BFIN Options History — May 2023 In May 2023, BFIN traded between $7.21 and $8.21. ATM implied volatility averaged 86.9%, placing in the 27.9% IV rank vs the trailing year. The 30-day expected move averaged 20.6%. IV traded above realized volatility by 55.9% (HV 20d: 30.9%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 4 of 22 days. Put/call ratio averaged 0.33.
Notable Days 2023-05-02 : Highest Volume — 10 contracts2023-05-02 : Largest IV spike — 410.2% change2023-05-02 : Highest IV Rank — 100.0%2023-05-02 : Largest Expected Move — 64.9%Monthly Statistics Metric Avg Min Max Open Close Price $7.55 $7.21 $8.21 $8.21 $7.45 Max Pain $10.00 $10.00 $10.00 $10.00 $10.00 ATM IV 86.9% 37.1% 331.4% 44.4% 88.7% Expected Move 20.6% 10.6% 64.9% 12.7% 25.4% HV 20d 30.9% 26.3% 35.4% 26.3% 32.4% HV 60d 31.8% 29.6% 34.2% 29.6% 34.2% IV Rank 27.9% 11.4% 100.0% 19.7% 35.6% IV Percentile 83.9% 56.7% 100.0% 72.2% 96.0% Term Structure -32.6% -320.5% 33.9% -25.9% -39.3% Skew 25d -3.0% -94.6% 30.1% -0.5% -2.1% Skew 10d 14.4% -41.9% 47.3% -7.4% 36.8% Call IV 25d 95.2% 40.8% 231.8% 40.8% 114.6% Put IV 25d 92.1% 40.3% 149.0% 40.3% 112.5% Bid-Ask Spread % 133.05 37.45 165.19 37.45 130.98 Gamma HHI 0.70 0.43 0.99 0.80 0.49 Net GEX -204 -412 -41 -412 -89 Net DEX 10.0K 1.0K 20.5K 6.2K 6.3K Net VEX -124 -163 -103 -116 -119 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.33 0.00 1.00 0.00 0.00 Total Volume 1.409 0 10 0 0 Total OI 112.545 101 124 101 110
Daily Data (22 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 2023-05-01 $8.21 $10.00 44.4% 12.7% 26.3% 19.7% 0.0% -0.5% -25.9% -412 6.2K -116 0.00 37.45 N/A N/A 0 0 42 59 2023-05-02 $7.98 $10.00 226.3% 64.9% 27.7% 100.0% 0.0% -94.6% -320.5% -132 6.8K -141 0.00 128.87 N/A N/A 10 0 42 59 2023-05-03 $7.94 $10.00 131.6% 37.7% 27.6% 55.7% 0.0% -16.3% -47.7% -56 2.7K -151 0.00 125.39 N/A N/A 0 0 52 59 2023-05-04 $7.63 $0.00 331.4% 32.5% 30.2% 47.1% 0.0% -66.7% -30.2% -41 1.0K -156 0.00 147.22 N/A N/A 0 10 52 59 2023-05-05 $7.61 $0.00 160.4% 32.6% 30.2% 47.3% 0.0% 22.4% -29.9% -132 9.4K -163 0.00 154.39 N/A N/A 0 0 52 69 2023-05-08 $7.51 $0.00 82.3% 17.9% 30.3% 23.2% 0.0% -12.0% -38.7% -282 19.1K -128 0.00 146.55 N/A N/A 0 3 52 69 2023-05-09 $7.48 $0.00 112.1% 18.8% 30.2% 24.8% 0.0% 10.6% -23.2% -310 18.4K -135 1.00 150.46 N/A N/A 2 2 52 72 2023-05-10 $7.42 $0.00 39.8% 11.4% 29.9% 12.6% 0.0% 30.1% 10.5% -284 19.9K -124 0.00 147.54 N/A N/A 0 0 53 70 2023-05-11 $7.24 $0.00 55.7% 16.0% 30.6% 20.1% 0.0% -8.0% -23.6% -289 20.5K -122 0.00 165.19 N/A N/A 0 0 53 70 2023-05-12 $7.21 $0.00 42.4% 12.1% 30.2% 13.9% 0.0% -17.2% 33.9% -105 8.2K -132 0.00 146.26 N/A N/A 0 3 53 59 2023-05-15 $7.48 $0.00 64.1% 18.4% 34.2% 24.0% 0.0% 5.9% 7.7% -131 7.2K -130 0.00 138.97 N/A N/A 0 0 53 58 2023-05-16 $7.44 $0.00 43.3% 12.4% 34.1% 14.3% 0.0% 21.4% -13.3% -259 11.1K -113 0.00 151.15 N/A N/A 1 0 53 58 2023-05-17 $7.65 $0.00 60.8% 17.4% 35.4% 22.5% 0.0% -0.7% -18.0% -164 6.3K -122 0.00 141.68 N/A N/A 0 0 54 58 2023-05-18 $7.60 $0.00 45.6% 13.1% 30.2% 15.4% 0.0% 19.1% -12.8% -253 7.9K -114 0.00 136.08 N/A N/A 0 0 54 58 2023-05-19 $7.34 $0.00 64.3% 18.4% 31.1% 24.1% 0.0% 28.0% 7.9% -96 9.0K -124 0.00 139.42 N/A N/A 0 0 54 58 2023-05-22 $7.46 $0.00 46.5% 13.3% 31.6% 15.8% 0.0% 8.3% -12.4% -204 10.3K -111 0.00 126.93 N/A N/A 0 0 53 57 2023-05-23 $7.59 $0.00 37.1% 10.6% 30.4% 11.4% 0.0% 6.7% -7.2% -308 8.7K -105 0.00 121.52 N/A N/A 0 0 53 57 2023-05-24 $7.38 $0.00 70.9% 20.3% 31.4% 27.2% 0.0% -5.0% -31.3% -170 10.2K -113 0.00 121.06 N/A N/A 0 0 53 57 2023-05-25 $7.37 $0.00 44.6% 12.8% 31.5% 14.9% 0.0% 11.0% -15.1% -259 12.5K -104 0.00 118.18 N/A N/A 0 0 53 57 2023-05-26 $7.42 $0.00 68.8% 19.7% 31.8% 26.3% 0.0% -16.2% -69.3% -249 10.5K -104 0.00 127.44 N/A N/A 0 0 53 57 2023-05-30 $7.59 $0.00 50.0% 14.3% 33.2% 17.4% 0.0% 9.6% -18.6% -270 8.5K -103 0.00 124.34 N/A N/A 0 0 53 57 2023-05-31 $7.45 $0.00 88.7% 25.4% 32.4% 35.6% 0.0% -2.1% -39.3% -89 6.3K -119 0.00 130.98 N/A N/A 0 0 53 57
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