BFIN Options History — November 2022

In November 2022, BFIN traded between $9.82 and $10.25. ATM implied volatility averaged 41.2%, placing in the 27.4% IV rank vs the trailing year. The 30-day expected move averaged 10.4%. IV traded above realized volatility by 23.7% (HV 20d: 17.4%). Max pain ranged from $7.50 to $10.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 0.19.

Notable Days

2022-11-17: Highest Volume — 84 contracts
2022-11-22: Largest IV spike — 73.9% change
2022-11-02: Highest IV Rank — 53.9%
2022-11-02: Largest Expected Move — 16.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$9.96	$9.82	$10.25	$9.85	$9.88
Max Pain	$9.67	$7.50	$10.00	$7.50	$10.00
ATM IV	41.2%	15.5%	93.8%	44.9%	33.0%
Expected Move	10.4%	4.4%	16.8%	12.9%	9.5%
HV 20d	17.4%	15.5%	20.8%	15.8%	17.5%
HV 60d	13.8%	11.9%	15.0%	12.2%	14.9%
IV Rank	27.4%	3.2%	53.9%	37.7%	23.8%
IV Percentile	49.5%	2.0%	92.5%	74.2%	42.1%
Term Structure	-8.7%	-48.7%	21.3%	-48.7%	-2.1%
VWIV	41.8%	15.5%	74.4%	74.1%	36.3%
Skew 25d	33.6%	-34.1%	156.1%	156.1%	3.4%
Skew 10d	61.3%	-45.4%	253.4%	253.4%	-1.7%
Call IV 25d	58.8%	27.1%	87.5%	82.8%	80.9%
Put IV 25d	92.5%	35.0%	238.8%	238.8%	84.3%
Bid-Ask Spread %	108.93	68.62	132.30	122.59	118.72
Gamma HHI	0.99	0.94	1.00	1.00	1.00
Net GEX	1.1K	610	2.0K	648	1.1K
Net DEX	-18.4K	-25.8K	-13.7K	-17.2K	-18.7K
Net VEX	-59	-64	-53	-64	-53
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.19	0.03	0.95	0.11	0.03
Total Volume	38.238	0	84	40	0
Total OI	44.333	38	88	41	38

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
2022-11-01	$9.85	$7.50	44.9%	12.9%	15.8%	37.7%	74.1%	156.1%	-48.7%	648	-17.2K	-64	0.11	122.59	N/A	N/A	36	4	35	6
2022-11-02	$9.82	$7.50	58.7%	16.8%	15.5%	53.9%	74.4%	147.3%	-19.3%	610	-18.2K	-62	0.11	125.96	N/A	N/A	38	4	35	6
2022-11-03	$9.90	$0.00	93.8%	14.1%	15.6%	42.9%	0.0%	-34.1%	-19.0%	712	-19.0K	-62	0.11	132.30	N/A	N/A	38	4	37	6
2022-11-04	$9.97	$0.00	43.1%	10.1%	15.6%	26.3%	0.0%	22.4%	-12.3%	1.3K	-13.7K	-59	0.11	81.55	N/A	N/A	38	4	37	6
2022-11-07	$10.10	$0.00	56.4%	10.7%	16.0%	28.9%	0.0%	126.0%	-5.3%	1.1K	-19.0K	-62	0.11	88.90	N/A	N/A	38	4	37	6
2022-11-08	$10.08	$0.00	57.5%	6.7%	16.0%	12.5%	0.0%	55.3%	1.7%	1.3K	-17.8K	-62	0.11	74.19	N/A	N/A	38	4	37	6
2022-11-09	$9.98	$0.00	27.0%	7.8%	16.7%	16.8%	0.0%	3.5%	6.9%	947	-21.1K	-57	0.11	119.05	N/A	N/A	38	4	37	6
2022-11-10	$10.25	$0.00	46.9%	13.4%	18.2%	40.1%	54.3%	-13.9%	-25.4%	946	-22.2K	-59	0.10	118.96	N/A	N/A	42	4	37	6
2022-11-11	$10.14	$10.00	24.7%	7.1%	18.9%	14.0%	24.7%	70.7%	15.2%	1.3K	-25.8K	-58	0.10	120.92	N/A	N/A	42	4	41	6
2022-11-14	$9.91	$10.00	24.5%	7.0%	20.6%	13.7%	25.9%	-30.4%	8.2%	1.1K	-17.7K	-62	0.10	125.67	N/A	N/A	42	4	41	6
2022-11-15	$9.82	$10.00	27.6%	7.9%	20.8%	17.4%	28.6%	10.2%	19.8%	1.1K	-17.6K	-61	0.09	121.27	N/A	N/A	43	4	41	6
2022-11-16	$9.95	$10.00	38.9%	11.2%	17.8%	30.7%	48.3%	-33.9%	-15.8%	1.2K	-17.4K	-61	0.09	127.37	N/A	N/A	43	4	42	6
2022-11-17	$9.88	$10.00	45.7%	13.1%	18.0%	38.6%	69.0%	-10.7%	-34.7%	981	-15.9K	-60	0.95	116.07	N/A	N/A	43	41	42	6
2022-11-18	$9.98	$10.00	23.5%	6.7%	18.2%	12.6%	23.6%	7.6%	0.4%	2.0K	-19.8K	-61	0.95	122.29	N/A	N/A	43	41	42	46
2022-11-21	$10.01	$10.00	15.5%	4.4%	17.6%	3.2%	15.5%	21.9%	21.3%	1.1K	-19.5K	-58	0.03	115.31	N/A	N/A	36	1	35	3
2022-11-22	$10.01	$10.00	26.9%	7.7%	17.2%	16.6%	26.9%	66.3%	15.6%	909	-16.4K	-59	0.03	68.62	N/A	N/A	36	1	35	3
2022-11-23	$9.91	$10.00	40.7%	11.7%	17.5%	32.8%	36.3%	80.9%	-4.7%	1.1K	-20.2K	-55	0.03	83.54	N/A	N/A	36	1	35	3
2022-11-25	$9.95	$10.00	51.1%	14.7%	17.5%	45.0%	0.0%	-20.9%	-48.4%	1.0K	-18.7K	-57	0.00	94.33	N/A	N/A	0	0	35	3
2022-11-28	$9.94	$10.00	49.8%	14.3%	17.4%	43.5%	0.0%	83.6%	-21.0%	1.3K	-14.2K	-54	0.00	87.31	N/A	N/A	0	0	35	3
2022-11-29	$9.93	$10.00	34.1%	9.8%	17.4%	25.1%	0.0%	-5.2%	-15.8%	1.3K	-16.5K	-55	0.00	122.60	N/A	N/A	0	0	35	3
2022-11-30	$9.88	$10.00	33.0%	9.5%	17.5%	23.8%	0.0%	3.4%	-2.1%	1.1K	-18.7K	-53	0.00	118.72	N/A	N/A	0	0	35	3