BFIN Options History — February 2024

In February 2024, BFIN traded between $9.97 and $10.48. ATM implied volatility averaged 74.2%, placing in the 26.0% IV rank vs the trailing year. The 30-day expected move averaged 19.6%. IV traded above realized volatility by 49.7% (HV 20d: 24.4%). Max pain ranged from $10.00 to $15.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 2 of 20 days. Put/call ratio averaged 0.50.

Notable Days

2024-02-16: Highest Volume — 12 contracts
2024-02-26: Largest IV spike — 100.4% change
2024-02-16: Highest IV Rank — 41.6%
2024-02-16: Largest Expected Move — 29.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$10.24	$9.97	$10.48	$10.41	$10.00
Max Pain	$14.75	$10.00	$15.00	$10.00	$15.00
ATM IV	74.2%	46.5%	101.7%	78.8%	46.5%
Expected Move	19.6%	12.4%	29.2%	12.9%	13.3%
HV 20d	24.4%	21.6%	26.9%	23.0%	21.6%
HV 60d	25.2%	24.0%	26.0%	24.2%	26.0%
IV Rank	26.0%	14.1%	41.6%	14.9%	15.6%
IV Percentile	60.4%	20.6%	94.0%	25.4%	21.8%
Term Structure	-16.2%	-44.2%	23.3%	7.0%	23.3%
VWIV	113.1%	97.7%	130.5%	130.5%	111.0%
Skew 25d	4.0%	-92.8%	63.4%	17.1%	40.7%
Skew 10d	8.4%	-116.1%	157.4%	8.7%	71.0%
Call IV 25d	88.2%	36.0%	171.0%	49.2%	72.3%
Put IV 25d	92.2%	28.5%	142.0%	66.3%	113.0%
Bid-Ask Spread %	139.36	130.93	155.44	137.08	142.65
Gamma HHI	0.91	0.66	1.00	1.00	0.84
Net GEX	216	56	725	104	178
Net DEX	-10.9K	-15.8K	-6.1K	-9.2K	-14.0K
Net VEX	-92	-111	-78	-86	-106
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.50	0.00	1.00	0.00	1.00
Total Volume	0.85	0	12	1	0
Total OI	44.7	39	52	39	52

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
2024-02-01	$10.41	$10.00	78.8%	12.9%	23.0%	14.9%	130.5%	17.1%	7.0%	104	-9.2K	-86	0.00	137.08	N/A	N/A	0	1	24	15
2024-02-02	$10.48	$15.00	69.9%	12.4%	22.4%	14.1%	0.0%	63.4%	-5.8%	67	-8.9K	-85	0.00	134.12	N/A	N/A	0	0	24	16
2024-02-05	$10.28	$15.00	80.3%	13.9%	23.3%	16.6%	0.0%	21.9%	-7.4%	83	-7.3K	-84	0.00	133.35	N/A	N/A	0	0	24	16
2024-02-06	$10.39	$15.00	77.7%	16.4%	23.6%	20.6%	0.0%	35.2%	-9.0%	86	-8.1K	-84	0.00	130.93	N/A	N/A	0	0	24	16
2024-02-07	$10.36	$15.00	52.5%	15.1%	23.4%	18.5%	0.0%	29.5%	-7.1%	119	-7.9K	-83	0.00	132.56	N/A	N/A	0	0	24	16
2024-02-08	$10.46	$15.00	52.3%	15.0%	23.2%	18.4%	0.0%	32.5%	-10.6%	232	-10.4K	-80	0.00	133.51	N/A	N/A	0	0	24	16
2024-02-09	$10.31	$15.00	77.3%	22.2%	23.9%	30.1%	0.0%	45.9%	-17.4%	292	-8.6K	-82	0.00	144.12	N/A	N/A	0	0	24	16
2024-02-12	$10.42	$15.00	67.5%	19.3%	24.0%	25.5%	0.0%	35.8%	-13.1%	264	-9.7K	-79	0.00	142.18	N/A	N/A	0	0	24	16
2024-02-13	$10.22	$15.00	80.4%	23.1%	23.7%	31.6%	0.0%	58.1%	-19.0%	286	-7.5K	-80	0.00	139.10	N/A	N/A	0	0	24	16
2024-02-14	$9.97	$15.00	76.2%	21.9%	25.1%	29.6%	97.7%	51.8%	-16.2%	107	-6.1K	-79	0.00	136.85	N/A	N/A	0	1	24	16
2024-02-15	$10.22	$15.00	50.9%	14.6%	26.9%	17.7%	0.0%	-26.7%	-10.6%	229	-6.8K	-78	0.00	137.76	N/A	N/A	0	0	24	17
2024-02-16	$10.29	$15.00	101.7%	29.2%	26.7%	41.6%	0.0%	-20.1%	-44.2%	56	-8.5K	-80	0.00	155.44	N/A	N/A	12	0	24	17
2024-02-20	$10.24	$15.00	64.2%	18.4%	26.7%	23.9%	111.0%	-92.8%	-24.7%	430	-15.1K	-107	0.00	135.75	N/A	N/A	0	1	36	15
2024-02-21	$10.19	$15.00	88.5%	25.4%	26.3%	35.3%	0.0%	-27.8%	-22.5%	226	-15.7K	-106	1.00	142.57	N/A	N/A	1	1	36	14
2024-02-22	$10.09	$15.00	88.4%	25.3%	26.3%	35.3%	0.0%	-28.3%	-20.1%	725	-14.8K	-111	0.00	141.41	N/A	N/A	0	0	37	15
2024-02-23	$10.14	$15.00	50.6%	14.5%	25.9%	17.6%	0.0%	-52.6%	-20.8%	165	-15.3K	-109	0.00	140.75	N/A	N/A	0	0	37	15
2024-02-26	$10.18	$15.00	101.5%	29.1%	25.0%	41.5%	0.0%	-29.1%	-34.1%	224	-15.8K	-109	0.00	144.23	N/A	N/A	0	0	37	15
2024-02-27	$10.06	$15.00	100.8%	28.9%	23.8%	41.1%	0.0%	-29.0%	-34.5%	225	-14.9K	-108	0.00	141.33	N/A	N/A	0	0	37	15
2024-02-28	$10.02	$15.00	76.8%	22.0%	23.7%	29.9%	0.0%	-46.0%	-36.6%	216	-14.5K	-107	0.00	141.47	N/A	N/A	0	0	37	15
2024-02-29	$10.00	$15.00	46.5%	13.3%	21.6%	15.6%	0.0%	40.7%	23.3%	178	-14.0K	-106	0.00	142.65	N/A	N/A	0	0	37	15