BFIN Options History — September 2022

In September 2022, BFIN traded between $9.45 and $10.11. ATM implied volatility averaged 37.7%, placing in the 15.0% IV rank vs the trailing year. The 30-day expected move averaged 7.6%. IV traded above realized volatility by 28.9% (HV 20d: 8.8%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 17 of 21 days. Put/call ratio averaged 11.07.

Notable Days

2022-09-16: Highest Volume — 450 contracts
2022-09-13: Largest IV spike — 462.8% change
2022-09-16: Highest IV Rank — 56.1%
2022-09-16: Largest Expected Move — 17.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$9.80	$9.45	$10.11	$10.03	$9.46
Max Pain	$10.00	$10.00	$10.00	$10.00	$10.00
ATM IV	37.7%	12.8%	113.0%	41.7%	29.6%
Expected Move	7.6%	3.7%	17.7%	12.0%	8.5%
HV 20d	8.8%	7.0%	10.6%	8.6%	10.2%
HV 60d	14.1%	13.6%	14.7%	14.2%	14.6%
IV Rank	15.0%	0.0%	56.1%	32.0%	19.7%
IV Percentile	28.5%	0.0%	94.0%	67.1%	38.9%
Term Structure	15.2%	-42.3%	116.1%	11.3%	6.0%
VWIV	33.0%	14.4%	84.6%	30.3%	22.1%
Skew 25d	14.4%	-49.0%	121.7%	30.7%	21.2%
Skew 10d	7.7%	-74.1%	195.5%	28.7%	-20.0%
Call IV 25d	45.5%	15.9%	95.0%	56.5%	16.3%
Put IV 25d	59.9%	19.8%	160.6%	87.3%	37.5%
Bid-Ask Spread %	107.54	62.60	132.64	128.01	62.60
Gamma HHI	0.86	0.48	1.00	0.69	0.86
Net GEX	1.1K	-846	3.4K	323	1.3K
Net DEX	-4.7K	-14.0K	10.1K	-6.3K	-4.1K
Net VEX	-45	-98	-27	-36	-41
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	11.07	0.00	17.70	15.54	17.70
Total Volume	188.857	0	450	0	430
Total OI	168.667	154	188	154	188

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
2022-09-01	$10.03	$10.00	41.7%	12.0%	8.6%	32.0%	0.0%	30.7%	11.3%	323	-6.3K	-36	0.00	128.01	N/A	N/A	0	0	18	136
2022-09-02	$9.97	$10.00	35.2%	10.1%	8.6%	24.2%	0.0%	13.4%	-13.7%	312	-4.0K	-39	0.00	132.64	N/A	N/A	0	0	18	136
2022-09-06	$10.02	$10.00	79.5%	7.8%	8.8%	14.5%	30.3%	-28.5%	-2.3%	204	-4.7K	-37	15.54	123.75	N/A	N/A	26	404	18	136
2022-09-07	$10.04	$10.00	53.7%	6.2%	8.7%	7.6%	23.4%	-13.6%	17.9%	467	-5.1K	-32	15.54	112.59	N/A	N/A	26	404	18	136
2022-09-08	$10.03	$10.00	46.5%	5.9%	7.2%	6.5%	0.0%	-33.8%	-0.7%	494	-5.1K	-31	0.00	110.53	N/A	N/A	0	0	18	136
2022-09-09	$10.06	$10.00	40.5%	5.2%	7.1%	3.6%	0.0%	116.4%	7.7%	654	-5.0K	-30	0.00	111.78	N/A	N/A	0	0	18	136
2022-09-12	$10.11	$10.00	20.1%	4.3%	7.0%	0.0%	0.0%	-22.0%	8.1%	1.1K	-6.7K	-29	0.00	107.71	N/A	N/A	0	0	18	136
2022-09-13	$9.97	$10.00	113.0%	5.2%	8.5%	3.8%	18.3%	-49.0%	15.8%	516	-5.3K	-28	15.54	100.70	N/A	N/A	26	404	18	136
2022-09-14	$9.92	$10.00	52.4%	15.0%	7.8%	45.0%	0.0%	-46.3%	-42.3%	50	3.3K	-78	0.00	114.82	N/A	N/A	0	0	18	136
2022-09-15	$9.84	$10.00	33.2%	9.5%	8.2%	21.9%	0.0%	-15.6%	116.1%	109	-2.0K	-41	0.00	118.86	N/A	N/A	0	0	18	136
2022-09-16	$9.80	$10.00	61.6%	17.7%	8.2%	56.1%	47.4%	-44.7%	14.6%	-846	10.1K	-98	8.78	127.33	N/A	N/A	46	404	18	136
2022-09-19	$9.82	$10.00	13.2%	3.8%	8.3%	0.0%	84.6%	78.5%	7.6%	3.4K	-14.0K	-59	0.00	108.82	N/A	N/A	5	0	44	136
2022-09-20	$9.72	$10.00	14.6%	4.2%	8.8%	1.6%	0.0%	121.7%	7.7%	2.8K	-7.2K	-52	0.00	116.28	N/A	N/A	0	0	49	136
2022-09-21	$9.78	$10.00	12.8%	3.7%	9.0%	0.0%	0.0%	1.6%	8.6%	3.1K	-8.5K	-53	0.00	111.73	N/A	N/A	0	0	49	136
2022-09-22	$9.70	$10.00	19.6%	5.6%	9.2%	8.0%	0.0%	6.2%	45.7%	2.2K	-9.0K	-52	0.00	101.18	N/A	N/A	0	0	49	136
2022-09-23	$9.67	$10.00	18.6%	5.3%	9.0%	6.9%	0.0%	11.8%	30.0%	2.2K	-6.7K	-48	0.00	99.76	N/A	N/A	0	0	49	136
2022-09-26	$9.52	$10.00	26.2%	7.5%	10.2%	15.7%	17.4%	23.0%	21.8%	1.5K	-6.1K	-44	9.40	97.97	N/A	N/A	43	404	49	136
2022-09-27	$9.46	$10.00	30.5%	8.8%	10.3%	20.8%	24.2%	17.8%	18.9%	1.2K	-6.5K	-47	9.40	94.91	N/A	N/A	43	404	49	136
2022-09-28	$9.50	$10.00	14.7%	4.2%	10.6%	2.2%	14.4%	83.9%	13.3%	1.5K	940	-27	9.40	91.20	N/A	N/A	43	404	49	136
2022-09-29	$9.45	$10.00	33.8%	9.7%	10.6%	24.6%	47.8%	30.4%	27.3%	1.1K	-6.2K	-47	9.47	85.12	N/A	N/A	43	407	49	136
2022-09-30	$9.46	$10.00	29.6%	8.5%	10.2%	19.7%	22.1%	21.2%	6.0%	1.3K	-4.1K	-41	17.70	62.60	N/A	N/A	23	407	49	139