BFIN Options History — June 2022

In June 2022, BFIN traded between $9.33 and $9.75. ATM implied volatility averaged 30.9%, placing in the 13.9% IV rank vs the trailing year. The 30-day expected move averaged 8.8%. IV traded above realized volatility by 19.3% (HV 20d: 11.7%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 48.24.

Notable Days

2022-06-16: Highest Volume — 417 contracts
2022-06-21: Largest IV spike — 145.0% change
2022-06-27: Highest IV Rank — 37.4%
2022-06-27: Largest Expected Move — 16.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$9.51	$9.33	$9.75	$9.65	$9.38
Max Pain	$10.00	$10.00	$10.00	$10.00	$10.00
ATM IV	30.9%	17.8%	56.3%	29.2%	48.3%
Expected Move	8.8%	5.1%	16.1%	8.4%	13.8%
HV 20d	11.7%	9.4%	12.7%	11.3%	9.4%
HV 60d	13.5%	11.7%	14.6%	14.4%	11.7%
IV Rank	13.9%	2.3%	37.4%	12.7%	30.1%
IV Percentile	37.6%	1.6%	93.7%	40.9%	82.1%
Term Structure	14.7%	-19.9%	157.9%	-2.2%	-19.9%
VWIV	32.8%	17.8%	65.2%	24.8%	54.4%
Skew 25d	30.1%	-3.8%	83.1%	15.9%	26.5%
Skew 10d	9.8%	-58.9%	95.6%	-9.2%	-14.0%
Call IV 25d	36.9%	19.9%	63.5%	32.8%	39.0%
Put IV 25d	67.0%	35.6%	116.1%	48.8%	65.5%
Bid-Ask Spread %	111.81	94.12	126.82	98.92	94.71
Gamma HHI	0.74	0.50	1.00	0.71	0.78
Net GEX	-641	-1.2K	-37	-974	-1.2K
Net DEX	-14.0K	-16.5K	-9.8K	-15.1K	-11.4K
Net VEX	-37	-81	-8	-39	-62
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	48.24	45.33	50.88	50.88	45.33
Total Volume	415.952	415	417	415	417
Total OI	162.857	162	164	162	164

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
2022-06-01	$9.65	$0.00	29.2%	8.4%	11.3%	12.7%	0.0%	15.9%	-2.2%	-974	-15.1K	-39	50.88	98.92	N/A	N/A	8	407	25	137
2022-06-02	$9.74	$10.00	19.3%	7.2%	11.6%	8.9%	24.8%	58.7%	-0.5%	-963	-12.1K	-79	50.88	114.25	N/A	N/A	8	407	25	137
2022-06-03	$9.71	$10.00	19.7%	6.3%	11.6%	6.3%	22.1%	64.5%	1.1%	-914	-12.9K	-67	50.88	123.70	N/A	N/A	8	407	25	137
2022-06-06	$9.75	$10.00	30.2%	6.5%	11.8%	6.9%	22.9%	63.5%	-0.5%	-151	-16.5K	-20	50.88	121.38	N/A	N/A	8	407	25	137
2022-06-07	$9.73	$10.00	31.5%	6.4%	11.3%	6.3%	22.1%	80.9%	-2.4%	-171	-16.1K	-19	50.88	117.73	N/A	N/A	8	407	25	137
2022-06-08	$9.68	$10.00	22.6%	6.5%	11.4%	6.7%	22.1%	83.1%	-2.8%	-157	-16.0K	-19	50.88	110.66	N/A	N/A	8	407	25	137
2022-06-09	$9.62	$10.00	24.0%	6.9%	11.3%	8.0%	23.9%	67.9%	-3.1%	-151	-15.8K	-19	50.88	94.12	N/A	N/A	8	407	25	137
2022-06-10	$9.54	$10.00	24.3%	7.0%	10.9%	8.2%	24.5%	3.0%	-0.8%	-1.1K	-13.2K	-50	50.88	113.92	N/A	N/A	8	407	25	137
2022-06-13	$9.40	$10.00	17.8%	5.1%	11.8%	2.3%	18.2%	17.9%	10.2%	-37	-13.6K	-8	50.88	106.46	N/A	N/A	8	407	25	137
2022-06-14	$9.41	$10.00	24.3%	7.0%	11.8%	8.3%	26.1%	20.3%	6.5%	-976	-14.6K	-17	50.88	116.91	N/A	N/A	8	407	25	137
2022-06-15	$9.43	$10.00	18.7%	5.4%	11.9%	3.2%	17.8%	15.0%	2.3%	-865	-14.4K	-17	50.88	106.97	N/A	N/A	8	407	25	137
2022-06-16	$9.33	$10.00	20.6%	5.9%	12.3%	4.9%	19.8%	6.8%	157.9%	-311	-14.4K	-15	45.33	103.82	N/A	N/A	9	408	25	137
2022-06-17	$9.37	$10.00	19.9%	5.7%	12.5%	4.3%	21.6%	9.3%	12.6%	-1.2K	-9.8K	-81	45.33	109.87	N/A	N/A	9	408	26	138
2022-06-21	$9.42	$10.00	48.7%	14.0%	12.7%	30.5%	56.5%	-3.8%	80.3%	-966	-15.4K	-33	45.33	126.82	N/A	N/A	9	408	26	138
2022-06-22	$9.42	$10.00	34.9%	10.0%	12.5%	17.9%	37.2%	12.6%	3.8%	-598	-13.4K	-41	45.33	124.37	N/A	N/A	9	408	26	138
2022-06-23	$9.41	$10.00	44.1%	12.6%	12.5%	26.3%	50.6%	16.6%	34.3%	-635	-12.5K	-50	45.33	117.20	N/A	N/A	9	408	26	138
2022-06-24	$9.45	$10.00	52.2%	15.0%	12.6%	33.7%	60.8%	16.6%	15.5%	-556	-13.5K	-43	45.33	114.24	N/A	N/A	9	408	26	138
2022-06-27	$9.42	$10.00	56.3%	16.1%	12.6%	37.4%	65.2%	17.2%	51.7%	-725	-12.8K	-52	45.33	124.28	N/A	N/A	9	408	26	138
2022-06-28	$9.45	$10.00	36.4%	10.4%	11.6%	19.3%	39.3%	27.9%	-17.4%	-664	-15.1K	-24	45.33	105.34	N/A	N/A	9	408	26	138
2022-06-29	$9.41	$10.00	27.1%	7.8%	9.5%	10.8%	26.2%	12.0%	-18.6%	-150	-15.2K	-15	45.33	102.30	N/A	N/A	9	408	26	138
2022-06-30	$9.38	$10.00	48.3%	13.8%	9.4%	30.1%	54.4%	26.5%	-19.9%	-1.2K	-11.4K	-62	45.33	94.71	N/A	N/A	9	408	26	138