BFIN Options History — March 2024

In March 2024, BFIN traded between $9.89 and $10.54. ATM implied volatility averaged 66.2%, placing in the 12.1% IV rank vs the trailing year. The 30-day expected move averaged 13.3%. IV traded above realized volatility by 51.5% (HV 20d: 14.6%). 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 6 of 20 days. Put/call ratio averaged 0.50.

Notable Days

2024-03-26: Highest Volume — 5 contracts
2024-03-04: Largest IV spike — 275.4% change
2024-03-07: Highest IV Rank — 27.6%
2024-03-07: Largest Expected Move — 20.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$10.21	$9.89	$10.54	$9.91	$10.54
Max Pain	$10.25	$10.00	$15.00	$15.00	$10.00
ATM IV	66.2%	24.1%	156.0%	40.2%	56.1%
Expected Move	13.3%	6.9%	20.6%	11.5%	16.1%
HV 20d	14.6%	10.3%	19.6%	19.6%	14.3%
HV 60d	22.2%	18.8%	26.1%	26.1%	19.3%
IV Rank	12.1%	0.0%	27.6%	12.7%	15.8%
IV Percentile	27.1%	0.0%	73.0%	9.1%	44.8%
Term Structure	0.2%	-28.2%	72.8%	-21.1%	-19.6%
VWIV	27.0%	27.0%	27.0%	27.0%	27.0%
Skew 25d	-5.9%	-19.9%	8.6%	8.6%	-2.0%
Skew 10d	30.3%	-7.8%	122.6%	19.0%	55.8%
Call IV 25d	65.1%	43.8%	116.5%	73.0%	65.9%
Put IV 25d	59.2%	32.6%	97.3%	81.6%	63.9%
Bid-Ask Spread %	132.45	122.81	143.81	140.89	133.43
Gamma HHI	0.85	0.64	0.95	0.95	0.92
Net GEX	239	74	517	517	408
Net DEX	-16.9K	-23.5K	-11.6K	-11.6K	-23.5K
Net VEX	-97	-107	-89	-107	-94
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.50	0.00	1.00	1.00	0.00
Total Volume	0.4	0	5	0	0
Total OI	52.1	51	56	52	56

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
2024-03-01	$9.91	$15.00	40.2%	11.5%	19.6%	12.7%	0.0%	8.6%	-21.1%	517	-11.6K	-107	0.00	140.89	N/A	N/A	0	0	37	15
2024-03-04	$9.89	$10.00	150.8%	20.3%	19.3%	27.1%	0.0%	-19.9%	-17.7%	222	-13.6K	-104	0.00	143.41	N/A	N/A	0	0	37	15
2024-03-05	$9.93	$10.00	156.0%	20.3%	18.5%	27.0%	0.0%	4.0%	-18.0%	255	-13.6K	-103	0.00	127.57	N/A	N/A	0	0	37	15
2024-03-06	$10.00	$10.00	60.1%	13.6%	18.2%	16.0%	0.0%	-8.5%	-23.0%	236	-13.5K	-102	0.00	124.70	N/A	N/A	0	0	37	15
2024-03-07	$10.04	$10.00	136.3%	20.6%	18.3%	27.6%	0.0%	-19.0%	-14.9%	242	-13.9K	-100	0.00	129.02	N/A	N/A	0	0	37	15
2024-03-08	$10.07	$10.00	104.4%	13.3%	17.9%	13.9%	0.0%	-6.7%	-6.7%	185	-14.4K	-100	0.00	126.33	N/A	N/A	0	0	37	15
2024-03-11	$10.12	$10.00	56.1%	12.9%	17.4%	13.3%	0.0%	-14.9%	-28.2%	231	-14.6K	-99	0.00	126.04	N/A	N/A	0	0	37	15
2024-03-12	$10.09	$10.00	127.5%	13.1%	16.9%	9.8%	0.0%	-12.5%	-19.8%	212	-15.7K	-96	0.00	136.18	N/A	N/A	0	0	37	15
2024-03-13	$10.21	$10.00	49.8%	14.3%	16.2%	11.8%	0.0%	6.6%	-23.5%	204	-15.6K	-97	0.00	143.81	N/A	N/A	0	0	37	15
2024-03-14	$10.22	$10.00	49.5%	14.2%	13.3%	11.7%	0.0%	5.6%	72.8%	186	-15.7K	-96	1.00	139.81	N/A	N/A	1	1	37	15
2024-03-15	$10.32	$10.00	43.6%	12.5%	10.5%	8.7%	0.0%	-10.2%	-7.1%	257	-16.7K	-97	0.00	142.13	N/A	N/A	0	1	37	16
2024-03-18	$10.28	$10.00	52.2%	15.0%	10.3%	13.0%	0.0%	6.0%	-13.8%	231	-17.2K	-97	0.00	132.86	N/A	N/A	0	0	37	14
2024-03-19	$10.20	$10.00	53.4%	15.3%	10.6%	13.6%	0.0%	6.5%	-16.7%	232	-16.4K	-96	0.00	130.47	N/A	N/A	0	0	37	14
2024-03-20	$10.34	$10.00	24.9%	7.1%	11.5%	0.0%	0.0%	-10.1%	37.6%	137	-19.3K	-93	0.00	131.00	N/A	N/A	0	0	37	14
2024-03-21	$10.50	$10.00	24.1%	6.9%	11.9%	0.0%	0.0%	-10.3%	39.6%	169	-21.7K	-90	0.00	122.81	N/A	N/A	0	0	37	14
2024-03-22	$10.49	$10.00	24.7%	7.1%	11.9%	0.3%	0.0%	-11.2%	46.1%	214	-21.6K	-89	0.00	128.67	N/A	N/A	0	0	37	14
2024-03-25	$10.41	$10.00	26.8%	7.7%	12.3%	1.3%	0.0%	-15.9%	14.0%	74	-20.1K	-89	0.00	133.36	N/A	N/A	0	0	37	14
2024-03-26	$10.31	$10.00	28.1%	8.1%	12.0%	2.0%	27.0%	0.6%	42.9%	204	-18.7K	-89	0.00	129.44	N/A	N/A	5	0	37	14
2024-03-27	$10.29	$10.00	59.0%	16.9%	11.9%	17.2%	0.0%	-15.0%	-19.2%	364	-20.4K	-96	0.00	127.06	N/A	N/A	0	0	42	14
2024-03-28	$10.54	$10.00	56.1%	16.1%	14.3%	15.8%	0.0%	-2.0%	-19.6%	408	-23.5K	-94	0.00	133.43	N/A	N/A	0	0	42	14