BFIN Options History — February 2022

In February 2022, BFIN traded between $10.72 and $11.23. ATM implied volatility averaged 45.9%, placing in the 24.6% IV rank vs the trailing year. The 30-day expected move averaged 12.1%. IV traded above realized volatility by 26.6% (HV 20d: 19.3%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 16 of 19 trading days. Term structure was in contango for 5 of 19 days. Put/call ratio averaged 2.16.

Notable Days

2022-02-23: Highest Volume — 441 contracts
2022-02-04: Largest IV spike — 63.9% change
2022-02-22: Highest IV Rank — 45.8%
2022-02-22: Largest Expected Move — 18.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$10.90	$10.72	$11.23	$10.81	$10.84
Max Pain	$10.00	$10.00	$10.00	$10.00	$10.00
ATM IV	45.9%	21.7%	73.1%	21.7%	32.4%
Expected Move	12.1%	6.2%	18.8%	6.2%	9.3%
HV 20d	19.3%	13.8%	21.7%	21.7%	15.9%
HV 60d	17.8%	17.3%	19.1%	19.1%	17.6%
IV Rank	24.6%	5.9%	45.8%	5.9%	15.6%
IV Percentile	78.3%	11.1%	97.6%	11.1%	65.5%
Term Structure	-4.7%	-29.4%	24.6%	24.6%	-1.3%
VWIV	52.7%	21.7%	75.9%	21.7%	44.1%
Skew 25d	-9.3%	-105.5%	122.3%	122.3%	-5.0%
Skew 10d	38.1%	-53.5%	194.9%	194.9%	11.9%
Call IV 25d	66.7%	32.9%	206.5%	206.5%	32.9%
Put IV 25d	57.3%	21.9%	328.8%	328.8%	27.9%
Bid-Ask Spread %	116.18	60.63	135.19	108.34	60.63
Gamma HHI	0.54	0.37	0.83	0.62	0.58
Net GEX	104	-644	424	131	-644
Net DEX	-4.8K	-12.6K	2.9K	-2.0K	-2.4K
Net VEX	-38	-195	-7	-14	-121
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	2.16	0.03	10.03	0.07	10.03
Total Volume	121.737	32	441	32	441
Total OI	57.789	32	170	32	170

Daily Data (19 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
2022-02-01	$10.81	$10.00	21.7%	6.2%	21.7%	5.9%	21.7%	122.3%	24.6%	131	-2.0K	-14	0.07	108.34	N/A	N/A	30	2	30	2
2022-02-02	$10.79	$10.00	35.0%	10.0%	21.4%	18.0%	35.0%	-18.2%	-8.9%	37	-415	-7	0.07	109.30	N/A	N/A	30	2	30	2
2022-02-03	$10.72	$0.00	41.9%	10.8%	20.8%	20.5%	0.0%	12.9%	11.0%	132	-1.9K	-17	0.07	112.34	N/A	N/A	30	2	30	2
2022-02-04	$10.79	$0.00	68.8%	16.2%	21.0%	37.6%	0.0%	5.1%	-8.1%	168	-2.0K	-20	0.06	129.06	N/A	N/A	31	2	30	2
2022-02-07	$10.83	$0.00	73.1%	12.5%	21.0%	26.0%	0.0%	18.6%	21.8%	139	-1.8K	-11	0.06	115.97	N/A	N/A	31	2	32	2
2022-02-08	$10.84	$0.00	65.3%	12.2%	20.7%	24.8%	0.0%	-6.0%	-2.4%	159	-2.0K	-14	0.06	123.69	N/A	N/A	31	2	32	2
2022-02-09	$10.82	$0.00	44.0%	12.6%	20.5%	26.2%	0.0%	28.4%	12.7%	63	-2.3K	-7	0.06	124.38	N/A	N/A	31	2	32	2
2022-02-10	$10.82	$0.00	36.9%	10.6%	20.2%	19.7%	0.0%	-51.2%	-11.2%	242	-5.4K	-28	0.06	119.32	N/A	N/A	31	2	32	2
2022-02-11	$10.82	$0.00	40.5%	11.6%	19.6%	23.0%	0.0%	-21.1%	-7.1%	214	-2.9K	-18	0.06	119.52	N/A	N/A	31	2	32	2
2022-02-14	$10.78	$0.00	25.4%	7.3%	19.5%	9.3%	28.1%	-22.3%	4.6%	85	-1.5K	-7	0.05	109.27	N/A	N/A	41	2	32	2
2022-02-15	$10.96	$10.00	29.7%	8.5%	20.2%	13.2%	34.2%	-13.2%	-6.1%	399	-11.5K	-15	0.05	109.38	N/A	N/A	41	2	42	2
2022-02-16	$11.07	$10.00	41.6%	11.9%	20.3%	24.0%	56.1%	-24.5%	-2.8%	365	-11.9K	-19	0.05	120.15	N/A	N/A	41	2	42	2
2022-02-17	$11.08	$10.00	46.7%	13.4%	20.3%	28.7%	65.8%	-10.7%	-10.5%	352	-11.7K	-18	0.05	119.98	N/A	N/A	41	2	42	2
2022-02-18	$11.23	$10.00	49.6%	14.2%	19.7%	31.3%	69.2%	-5.0%	-16.7%	395	-12.6K	-22	0.05	129.56	N/A	N/A	41	2	42	2
2022-02-22	$11.10	$10.00	65.5%	18.8%	20.3%	45.8%	74.2%	-0.1%	-18.4%	424	-10.5K	-29	0.03	135.19	N/A	N/A	39	1	39	1
2022-02-23	$11.02	$10.00	54.5%	15.6%	15.3%	35.8%	75.9%	-58.4%	-19.4%	351	-9.2K	-18	10.03	121.02	N/A	N/A	40	401	39	1
2022-02-24	$10.83	$10.00	53.9%	15.4%	13.8%	35.2%	71.3%	-105.5%	-22.3%	-446	2.9K	-195	10.03	117.97	N/A	N/A	40	401	40	130
2022-02-25	$11.00	$10.00	45.4%	13.0%	14.8%	27.4%	56.4%	-23.8%	-29.4%	-586	-2.3K	-148	10.03	122.29	N/A	N/A	40	401	40	130
2022-02-28	$10.84	$10.00	32.4%	9.3%	15.9%	15.6%	44.1%	-5.0%	-1.3%	-644	-2.4K	-121	10.03	60.63	N/A	N/A	40	401	40	130