BFIN Options History — April 2022

Name: BFIN Options Analytics - April 2022
Creator: Options Analysis Suite

In April 2022, BFIN traded between $10.15 and $10.66. ATM implied volatility averaged 46.2%, placing in the 18.0% IV rank vs the trailing year. The 30-day expected move averaged 9.8%. IV traded above realized volatility by 28.7% (HV 20d: 17.5%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 10 of 20 days. Put/call ratio averaged 122.14.

Notable Days

2022-04-01: Highest Volume — 432 contracts
2022-04-11: Largest IV spike — 145.9% change
2022-04-28: Highest IV Rank — 37.2%
2022-04-28: Largest Expected Move — 16.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$10.42	$10.15	$10.66	$10.58	$10.17
ATM IV	46.2%	25.5%	92.0%	54.1%	33.7%
Expected Move	9.8%	6.9%	16.1%	11.5%	9.6%
HV 20d	17.5%	15.1%	18.7%	18.4%	15.1%
HV 60d	17.6%	16.1%	18.6%	18.1%	16.1%
IV Rank	18.0%	8.1%	37.2%	35.4%	16.8%
IV Percentile	57.5%	22.6%	95.6%	93.7%	60.7%
Term Structure	-2.3%	-31.1%	19.8%	-30.8%	-2.2%
Skew 25d	33.8%	-16.7%	144.6%	-7.5%	144.6%
Skew 10d	106.1%	-14.8%	284.5%	67.8%	284.5%
Call IV 25d	51.0%	26.3%	67.8%	49.2%	63.8%
Put IV 25d	84.8%	32.6%	208.5%	41.7%	208.5%
Bid-Ask Spread %	104.52	55.99	128.43	121.72	120.64
Gamma HHI	0.75	0.55	0.89	0.76	0.79
Net GEX	-670	-998	-319	-699	-664
Net DEX	4.9K	-7.7K	13.4K	7.2K	285
Net VEX	-96	-239	-10	-105	-125
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	122.14	13.40	402.00	13.40	67.00
Total Volume	399.1	0	432	432	408
Total OI	151	134	163	163	144

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
2022-04-01	$10.58	$0.00	54.1%	11.5%	18.4%	35.4%	0.0%	-7.5%	-30.8%	-699	7.2K	-105	13.40	121.72	N/A	N/A	30	402	32	131
2022-04-04	$10.62	$0.00	35.8%	9.5%	17.2%	16.4%	0.0%	-6.3%	-6.0%	-836	2.8K	-51	13.40	110.25	N/A	N/A	30	402	32	131
2022-04-05	$10.66	$0.00	65.8%	12.5%	17.2%	26.0%	0.0%	14.5%	-19.4%	-472	8.1K	-113	13.40	64.95	N/A	N/A	30	402	32	131
2022-04-06	$10.46	$0.00	88.1%	12.5%	17.2%	25.9%	0.0%	-11.0%	-16.4%	-447	10.2K	-152	13.40	116.75	N/A	N/A	30	402	32	131
2022-04-07	$10.41	$0.00	89.5%	13.4%	17.3%	28.6%	0.0%	-9.3%	-31.1%	-618	13.4K	-175	13.40	121.32	N/A	N/A	30	402	32	131
2022-04-08	$10.41	$0.00	37.4%	6.9%	16.7%	8.2%	0.0%	29.6%	3.4%	-700	11.8K	-147	13.40	105.74	N/A	N/A	30	402	32	131
2022-04-11	$10.39	$0.00	92.0%	6.9%	16.2%	8.1%	0.0%	28.4%	10.3%	-877	4.4K	-65	13.40	107.33	N/A	N/A	30	402	32	131
2022-04-12	$10.33	$0.00	58.2%	7.8%	16.1%	10.8%	0.0%	40.4%	-2.2%	-880	8.9K	-125	13.40	106.25	N/A	N/A	30	402	32	131
2022-04-13	$10.48	$0.00	25.5%	7.3%	16.8%	9.4%	0.0%	19.5%	1.6%	-319	400	-10	13.40	55.99	N/A	N/A	30	402	32	131
2022-04-14	$10.39	$0.00	28.4%	8.1%	16.8%	12.0%	0.0%	35.7%	-1.0%	-651	1.2K	-10	13.40	104.56	N/A	N/A	30	402	32	131
2022-04-18	$10.36	$0.00	29.0%	8.3%	16.6%	12.6%	0.0%	34.8%	-1.2%	-824	5.1K	-78	402.00	101.16	N/A	N/A	1	402	3	131
2022-04-19	$10.58	$0.00	28.0%	8.0%	18.6%	11.6%	0.0%	-11.8%	19.8%	-657	6.9K	-103	402.00	106.05	N/A	N/A	1	402	3	131
2022-04-20	$10.60	$0.00	30.8%	8.8%	18.3%	14.2%	0.0%	-16.7%	13.3%	-429	6.8K	-85	402.00	94.07	N/A	N/A	1	402	3	131
2022-04-21	$10.55	$0.00	32.5%	9.3%	18.4%	15.8%	0.0%	4.5%	-2.0%	-843	1.3K	-13	402.00	85.26	N/A	N/A	1	402	3	131
2022-04-22	$10.43	$0.00	29.7%	8.5%	18.3%	13.2%	0.0%	-9.5%	1.1%	-637	11.6K	-143	402.00	83.41	N/A	N/A	1	402	3	131
2022-04-25	$10.36	$0.00	32.6%	9.3%	18.4%	15.8%	0.0%	72.7%	6.6%	-380	-4.8K	-61	36.55	109.89	N/A	N/A	11	402	13	131
2022-04-26	$10.29	$0.00	46.9%	13.5%	18.4%	28.9%	0.0%	102.6%	7.3%	-998	-7.7K	-46	36.55	121.70	N/A	N/A	11	402	13	131
2022-04-27	$10.15	$0.00	28.9%	8.3%	18.7%	12.5%	0.0%	90.4%	3.3%	-573	-2.7K	-80	0.00	124.95	N/A	N/A	0	0	13	131
2022-04-28	$10.20	$0.00	56.1%	16.1%	18.4%	37.2%	0.0%	130.3%	0.1%	-898	12.1K	-239	36.55	128.43	N/A	N/A	11	402	13	131
2022-04-29	$10.17	$0.00	33.7%	9.6%	15.1%	16.8%	0.0%	144.6%	-2.2%	-664	285	-125	67.00	120.64	N/A	N/A	6	402	13	131