BFIN Options History — October 2022

In October 2022, BFIN traded between $9.41 and $9.91. ATM implied volatility averaged 40.3%, placing in the 31.2% IV rank vs the trailing year. The 30-day expected move averaged 11.3%. IV traded above realized volatility by 27.5% (HV 20d: 12.9%). Max pain ranged from $7.50 to $10.00. Net GEX was positive for 14 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 13.03.

Notable Days

2022-10-03: Highest Volume — 430 contracts
2022-10-27: Largest IV spike — 213.2% change
2022-10-27: Highest IV Rank — 59.3%
2022-10-27: Largest Expected Move — 18.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$9.62	$9.41	$9.91	$9.52	$9.87
Max Pain	$7.86	$7.50	$10.00	$10.00	$7.50
ATM IV	40.3%	20.2%	63.3%	33.9%	40.1%
Expected Move	11.3%	5.8%	18.1%	9.7%	11.5%
HV 20d	12.9%	9.5%	15.9%	10.6%	15.8%
HV 60d	14.6%	12.2%	16.0%	14.7%	12.2%
IV Rank	31.2%	8.7%	59.3%	24.7%	32.0%
IV Percentile	57.7%	10.7%	95.6%	51.6%	63.5%
Term Structure	-5.8%	-59.7%	23.9%	15.4%	-5.8%
VWIV	65.2%	24.2%	151.8%	24.2%	31.3%
Skew 25d	65.5%	-35.6%	198.2%	20.3%	2.7%
Skew 10d	73.6%	-52.0%	279.3%	-17.3%	-27.4%
Call IV 25d	49.5%	22.6%	94.8%	22.6%	46.1%
Put IV 25d	115.0%	33.9%	268.1%	42.9%	48.9%
Bid-Ask Spread %	108.14	95.32	129.70	95.32	106.50
Gamma HHI	0.83	0.50	1.00	0.91	1.00
Net GEX	795	-89	1.8K	1.4K	1.2K
Net DEX	-4.2K	-12.9K	5.0K	-5.9K	-12.9K
Net VEX	-26	-62	-7	-39	-62
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	13.03	0.11	17.70	17.70	0.11
Total Volume	312.095	6	430	430	40
Total OI	137.905	7	188	188	41

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
2022-10-03	$9.52	$10.00	33.9%	9.7%	10.6%	24.7%	24.2%	20.3%	15.4%	1.4K	-5.9K	-39	17.70	95.32	N/A	N/A	23	407	49	139
2022-10-04	$9.56	$10.00	26.3%	7.5%	10.6%	15.8%	26.0%	9.0%	2.5%	1.8K	-5.1K	-37	17.70	101.64	N/A	N/A	23	407	49	139
2022-10-05	$9.48	$10.00	34.3%	9.8%	10.6%	25.3%	27.6%	19.0%	9.7%	1.4K	-5.7K	-37	17.70	95.88	N/A	N/A	23	407	49	139
2022-10-06	$9.46	$7.50	30.4%	12.7%	10.6%	37.0%	35.4%	-5.7%	15.1%	1.5K	-3.7K	-34	17.70	123.25	N/A	N/A	23	407	49	139
2022-10-07	$9.50	$7.50	52.3%	15.5%	10.7%	48.3%	151.8%	58.6%	-2.9%	659	-7.8K	-50	17.70	129.70	N/A	N/A	23	407	49	139
2022-10-10	$9.48	$7.50	49.4%	6.6%	10.3%	11.9%	50.0%	144.3%	4.2%	1.1K	-6.3K	-37	17.70	104.43	N/A	N/A	23	407	49	139
2022-10-11	$9.47	$7.50	39.5%	8.7%	9.5%	20.6%	42.4%	92.9%	4.3%	1.4K	-4.1K	-29	17.70	104.70	N/A	N/A	23	407	49	139
2022-10-12	$9.48	$7.50	28.7%	8.2%	9.6%	18.7%	62.3%	5.5%	5.2%	1.3K	-6.3K	-31	17.70	105.22	N/A	N/A	23	407	49	139
2022-10-13	$9.63	$7.50	31.6%	9.1%	11.2%	22.1%	41.1%	-20.8%	0.7%	1.1K	-9.9K	-36	17.70	107.51	N/A	N/A	23	407	49	139
2022-10-14	$9.65	$7.50	33.8%	9.7%	11.2%	24.6%	74.7%	146.9%	-5.4%	1.6K	-8.8K	-29	17.70	114.42	N/A	N/A	23	407	49	139
2022-10-17	$9.75	$7.50	28.5%	8.2%	11.9%	18.4%	101.1%	192.9%	22.7%	1.4K	-12.6K	-27	17.70	116.63	N/A	N/A	23	407	49	139
2022-10-18	$9.70	$7.50	25.0%	7.2%	11.4%	14.4%	96.2%	75.2%	-8.2%	1.2K	-11.0K	-24	17.70	99.61	N/A	N/A	23	407	49	139
2022-10-19	$9.41	$7.50	35.9%	10.3%	15.4%	27.2%	100.8%	178.0%	-8.8%	226	-4.0K	-26	17.70	107.30	N/A	N/A	23	407	49	139
2022-10-20	$9.48	$7.50	44.6%	12.8%	15.6%	37.4%	65.1%	154.8%	-25.3%	-38	5.0K	-8	17.70	106.71	N/A	N/A	23	407	49	139
2022-10-21	$9.54	$7.50	59.7%	17.1%	15.8%	55.0%	98.5%	-15.9%	-55.5%	-73	4.9K	-9	17.70	108.89	N/A	N/A	23	407	49	139
2022-10-24	$9.68	$7.50	58.3%	16.7%	15.6%	53.4%	72.9%	-28.9%	-27.6%	-63	1.0K	-8	2.00	115.78	N/A	N/A	2	4	1	6
2022-10-25	$9.79	$7.50	51.0%	14.6%	15.8%	44.8%	58.6%	83.5%	-24.1%	-71	1.2K	-7	2.00	111.18	N/A	N/A	2	4	1	6
2022-10-26	$9.86	$7.50	20.2%	5.8%	15.9%	8.7%	74.6%	100.9%	23.9%	-40	864	-8	2.00	101.17	N/A	N/A	2	4	1	6
2022-10-27	$9.91	$7.50	63.3%	18.1%	15.7%	59.3%	78.4%	-35.6%	-59.7%	-89	1.3K	-8	2.00	110.19	N/A	N/A	2	4	1	6
2022-10-28	$9.88	$7.50	60.6%	17.4%	15.8%	56.1%	55.6%	198.2%	-2.1%	-65	1.0K	-7	0.11	104.91	N/A	N/A	36	4	1	6
2022-10-31	$9.87	$7.50	40.1%	11.5%	15.8%	32.0%	31.3%	2.7%	-5.8%	1.2K	-12.9K	-62	0.11	106.50	N/A	N/A	36	4	35	6