BFIN Options History — August 2023 In August 2023, BFIN traded between $8.50 and $8.88. ATM implied volatility averaged 92.2%, placing in the 33.7% IV rank vs the trailing year. The 30-day expected move averaged 24.3%. IV traded above realized volatility by 71.7% (HV 20d: 20.6%). Max pain ranged from $7.50 to $7.50. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 2 of 23 days. Put/call ratio averaged 0.33.
Notable Days 2023-08-14 : Highest Volume — 10 contracts2023-08-02 : Largest IV spike — 103.8% change2023-08-02 : Highest IV Rank — 66.7%2023-08-02 : Largest Expected Move — 44.5%Monthly Statistics Metric Avg Min Max Open Close Price $8.70 $8.50 $8.88 $8.82 $8.88 Max Pain $7.50 $7.50 $7.50 $7.50 $7.50 ATM IV 92.2% 51.3% 155.2% 76.1% 74.9% Expected Move 24.3% 14.7% 44.5% 21.8% 21.5% HV 20d 20.6% 17.1% 22.8% 21.6% 19.3% HV 60d 24.3% 20.7% 26.5% 26.4% 20.7% IV Rank 33.7% 18.1% 66.7% 29.7% 29.1% IV Percentile 87.2% 63.9% 99.2% 91.3% 85.3% Term Structure -28.9% -123.8% 5.1% -5.6% -21.9% Skew 25d 1.9% -50.5% 59.4% -5.6% 4.0% Skew 10d 7.6% -57.4% 151.7% -0.9% -24.8% Call IV 25d 73.6% 44.3% 219.0% 62.9% 59.8% Put IV 25d 75.5% 35.6% 168.6% 57.3% 63.9% Bid-Ask Spread % 140.93 118.65 158.74 134.39 131.78 Gamma HHI 0.88 0.81 1.00 0.83 0.92 Net GEX -815 -1.9K -21 -795 -871 Net DEX 5.0K -8.0K 14.8K 4.9K 10.9K Net VEX -85 -115 -1 -103 -106 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.33 0.00 0.67 0.00 0.67 Total Volume 0.783 0 10 1 0 Total OI 97.565 91 106 97 101
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 2023-08-01 $8.82 $7.50 76.1% 21.8% 21.6% 29.7% 0.0% -5.6% -5.6% -795 4.9K -103 0.00 134.39 N/A N/A 0 1 16 81 2023-08-02 $8.72 $7.50 155.2% 44.5% 22.1% 66.7% 0.0% 21.9% -123.8% -616 7.4K -113 0.00 136.25 N/A N/A 0 0 16 81 2023-08-03 $8.65 $0.00 127.9% 30.9% 22.2% 44.5% 0.0% 59.4% -34.8% -741 8.8K -115 0.00 152.55 N/A N/A 0 0 16 81 2023-08-04 $8.63 $0.00 109.2% 18.8% 22.1% 24.7% 0.0% 2.1% -13.9% -1.2K 3.5K -86 0.00 146.81 N/A N/A 0 1 16 81 2023-08-07 $8.75 $0.00 137.7% 21.0% 22.3% 28.3% 0.0% -3.4% -13.0% -761 5.2K -100 0.00 151.13 N/A N/A 0 0 16 81 2023-08-08 $8.64 $0.00 151.7% 30.3% 22.7% 43.6% 0.0% -3.0% -73.7% -919 8.9K -104 0.00 146.87 N/A N/A 1 0 16 81 2023-08-09 $8.61 $0.00 76.6% 22.0% 22.8% 29.9% 0.0% -1.3% -23.8% -732 6.5K -101 0.00 145.20 N/A N/A 0 0 17 81 2023-08-10 $8.54 $0.00 83.0% 23.8% 22.0% 32.9% 0.0% -2.3% -26.9% -690 8.5K -108 0.00 156.64 N/A N/A 0 0 16 81 2023-08-11 $8.71 $0.00 103.9% 29.8% 22.8% 42.7% 0.0% 19.6% -8.9% -934 9.0K -98 0.00 157.55 N/A N/A 0 0 16 81 2023-08-14 $8.68 $0.00 150.9% 43.3% 22.8% 64.7% 0.0% -50.5% -86.5% -640 7.5K -105 0.00 148.95 N/A N/A 0 10 16 81 2023-08-15 $8.62 $0.00 85.5% 24.5% 22.7% 34.1% 0.0% -5.0% 5.1% -578 5.4K -99 0.00 158.74 N/A N/A 0 0 16 90 2023-08-16 $8.63 $0.00 83.9% 24.1% 17.9% 33.3% 0.0% -30.4% -11.1% -482 14.8K -109 0.00 156.44 N/A N/A 0 0 16 90 2023-08-17 $8.65 $0.00 107.6% 30.9% 17.8% 44.4% 0.0% -1.4% -67.1% -1.2K 5.5K -79 0.67 142.89 N/A N/A 3 2 16 90 2023-08-18 $8.81 $0.00 54.7% 15.7% 17.1% 19.7% 0.0% 4.1% -12.8% -21 -8.0K -1 0.00 150.54 N/A N/A 0 0 14 92 2023-08-21 $8.70 $0.00 51.3% 14.7% 17.6% 18.1% 0.0% 6.2% -15.3% -772 5.4K -87 0.00 125.55 N/A N/A 0 0 13 78 2023-08-22 $8.50 $0.00 62.8% 18.0% 19.0% 23.5% 0.0% -25.6% -44.4% -922 3.6K -77 0.00 121.35 N/A N/A 0 0 13 78 2023-08-23 $8.57 $0.00 73.1% 21.0% 18.3% 28.3% 0.0% 29.0% -4.6% -1.6K 4.5K -60 0.00 130.17 N/A N/A 0 0 13 78 2023-08-24 $8.80 $0.00 67.4% 19.3% 20.6% 25.6% 0.0% 18.4% -23.4% -727 3.4K -77 0.00 121.44 N/A N/A 0 0 13 78 2023-08-25 $8.79 $0.00 70.4% 20.2% 20.2% 27.0% 0.0% 5.3% 0.0% -753 1.0K -69 0.00 118.65 N/A N/A 0 0 13 78 2023-08-28 $8.75 $0.00 82.5% 23.7% 19.9% 32.7% 0.0% -11.7% -36.2% -766 5.1K -82 0.00 134.55 N/A N/A 0 0 13 78 2023-08-29 $8.84 $0.00 76.8% 22.0% 20.0% 30.0% 0.0% 18.0% -1.4% -110 -7.0K -20 0.00 134.85 N/A N/A 0 0 13 88 2023-08-30 $8.86 $0.00 58.5% 16.8% 19.5% 21.4% 0.0% -3.6% -20.2% -1.9K 798 -55 0.00 138.19 N/A N/A 0 0 13 88 2023-08-31 $8.88 $0.00 74.9% 21.5% 19.3% 29.1% 0.0% 4.0% -21.9% -871 10.9K -106 0.00 131.78 N/A N/A 0 0 13 88
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