BFIN Options History — March 2023 In March 2023, BFIN traded between $8.69 and $10.39. ATM implied volatility averaged 78.2%, placing in the 31.3% IV rank vs the trailing year. The 30-day expected move averaged 16.7%. IV traded above realized volatility by 46.5% (HV 20d: 31.7%). Max pain ranged from $7.50 to $7.50. Net GEX was positive for 18 of 23 trading days. Term structure was in contango for 6 of 23 days. Put/call ratio averaged 0.00.
Notable Days 2023-03-24 : Highest Volume — 40 contracts2023-03-10 : Largest IV spike — 256.6% change2023-03-10 : Highest IV Rank — 100.0%2023-03-10 : Largest Expected Move — 49.6%Monthly Statistics Metric Avg Min Max Open Close Price $9.35 $8.69 $10.39 $10.39 $8.79 Max Pain $7.50 $7.50 $7.50 $7.50 $7.50 ATM IV 78.2% 18.1% 287.8% 18.1% 38.7% Expected Move 16.7% 3.8% 49.6% 5.2% 11.1% HV 20d 31.7% 10.1% 42.6% 13.6% 42.3% HV 60d 25.7% 19.3% 30.8% 19.6% 26.9% IV Rank 31.3% 0.5% 100.0% 6.2% 16.2% IV Percentile 71.7% 0.4% 100.0% 7.9% 66.3% Term Structure -20.5% -156.7% 144.0% 23.9% -12.4% VWIV 156.0% 156.0% 156.0% 156.0% 156.0% Skew 25d -22.5% -162.7% 42.1% -87.5% 2.1% Skew 10d 7.6% -48.0% 183.2% -40.5% -11.1% Call IV 25d 89.2% 30.2% 244.4% 118.7% 42.8% Put IV 25d 66.8% 13.7% 166.9% 31.3% 44.9% Bid-Ask Spread % 107.59 38.30 128.70 102.37 109.95 Gamma HHI 0.58 0.41 0.78 0.59 0.63 Net GEX 369 -291 1.1K 964 -205 Net DEX -20.7K -45.3K 474 -45.3K -3.2K Net VEX -77 -145 -48 -68 -144 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 3.783 0 40 0 1 Total OI 80.217 65 121 68 121
Daily Data (23 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 2023-03-01 $10.39 $7.50 18.1% 5.2% 13.6% 6.2% 0.0% -87.5% 23.9% 964 -45.3K -68 0.00 102.37 N/A N/A 0 0 61 7 2023-03-02 $10.39 $7.50 45.7% 13.1% 11.8% 38.7% 0.0% -45.4% -47.5% 762 -42.8K -67 0.00 119.36 N/A N/A 0 0 61 7 2023-03-03 $10.36 $7.50 68.8% 19.7% 11.8% 65.7% 0.0% 17.5% -21.6% 610 -39.0K -57 0.00 112.41 N/A N/A 0 0 61 7 2023-03-06 $10.27 $7.50 38.2% 7.9% 10.4% 17.5% 0.0% -46.0% -24.8% 892 -38.2K -56 0.00 107.28 N/A N/A 0 0 61 7 2023-03-07 $10.29 $7.50 22.5% 3.8% 10.4% 0.5% 0.0% -29.0% 4.7% 1.1K -40.0K -52 0.00 101.82 N/A N/A 0 0 61 7 2023-03-08 $10.27 $7.50 66.6% 4.9% 10.1% 5.1% 0.0% -16.5% -3.7% 664 -37.8K -53 0.00 109.75 N/A N/A 0 0 61 7 2023-03-09 $9.97 $7.50 48.9% 4.9% 14.2% 5.2% 0.0% -25.0% 6.2% 841 -33.9K -60 0.00 102.25 N/A N/A 0 0 61 7 2023-03-10 $9.46 $7.50 174.2% 49.6% 22.2% 100.0% 156.0% -162.7% -156.7% 470 -25.9K -55 0.00 121.02 N/A N/A 0 11 61 7 2023-03-13 $8.70 $7.50 287.8% 26.0% 35.7% 48.6% 0.0% -62.6% -21.3% 262 -15.5K -69 0.00 106.72 N/A N/A 2 0 61 17 2023-03-14 $9.11 $7.50 215.7% 16.8% 40.6% 28.7% 0.0% -15.7% -50.0% 526 -20.3K -61 0.00 120.84 N/A N/A 0 1 63 17 2023-03-15 $8.90 $7.50 89.3% 25.6% 41.1% 47.8% 0.0% -31.8% -76.2% 319 -17.3K -80 0.00 123.73 N/A N/A 0 0 63 18 2023-03-16 $9.07 $7.50 51.9% 14.9% 42.1% 24.4% 0.0% 30.3% 144.0% 320 -20.2K -74 0.00 119.65 N/A N/A 5 0 63 18 2023-03-17 $8.96 $7.50 81.4% 23.3% 42.2% 42.9% 0.0% 3.8% -24.3% 317 -21.3K -85 0.00 127.19 N/A N/A 0 0 63 18 2023-03-20 $8.96 $7.50 37.0% 10.6% 41.9% 15.2% 0.0% 42.1% 5.9% 313 -11.8K -53 0.00 121.06 N/A N/A 0 0 48 17 2023-03-21 $9.09 $7.50 65.0% 18.6% 42.6% 32.6% 0.0% -12.4% -38.5% 296 -13.6K -53 0.00 105.91 N/A N/A 0 0 48 17 2023-03-22 $8.95 $7.50 87.9% 25.2% 42.2% 46.9% 0.0% -25.4% -23.2% 303 -14.6K -83 0.00 128.70 N/A N/A 0 0 48 17 2023-03-23 $8.96 $7.50 63.2% 18.1% 42.3% 31.5% 0.0% -39.6% -34.4% 291 -11.6K -48 0.00 121.65 N/A N/A 0 0 48 17 2023-03-24 $8.87 $7.50 102.5% 29.4% 42.2% 56.1% 0.0% -43.7% -94.9% 313 -12.4K -60 0.00 105.30 N/A N/A 0 40 48 17 2023-03-27 $8.91 $7.50 54.1% 15.5% 42.4% 25.9% 0.0% 10.7% -25.9% -141 -5.2K -129 0.00 99.37 N/A N/A 0 2 48 57 2023-03-28 $8.86 $7.50 44.0% 12.6% 42.3% 19.5% 0.0% 8.4% -5.7% -146 -4.5K -107 0.00 76.83 N/A N/A 0 14 48 59 2023-03-29 $8.79 $7.50 50.1% 14.4% 41.8% 23.3% 0.0% 6.5% -4.0% -291 -2.3K -119 0.00 93.03 N/A N/A 1 0 48 73 2023-03-30 $8.69 $7.50 46.3% 13.3% 41.7% 20.9% 0.0% 5.3% 8.8% -279 474 -145 0.00 38.30 N/A N/A 0 10 48 73 2023-03-31 $8.79 $7.50 38.7% 11.1% 42.3% 16.2% 0.0% 2.1% -12.4% -205 -3.2K -144 0.00 109.95 N/A N/A 1 0 48 73
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