BFIN Options History — November 2021

Name: BFIN Options Analytics - November 2021
Creator: Options Analysis Suite

In November 2021, BFIN traded between $10.61 and $11.53. ATM implied volatility averaged 35.3%, placing in the 13.7% IV rank vs the trailing year. The 30-day expected move averaged 9.0%. IV traded above realized volatility by 16.9% (HV 20d: 18.4%). Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 0.00.

Notable Days

2021-11-01: Highest Volume — 28 contracts
2021-11-18: Largest IV spike — 84.9% change
2021-11-30: Highest IV Rank — 34.3%
2021-11-30: Largest Expected Move — 15.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$11.19	$10.61	$11.53	$11.45	$10.77
ATM IV	35.3%	17.9%	58.8%	36.2%	52.9%
Expected Move	9.0%	4.6%	15.2%	10.4%	15.2%
HV 20d	18.4%	14.6%	20.3%	14.9%	20.2%
HV 60d	44.8%	44.3%	45.4%	45.1%	44.4%
IV Rank	13.7%	0.6%	34.3%	17.2%	34.3%
IV Percentile	59.7%	0.4%	98.4%	89.2%	98.4%
Term Structure	-10.2%	-38.7%	9.0%	-23.8%	-38.7%
Skew 25d	4.2%	-67.1%	166.5%	-10.1%	-34.6%
Skew 10d	23.6%	-28.3%	247.8%	-27.6%	137.4%
Call IV 25d	36.4%	15.4%	105.3%	39.7%	73.7%
Put IV 25d	40.6%	20.2%	248.7%	29.5%	39.1%
Bid-Ask Spread %	100.85	94.20	112.62	108.24	112.62
Gamma HHI	1.00	1.00	1.00	1.00	1.00
Net GEX	185	71	250	211	197
Net DEX	-1.6K	-2.9K	-453	-1.8K	-2.1K
Net VEX	-21	-36	-7	-25	-24
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	28	28	28	28	28
Total OI	28	28	28	28	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
2021-11-01	$11.45	$0.00	36.2%	10.4%	14.9%	17.2%	0.0%	-10.1%	-23.8%	211	-1.8K	-25	108.24	N/A	N/A	28	28
2021-11-02	$11.53	$0.00	39.4%	11.3%	14.9%	19.8%	0.0%	166.5%	-32.2%	227	-1.9K	-26	103.20	N/A	N/A	28	28
2021-11-03	$11.51	$0.00	47.6%	13.6%	14.6%	26.5%	0.0%	-3.9%	-23.2%	227	-1.9K	-26	108.74	N/A	N/A	28	28
2021-11-04	$11.22	$0.00	48.9%	10.9%	16.6%	18.8%	0.0%	10.9%	-20.4%	198	-1.8K	-23	99.86	N/A	N/A	28	28
2021-11-05	$11.48	$0.00	56.4%	4.6%	18.8%	0.6%	0.0%	16.5%	5.7%	186	-1.4K	-19	104.83	N/A	N/A	28	28
2021-11-08	$11.31	$0.00	58.8%	8.2%	18.4%	10.9%	0.0%	6.1%	4.9%	170	-1.4K	-19	99.97	N/A	N/A	28	28
2021-11-09	$11.21	$0.00	40.0%	10.2%	18.6%	16.7%	0.0%	13.3%	-21.8%	170	-1.4K	-20	97.67	N/A	N/A	28	28
2021-11-10	$11.36	$0.00	24.7%	7.1%	19.2%	7.8%	0.0%	20.1%	9.0%	222	-2.0K	-27	100.23	N/A	N/A	28	28
2021-11-11	$11.25	$0.00	28.9%	8.3%	18.6%	11.2%	0.0%	17.9%	-2.5%	250	-2.9K	-36	98.19	N/A	N/A	28	28
2021-11-12	$11.20	$0.00	21.2%	6.1%	18.4%	4.9%	0.0%	7.6%	-2.6%	207	-1.9K	-26	95.08	N/A	N/A	28	28
2021-11-15	$11.35	$0.00	17.9%	5.1%	18.8%	2.2%	0.0%	0.6%	7.6%	205	-1.7K	-22	94.20	N/A	N/A	28	28
2021-11-16	$11.31	$0.00	32.5%	9.3%	18.8%	14.2%	0.0%	5.2%	3.8%	217	-1.8K	-25	99.72	N/A	N/A	28	28
2021-11-17	$11.42	$0.00	18.2%	5.2%	19.1%	2.5%	0.0%	0.1%	2.6%	235	-2.1K	-27	94.28	N/A	N/A	28	28
2021-11-18	$11.25	$0.00	33.7%	9.7%	19.6%	15.2%	0.0%	0.0%	-26.9%	160	-1.2K	-15	94.89	N/A	N/A	28	28
2021-11-19	$11.13	$0.00	23.4%	6.7%	19.6%	7.4%	0.0%	-14.3%	-8.3%	165	-1.2K	-17	96.79	N/A	N/A	28	28
2021-11-22	$11.07	$0.00	31.0%	8.9%	19.6%	14.4%	0.0%	0.6%	-11.5%	169	-1.4K	-18	99.14	N/A	N/A	28	28
2021-11-23	$10.96	$0.00	27.9%	8.0%	19.1%	11.5%	0.0%	-19.4%	-15.8%	181	-1.7K	-20	100.73	N/A	N/A	28	28
2021-11-24	$10.80	$0.00	29.6%	8.5%	19.7%	13.1%	0.0%	-7.1%	-5.4%	124	-933	-13	102.69	N/A	N/A	28	28
2021-11-26	$10.61	$0.00	29.9%	8.6%	19.5%	13.3%	0.0%	-20.2%	0.0%	71	-453	-7	99.88	N/A	N/A	28	28
2021-11-29	$10.75	$0.00	42.9%	12.3%	20.3%	25.2%	0.0%	-67.1%	-14.6%	95	-675	-10	106.91	N/A	N/A	28	28
2021-11-30	$10.77	$0.00	52.9%	15.2%	20.2%	34.3%	0.0%	-34.6%	-38.7%	197	-2.1K	-24	112.62	N/A	N/A	28	28