BFIN Options History — August 2022

In August 2022, BFIN traded between $9.56 and $10.11. ATM implied volatility averaged 28.3%, placing in the 13.4% IV rank vs the trailing year. The 30-day expected move averaged 7.5%. IV traded above realized volatility by 8.8% (HV 20d: 19.5%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 4 of 23 trading days. Term structure was in contango for 11 of 23 days. Put/call ratio averaged 16.01.

Notable Days

2022-08-01: Highest Volume — 500 contracts
2022-08-04: Largest IV spike — 186.4% change
2022-08-30: Highest IV Rank — 48.4%
2022-08-30: Largest Expected Move — 15.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$9.97	$9.56	$10.11	$9.90	$9.97
Max Pain	$10.00	$10.00	$10.00	$10.00	$10.00
ATM IV	28.3%	16.2%	55.3%	19.6%	29.8%
Expected Move	7.5%	4.6%	15.8%	5.6%	8.5%
HV 20d	19.5%	11.9%	21.3%	16.9%	11.9%
HV 60d	14.6%	13.1%	15.1%	13.1%	14.1%
IV Rank	13.4%	1.2%	48.4%	5.3%	17.6%
IV Percentile	25.9%	0.8%	90.9%	4.8%	39.3%
Term Structure	-3.5%	-25.2%	6.1%	-6.5%	-0.4%
VWIV	23.6%	13.6%	41.4%	18.6%	29.9%
Skew 25d	59.3%	-31.6%	331.2%	88.2%	20.9%
Skew 10d	89.0%	-44.7%	405.0%	64.9%	36.1%
Call IV 25d	54.1%	17.8%	106.2%	70.8%	58.6%
Put IV 25d	113.4%	33.2%	349.0%	159.0%	79.5%
Bid-Ask Spread %	119.27	56.88	137.25	107.68	114.57
Gamma HHI	0.85	0.52	1.00	0.57	0.97
Net GEX	-4.2K	-14.3K	525	525	459
Net DEX	26.3K	-21.0K	62.8K	-21.0K	-3.8K
Net VEX	-60	-103	-22	-54	-33
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	16.01	0.00	33.15	19.83	15.54
Total Volume	139.522	0	500	500	430
Total OI	210.87	144	263	180	154

Daily Data (23 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
2022-08-01	$9.90	$10.00	19.6%	5.6%	16.9%	5.3%	18.6%	88.2%	-6.5%	525	-21.0K	-54	19.83	107.68	N/A	N/A	24	476	41	139
2022-08-02	$9.69	$10.00	16.2%	4.6%	18.8%	1.2%	20.3%	268.2%	-5.1%	-3.8K	57.2K	-60	16.96	116.71	N/A	N/A	24	407	21	206
2022-08-03	$9.56	$10.00	16.6%	4.8%	19.4%	1.7%	16.0%	331.2%	-7.2%	-2.7K	62.8K	-49	17.96	120.33	N/A	N/A	24	431	21	206
2022-08-04	$9.80	$10.00	47.5%	4.9%	21.1%	2.2%	13.6%	69.9%	0.7%	-3.3K	51.6K	-102	17.96	137.00	N/A	N/A	24	431	21	231
2022-08-05	$9.87	$10.00	47.9%	12.5%	21.2%	34.2%	41.4%	37.5%	-25.2%	-3.8K	48.1K	-103	22.68	135.39	N/A	N/A	19	431	21	231
2022-08-08	$9.88	$10.00	36.4%	7.1%	21.1%	11.6%	30.6%	-0.3%	-15.7%	-7.0K	58.8K	-85	33.15	126.85	N/A	N/A	13	431	21	231
2022-08-09	$9.91	$10.00	21.9%	6.3%	20.6%	7.9%	0.0%	113.1%	-7.4%	-9.5K	57.7K	-89	0.00	129.47	N/A	N/A	0	0	22	232
2022-08-10	$10.05	$10.00	18.7%	5.4%	20.9%	4.2%	0.0%	106.6%	3.9%	-13.3K	38.5K	-90	0.00	117.95	N/A	N/A	0	1	22	232
2022-08-11	$10.01	$10.00	18.9%	5.4%	21.0%	4.4%	18.9%	7.6%	2.9%	-12.3K	40.3K	-96	0.00	112.68	N/A	N/A	13	0	20	232
2022-08-12	$9.96	$10.00	43.5%	12.5%	21.2%	34.1%	0.0%	-8.2%	-12.4%	-5.1K	49.7K	-101	0.00	130.09	N/A	N/A	0	0	11	232
2022-08-15	$10.01	$10.00	20.7%	5.9%	21.2%	6.7%	0.0%	-31.6%	4.5%	-5.4K	46.4K	-81	0.00	137.25	N/A	N/A	0	20	11	232
2022-08-16	$10.11	$10.00	17.4%	5.0%	21.2%	2.6%	0.0%	1.5%	6.1%	-6.2K	38.6K	-57	0.00	124.98	N/A	N/A	0	0	11	252
2022-08-17	$10.09	$10.00	46.9%	13.4%	21.3%	38.2%	0.0%	-6.1%	-18.6%	-6.2K	41.0K	-62	0.00	130.17	N/A	N/A	0	0	11	252
2022-08-18	$10.10	$10.00	17.9%	5.1%	20.9%	3.3%	0.0%	43.2%	5.1%	-14.3K	30.5K	-45	0.00	73.75	N/A	N/A	0	0	11	252
2022-08-19	$10.08	$10.00	22.3%	6.4%	21.0%	8.6%	0.0%	90.0%	5.8%	-4.2K	-1.7K	-32	0.00	127.25	N/A	N/A	0	0	11	252
2022-08-22	$10.09	$10.00	38.1%	10.9%	20.9%	27.7%	0.0%	35.1%	-5.9%	-231	1.3K	-34	0.00	132.83	N/A	N/A	0	0	8	136
2022-08-23	$10.02	$10.00	26.3%	7.6%	20.4%	13.4%	0.0%	9.2%	1.2%	-276	2.2K	-41	0.00	127.72	N/A	N/A	0	0	8	136
2022-08-24	$10.06	$10.00	18.2%	5.2%	20.4%	3.6%	0.0%	78.2%	3.6%	64	281	-24	0.00	115.83	N/A	N/A	0	0	8	136
2022-08-25	$10.09	$10.00	27.9%	8.0%	20.3%	15.3%	0.0%	4.3%	-2.1%	-125	803	-29	0.00	56.88	N/A	N/A	0	0	8	136
2022-08-26	$10.06	$10.00	17.5%	5.0%	19.3%	2.7%	0.0%	91.6%	3.6%	79	409	-22	0.00	118.01	N/A	N/A	0	0	8	136
2022-08-29	$10.03	$10.00	26.7%	7.7%	15.3%	13.9%	0.0%	-14.2%	1.6%	-161	1.3K	-32	0.00	121.75	N/A	N/A	0	0	8	136
2022-08-30	$10.01	$10.00	55.3%	15.8%	13.0%	48.4%	0.0%	27.4%	-13.0%	-524	4.2K	-56	0.00	128.08	N/A	N/A	10	0	8	136
2022-08-31	$9.97	$10.00	29.8%	8.5%	11.9%	17.6%	29.9%	20.9%	-0.4%	459	-3.8K	-33	15.54	114.57	N/A	N/A	26	404	18	136