BFIN Options History — May 2022

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

In May 2022, BFIN traded between $9.71 and $10.23. ATM implied volatility averaged 47.9%, placing in the 26.2% IV rank vs the trailing year. The 30-day expected move averaged 12.6%. IV traded above realized volatility by 36.4% (HV 20d: 11.5%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 57.07.

Notable Days

2022-05-31: Highest Volume — 415 contracts
2022-05-06: Largest IV spike — 88.4% change
2022-05-10: Highest IV Rank — 75.4%
2022-05-10: Largest Expected Move — 28.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$9.88	$9.71	$10.23	$10.19	$9.71
ATM IV	47.9%	22.8%	110.7%	58.1%	24.1%
Expected Move	12.6%	6.5%	28.1%	16.7%	6.9%
HV 20d	11.5%	7.9%	14.7%	14.5%	11.4%
HV 60d	15.5%	14.2%	16.3%	16.0%	14.8%
IV Rank	26.2%	6.9%	75.4%	39.0%	8.1%
IV Percentile	62.4%	15.9%	99.6%	96.4%	19.4%
Term Structure	-6.9%	-43.2%	16.3%	-43.2%	-0.2%
Skew 25d	23.4%	-97.8%	128.4%	53.6%	128.4%
Skew 10d	29.6%	-115.7%	161.6%	138.1%	102.9%
Call IV 25d	61.2%	38.1%	143.7%	130.4%	44.2%
Put IV 25d	84.6%	38.2%	184.0%	184.0%	172.6%
Bid-Ask Spread %	115.54	94.34	130.77	122.18	118.49
Gamma HHI	0.87	0.80	0.95	0.88	0.80
Net GEX	-1.0K	-1.8K	-805	-1.0K	-833
Net DEX	-4.4K	-15.3K	10.9K	717	-12.7K
Net VEX	-133	-244	-66	-176	-82
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	57.07	50.63	67.00	67.00	50.88
Total Volume	410.667	408	415	408	415
Total OI	153	149	159	149	159

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	P/C	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2022-05-02	$10.19	$0.00	58.1%	16.7%	14.5%	39.0%	0.0%	53.6%	-43.2%	-1.0K	717	-176	67.00	122.18	N/A	N/A	6	402	18	131
2022-05-03	$10.23	$0.00	75.0%	21.5%	14.5%	54.4%	0.0%	-97.8%	-43.0%	-841	8.4K	-238	57.43	117.86	N/A	N/A	7	402	18	131
2022-05-04	$10.12	$0.00	79.2%	22.7%	14.7%	58.3%	0.0%	9.5%	-12.7%	-810	5.9K	-232	57.43	130.77	N/A	N/A	7	402	19	131
2022-05-05	$10.08	$0.00	41.1%	9.2%	13.4%	15.4%	0.0%	3.0%	16.3%	-992	4.9K	-214	57.43	122.09	N/A	N/A	7	402	19	131
2022-05-06	$10.04	$0.00	77.5%	15.8%	13.3%	36.3%	0.0%	10.5%	-5.5%	-1.7K	-9.5K	-69	57.43	121.26	N/A	N/A	7	402	19	131
2022-05-09	$9.94	$0.00	110.7%	14.8%	13.6%	33.2%	0.0%	103.9%	2.3%	-851	-2.0K	-156	57.43	129.28	N/A	N/A	7	402	19	131
2022-05-10	$9.96	$0.00	89.7%	28.1%	13.7%	75.4%	0.0%	38.5%	-22.0%	-1.8K	-9.8K	-70	57.43	124.44	N/A	N/A	7	402	19	131
2022-05-11	$9.89	$0.00	42.8%	12.3%	13.8%	25.1%	0.0%	6.3%	14.0%	-805	10.9K	-244	57.43	114.10	N/A	N/A	7	402	19	131
2022-05-12	$9.77	$0.00	36.4%	10.4%	12.7%	19.3%	0.0%	-9.4%	-5.8%	-1.3K	4.3K	-186	57.71	106.52	N/A	N/A	7	404	19	131
2022-05-13	$9.80	$0.00	44.2%	12.7%	12.8%	26.4%	0.0%	1.7%	-19.8%	-1.0K	-4.0K	-123	57.71	114.17	N/A	N/A	7	404	19	133
2022-05-16	$9.77	$0.00	67.5%	19.3%	12.8%	47.6%	0.0%	8.2%	-5.8%	-826	2.2K	-185	57.71	124.02	N/A	N/A	7	404	19	133
2022-05-17	$9.78	$0.00	28.8%	8.3%	9.3%	12.4%	0.0%	72.9%	-5.3%	-860	-6.4K	-95	57.71	115.44	N/A	N/A	7	404	19	133
2022-05-18	$9.77	$0.00	29.2%	8.4%	9.1%	12.7%	0.0%	-3.4%	-1.9%	-924	-5.6K	-107	57.71	116.63	N/A	N/A	7	404	19	133
2022-05-19	$9.75	$0.00	31.0%	8.9%	9.1%	14.4%	0.0%	0.7%	-2.8%	-1.0K	-5.9K	-101	57.71	108.81	N/A	N/A	7	404	19	133
2022-05-20	$9.71	$0.00	29.4%	8.4%	8.7%	12.9%	0.0%	80.0%	-1.0%	-970	-9.0K	-122	57.71	107.95	N/A	N/A	7	404	24	133
2022-05-23	$9.76	$0.00	35.6%	10.2%	9.1%	18.6%	0.0%	-0.6%	-6.1%	-813	-10.4K	-103	57.71	120.86	N/A	N/A	7	404	24	133
2022-05-24	$9.77	$0.00	30.1%	8.6%	9.1%	13.6%	0.0%	1.0%	-3.6%	-947	-12.0K	-85	57.86	114.10	N/A	N/A	7	405	24	133
2022-05-25	$9.78	$0.00	25.3%	7.2%	8.2%	9.2%	0.0%	-4.4%	-1.0%	-929	-13.6K	-68	57.86	94.34	N/A	N/A	7	405	24	134
2022-05-26	$9.79	$0.00	22.8%	6.5%	7.9%	6.9%	0.0%	2.4%	4.4%	-970	-13.3K	-76	50.63	96.97	N/A	N/A	8	405	24	134
2022-05-27	$9.91	$0.00	27.2%	7.8%	9.3%	10.9%	0.0%	86.1%	-2.0%	-859	-15.3K	-66	50.63	105.99	N/A	N/A	8	405	25	134
2022-05-31	$9.71	$0.00	24.1%	6.9%	11.4%	8.1%	0.0%	128.4%	-0.2%	-833	-12.7K	-82	50.88	118.49	N/A	N/A	8	407	25	134