BFIN Options History — January 2022

In January 2022, BFIN traded between $10.57 and $11.03. ATM implied volatility averaged 52.8%, placing in the 30.7% IV rank vs the trailing year. The 30-day expected move averaged 14.0%. IV traded above realized volatility by 35.8% (HV 20d: 17.0%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 0.04.

Notable Days

2022-01-24: Highest Volume — 32 contracts
2022-01-10: Largest IV spike — 120.2% change
2022-01-27: Highest IV Rank — 53.0%
2022-01-27: Largest Expected Move — 21.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$10.82	$10.57	$11.03	$10.77	$10.65
Max Pain	$10.00	$10.00	$10.00	$10.00	$10.00
ATM IV	52.8%	33.1%	105.8%	38.6%	36.3%
Expected Move	14.0%	9.4%	21.1%	11.1%	10.4%
HV 20d	17.0%	14.6%	22.5%	15.2%	21.1%
HV 60d	17.8%	17.1%	19.5%	17.3%	19.5%
IV Rank	30.7%	15.9%	53.0%	21.3%	19.2%
IV Percentile	89.9%	74.5%	99.6%	88.0%	79.0%
Term Structure	-4.4%	-32.3%	56.1%	13.9%	14.0%
VWIV	61.3%	36.3%	73.4%	48.7%	36.3%
Skew 25d	10.2%	-24.5%	69.3%	1.5%	-24.5%
Skew 10d	101.6%	-0.8%	189.0%	16.9%	145.7%
Call IV 25d	52.0%	29.8%	79.5%	39.6%	65.1%
Put IV 25d	62.1%	32.0%	146.2%	41.1%	40.6%
Bid-Ask Spread %	116.24	87.25	133.45	109.15	121.83
Gamma HHI	0.72	0.57	0.89	0.89	0.70
Net GEX	158	77	293	200	164
Net DEX	-1.5K	-4.7K	-232	-1.8K	-2.0K
Net VEX	-20	-39	-10	-26	-19
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.04	0.03	0.07	0.04	0.07
Total Volume	30.45	29	32	29	32
Total OI	30.3	29	32	29	32

Daily Data (20 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
2022-01-03	$10.77	$0.00	38.6%	11.1%	15.2%	21.3%	0.0%	1.5%	13.9%	200	-1.8K	-26	0.04	109.15	N/A	N/A	28	1	28	1
2022-01-04	$10.88	$0.00	36.6%	10.5%	15.5%	19.5%	0.0%	-12.9%	-11.4%	223	-2.2K	-28	0.04	106.17	N/A	N/A	28	1	28	1
2022-01-05	$11.03	$0.00	62.7%	18.0%	15.7%	43.2%	0.0%	-23.9%	-9.6%	77	-232	-10	0.04	109.25	N/A	N/A	28	1	28	1
2022-01-06	$11.00	$0.00	47.5%	10.9%	15.6%	20.6%	0.0%	13.2%	0.8%	124	-670	-14	0.03	110.94	N/A	N/A	29	1	28	1
2022-01-07	$10.95	$0.00	33.5%	9.4%	15.8%	15.9%	0.0%	-10.4%	5.2%	112	-633	-13	0.03	109.39	N/A	N/A	29	1	29	1
2022-01-10	$10.84	$0.00	73.7%	13.1%	15.5%	27.7%	0.0%	12.8%	-18.3%	130	-729	-14	0.03	131.67	N/A	N/A	29	1	29	1
2022-01-11	$10.75	$0.00	105.8%	19.0%	14.8%	46.5%	0.0%	8.9%	-17.8%	162	-1.3K	-19	0.03	133.45	N/A	N/A	29	1	29	1
2022-01-12	$10.85	$0.00	48.9%	14.0%	15.2%	30.7%	0.0%	-6.4%	-32.3%	101	-430	-12	0.03	123.88	N/A	N/A	29	1	29	1
2022-01-13	$11.00	$0.00	42.4%	12.2%	15.9%	24.8%	0.0%	2.2%	-13.5%	118	-651	-14	0.03	116.91	N/A	N/A	29	1	29	1
2022-01-14	$10.93	$0.00	42.3%	12.1%	16.0%	24.7%	0.0%	16.9%	10.0%	208	-2.4K	-26	0.03	103.02	N/A	N/A	29	1	29	1
2022-01-18	$10.85	$0.00	52.3%	15.0%	16.1%	33.8%	0.0%	-10.1%	-26.9%	119	-651	-13	0.03	124.84	N/A	N/A	29	1	29	1
2022-01-19	$10.78	$0.00	33.6%	9.6%	15.3%	16.7%	0.0%	-4.9%	6.3%	98	-562	-13	0.03	106.94	N/A	N/A	29	1	29	1
2022-01-20	$10.76	$0.00	33.1%	9.5%	14.6%	16.2%	0.0%	-13.5%	0.8%	124	-714	-14	0.03	87.25	N/A	N/A	29	1	29	1
2022-01-21	$10.60	$0.00	37.4%	10.7%	15.6%	20.2%	0.0%	6.0%	-12.4%	145	-1.1K	-18	0.03	119.11	N/A	N/A	29	1	29	1
2022-01-24	$10.57	$0.00	48.7%	14.0%	15.3%	30.5%	48.7%	58.7%	56.1%	183	-2.0K	-24	0.07	116.02	N/A	N/A	30	2	29	1
2022-01-25	$10.99	$10.00	72.9%	20.9%	20.7%	52.5%	72.9%	39.2%	-21.8%	293	-4.1K	-36	0.07	123.54	N/A	N/A	30	2	30	2
2022-01-26	$10.72	$10.00	73.0%	20.9%	22.5%	52.6%	73.0%	58.5%	-8.8%	248	-3.1K	-29	0.07	126.90	N/A	N/A	30	2	30	2
2022-01-27	$10.71	$10.00	73.4%	21.1%	22.5%	53.0%	73.4%	69.3%	-3.3%	86	-671	-12	0.07	127.63	N/A	N/A	30	2	30	2
2022-01-28	$10.73	$10.00	63.1%	18.1%	21.6%	43.6%	63.1%	22.2%	-19.7%	243	-4.7K	-39	0.07	116.94	N/A	N/A	30	2	30	2
2022-01-31	$10.65	$10.00	36.3%	10.4%	21.1%	19.2%	36.3%	-24.5%	14.0%	164	-2.0K	-19	0.07	121.83	N/A	N/A	30	2	30	2