BFIN Options History — December 2021 In December 2021, BFIN traded between $10.42 and $10.90. ATM implied volatility averaged 39.9%, placing in the 19.7% IV rank vs the trailing year. The 30-day expected move averaged 10.6%. IV traded above realized volatility by 22.4% (HV 20d: 17.5%). Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 0.02.
Notable Days 2021-12-14 : Highest Volume — 29 contracts2021-12-23 : Largest IV spike — 49.2% change2021-12-21 : Highest IV Rank — 37.4%2021-12-21 : Largest Expected Move — 16.1%Monthly Statistics Metric Avg Min Max Open Close Price $10.66 $10.42 $10.90 $10.57 $10.73 ATM IV 39.9% 24.1% 56.3% 24.1% 38.5% Expected Move 10.6% 6.9% 16.1% 6.9% 11.0% HV 20d 17.5% 15.2% 21.4% 20.6% 15.9% HV 60d 19.6% 16.8% 44.6% 44.5% 17.5% IV Rank 19.7% 8.0% 37.4% 8.0% 21.2% IV Percentile 76.9% 28.3% 99.2% 28.3% 88.0% Term Structure -1.4% -38.4% 108.8% -6.4% -9.1% Skew 25d -9.9% -54.9% 18.0% -24.7% -22.1% Skew 10d 23.0% -26.4% 51.8% 25.8% 9.1% Call IV 25d 49.1% 21.1% 96.3% 53.6% 47.0% Put IV 25d 39.2% 18.2% 63.9% 28.9% 24.9% Bid-Ask Spread % 106.00 93.45 122.43 102.46 113.97 Gamma HHI 0.89 0.65 1.00 1.00 0.89 Net GEX 125 40 253 98 246 Net DEX -1.1K -3.9K 80 -740 -3.6K Net VEX -17 -39 -6 -11 -38 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.02 0.00 0.04 0.00 0.04 Total Volume 28.591 28 29 28 29 Total OI 28.545 28 29 28 29
Daily Data (22 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 2021-12-01 $10.57 $0.00 24.1% 6.9% 20.6% 8.0% 0.0% -24.7% -6.4% 98 -740 -11 0.00 102.46 N/A N/A 28 0 28 0 2021-12-02 $10.70 $0.00 34.1% 9.8% 21.4% 17.2% 0.0% -54.9% -2.7% 112 -854 -12 0.00 104.39 N/A N/A 28 0 28 0 2021-12-03 $10.57 $0.00 41.5% 11.9% 20.1% 23.9% 0.0% -30.6% -7.5% 163 -1.6K -20 0.00 112.08 N/A N/A 28 0 28 0 2021-12-06 $10.57 $0.00 37.1% 7.5% 17.7% 9.9% 0.0% -8.1% 7.9% 100 -740 -10 0.00 100.61 N/A N/A 28 0 28 0 2021-12-07 $10.49 $0.00 30.4% 8.0% 17.3% 11.4% 0.0% 1.6% 3.1% 89 -658 -9 0.00 98.81 N/A N/A 28 0 28 0 2021-12-08 $10.44 $0.00 39.0% 8.7% 17.2% 13.6% 0.0% 2.0% -1.2% 67 -441 -7 0.00 97.41 N/A N/A 28 0 28 0 2021-12-09 $10.42 $0.00 45.4% 8.9% 16.0% 14.4% 0.0% 11.2% -1.5% 63 -407 -6 0.00 95.41 N/A N/A 28 0 28 0 2021-12-10 $10.59 $0.00 37.2% 9.5% 17.4% 16.3% 0.0% 7.7% -2.2% 97 -726 -11 0.00 97.31 N/A N/A 28 0 28 0 2021-12-13 $10.76 $0.00 36.0% 7.3% 18.7% 9.2% 0.0% -18.5% -3.3% 98 -664 -10 0.00 104.90 N/A N/A 28 0 28 0 2021-12-14 $10.75 $0.00 42.2% 7.4% 17.8% 9.8% 0.0% -2.9% -3.6% 112 -827 -12 0.04 96.42 N/A N/A 28 1 28 0 2021-12-15 $10.78 $0.00 36.5% 10.5% 17.9% 19.3% 0.0% -1.5% -8.1% 111 -584 -15 0.04 106.13 N/A N/A 28 1 28 1 2021-12-16 $10.76 $0.00 39.7% 11.4% 17.3% 22.3% 0.0% -10.1% 108.8% 178 -1.7K -25 0.04 116.04 N/A N/A 28 1 28 1 2021-12-17 $10.70 $0.00 45.6% 13.1% 16.8% 27.7% 0.0% -0.5% 3.7% 122 -756 -18 0.04 119.59 N/A N/A 28 1 28 1 2021-12-20 $10.54 $0.00 43.5% 12.5% 17.1% 25.7% 0.0% 18.0% 9.4% 88 -415 -13 0.04 111.21 N/A N/A 28 1 28 1 2021-12-21 $10.68 $0.00 56.3% 16.1% 18.0% 37.4% 0.0% 8.2% -4.9% 227 -3.1K -35 0.04 122.43 N/A N/A 28 1 28 1 2021-12-22 $10.68 $0.00 36.7% 10.5% 17.7% 19.6% 0.0% -5.0% -8.0% 54 -79 -10 0.04 110.96 N/A N/A 28 1 28 1 2021-12-23 $10.77 $0.00 54.7% 15.7% 17.3% 36.0% 0.0% -14.6% -7.1% 253 -3.9K -39 0.04 112.48 N/A N/A 28 1 28 1 2021-12-27 $10.70 $0.00 39.9% 11.4% 16.2% 22.5% 0.0% 6.8% -17.0% 194 -2.0K -30 0.04 93.45 N/A N/A 28 1 28 1 2021-12-28 $10.77 $0.00 34.8% 10.0% 15.7% 17.9% 0.0% -7.4% -11.0% 160 -1.3K -21 0.04 96.56 N/A N/A 28 1 28 1 2021-12-29 $10.72 $0.00 37.9% 10.9% 15.8% 20.6% 0.0% -31.2% -31.3% 40 80 -7 0.04 98.98 N/A N/A 28 1 28 1 2021-12-30 $10.90 $0.00 47.5% 13.6% 15.2% 29.4% 0.0% -41.4% -38.4% 71 -181 -10 0.04 120.39 N/A N/A 28 1 28 1 2021-12-31 $10.73 $0.00 38.5% 11.0% 15.9% 21.2% 0.0% -22.1% -9.1% 246 -3.6K -38 0.04 113.97 N/A N/A 28 1 28 1
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