BFIN Options History — April 2023 In April 2023, BFIN traded between $8.31 and $8.93. ATM implied volatility averaged 59.1%, placing in the 27.1% IV rank vs the trailing year. The 30-day expected move averaged 16.1%. IV traded above realized volatility by 33.4% (HV 20d: 25.7%). Max pain ranged from $7.50 to $10.00. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 3 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2023-04-19 : Highest Volume — 40 contracts2023-04-27 : Largest IV spike — 146.9% change2023-04-28 : Highest IV Rank — 70.0%2023-04-28 : Largest Expected Move — 35.8%Monthly Statistics Metric Avg Min Max Open Close Price $8.57 $8.31 $8.93 $8.79 $8.31 Max Pain $8.75 $7.50 $10.00 $7.50 $10.00 ATM IV 59.1% 26.1% 124.8% 83.6% 124.8% Expected Move 16.1% 7.5% 35.8% 24.0% 35.8% HV 20d 25.7% 12.8% 42.4% 42.4% 26.6% HV 60d 27.9% 26.7% 30.0% 26.9% 29.5% IV Rank 27.1% 8.3% 70.0% 44.3% 70.0% IV Percentile 77.3% 29.8% 99.6% 97.6% 99.6% Term Structure -19.2% -52.2% 66.4% -38.6% -42.7% VWIV 75.2% 51.2% 94.1% 94.1% 51.2% Skew 25d 8.0% -36.8% 112.2% -14.0% 112.2% Skew 10d 38.7% -49.2% 248.3% 44.6% 248.3% Call IV 25d 51.7% 25.0% 115.8% 115.8% 55.6% Put IV 25d 59.7% 28.2% 167.8% 101.8% 167.8% Bid-Ask Spread % 76.66 20.59 133.18 114.64 123.13 Gamma HHI 0.72 0.53 0.92 0.57 0.69 Net GEX -351 -657 -147 -158 -299 Net DEX 332 -8.0K 8.6K -2.4K 8.6K Net VEX -108 -158 -61 -158 -125 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 4.895 0 40 1 5 Total OI 111.579 91 122 122 96
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 2023-04-03 $8.79 $7.50 83.6% 24.0% 42.4% 44.3% 0.0% -14.0% -38.6% -158 -2.4K -158 0.00 114.64 N/A N/A 1 0 49 73 2023-04-04 $8.71 $7.50 41.3% 11.9% 42.2% 17.9% 0.0% 3.1% 12.0% -323 -32 -139 0.00 93.55 N/A N/A 0 0 49 73 2023-04-05 $8.59 $7.50 97.6% 28.0% 42.2% 53.0% 94.1% 5.0% -25.9% -657 765 -116 0.00 117.77 N/A N/A 0 5 49 73 2023-04-06 $8.56 $0.00 105.4% 16.7% 41.5% 28.3% 0.0% 26.6% -37.4% -367 684 -137 0.00 68.16 N/A N/A 0 0 49 73 2023-04-10 $8.53 $0.00 54.5% 12.9% 38.0% 20.1% 0.0% -1.2% -18.2% -252 -441 -150 0.00 57.60 N/A N/A 0 26 49 73 2023-04-11 $8.53 $0.00 53.0% 15.5% 24.1% 25.9% 0.0% 17.2% -28.6% -275 -442 -102 0.00 75.95 N/A N/A 0 0 49 63 2023-04-12 $8.57 $0.00 61.2% 17.5% 16.7% 30.2% 0.0% 6.1% -24.4% -313 -806 -104 0.00 120.98 N/A N/A 0 0 49 63 2023-04-13 $8.52 $0.00 59.2% 17.0% 15.0% 29.0% 0.0% 9.1% -52.2% -263 -353 -109 0.00 54.71 N/A N/A 0 0 49 63 2023-04-14 $8.57 $0.00 41.9% 12.0% 13.2% 18.2% 0.0% 9.6% -22.5% -205 -1.4K -104 0.00 47.16 N/A N/A 0 10 49 63 2023-04-17 $8.51 $0.00 45.3% 13.0% 12.8% 20.3% 0.0% -5.7% -44.9% -463 -1.9K -68 0.00 33.22 N/A N/A 0 0 49 73 2023-04-18 $8.41 $0.00 26.1% 7.5% 13.2% 8.3% 0.0% 0.4% 1.3% -523 2.9K -119 0.00 28.24 N/A N/A 0 0 49 73 2023-04-19 $8.55 $0.00 51.7% 14.8% 13.6% 24.3% 0.0% -6.7% -43.8% -373 -2.4K -110 0.00 47.25 N/A N/A 0 40 49 73 2023-04-20 $8.93 $0.00 44.6% 12.8% 20.7% 19.9% 0.0% 12.7% 66.4% -147 -8.0K -61 0.00 45.83 N/A N/A 1 0 49 65 2023-04-21 $8.70 $0.00 55.8% 16.0% 22.6% 26.9% 0.0% -12.4% -13.3% -361 -4.0K -78 0.00 102.74 N/A N/A 0 0 49 65 2023-04-24 $8.79 $0.00 30.0% 8.6% 22.8% 10.8% 0.0% -4.1% -3.2% -288 -1.1K -80 0.00 75.29 N/A N/A 0 0 37 54 2023-04-25 $8.44 $0.00 41.4% 11.9% 26.7% 17.9% 80.3% -36.8% -10.6% -462 3.2K -90 0.00 96.62 N/A N/A 0 4 37 54 2023-04-26 $8.41 $10.00 30.2% 8.7% 26.7% 10.9% 0.0% 29.1% -0.6% -470 6.4K -99 0.00 20.59 N/A N/A 0 0 37 58 2023-04-27 $8.39 $10.00 74.7% 21.4% 26.6% 38.7% 51.2% 1.8% -38.2% -479 7.0K -106 0.00 133.18 N/A N/A 0 1 37 58 2023-04-28 $8.31 $10.00 124.8% 35.8% 26.6% 70.0% 0.0% 112.2% -42.7% -299 8.6K -125 0.00 123.13 N/A N/A 5 0 37 59
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