BFIN Options History — September 2023

In September 2023, BFIN traded between $8.64 and $8.88. ATM implied volatility averaged 75.3%, placing in the 21.7% IV rank vs the trailing year. The 30-day expected move averaged 16.9%. IV traded above realized volatility by 60.9% (HV 20d: 14.4%). Max pain ranged from $7.50 to $7.50. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 2 of 20 days. Put/call ratio averaged 0.00.

Notable Days

2023-09-06: Highest Volume — 10 contracts
2023-09-28: Largest IV spike — 102.2% change
2023-09-28: Highest IV Rank — 32.3%
2023-09-28: Largest Expected Move — 23.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$8.73	$8.64	$8.88	$8.88	$8.64
Max Pain	$7.50	$7.50	$7.50	$7.50	$7.50
ATM IV	75.3%	30.3%	189.5%	77.5%	68.1%
Expected Move	16.9%	8.7%	23.5%	22.2%	19.5%
HV 20d	14.4%	7.7%	19.2%	19.2%	7.7%
HV 60d	19.1%	17.5%	20.2%	20.2%	17.5%
IV Rank	21.7%	8.2%	32.3%	30.3%	25.8%
IV Percentile	67.3%	23.8%	88.1%	87.3%	79.0%
Term Structure	-14.9%	-37.6%	22.1%	-33.1%	-16.7%
VWIV	40.9%	32.3%	49.6%	49.6%	32.3%
Skew 25d	8.4%	-28.6%	41.4%	39.9%	4.7%
Skew 10d	3.6%	-37.3%	45.5%	34.5%	-14.6%
Call IV 25d	54.8%	34.0%	85.9%	70.3%	72.5%
Put IV 25d	63.3%	35.9%	110.2%	110.2%	77.2%
Bid-Ask Spread %	108.93	48.23	130.12	130.12	100.96
Gamma HHI	0.80	0.73	0.92	0.88	0.83
Net GEX	-402	-1.1K	-278	-823	-324
Net DEX	-1.6K	-4.0K	3.2K	3.2K	-2.1K
Net VEX	-50	-84	-35	-84	-40
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	1.05	0	10	0	0
Total OI	61.65	54	101	101	55

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	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2023-09-01	$8.88	$0.00	77.5%	22.2%	19.2%	30.3%	0.0%	39.9%	-33.1%	-823	3.2K	-84	130.12	N/A	N/A	0	0	13	88
2023-09-05	$8.82	$7.50	52.9%	12.7%	18.8%	14.7%	0.0%	15.9%	-14.9%	-857	2.5K	-80	110.52	N/A	N/A	0	0	13	88
2023-09-06	$8.78	$7.50	95.6%	12.5%	18.3%	14.5%	49.6%	11.9%	-18.4%	-1.1K	3.0K	-75	121.28	N/A	N/A	0	10	13	88
2023-09-07	$8.68	$7.50	88.3%	16.7%	18.8%	21.3%	0.0%	32.8%	-18.4%	-327	-1.8K	-50	102.76	N/A	N/A	0	0	13	41
2023-09-08	$8.75	$7.50	118.0%	15.9%	18.7%	20.0%	0.0%	-19.6%	-18.0%	-300	-1.1K	-54	102.96	N/A	N/A	0	0	13	41
2023-09-11	$8.74	$7.50	189.5%	16.1%	17.4%	20.3%	0.0%	-5.8%	-30.6%	-314	-2.6K	-47	121.17	N/A	N/A	0	0	13	41
2023-09-12	$8.71	$7.50	101.8%	18.5%	17.4%	24.2%	0.0%	19.6%	-37.6%	-329	-3.2K	-43	81.12	N/A	N/A	0	0	13	41
2023-09-13	$8.71	$7.50	77.3%	22.2%	17.1%	30.2%	32.3%	30.8%	-26.9%	-295	-719	-53	124.86	N/A	N/A	1	0	13	41
2023-09-14	$8.76	$7.50	64.3%	18.4%	17.2%	24.2%	0.0%	7.0%	22.1%	-289	-1.6K	-52	127.38	N/A	N/A	0	0	14	41
2023-09-15	$8.75	$7.50	56.9%	16.3%	17.2%	20.7%	0.0%	5.5%	-10.4%	-303	-3.0K	-45	115.52	N/A	N/A	0	10	14	41
2023-09-18	$8.80	$7.50	30.3%	8.7%	16.1%	8.2%	0.0%	41.4%	20.5%	-278	-4.0K	-42	126.95	N/A	N/A	0	0	14	41
2023-09-19	$8.77	$7.50	47.8%	13.7%	15.4%	16.4%	0.0%	6.0%	-15.0%	-297	-3.3K	-43	109.19	N/A	N/A	0	0	14	41
2023-09-20	$8.78	$7.50	55.2%	15.8%	12.7%	19.9%	0.0%	-0.5%	-17.5%	-304	-3.0K	-42	108.22	N/A	N/A	0	0	14	41
2023-09-21	$8.69	$7.50	57.1%	16.4%	13.1%	20.7%	0.0%	4.0%	-8.1%	-308	-2.8K	-44	101.17	N/A	N/A	0	0	14	41
2023-09-22	$8.70	$7.50	61.2%	17.6%	8.9%	22.7%	0.0%	5.4%	-10.5%	-312	-2.5K	-43	104.37	N/A	N/A	0	0	14	41
2023-09-25	$8.69	$7.50	72.4%	20.8%	8.9%	27.8%	0.0%	-12.8%	-26.0%	-296	-2.1K	-43	107.06	N/A	N/A	0	0	14	41
2023-09-26	$8.67	$7.50	68.4%	19.6%	8.8%	25.9%	0.0%	3.4%	-21.9%	-317	-2.3K	-41	114.69	N/A	N/A	0	0	14	41
2023-09-27	$8.65	$7.50	40.5%	11.6%	7.8%	12.8%	0.0%	-28.6%	-10.1%	-321	-4.0K	-35	48.23	N/A	N/A	0	0	14	41
2023-09-28	$8.66	$7.50	82.0%	23.5%	7.8%	32.3%	0.0%	7.5%	-7.1%	-295	-971	-46	120.12	N/A	N/A	0	0	14	41
2023-09-29	$8.64	$7.50	68.1%	19.5%	7.7%	25.8%	0.0%	4.7%	-16.7%	-324	-2.1K	-40	100.96	N/A	N/A	0	0	14	41