BFIN Options History — July 2022

In July 2022, BFIN traded between $9.25 and $9.57. ATM implied volatility averaged 51.0%, placing in the 32.1% IV rank vs the trailing year. The 30-day expected move averaged 12.0%. IV traded above realized volatility by 42.7% (HV 20d: 8.3%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 46.24.

Notable Days

2022-07-29: Highest Volume — 429 contracts
2022-07-19: Largest IV spike — 105.2% change
2022-07-19: Highest IV Rank — 79.7%
2022-07-19: Largest Expected Move — 23.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$9.34	$9.25	$9.57	$9.37	$9.57
Max Pain	$10.00	$10.00	$10.00	$10.00	$10.00
ATM IV	51.0%	26.7%	139.7%	30.3%	26.7%
Expected Move	12.0%	4.8%	23.3%	8.7%	7.7%
HV 20d	8.3%	6.6%	12.2%	8.5%	12.2%
HV 60d	10.5%	9.6%	11.7%	11.7%	11.1%
IV Rank	32.1%	1.6%	79.7%	13.7%	13.9%
IV Percentile	60.1%	0.8%	99.6%	44.0%	27.4%
Term Structure	-10.6%	-70.1%	66.6%	-21.1%	-9.8%
VWIV	28.3%	27.0%	29.6%	29.6%	27.0%
Skew 25d	49.2%	-73.5%	290.9%	16.4%	124.2%
Skew 10d	58.7%	-46.8%	345.4%	1.8%	139.0%
Call IV 25d	50.3%	13.4%	121.9%	39.5%	37.9%
Put IV 25d	99.5%	30.4%	306.3%	55.9%	162.1%
Bid-Ask Spread %	113.57	99.00	136.31	99.00	106.23
Gamma HHI	0.75	0.49	0.91	0.74	0.91
Net GEX	-706	-1.6K	0	-1.1K	-161
Net DEX	-13.3K	-17.0K	-9.1K	-10.1K	-17.0K
Net VEX	-33	-72	0	-70	-12
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	46.24	16.88	50.50	45.33	16.88
Total Volume	415.35	412	429	417	429
Total OI	161.45	159	164	164	159

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
2022-07-01	$9.37	$10.00	30.3%	8.7%	8.5%	13.7%	29.6%	16.4%	-21.1%	-1.1K	-10.1K	-70	45.33	99.00	N/A	N/A	9	408	26	138
2022-07-05	$9.44	$0.00	61.5%	5.2%	9.1%	3.7%	0.0%	290.9%	7.3%	-25	-14.5K	-8	45.33	110.45	N/A	N/A	9	408	26	138
2022-07-06	$9.39	$0.00	38.0%	17.6%	9.0%	55.7%	0.0%	-73.5%	-70.1%	-1.1K	-11.0K	-62	45.33	118.88	N/A	N/A	9	408	26	138
2022-07-07	$9.37	$0.00	37.3%	7.1%	9.0%	11.7%	0.0%	194.6%	3.0%	-1.1K	-9.8K	-67	45.33	104.62	N/A	N/A	9	408	26	138
2022-07-08	$9.37	$0.00	50.7%	4.8%	8.9%	1.6%	0.0%	80.1%	6.6%	-302	-15.1K	-13	45.33	111.59	N/A	N/A	9	408	26	138
2022-07-11	$9.35	$0.00	69.8%	9.6%	8.7%	22.2%	0.0%	27.1%	10.0%	-486	-14.9K	-13	45.33	107.98	N/A	N/A	9	408	26	138
2022-07-12	$9.26	$0.00	139.7%	17.7%	8.9%	56.2%	0.0%	-13.5%	-62.9%	-1.5K	-12.5K	-42	45.33	115.30	N/A	N/A	9	408	26	138
2022-07-13	$9.28	$0.00	29.9%	8.6%	7.4%	17.7%	0.0%	102.6%	-5.0%	-1.4K	-10.6K	-48	45.33	110.72	N/A	N/A	9	408	26	138
2022-07-14	$9.25	$0.00	38.2%	11.0%	7.5%	27.8%	0.0%	6.5%	1.0%	-815	-9.1K	-55	45.33	114.00	N/A	N/A	9	408	26	138
2022-07-15	$9.27	$0.00	38.5%	11.0%	7.5%	28.1%	0.0%	16.1%	-10.1%	-772	-9.5K	-55	45.33	116.30	N/A	N/A	9	408	26	137
2022-07-18	$9.30	$0.00	39.6%	11.3%	6.6%	29.4%	0.0%	12.8%	66.6%	-645	-15.9K	-12	50.50	124.84	N/A	N/A	8	404	25	134
2022-07-19	$9.38	$0.00	81.2%	23.3%	7.2%	79.7%	0.0%	2.5%	9.1%	-888	-16.0K	-13	50.50	136.31	N/A	N/A	8	404	25	134
2022-07-20	$9.37	$0.00	50.6%	14.5%	6.9%	42.7%	0.0%	35.4%	-19.4%	-130	-16.5K	-12	50.50	130.04	N/A	N/A	8	404	25	134
2022-07-21	$9.30	$0.00	79.2%	22.7%	7.4%	77.3%	0.0%	-62.7%	5.0%	-258	-16.3K	-12	50.50	122.99	N/A	N/A	8	404	25	134
2022-07-22	$9.30	$0.00	27.4%	7.9%	7.4%	14.7%	0.0%	3.9%	-5.2%	0	-14.9K	0	50.50	104.22	N/A	N/A	8	404	25	134
2022-07-25	$9.37	$0.00	51.6%	14.8%	7.7%	44.0%	0.0%	127.7%	-17.9%	-114	-16.3K	-11	50.50	100.39	N/A	N/A	8	404	25	134
2022-07-26	$9.25	$0.00	37.8%	10.8%	8.9%	27.3%	0.0%	20.2%	-2.6%	-1.1K	-9.3K	-72	50.50	109.80	N/A	N/A	8	404	25	134
2022-07-27	$9.28	$0.00	54.4%	15.6%	8.9%	47.3%	0.0%	-36.7%	-63.9%	-1.6K	-13.0K	-47	50.50	114.90	N/A	N/A	8	404	25	134
2022-07-28	$9.36	$0.00	37.8%	10.8%	9.4%	27.3%	0.0%	109.4%	-33.7%	-760	-13.7K	-38	50.50	112.75	N/A	N/A	8	404	25	134
2022-07-29	$9.57	$0.00	26.7%	7.7%	12.2%	13.9%	27.0%	124.2%	-9.8%	-161	-17.0K	-12	16.88	106.23	N/A	N/A	24	405	25	134