	$11.68	$11.52	$11.41
Max Pain	$12.50	$12.50	$12.50	$12.50	$12.50
ATM IV	36.9%	16.9%	120.0%	32.2%	22.3%
Expected Move	7.3%	4.9%	12.4%	9.2%	6.4%
HV 20d	26.0%	13.8%	73.7%	73.7%	14.8%
HV 60d	45.3%	45.1%	45.7%	45.7%	45.2%
IV Rank	8.5%	1.4%	23.1%	13.9%	5.8%
IV Percentile	32.0%	1.2%	95.6%	71.7%	17.1%
Term Structure	1.7%	-18.4%	10.5%	7.5%	9.8%
Skew 25d	52.4%	-30.3%	197.3%	-8.6%	185.4%
Skew 10d	77.1%	-37.3%	301.7%	-14.6%	296.8%
Call IV 25d	38.8%	14.0%	89.9%	27.4%	89.9%
Put IV 25d	91.2%	18.8%	275.4%	18.8%	275.4%
Bid-Ask Spread %	100.37	65.56	124.63	108.98	101.05
Gamma HHI	0.97	0.80	1.00	1.00	1.00
Net GEX	215	27	345	36	262
Net DEX	-2.4K	-4.9K	-52	-186	-2.8K
Net VEX	-29	-53	0	-1	-33
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	12	0	28	0	28
Total OI	21.857	1	29	1	28

Daily Data (21 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	Spread %	Call Wall	Put Wall	Call Vol	Call OI
2021-10-01	$11.52	$12.50	32.2%	9.2%	73.7%	13.9%	0.0%	-8.6%	7.5%	36	-186	-1	108.98	N/A	N/A	0	1
2021-10-04	$11.51	$0.00	39.6%	6.3%	73.2%	5.4%	0.0%	2.6%	0.3%	35	-195	-1	100.21	N/A	N/A	0	1
2021-10-05	$11.43	$0.00	44.0%	6.3%	73.2%	5.6%	0.0%	4.0%	10.0%	29	-109	0	92.92	N/A	N/A	0	1
2021-10-06	$11.53	$0.00	26.4%	6.0%	73.4%	4.7%	0.0%	1.4%	9.8%	30	-86	0	101.06	N/A	N/A	28	1
2021-10-07	$11.65	$0.00	24.1%	7.3%	15.5%	8.3%	0.0%	-1.7%	2.4%	27	-52	0	104.15	N/A	N/A	0	1
2021-10-08	$11.68	$0.00	74.7%	11.0%	13.9%	18.9%	0.0%	4.2%	-7.3%	345	-4.9K	-53	124.30	N/A	N/A	0	29
2021-10-11	$11.47	$0.00	82.5%	6.3%	14.5%	5.4%	0.0%	-4.6%	9.0%	327	-3.7K	-42	65.85	N/A	N/A	0	29
2021-10-12	$11.44	$0.00	120.0%	6.5%	14.3%	6.2%	0.0%	0.2%	1.7%	291	-3.0K	-38	65.56	N/A	N/A	0	29
2021-10-13	$11.38	$0.00	43.4%	12.4%	14.5%	23.1%	0.0%	4.0%	-11.7%	298	-4.8K	-50	124.63	N/A	N/A	0	29
2021-10-14	$11.55	$0.00	16.9%	4.9%	15.3%	1.4%	0.0%	147.0%	10.5%	279	-3.1K	-37	100.84	N/A	N/A	0	29
2021-10-15	$11.63	$0.00	20.0%	5.7%	15.3%	3.9%	0.0%	197.3%	9.5%	306	-3.8K	-43	100.41	N/A	N/A	0	29
2021-10-18	$11.49	$0.00	20.6%	5.9%	16.1%	4.4%	0.0%	166.1%	-2.4%	302	-3.8K	-45	97.99	N/A	N/A	0	28
2021-10-19	$11.47	$0.00	21.9%	6.3%	15.2%	5.4%	0.0%	176.6%	6.7%	255	-2.7K	-36	98.62	N/A	N/A	0	28
2021-10-20	$11.51	$0.00	20.4%	5.8%	15.0%	4.2%	0.0%	66.5%	-2.7%	268	-3.0K	-36	87.24	N/A	N/A	28	28
2021-10-21	$11.41	$0.00	34.6%	9.9%	15.3%	15.9%	0.0%	6.6%	9.1%	255	-2.8K	-36	108.03	N/A	N/A	28	28
2021-10-22	$11.51	$0.00	26.9%	7.7%	15.1%	9.6%	0.0%	1.4%	4.3%	288	-3.7K	-42	104.58	N/A	N/A	28	28
2021-10-25	$11.46	$0.00	29.6%	8.5%	13.9%	11.8%	0.0%	-11.0%	-6.9%	274	-2.9K	-34	106.85	N/A	N/A	28	28
2021-10-26	$11.28	$0.00	23.0%	6.6%	14.2%	6.4%	0.0%	-1.3%	-2.8%	199	-1.8K	-25	101.21	N/A	N/A	28	28
2021-10-27	$11.24	$0.00	29.4%	8.4%	13.8%	11.6%	0.0%	-30.3%	-18.4%	186	-1.7K	-23	109.96	N/A	N/A	28	28
2021-10-28	$11.40	$0.00	23.1%	6.6%	14.9%	6.4%	0.0%	194.2%	-2.9%	217	-2.0K	-25	103.39	N/A	N/A	28	28
2021-10-29	$11.41	$0.00	22.3%	6.4%	14.8%	5.8%	0.0%	185.4%	9.8%	262	-2.8K	-33	101.05	N/A	N/A	28	28