BFIN Options History — January 2024

In January 2024, BFIN traded between $10.12 and $11.05. ATM implied volatility averaged 65.7%, placing in the 21.9% IV rank vs the trailing year. The 30-day expected move averaged 17.1%. IV traded above realized volatility by 40.1% (HV 20d: 25.6%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 1.25.

Notable Days

2024-01-19: Highest Volume — 36 contracts
2024-01-26: Largest IV spike — 59.8% change
2024-01-31: Highest IV Rank — 35.7%
2024-01-31: Largest Expected Move — 25.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$10.48	$10.12	$11.05	$10.22	$10.71
Max Pain	$10.00	$10.00	$10.00	$10.00	$10.00
ATM IV	65.7%	42.7%	93.0%	71.9%	89.2%
Expected Move	17.1%	12.0%	25.6%	20.6%	25.6%
HV 20d	25.6%	17.0%	34.2%	32.9%	20.6%
HV 60d	22.2%	21.8%	23.5%	21.8%	23.5%
IV Rank	21.9%	13.5%	35.7%	27.6%	35.7%
IV Percentile	54.4%	23.4%	91.7%	78.2%	91.7%
Term Structure	-22.2%	-69.0%	-3.3%	-69.0%	-37.2%
VWIV	28.0%	23.5%	32.6%	23.5%	32.6%
Skew 25d	41.2%	4.4%	102.0%	40.3%	102.0%
Skew 10d	96.9%	-39.0%	228.8%	98.8%	228.8%
Call IV 25d	56.0%	34.5%	74.3%	59.6%	74.3%
Put IV 25d	97.2%	57.2%	176.3%	99.9%	176.3%
Bid-Ask Spread %	130.49	103.17	136.59	136.59	131.77
Gamma HHI	1.00	1.00	1.00	1.00	1.00
Net GEX	146	71	255	134	113
Net DEX	-10.4K	-14.2K	-7.8K	-8.5K	-11.5K
Net VEX	-75	-87	-65	-74	-84
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.25	1.25	1.25	1.25	1.25
Total Volume	1.952	0	36	0	0
Total OI	33.619	31	39	31	39

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
2024-01-02	$10.22	$10.00	71.9%	20.6%	32.9%	27.6%	0.0%	40.3%	-69.0%	134	-8.5K	-74	0.00	136.59	N/A	N/A	0	0	21	10
2024-01-03	$10.13	$10.00	68.6%	19.7%	33.1%	26.0%	0.0%	33.7%	-29.8%	133	-8.0K	-74	0.00	133.25	N/A	N/A	0	0	21	10
2024-01-04	$10.30	$0.00	76.0%	14.6%	33.3%	17.7%	0.0%	21.3%	-10.6%	148	-8.8K	-74	0.00	131.72	N/A	N/A	0	0	21	10
2024-01-05	$10.21	$0.00	80.8%	12.7%	33.7%	14.6%	0.0%	4.4%	-16.0%	138	-8.3K	-73	0.00	134.00	N/A	N/A	0	0	21	10
2024-01-08	$10.21	$0.00	93.0%	15.9%	33.8%	19.9%	0.0%	20.9%	-13.7%	158	-8.3K	-72	0.00	132.51	N/A	N/A	0	0	21	10
2024-01-09	$10.12	$0.00	67.7%	12.0%	34.1%	13.5%	0.0%	101.6%	-12.8%	180	-7.8K	-72	0.00	130.99	N/A	N/A	0	0	21	10
2024-01-10	$10.24	$0.00	54.9%	15.7%	34.2%	19.6%	0.0%	20.8%	-13.8%	151	-8.5K	-72	0.00	132.51	N/A	N/A	0	0	21	10
2024-01-11	$10.26	$0.00	55.6%	15.9%	33.9%	19.9%	0.0%	22.9%	-13.4%	154	-8.6K	-71	0.00	131.83	N/A	N/A	0	0	21	10
2024-01-12	$10.34	$0.00	46.9%	13.5%	32.0%	15.8%	0.0%	87.1%	-15.7%	191	-9.1K	-71	0.00	130.22	N/A	N/A	0	0	21	10
2024-01-16	$10.56	$0.00	47.7%	13.7%	22.3%	16.2%	0.0%	38.7%	-16.0%	194	-11.5K	-65	0.00	129.78	N/A	N/A	0	0	21	10
2024-01-17	$10.51	$0.00	46.4%	13.3%	22.2%	15.6%	23.5%	37.8%	-45.9%	255	-11.0K	-66	0.00	132.79	N/A	N/A	0	1	21	10
2024-01-18	$10.54	$10.00	42.7%	12.2%	22.2%	13.9%	0.0%	61.9%	-3.3%	131	-10.7K	-68	0.00	126.33	N/A	N/A	0	1	21	11
2024-01-19	$10.64	$10.00	66.7%	19.1%	20.7%	25.1%	0.0%	21.3%	-15.6%	71	-10.9K	-69	1.25	133.66	N/A	N/A	16	20	21	12
2024-01-22	$10.62	$10.00	52.6%	15.1%	20.5%	18.5%	0.0%	76.5%	-10.4%	134	-12.1K	-82	0.00	132.70	N/A	N/A	0	0	24	12
2024-01-23	$10.46	$10.00	68.2%	19.6%	20.6%	25.8%	0.0%	22.5%	-17.7%	130	-10.7K	-84	0.00	134.11	N/A	N/A	0	0	24	12
2024-01-24	$10.52	$10.00	70.6%	20.2%	17.3%	26.9%	0.0%	23.7%	-19.0%	106	-11.2K	-83	0.00	135.08	N/A	N/A	0	0	24	12
2024-01-25	$10.66	$10.00	48.1%	13.8%	17.7%	16.4%	32.6%	11.7%	-20.3%	210	-13.8K	-77	0.00	128.41	N/A	N/A	0	3	24	12
2024-01-26	$10.84	$10.00	76.8%	22.0%	17.7%	29.9%	0.0%	75.6%	-25.6%	76	-12.0K	-87	0.00	131.02	N/A	N/A	0	0	24	15
2024-01-29	$11.04	$10.00	74.0%	21.2%	18.6%	28.5%	0.0%	29.2%	-30.5%	142	-14.0K	-81	0.00	103.17	N/A	N/A	0	0	24	15
2024-01-30	$11.05	$10.00	82.0%	23.5%	17.0%	32.3%	0.0%	10.7%	-29.4%	118	-14.2K	-80	0.00	127.94	N/A	N/A	0	0	24	15
2024-01-31	$10.71	$10.00	89.2%	25.6%	20.6%	35.7%	0.0%	102.0%	-37.2%	113	-11.5K	-84	0.00	131.77	N/A	N/A	0	0	24	15