BFIN Options History — December 2022

In December 2022, BFIN traded between $9.23 and $10.51. ATM implied volatility averaged 49.6%, placing in the 25.0% IV rank vs the trailing year. The 30-day expected move averaged 9.8%. IV traded above realized volatility by 32.5% (HV 20d: 17.0%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 0.67.

Notable Days

2022-12-23: Highest Volume — 64 contracts
2022-12-05: Largest IV spike — 172.7% change
2022-12-16: Highest IV Rank — 62.0%
2022-12-16: Largest Expected Move — 18.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$9.74	$9.23	$10.51	$9.84	$10.51
Max Pain	$10.00	$10.00	$10.00	$10.00	$10.00
ATM IV	49.6%	15.2%	146.5%	41.9%	15.4%
Expected Move	9.8%	4.4%	18.8%	12.0%	4.4%
HV 20d	17.0%	10.0%	28.4%	17.5%	28.2%
HV 60d	16.4%	14.8%	21.0%	14.9%	20.9%
IV Rank	25.0%	2.9%	62.0%	34.2%	3.2%
IV Percentile	43.7%	2.0%	96.0%	64.7%	2.4%
Term Structure	2.4%	-31.2%	34.5%	-13.5%	3.7%
VWIV	28.1%	14.9%	39.0%	33.6%	39.0%
Skew 25d	12.9%	-60.3%	148.6%	-6.7%	-56.4%
Skew 10d	19.4%	-94.4%	190.8%	-7.3%	-87.9%
Call IV 25d	58.2%	35.5%	93.2%	93.2%	90.6%
Put IV 25d	71.1%	23.3%	190.2%	86.5%	34.2%
Bid-Ask Spread %	117.23	98.00	130.63	117.11	103.06
Gamma HHI	0.98	0.90	1.00	1.00	0.95
Net GEX	1.6K	644	4.6K	907	1.8K
Net DEX	-27.1K	-95.7K	-9.8K	-15.2K	-95.7K
Net VEX	-77	-136	-52	-53	-68
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.67	0.00	1.50	0.50	0.00
Total Volume	8.381	0	64	0	0
Total OI	79.619	38	145	38	145

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
2022-12-01	$9.84	$10.00	41.9%	12.0%	17.5%	34.2%	0.0%	-6.7%	-13.5%	907	-15.2K	-53	0.00	117.11	N/A	N/A	0	0	35	3
2022-12-02	$9.86	$10.00	28.8%	8.3%	17.3%	18.8%	0.0%	-45.3%	12.2%	1.2K	-18.3K	-52	0.50	128.81	N/A	N/A	20	10	35	3
2022-12-05	$9.75	$10.00	78.5%	12.0%	17.5%	34.1%	0.0%	101.2%	2.6%	1.4K	-12.6K	-79	0.00	120.73	N/A	N/A	0	10	55	11
2022-12-06	$9.68	$10.00	53.0%	9.3%	16.8%	23.1%	0.0%	17.7%	12.4%	1.4K	-16.9K	-87	1.00	126.52	N/A	N/A	1	1	55	21
2022-12-07	$9.64	$10.00	57.7%	6.5%	16.8%	11.4%	0.0%	9.6%	-0.0%	1.8K	-13.1K	-85	0.00	114.18	N/A	N/A	0	0	56	22
2022-12-08	$9.74	$10.00	52.9%	7.0%	17.1%	13.7%	0.0%	11.5%	0.2%	1.9K	-15.2K	-86	0.00	119.00	N/A	N/A	0	0	56	22
2022-12-09	$9.72	$10.00	65.7%	8.2%	13.6%	18.7%	0.0%	0.9%	-7.5%	1.7K	-23.0K	-89	0.00	119.47	N/A	N/A	0	0	56	22
2022-12-12	$9.66	$10.00	86.4%	9.3%	13.3%	23.0%	33.6%	148.6%	9.5%	1.6K	-11.0K	-77	0.00	115.23	N/A	N/A	0	10	56	22
2022-12-13	$9.63	$10.00	146.5%	9.5%	10.9%	23.9%	0.0%	-33.5%	-12.1%	969	-20.3K	-93	0.00	118.73	N/A	N/A	0	0	56	32
2022-12-14	$9.53	$10.00	34.6%	9.9%	11.0%	25.6%	0.0%	33.8%	-4.4%	1.2K	-11.1K	-79	0.00	123.06	N/A	N/A	0	0	56	24
2022-12-15	$9.43	$10.00	41.2%	11.8%	10.0%	33.4%	0.0%	0.3%	34.1%	991	-9.8K	-78	0.00	112.84	N/A	N/A	0	0	56	24
2022-12-16	$9.23	$10.00	65.6%	18.8%	12.0%	62.0%	0.0%	-10.9%	-19.3%	644	-11.3K	-78	0.00	123.53	N/A	N/A	0	0	56	24
2022-12-19	$9.27	$10.00	43.3%	12.4%	11.2%	35.8%	0.0%	7.3%	4.5%	1.1K	-14.0K	-58	0.00	130.18	N/A	N/A	0	0	52	4
2022-12-20	$9.30	$10.00	50.0%	14.3%	11.3%	43.7%	0.0%	18.0%	25.6%	1.0K	-15.3K	-60	0.00	130.63	N/A	N/A	0	0	52	4
2022-12-21	$9.29	$10.00	40.9%	11.7%	11.2%	33.0%	0.0%	37.2%	5.9%	1.2K	-12.9K	-55	0.00	123.71	N/A	N/A	0	0	52	4
2022-12-22	$9.38	$10.00	34.9%	10.0%	11.9%	25.9%	0.0%	9.0%	-22.7%	1.4K	-12.1K	-55	0.00	117.46	N/A	N/A	0	0	52	4
2022-12-23	$9.95	$10.00	24.9%	7.1%	24.9%	14.2%	24.9%	118.1%	12.6%	2.7K	-22.5K	-65	0.03	98.00	N/A	N/A	62	2	52	4
2022-12-27	$10.34	$10.00	15.2%	4.4%	28.4%	2.9%	14.9%	-60.3%	3.4%	4.6K	-81.2K	-60	1.50	101.53	N/A	N/A	22	33	94	6
2022-12-28	$10.37	$10.00	33.0%	9.5%	28.4%	23.8%	39.0%	-21.7%	-31.2%	1.4K	-62.6K	-136	1.00	104.73	N/A	N/A	2	2	106	39
2022-12-29	$10.46	$10.00	30.5%	8.7%	28.3%	20.8%	0.0%	-7.1%	34.5%	2.1K	-73.9K	-120	0.00	113.37	N/A	N/A	1	0	106	38
2022-12-30	$10.51	$10.00	15.4%	4.4%	28.2%	3.2%	0.0%	-56.4%	3.7%	1.8K	-95.7K	-68	0.00	103.06	N/A	N/A	0	0	107	38