BFIN Options History — October 2023

Name: BFIN Options Analytics - October 2023
Creator: Options Analysis Suite

In October 2023, BFIN traded between $8.38 and $8.73. ATM implied volatility averaged 64.4%, placing in the 20.3% IV rank vs the trailing year. The 30-day expected move averaged 16.2%. IV traded above realized volatility by 54.7% (HV 20d: 9.7%). Max pain ranged from $7.50 to $10.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 9 of 22 days.

Notable Days

2023-10-03: Highest Volume — 3 contracts
2023-10-10: Largest IV spike — 83.2% change
2023-10-04: Highest IV Rank — 39.3%
2023-10-04: Largest Expected Move — 27.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$8.59	$8.38	$8.73	$8.57	$8.53
Max Pain	$8.18	$7.50	$10.00	$7.50	$10.00
ATM IV	64.4%	42.3%	109.0%	67.2%	49.3%
Expected Move	16.2%	9.2%	27.8%	19.3%	14.1%
HV 20d	9.7%	7.7%	12.7%	8.0%	12.7%
HV 60d	15.2%	13.6%	17.5%	17.5%	13.7%
IV Rank	20.3%	8.9%	39.3%	25.4%	17.0%
IV Percentile	58.6%	22.6%	93.7%	78.2%	50.0%
Term Structure	-6.2%	-63.8%	104.4%	-23.2%	-27.2%
VWIV	45.9%	32.4%	59.5%	32.4%	59.5%
Skew 25d	-19.0%	-94.4%	33.1%	-1.5%	-31.7%
Skew 10d	46.3%	-27.5%	114.9%	-6.6%	92.9%
Call IV 25d	65.6%	31.0%	122.7%	65.0%	69.6%
Put IV 25d	46.5%	28.3%	88.0%	63.6%	37.9%
Bid-Ask Spread %	112.45	69.32	128.59	104.48	94.88
Gamma HHI	0.90	0.83	1.00	0.84	0.87
Net GEX	-260	-430	-147	-336	-191
Net DEX	-831	-6.4K	4.0K	-2.3K	3.6K
Net VEX	-28	-46	-18	-37	-21
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
Total Volume	0.227	0	3	0	0
Total OI	44.409	14	59	55	15

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	Spread %	Call Wall	Put Wall	Put Vol	Call OI	Put OI
2023-10-02	$8.57	$7.50	67.2%	19.3%	8.0%	25.4%	0.0%	-1.5%	-23.2%	-336	-2.3K	-37	104.48	N/A	N/A	0	14	41
2023-10-03	$8.57	$7.50	75.0%	21.5%	7.8%	29.0%	0.0%	3.0%	-21.5%	-316	-1.2K	-40	117.29	N/A	N/A	3	14	41
2023-10-04	$8.51	$7.50	96.9%	27.8%	8.0%	39.3%	0.0%	-1.5%	-63.8%	-357	636	-46	108.40	N/A	N/A	0	14	44
2023-10-05	$8.59	$7.50	109.0%	9.2%	8.0%	8.9%	0.0%	-52.7%	8.8%	-353	479	-43	121.18	N/A	N/A	0	14	44
2023-10-06	$8.64	$7.50	70.2%	10.3%	7.7%	10.7%	0.0%	-8.1%	19.9%	-364	-2.8K	-34	107.76	N/A	N/A	0	14	44
2023-10-09	$8.71	$7.50	57.2%	10.4%	8.3%	10.8%	32.4%	-18.3%	-13.2%	-316	-4.7K	-28	110.23	N/A	N/A	1	14	44
2023-10-10	$8.73	$7.50	104.7%	17.8%	8.2%	23.0%	0.0%	-18.9%	-34.5%	-349	-1.7K	-37	122.50	N/A	N/A	0	14	45
2023-10-11	$8.63	$7.50	53.7%	15.4%	9.2%	19.0%	0.0%	0.8%	-18.1%	-354	-92	-39	112.31	N/A	N/A	0	14	45
2023-10-12	$8.60	$7.50	42.3%	12.1%	9.0%	13.7%	0.0%	-20.4%	11.5%	-352	727	-39	117.23	N/A	N/A	0	14	45
2023-10-13	$8.59	$7.50	59.2%	17.0%	9.0%	21.6%	0.0%	-28.0%	-40.4%	-430	-1.3K	-33	118.82	N/A	N/A	0	14	45
2023-10-16	$8.71	$7.50	85.5%	24.5%	10.2%	33.9%	0.0%	15.3%	-47.5%	-147	-5.7K	-22	117.20	N/A	N/A	0	14	45
2023-10-17	$8.70	$7.50	50.3%	14.4%	10.1%	17.5%	0.0%	6.6%	3.4%	-179	-6.4K	-19	125.78	N/A	N/A	0	14	45
2023-10-18	$8.66	$7.50	56.1%	16.1%	10.2%	20.2%	0.0%	33.1%	-19.1%	-181	-6.3K	-20	69.32	N/A	N/A	0	14	45
2023-10-19	$8.65	$7.50	56.8%	16.3%	9.6%	20.5%	0.0%	-24.7%	104.4%	-167	-5.9K	-21	126.86	N/A	N/A	0	14	45
2023-10-20	$8.61	$7.50	64.1%	18.4%	9.7%	23.9%	0.0%	-17.7%	89.4%	-160	-5.6K	-22	128.59	N/A	N/A	0	14	45
2023-10-23	$8.55	$7.50	42.8%	12.3%	9.9%	13.9%	59.5%	-31.2%	16.6%	-205	2.3K	-18	110.46	N/A	N/A	1	0	14
2023-10-24	$8.52	$10.00	43.9%	12.6%	10.0%	14.4%	0.0%	-21.0%	5.5%	-204	3.4K	-21	103.02	N/A	N/A	0	0	15
2023-10-25	$8.38	$10.00	46.9%	13.5%	11.4%	15.9%	0.0%	-27.2%	9.3%	-163	4.0K	-23	123.35	N/A	N/A	0	0	15
2023-10-26	$8.48	$10.00	68.8%	19.7%	12.4%	26.1%	0.0%	-46.3%	-36.7%	-189	3.7K	-22	118.04	N/A	N/A	0	0	15
2023-10-27	$8.51	$10.00	42.9%	12.3%	12.4%	14.0%	0.0%	-94.4%	-18.7%	-207	3.4K	-20	112.75	N/A	N/A	0	0	15
2023-10-30	$8.58	$10.00	73.7%	21.1%	12.5%	28.4%	0.0%	-34.4%	-42.1%	-192	3.5K	-20	103.45	N/A	N/A	0	0	15
2023-10-31	$8.53	$10.00	49.3%	14.1%	12.7%	17.0%	0.0%	-31.7%	-27.2%	-191	3.6K	-21	94.88	N/A	N/A	0	0	15