BFIN Options History — December 2023 In December 2023, BFIN traded between $8.98 and $10.76. ATM implied volatility averaged 81.6%, placing in the 20.9% IV rank vs the trailing year. The 30-day expected move averaged 16.5%. IV traded above realized volatility by 60.3% (HV 20d: 21.3%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 17 of 20 trading days. Term structure was in contango for 2 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2023-12-26 : Highest Volume — 20 contracts2023-12-13 : Largest IV drop — 68.3% change2023-12-01 : Highest IV Rank — 35.7%2023-12-01 : Largest Expected Move — 25.6%Monthly Statistics Metric Avg Min Max Open Close Price $9.82 $8.98 $10.76 $9.02 $10.31 Max Pain $10.00 $10.00 $10.00 $10.00 $10.00 ATM IV 81.6% 33.8% 184.6% 89.2% 61.6% Expected Move 16.5% 9.7% 25.6% 25.6% 17.7% HV 20d 21.3% 9.5% 32.4% 13.7% 32.4% HV 60d 16.6% 11.5% 21.7% 11.6% 21.7% IV Rank 20.9% 9.7% 35.7% 35.7% 22.7% IV Percentile 55.3% 18.3% 92.1% 92.1% 62.3% Term Structure -9.0% -37.1% 125.9% -24.3% -20.5% Skew 25d 18.4% -16.8% 48.7% 14.4% 43.4% Skew 10d 39.0% -31.4% 76.7% 38.1% 73.9% Call IV 25d 52.7% 20.1% 93.6% 93.6% 45.5% Put IV 25d 71.1% 29.6% 108.0% 108.0% 88.9% Bid-Ask Spread % 130.92 91.25 139.76 134.40 134.19 Gamma HHI 0.69 0.50 1.00 0.50 1.00 Net GEX 135 -29 302 -15 159 Net DEX -6.8K -14.5K 62 -358 -9.2K Net VEX -51 -75 -18 -21 -75 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 1.8 0 20 0 0 Total OI 25.2 15 31 15 31
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 2023-12-01 $9.02 $0.00 89.2% 25.6% 13.7% 35.7% 0.0% 14.4% -24.3% -15 -358 -21 0.00 134.40 N/A N/A 0 0 5 10 2023-12-04 $8.98 $10.00 96.4% 11.3% 12.0% 12.4% 0.0% 13.0% 0.1% -5 -579 -18 0.00 91.25 N/A N/A 0 0 5 10 2023-12-05 $8.99 $10.00 94.8% 15.2% 11.0% 18.7% 0.0% 5.4% -14.0% -29 62 -26 0.00 139.44 N/A N/A 10 0 5 10 2023-12-06 $9.04 $10.00 102.4% 10.7% 10.8% 11.4% 0.0% -16.8% -18.7% 184 -3.4K -45 0.00 115.88 N/A N/A 0 0 15 10 2023-12-07 $9.07 $10.00 111.0% 16.7% 10.8% 21.2% 0.0% 19.4% -17.7% 69 -4.5K -52 0.00 138.21 N/A N/A 0 0 15 10 2023-12-08 $9.07 $10.00 111.2% 17.5% 9.5% 22.5% 0.0% 6.5% -18.2% 70 -4.2K -54 0.00 139.62 N/A N/A 1 0 15 10 2023-12-11 $9.11 $10.00 153.8% 17.5% 9.5% 22.5% 0.0% 8.4% -17.7% 160 -3.7K -55 0.00 138.73 N/A N/A 0 0 16 10 2023-12-12 $9.05 $10.00 184.6% 18.4% 9.9% 23.9% 0.0% 4.3% -19.7% 78 -4.6K -56 0.00 139.76 N/A N/A 0 0 16 10 2023-12-13 $9.39 $10.00 58.5% 16.8% 15.1% 21.3% 0.0% -14.3% -37.1% 109 -6.1K -53 0.00 136.06 N/A N/A 0 0 16 10 2023-12-14 $10.06 $10.00 33.8% 9.7% 27.9% 9.7% 0.0% 10.9% 125.9% 108 -7.8K -59 0.00 134.50 N/A N/A 0 0 16 10 2023-12-15 $10.17 $10.00 49.2% 14.1% 27.8% 16.9% 0.0% 9.4% -5.5% 202 -8.0K -51 0.00 132.99 N/A N/A 0 0 16 10 2023-12-18 $10.21 $10.00 58.8% 16.9% 27.8% 21.4% 0.0% 27.2% -16.5% 165 -8.6K -53 0.00 128.21 N/A N/A 0 0 16 10 2023-12-19 $10.46 $10.00 52.1% 14.9% 28.3% 18.3% 0.0% 26.3% -9.6% 236 -10.1K -48 0.00 120.14 N/A N/A 0 0 16 10 2023-12-20 $10.57 $10.00 63.3% 18.1% 28.2% 23.5% 0.0% 42.8% -13.3% 179 -9.9K -53 0.00 129.31 N/A N/A 0 0 16 10 2023-12-21 $10.43 $10.00 60.7% 17.4% 29.0% 22.3% 0.0% 39.4% -13.2% 168 -9.5K -51 0.00 127.88 N/A N/A 0 0 16 10 2023-12-22 $10.76 $10.00 48.3% 13.8% 30.2% 16.5% 0.0% 11.6% -9.3% 239 -11.3K -45 0.00 129.20 N/A N/A 5 0 16 10 2023-12-26 $10.66 $10.00 60.3% 17.3% 30.4% 22.1% 0.0% 25.4% -16.2% 302 -14.5K -55 0.00 133.20 N/A N/A 0 20 21 10 2023-12-27 $10.50 $10.00 69.0% 19.8% 31.1% 26.2% 0.0% 42.5% -17.2% 151 -10.1K -75 0.00 135.90 N/A N/A 0 0 21 10 2023-12-28 $10.50 $10.00 73.1% 20.9% 31.2% 28.1% 0.0% 48.7% -16.6% 173 -10.1K -75 0.00 139.48 N/A N/A 0 0 21 10 2023-12-29 $10.31 $10.00 61.6% 17.7% 32.4% 22.7% 0.0% 43.4% -20.5% 159 -9.2K -75 0.00 134.19 N/A N/A 0 0 21 10
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