BFIN Options History — June 2023

In June 2023, BFIN traded between $7.60 and $8.28. ATM implied volatility averaged 75.1%, placing in the 21.5% IV rank vs the trailing year. The 30-day expected move averaged 16.8%. IV traded above realized volatility by 44.4% (HV 20d: 30.8%). Max pain ranged from $7.50 to $7.50. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 0.05.

Notable Days

2023-06-08: Highest Volume — 60 contracts
2023-06-12: Largest IV spike — 154.9% change
2023-06-01: Highest IV Rank — 35.4%
2023-06-01: Largest Expected Move — 25.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$8.05	$7.60	$8.28	$7.60	$8.16
Max Pain	$7.50	$7.50	$7.50	$7.50	$7.50
ATM IV	75.1%	39.1%	159.5%	88.4%	46.6%
Expected Move	16.8%	9.2%	25.4%	25.4%	13.4%
HV 20d	30.8%	26.7%	35.4%	33.5%	27.0%
HV 60d	30.0%	28.4%	35.0%	34.6%	29.5%
IV Rank	21.5%	9.1%	35.4%	35.4%	15.9%
IV Percentile	76.8%	42.1%	95.6%	95.6%	69.4%
Term Structure	-15.7%	-78.3%	152.5%	-78.3%	-10.9%
VWIV	64.6%	64.6%	64.6%	64.6%	64.6%
Skew 25d	-3.8%	-39.3%	48.9%	-1.9%	-28.6%
Skew 10d	20.1%	-26.2%	105.8%	30.6%	-23.7%
Call IV 25d	64.2%	29.9%	105.1%	102.3%	76.5%
Put IV 25d	60.4%	29.7%	124.6%	100.4%	47.9%
Bid-Ask Spread %	101.17	45.10	140.43	124.98	104.51
Gamma HHI	0.84	0.47	1.00	0.70	1.00
Net GEX	-693	-1.1K	-79	-185	-1.1K
Net DEX	8.8K	-3.6K	17.3K	7.2K	8.4K
Net VEX	-152	-192	-92	-109	-141
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.05	0.05	0.05	0.05	0.05
Total Volume	4	0	60	0	0
Total OI	144.714	110	160	110	160

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
2023-06-01	$7.60	$0.00	88.4%	25.4%	33.5%	35.4%	0.0%	-1.9%	-78.3%	-185	7.2K	-109	0.00	124.98	N/A	N/A	0	0	53	57
2023-06-02	$7.75	$0.00	88.2%	25.3%	31.2%	35.3%	0.0%	19.5%	-46.9%	-120	4.6K	-114	0.00	140.43	N/A	N/A	0	0	53	57
2023-06-05	$7.72	$7.50	90.1%	16.1%	31.2%	20.3%	0.0%	-4.8%	-22.3%	-167	5.4K	-108	0.00	115.83	N/A	N/A	0	0	53	57
2023-06-06	$8.09	$7.50	92.0%	15.5%	34.7%	19.3%	0.0%	-33.4%	-15.6%	-79	-27	-113	0.00	125.61	N/A	N/A	0	0	53	57
2023-06-07	$8.28	$7.50	90.1%	13.8%	35.2%	16.5%	64.6%	-1.8%	-29.0%	-185	-3.6K	-95	0.05	70.87	N/A	N/A	21	1	53	57
2023-06-08	$8.19	$7.50	57.0%	9.2%	35.4%	9.1%	0.0%	1.4%	11.4%	-288	-2.0K	-92	0.00	66.84	N/A	N/A	0	60	54	57
2023-06-09	$8.13	$7.50	62.6%	9.5%	34.0%	9.5%	0.0%	-1.1%	-1.5%	-947	9.3K	-174	0.00	45.10	N/A	N/A	0	0	54	104
2023-06-12	$8.13	$7.50	159.5%	18.0%	33.9%	23.5%	0.0%	-2.1%	-31.2%	-746	11.2K	-192	0.00	114.14	N/A	N/A	0	0	54	104
2023-06-13	$8.22	$7.50	124.5%	12.0%	31.9%	13.6%	0.0%	-10.0%	-19.9%	-880	8.0K	-172	0.00	76.16	N/A	N/A	0	0	54	104
2023-06-14	$8.28	$7.50	81.8%	23.4%	31.7%	32.3%	0.0%	11.6%	-40.6%	-787	6.0K	-183	0.00	116.33	N/A	N/A	0	0	54	104
2023-06-15	$8.27	$7.50	42.5%	12.2%	30.6%	13.9%	0.0%	17.6%	152.5%	-805	7.7K	-170	0.00	72.49	N/A	N/A	0	0	54	104
2023-06-16	$8.15	$7.50	70.3%	20.2%	31.1%	26.9%	0.0%	48.9%	-5.6%	-724	11.3K	-185	0.00	109.72	N/A	N/A	0	0	54	104
2023-06-20	$7.93	$7.50	39.1%	11.2%	30.0%	12.4%	0.0%	-30.3%	-11.0%	-1.1K	14.9K	-167	0.00	72.17	N/A	N/A	0	0	54	104
2023-06-21	$8.00	$7.50	39.1%	11.2%	29.7%	12.3%	0.0%	-7.9%	11.4%	-943	13.4K	-169	0.00	69.73	N/A	N/A	0	0	54	104
2023-06-22	$7.97	$7.50	53.6%	15.4%	29.4%	19.1%	0.0%	-26.4%	-10.6%	-930	14.6K	-174	0.00	112.82	N/A	N/A	0	0	54	104
2023-06-23	$7.95	$7.50	83.5%	23.9%	27.2%	33.1%	0.0%	25.1%	-39.9%	-853	14.5K	-179	0.00	116.25	N/A	N/A	0	0	54	104
2023-06-26	$7.97	$7.50	70.6%	20.2%	27.1%	27.1%	0.0%	-9.6%	-70.2%	-945	15.1K	-168	0.00	108.44	N/A	N/A	0	2	54	104
2023-06-27	$7.93	$7.50	59.2%	17.0%	27.3%	21.8%	0.0%	-39.3%	-43.9%	-949	17.3K	-168	0.00	122.01	N/A	N/A	0	0	54	106
2023-06-28	$8.13	$7.50	56.9%	16.3%	27.5%	20.7%	0.0%	-5.3%	-13.4%	-1.0K	10.9K	-157	0.00	117.81	N/A	N/A	0	0	54	106
2023-06-29	$8.28	$7.50	82.1%	23.5%	26.7%	32.5%	0.0%	-0.9%	-14.3%	-715	10.0K	-168	0.00	122.30	N/A	N/A	0	0	54	106
2023-06-30	$8.16	$7.50	46.6%	13.4%	27.0%	15.9%	0.0%	-28.6%	-10.9%	-1.1K	8.4K	-141	0.00	104.51	N/A	N/A	0	0	54	106