BFIN Options History — November 2023 In November 2023, BFIN traded between $8.50 and $8.99. ATM implied volatility averaged 68.5%, placing in the 23.9% IV rank vs the trailing year. The 30-day expected move averaged 18.4%. IV traded above realized volatility by 54.1% (HV 20d: 14.4%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2023-11-03 : Highest Volume — 4 contracts2023-11-06 : Largest IV spike — 62.4% change2023-11-28 : Highest IV Rank — 33.9%2023-11-28 : Largest Expected Move — 24.5%Monthly Statistics Metric Avg Min Max Open Close Price $8.84 $8.50 $8.99 $8.50 $8.98 Max Pain $10.00 $10.00 $10.00 $10.00 $10.00 ATM IV 68.5% 46.8% 112.6% 47.3% 84.3% Expected Move 18.4% 13.4% 24.5% 13.6% 24.2% HV 20d 14.4% 12.4% 15.6% 12.5% 13.8% HV 60d 12.8% 11.4% 14.1% 13.5% 11.9% IV Rank 23.9% 15.8% 33.9% 16.0% 33.4% IV Percentile 68.7% 46.8% 89.7% 48.8% 89.3% Term Structure -25.1% -48.5% 22.8% -21.2% -48.5% Skew 25d 9.4% -47.3% 41.2% -47.3% 18.3% Skew 10d 18.4% -47.2% 113.5% 53.1% 30.9% Call IV 25d 61.4% 28.3% 92.5% 83.2% 88.0% Put IV 25d 70.8% 32.1% 116.7% 35.9% 106.3% Bid-Ask Spread % 125.07 86.85 139.18 100.92 129.66 Gamma HHI 0.70 0.50 1.00 0.88 0.50 Net GEX -94 -188 -8 -188 -8 Net DEX 1.7K -584 3.8K 3.7K -137 Net VEX -20 -28 -13 -21 -20 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 0.333 0 4 0 0 Total OI 14.667 12 16 15 15
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 2023-11-01 $8.50 $10.00 47.3% 13.6% 12.5% 16.0% 0.0% -47.3% -21.2% -188 3.7K -21 0.00 100.92 N/A N/A 0 0 0 15 2023-11-02 $8.57 $0.00 73.5% 19.4% 12.4% 25.6% 0.0% 12.8% -10.3% -174 3.8K -21 0.00 139.16 N/A N/A 0 0 0 15 2023-11-03 $8.75 $0.00 57.3% 20.2% 14.3% 26.9% 0.0% 41.2% -0.5% -180 3.3K -19 0.00 127.14 N/A N/A 0 4 0 15 2023-11-06 $8.88 $0.00 93.0% 13.7% 15.0% 16.2% 0.0% -15.0% -30.9% -172 2.5K -15 0.00 125.67 N/A N/A 0 0 0 14 2023-11-07 $8.83 $0.00 112.6% 16.0% 15.1% 20.1% 0.0% 6.8% -31.9% -156 3.1K -19 0.00 139.18 N/A N/A 0 0 0 14 2023-11-08 $8.82 $0.00 46.8% 13.4% 14.5% 15.8% 0.0% 9.8% -12.8% -184 2.3K -14 0.00 122.45 N/A N/A 0 0 0 14 2023-11-09 $8.71 $0.00 71.7% 20.6% 15.2% 27.5% 0.0% 8.2% -21.9% -166 2.7K -17 0.00 130.87 N/A N/A 0 0 0 14 2023-11-10 $8.74 $0.00 55.6% 15.9% 15.2% 19.9% 0.0% 11.3% 22.8% -171 2.3K -14 0.00 124.36 N/A N/A 0 0 0 14 2023-11-13 $8.72 $0.00 60.0% 17.2% 14.4% 22.0% 0.0% 5.2% -30.5% -93 3.0K -17 0.00 109.27 N/A N/A 0 0 0 14 2023-11-14 $8.87 $0.00 62.2% 17.8% 15.6% 23.0% 0.0% -6.0% -34.9% -76 2.3K -13 0.00 126.39 N/A N/A 2 0 0 14 2023-11-15 $8.91 $0.00 60.7% 17.4% 15.5% 22.3% 0.0% 11.3% -27.6% -59 2.2K -19 0.00 134.22 N/A N/A 0 0 2 14 2023-11-16 $8.89 $0.00 50.4% 14.4% 15.6% 17.5% 0.0% 17.8% -36.2% -66 1.7K -14 0.00 125.22 N/A N/A 0 0 2 14 2023-11-17 $8.93 $0.00 65.5% 18.8% 15.4% 24.6% 0.0% 22.3% -36.6% -58 2.2K -19 0.00 135.90 N/A N/A 0 1 2 14 2023-11-20 $8.93 $0.00 62.6% 18.0% 15.1% 23.2% 0.0% 29.5% -39.3% -62 1.2K -17 0.00 125.44 N/A N/A 0 0 2 10 2023-11-21 $8.93 $0.00 55.5% 15.9% 15.0% 19.9% 0.0% 20.7% -10.5% -16 -584 -20 0.00 122.71 N/A N/A 0 0 5 10 2023-11-22 $8.91 $0.00 70.8% 20.3% 13.4% 27.1% 0.0% 21.9% -35.3% -37 -200 -25 0.00 127.81 N/A N/A 0 0 5 10 2023-11-24 $8.99 $0.00 62.4% 17.9% 13.1% 23.1% 0.0% -22.5% -40.6% -19 -123 -23 0.00 86.85 N/A N/A 0 0 5 10 2023-11-27 $8.93 $0.00 78.5% 22.5% 13.6% 30.6% 0.0% 13.8% -24.2% -26 254 -28 0.00 128.43 N/A N/A 0 0 5 10 2023-11-28 $8.87 $0.00 85.4% 24.5% 13.8% 33.9% 0.0% 24.2% -44.2% -27 367 -27 0.00 136.93 N/A N/A 0 0 5 10 2023-11-29 $8.98 $0.00 83.3% 23.9% 14.0% 32.9% 0.0% 12.3% -11.8% -29 113 -28 0.00 127.83 N/A N/A 0 0 5 10 2023-11-30 $8.98 $0.00 84.3% 24.2% 13.8% 33.4% 0.0% 18.3% -48.5% -8 -137 -20 0.00 129.66 N/A N/A 0 0 5 10
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