BFIN Options History — April 2024

In April 2024, BFIN traded between $9.75 and $10.53. ATM implied volatility averaged 90.4%, placing in the 31.0% IV rank vs the trailing year. The 30-day expected move averaged 24.9%. IV traded above realized volatility by 75.0% (HV 20d: 15.4%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 2 of 22 days. Put/call ratio averaged 0.00.

Notable Days

2024-04-09: Highest Volume — 10 contracts
2024-04-30: Largest IV spike — 113.8% change
2024-04-30: Highest IV Rank — 78.1%
2024-04-30: Largest Expected Move — 52.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$10.21	$9.75	$10.53	$10.53	$9.75
Max Pain	$10.00	$10.00	$10.00	$10.00	$10.00
ATM IV	90.4%	54.8%	182.0%	72.1%	182.0%
Expected Move	24.9%	14.8%	52.2%	20.7%	52.2%
HV 20d	15.4%	12.1%	16.7%	13.7%	16.2%
HV 60d	18.5%	16.7%	19.3%	19.2%	17.0%
IV Rank	31.0%	13.7%	78.1%	23.7%	78.1%
IV Percentile	74.3%	32.1%	99.6%	75.4%	99.6%
Term Structure	-35.5%	-119.7%	33.3%	-32.9%	-119.7%
Skew 25d	4.9%	-57.1%	41.5%	-0.4%	40.4%
Skew 10d	13.8%	-67.8%	99.2%	22.6%	90.7%
Call IV 25d	85.8%	55.9%	157.7%	76.1%	81.2%
Put IV 25d	90.7%	50.6%	180.1%	75.7%	121.6%
Bid-Ask Spread %	133.34	123.68	141.91	132.98	129.27
Gamma HHI	0.89	0.74	0.94	0.90	0.92
Net GEX	394	246	544	342	423
Net DEX	-18.9K	-22.9K	-14.7K	-22.9K	-14.7K
Net VEX	-77	-91	-63	-91	-63
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	0.727	0	10	0	1
Total OI	52.409	35	66	56	35

Daily Data (22 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2024-04-01	$10.53	$10.00	72.1%	20.7%	13.7%	23.7%	0.0%	-0.4%	-32.9%	342	-22.9K	-91	132.98	N/A	N/A	0	0	42	14
2024-04-02	$10.53	$10.00	72.7%	20.8%	13.6%	24.0%	0.0%	2.9%	-32.2%	367	-22.9K	-90	123.68	N/A	N/A	0	0	42	14
2024-04-03	$10.32	$10.00	70.5%	20.2%	15.9%	22.9%	0.0%	-16.8%	-33.0%	348	-20.6K	-89	131.51	N/A	N/A	0	0	42	14
2024-04-04	$10.29	$0.00	71.5%	14.8%	15.9%	13.7%	0.0%	-5.6%	-14.9%	382	-20.2K	-89	131.68	N/A	N/A	0	0	42	14
2024-04-05	$10.35	$0.00	75.1%	15.5%	15.9%	14.8%	0.0%	-4.6%	-23.6%	395	-20.9K	-88	134.22	N/A	N/A	0	0	42	14
2024-04-08	$10.34	$0.00	84.9%	21.6%	15.9%	25.4%	0.0%	-19.6%	-20.2%	356	-20.8K	-85	131.94	N/A	N/A	0	0	42	14
2024-04-09	$10.34	$0.00	83.3%	15.4%	15.9%	14.7%	0.0%	12.2%	-19.4%	347	-20.9K	-84	134.80	N/A	N/A	0	10	42	14
2024-04-10	$10.28	$0.00	54.8%	15.7%	16.0%	15.2%	0.0%	-6.8%	-20.7%	380	-20.0K	-84	133.92	N/A	N/A	0	0	42	24
2024-04-11	$10.37	$0.00	57.2%	16.4%	15.8%	16.4%	0.0%	-57.1%	-19.7%	430	-21.0K	-82	141.91	N/A	N/A	0	0	42	24
2024-04-12	$10.32	$0.00	55.2%	15.8%	15.9%	15.4%	0.0%	-6.4%	-31.1%	544	-22.2K	-80	128.47	N/A	N/A	0	0	42	24
2024-04-15	$10.32	$0.00	80.1%	23.0%	15.5%	27.7%	0.0%	-21.0%	-24.6%	388	-22.0K	-76	134.25	N/A	N/A	3	0	42	24
2024-04-16	$10.14	$0.00	80.1%	23.0%	16.7%	27.7%	0.0%	14.3%	-23.1%	246	-16.5K	-75	136.77	N/A	N/A	0	0	39	24
2024-04-17	$10.13	$0.00	115.6%	33.1%	16.5%	45.2%	0.0%	17.1%	-58.8%	265	-16.3K	-73	140.98	N/A	N/A	0	0	39	24
2024-04-18	$10.05	$0.00	99.5%	28.5%	15.8%	37.3%	0.0%	10.4%	33.3%	486	-15.0K	-71	124.68	N/A	N/A	0	0	39	24
2024-04-19	$10.02	$0.00	119.2%	34.2%	14.5%	47.0%	0.0%	27.5%	-52.8%	445	-16.5K	-68	127.73	N/A	N/A	2	0	39	24
2024-04-22	$10.12	$0.00	100.6%	28.8%	15.2%	37.8%	0.0%	41.5%	-38.3%	502	-17.0K	-67	135.36	N/A	N/A	0	0	32	3
2024-04-23	$10.21	$0.00	81.1%	23.3%	15.4%	28.2%	0.0%	9.0%	26.9%	417	-17.8K	-67	139.32	N/A	N/A	0	0	32	3
2024-04-24	$10.15	$0.00	129.1%	37.0%	15.2%	51.9%	0.0%	24.9%	-64.9%	381	-17.5K	-66	136.75	N/A	N/A	0	0	32	3
2024-04-25	$10.16	$0.00	131.9%	37.8%	15.2%	53.3%	0.0%	22.4%	-65.4%	368	-17.6K	-66	135.99	N/A	N/A	0	0	32	3
2024-04-26	$10.16	$0.00	86.9%	24.9%	12.1%	31.1%	0.0%	-0.3%	-66.9%	415	-17.5K	-66	135.39	N/A	N/A	0	0	32	3
2024-04-29	$9.84	$0.00	85.1%	24.4%	16.2%	30.2%	0.0%	24.5%	-78.4%	440	-15.2K	-64	131.81	N/A	N/A	0	0	32	3
2024-04-30	$9.75	$0.00	182.0%	52.2%	16.2%	78.1%	0.0%	40.4%	-119.7%	423	-14.7K	-63	129.27	N/A	N/A	0	1	32	3