BFIN Options History — July 2023

In July 2023, BFIN traded between $8.09 and $9.02. ATM implied volatility averaged 74.9%, placing in the 25.6% IV rank vs the trailing year. The 30-day expected move averaged 19.3%. IV traded above realized volatility by 53.1% (HV 20d: 21.8%). Max pain ranged from $7.50 to $10.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 4 of 20 days. Put/call ratio averaged 2.34.

Notable Days

2023-07-21: Highest Volume — 38 contracts
2023-07-12: Largest IV drop — 46.7% change
2023-07-05: Highest IV Rank — 52.9%
2023-07-05: Largest Expected Move — 36.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$8.53	$8.09	$9.02	$8.09	$8.90
Max Pain	$9.13	$7.50	$10.00	$7.50	$7.50
ATM IV	74.9%	52.3%	125.6%	111.6%	76.1%
Expected Move	19.3%	12.0%	36.0%	32.0%	21.8%
HV 20d	21.8%	19.7%	26.7%	26.6%	21.6%
HV 60d	29.0%	27.6%	30.0%	29.4%	27.7%
IV Rank	25.6%	13.6%	52.9%	46.3%	29.7%
IV Percentile	82.4%	58.3%	98.8%	97.6%	91.3%
Term Structure	-2.5%	-55.6%	158.7%	-33.3%	-12.1%
VWIV	107.4%	87.4%	127.5%	127.5%	87.4%
Skew 25d	-3.6%	-165.3%	39.5%	22.5%	23.0%
Skew 10d	43.4%	-222.4%	196.0%	0.6%	84.7%
Call IV 25d	73.0%	33.1%	245.7%	81.3%	65.4%
Put IV 25d	69.4%	44.2%	112.5%	103.8%	88.4%
Bid-Ask Spread %	128.86	111.55	150.22	121.57	121.76
Gamma HHI	0.85	0.67	0.99	0.85	0.88
Net GEX	-752	-1.2K	-189	-702	-1.2K
Net DEX	5.8K	-5.6K	13.6K	13.6K	2.1K
Net VEX	-122	-171	-78	-167	-78
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	2.34	0.10	6.60	0.10	0.33
Total Volume	3.2	0	38	0	1
Total OI	139.45	83	160	160	96

Daily Data (20 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
2023-07-03	$8.09	$7.50	111.6%	32.0%	26.6%	46.3%	0.0%	22.5%	-33.3%	-702	13.6K	-167	0.00	121.57	N/A	N/A	0	0	54	106
2023-07-05	$8.18	$7.50	125.6%	36.0%	26.7%	52.9%	0.0%	-47.7%	-42.9%	-544	12.0K	-171	0.00	124.65	N/A	N/A	0	0	54	106
2023-07-06	$8.13	$10.00	85.0%	12.4%	21.2%	14.4%	0.0%	-36.5%	-10.0%	-999	11.9K	-150	0.00	111.55	N/A	N/A	0	0	54	106
2023-07-07	$8.22	$10.00	71.6%	12.0%	19.8%	13.6%	0.0%	17.0%	-4.1%	-1.0K	9.8K	-139	0.00	119.38	N/A	N/A	0	0	54	106
2023-07-10	$8.30	$10.00	103.7%	16.9%	19.7%	21.7%	0.0%	-9.4%	-27.2%	-773	9.6K	-146	0.00	131.37	N/A	N/A	0	0	54	106
2023-07-11	$8.24	$10.00	109.8%	21.6%	19.7%	29.3%	0.0%	31.0%	-22.0%	-812	10.6K	-144	0.00	129.37	N/A	N/A	0	0	54	106
2023-07-12	$8.29	$10.00	58.5%	16.8%	19.8%	21.4%	0.0%	-10.2%	-55.6%	-930	7.0K	-130	0.00	141.44	N/A	N/A	0	0	54	106
2023-07-13	$8.46	$10.00	67.2%	19.3%	20.7%	25.5%	0.0%	-3.5%	-52.8%	-847	4.0K	-127	0.00	127.63	N/A	N/A	0	0	54	106
2023-07-14	$8.40	$10.00	56.5%	16.2%	20.8%	20.5%	0.0%	4.2%	-11.7%	-895	4.7K	-125	0.00	129.61	N/A	N/A	0	0	54	106
2023-07-17	$8.38	$10.00	63.5%	18.2%	20.8%	23.8%	0.0%	24.8%	22.4%	-770	8.0K	-129	0.00	123.84	N/A	N/A	0	0	54	106
2023-07-18	$8.30	$10.00	65.4%	18.7%	20.4%	24.7%	0.0%	39.5%	-8.6%	-707	10.6K	-133	0.00	139.90	N/A	N/A	0	0	54	106
2023-07-19	$8.63	$10.00	63.9%	18.3%	21.7%	23.9%	0.0%	-8.0%	-33.7%	-651	-2.2K	-102	0.10	130.62	N/A	N/A	10	1	54	106
2023-07-20	$8.58	$10.00	55.4%	15.9%	21.9%	19.9%	0.0%	0.5%	125.3%	-781	-5.6K	-81	0.00	128.46	N/A	N/A	0	0	53	105
2023-07-21	$8.78	$10.00	55.4%	15.9%	22.8%	20.0%	0.0%	1.4%	0.3%	-685	-5.4K	-90	6.60	131.51	N/A	N/A	5	33	53	105
2023-07-24	$8.81	$10.00	68.4%	19.6%	22.6%	26.1%	127.5%	19.0%	-16.5%	-628	5.4K	-96	0.33	132.05	N/A	N/A	3	1	13	70
2023-07-25	$8.88	$7.50	93.8%	26.9%	22.6%	38.0%	0.0%	-165.3%	158.7%	-189	7.3K	-117	0.00	150.22	N/A	N/A	0	10	16	70
2023-07-26	$9.02	$7.50	52.3%	15.0%	22.6%	18.5%	0.0%	22.7%	-6.9%	-636	3.5K	-108	0.00	134.70	N/A	N/A	0	0	16	80
2023-07-27	$8.91	$7.50	59.9%	17.2%	22.4%	22.1%	0.0%	1.3%	-10.8%	-748	1.8K	-92	0.00	119.43	N/A	N/A	0	0	16	80
2023-07-28	$9.00	$7.50	54.6%	15.6%	21.9%	19.6%	0.0%	1.7%	-8.5%	-510	8.1K	-121	0.00	128.15	N/A	N/A	0	0	16	80
2023-07-31	$8.90	$7.50	76.1%	21.8%	21.6%	29.7%	87.4%	23.0%	-12.1%	-1.2K	2.1K	-78	0.00	121.76	N/A	N/A	0	1	16	80