BFIN Options History — February 2023 In February 2023, BFIN traded between $10.22 and $10.52. ATM implied volatility averaged 32.4%, placing in the 20.2% IV rank vs the trailing year. The 30-day expected move averaged 8.6%. IV traded above realized volatility by 17.2% (HV 20d: 15.2%). Max pain ranged from $7.50 to $10.00. Net GEX was positive for 8 of 19 trading days. Term structure was in contango for 5 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2023-02-08 : Highest Volume — 10 contracts2023-02-02 : Largest IV spike — 80.5% change2023-02-08 : Highest IV Rank — 46.9%2023-02-08 : Largest Expected Move — 15.1%Monthly Statistics Metric Avg Min Max Open Close Price $10.33 $10.22 $10.52 $10.30 $10.29 Max Pain $7.89 $7.50 $10.00 $10.00 $7.50 ATM IV 32.4% 15.6% 59.5% 24.3% 15.6% Expected Move 8.6% 4.5% 15.1% 7.0% 4.5% HV 20d 15.2% 13.3% 17.0% 14.5% 13.3% HV 60d 20.0% 19.4% 21.0% 20.9% 19.5% IV Rank 20.2% 3.3% 46.9% 13.6% 3.3% IV Percentile 39.3% 3.2% 88.9% 22.2% 3.2% Term Structure -3.9% -26.9% 31.4% 13.8% 31.4% Skew 25d 2.1% -46.1% 71.6% -46.1% -35.3% Skew 10d 65.0% -58.4% 211.2% -58.4% 94.0% Call IV 25d 43.5% 27.3% 69.2% 66.8% 60.5% Put IV 25d 45.6% 15.2% 106.3% 20.7% 25.2% Bid-Ask Spread % 112.89 61.20 135.79 135.79 93.94 Gamma HHI 0.65 0.36 0.88 0.88 0.74 Net GEX -75 -1.8K 1.1K -1.3K 1.1K Net DEX -34.3K -43.6K -23.4K -26.2K -40.1K Net VEX -94 -147 -58 -118 -58 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 0.526 0 10 0 0 Total OI 95.947 68 115 110 68
Daily Data (19 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 2023-02-01 $10.30 $10.00 24.3% 7.0% 14.5% 13.6% 0.0% -46.1% 13.8% -1.3K -26.2K -118 0.00 135.79 N/A N/A 0 0 66 44 2023-02-02 $10.28 $10.00 43.9% 8.3% 14.4% 18.9% 0.0% 26.7% 4.8% -368 -23.4K -147 0.00 122.51 N/A N/A 0 0 66 44 2023-02-03 $10.46 $10.00 29.5% 7.3% 15.7% 15.0% 0.0% 39.6% 10.7% -823 -31.8K -106 0.00 113.48 N/A N/A 0 0 66 44 2023-02-06 $10.43 $7.50 35.1% 6.2% 15.7% 10.5% 0.0% 0.8% -6.4% -658 -36.0K -111 0.00 112.46 N/A N/A 0 0 71 44 2023-02-07 $10.50 $7.50 59.5% 13.3% 15.8% 39.3% 0.0% 71.6% -0.2% -289 -32.9K -137 0.00 127.77 N/A N/A 0 0 71 44 2023-02-08 $10.52 $7.50 52.8% 15.1% 15.8% 46.9% 0.0% 21.3% -2.3% -219 -31.8K -109 0.00 126.25 N/A N/A 10 0 71 44 2023-02-09 $10.34 $7.50 17.6% 5.0% 17.0% 5.6% 0.0% -14.3% 24.5% 14 -27.7K -133 0.00 130.69 N/A N/A 0 0 66 44 2023-02-10 $10.35 $7.50 25.0% 7.2% 16.9% 14.4% 0.0% -5.6% -13.4% -277 -31.1K -93 0.00 117.70 N/A N/A 0 0 66 39 2023-02-13 $10.34 $7.50 32.7% 9.4% 16.9% 23.4% 0.0% 12.9% -1.7% -716 -32.7K -94 0.00 110.49 N/A N/A 0 0 66 39 2023-02-14 $10.30 $7.50 29.1% 8.3% 16.8% 19.2% 0.0% 4.1% -16.2% -781 -32.2K -91 0.00 119.22 N/A N/A 0 0 66 39 2023-02-15 $10.25 $7.50 36.4% 10.4% 16.3% 27.8% 0.0% 3.9% -26.9% -615 -29.4K -86 0.00 119.72 N/A N/A 0 0 66 39 2023-02-16 $10.22 $7.50 43.9% 12.6% 15.7% 36.5% 0.0% -8.3% -8.0% -1.8K -31.8K -83 0.00 110.43 N/A N/A 0 0 66 39 2023-02-17 $10.29 $7.50 36.4% 10.4% 14.6% 27.7% 0.0% -27.5% -14.9% 719 -43.6K -77 0.00 111.91 N/A N/A 0 0 66 39 2023-02-21 $10.22 $7.50 19.9% 5.7% 13.9% 8.4% 0.0% 46.1% -0.5% 1.0K -40.3K -73 0.00 113.95 N/A N/A 0 0 61 7 2023-02-22 $10.34 $7.50 32.3% 9.3% 14.3% 22.9% 0.0% -18.3% -19.5% 788 -39.7K -72 0.00 114.16 N/A N/A 0 0 61 7 2023-02-23 $10.29 $7.50 24.3% 7.0% 14.1% 13.6% 0.0% 16.3% -0.3% 929 -40.4K -72 0.00 61.20 N/A N/A 0 0 61 7 2023-02-24 $10.30 $7.50 24.7% 7.1% 13.9% 14.0% 0.0% -4.0% -22.6% 939 -41.6K -68 0.00 104.36 N/A N/A 0 0 61 7 2023-02-27 $10.29 $7.50 32.4% 9.3% 13.8% 23.1% 0.0% -43.4% -26.4% 826 -39.2K -59 0.00 98.80 N/A N/A 0 0 61 7 2023-02-28 $10.29 $7.50 15.6% 4.5% 13.3% 3.3% 0.0% -35.3% 31.4% 1.1K -40.1K -58 0.00 93.94 N/A N/A 0 0 61 7
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