BFIN Options History — May 2024

In May 2024, BFIN traded between $9.85 and $10.57. ATM implied volatility averaged 80.1%, placing in the 22.8% IV rank vs the trailing year. The 30-day expected move averaged 18.3%. IV traded above realized volatility by 62.6% (HV 20d: 17.5%). Max pain ranged from $7.50 to $10.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 0.20.

Notable Days

2024-05-16: Highest Volume — 47 contracts
2024-05-06: Largest IV spike — 182.1% change
2024-05-01: Highest IV Rank — 82.1%
2024-05-01: Largest Expected Move — 54.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$10.17	$9.85	$10.57	$9.85	$10.18
Max Pain	$9.00	$7.50	$10.00	$10.00	$10.00
ATM IV	80.1%	26.0%	190.0%	190.0%	37.3%
Expected Move	18.3%	7.5%	54.5%	54.5%	10.7%
HV 20d	17.5%	15.5%	19.6%	15.8%	15.7%
HV 60d	15.9%	14.5%	16.9%	16.7%	16.0%
IV Rank	22.8%	1.1%	82.1%	82.1%	7.9%
IV Percentile	46.5%	1.2%	99.6%	99.6%	7.1%
Term Structure	-11.8%	-131.8%	39.7%	-131.8%	9.2%
VWIV	35.0%	17.8%	57.5%	20.8%	17.8%
Skew 25d	15.7%	-33.3%	163.6%	43.3%	-5.8%
Skew 10d	26.5%	-65.2%	257.3%	18.3%	41.4%
Call IV 25d	75.4%	41.7%	151.2%	83.1%	75.2%
Put IV 25d	91.0%	38.5%	230.4%	126.3%	69.4%
Bid-Ask Spread %	130.50	123.61	144.50	128.59	131.81
Gamma HHI	0.92	0.81	0.99	0.96	0.90
Net GEX	912	386	1.8K	403	1.8K
Net DEX	-26.0K	-42.0K	-14.6K	-14.6K	-40.2K
Net VEX	-108	-174	-57	-64	-161
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.20	0.00	0.52	0.52	0.09
Total Volume	4.091	0	47	0	20
Total OI	64.182	36	105	36	105

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	P/C	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2024-05-01	$9.85	$0.00	190.0%	54.5%	15.8%	82.1%	0.0%	43.3%	-131.8%	403	-14.6K	-64	0.00	128.59	N/A	N/A	0	0	32	4
2024-05-02	$9.98	$0.00	99.0%	28.4%	16.7%	37.0%	0.0%	-22.0%	-128.1%	514	-15.0K	-62	0.00	132.90	N/A	N/A	0	0	32	4
2024-05-03	$10.04	$0.00	39.9%	11.4%	16.7%	9.5%	0.0%	163.6%	4.7%	434	-15.8K	-64	0.00	125.82	N/A	N/A	0	0	32	4
2024-05-06	$10.16	$0.00	112.7%	19.9%	17.4%	27.3%	0.0%	-5.5%	-7.4%	405	-16.7K	-64	0.00	132.60	N/A	N/A	0	0	32	4
2024-05-07	$10.07	$0.00	114.8%	7.7%	17.6%	1.6%	0.0%	81.8%	32.6%	590	-15.5K	-62	0.00	126.03	N/A	N/A	0	0	32	4
2024-05-08	$10.02	$0.00	53.8%	7.8%	17.6%	1.9%	0.0%	86.9%	22.3%	660	-14.9K	-61	0.00	128.88	N/A	N/A	0	0	32	4
2024-05-09	$10.04	$0.00	54.9%	7.8%	17.2%	1.9%	0.0%	6.2%	22.6%	634	-16.0K	-60	0.00	143.84	N/A	N/A	0	0	32	4
2024-05-10	$10.12	$0.00	146.9%	20.7%	17.5%	29.1%	0.0%	35.2%	-10.6%	386	-17.1K	-62	0.00	143.69	N/A	N/A	0	0	32	4
2024-05-13	$10.13	$0.00	131.1%	21.5%	17.5%	30.7%	0.0%	32.4%	-12.3%	395	-17.1K	-61	0.00	144.50	N/A	N/A	0	0	32	4
2024-05-14	$10.10	$0.00	92.5%	15.1%	16.4%	17.1%	0.0%	-15.6%	-54.1%	1.2K	-17.2K	-58	0.00	123.92	N/A	N/A	0	0	32	4
2024-05-15	$10.34	$0.00	54.2%	15.5%	18.4%	18.1%	0.0%	-3.5%	-12.2%	442	-18.4K	-60	0.00	130.71	N/A	N/A	0	0	32	4
2024-05-16	$10.42	$0.00	32.3%	9.3%	18.2%	4.9%	20.8%	-22.8%	39.7%	509	-19.0K	-57	0.52	123.61	N/A	N/A	31	16	32	4
2024-05-17	$10.57	$10.00	60.7%	17.4%	18.7%	22.0%	51.8%	-6.7%	-12.4%	1.3K	-42.0K	-148	0.00	133.34	N/A	N/A	0	10	63	20
2024-05-20	$10.46	$7.50	81.1%	23.3%	19.0%	34.4%	0.0%	25.2%	-16.2%	1.2K	-38.6K	-158	0.00	132.62	N/A	N/A	0	0	63	30
2024-05-21	$10.34	$7.50	36.5%	10.5%	19.4%	7.4%	0.0%	-12.9%	31.1%	1.3K	-36.7K	-159	0.00	125.60	N/A	N/A	0	0	63	30
2024-05-22	$10.29	$7.50	69.2%	19.8%	19.3%	27.2%	57.5%	-18.3%	8.8%	1.2K	-34.7K	-166	0.00	128.44	N/A	N/A	1	0	63	30
2024-05-23	$10.21	$7.50	26.0%	7.5%	19.6%	1.1%	26.9%	-33.3%	39.7%	1.3K	-33.9K	-161	0.09	125.79	N/A	N/A	11	1	63	30
2024-05-24	$10.21	$10.00	60.7%	17.4%	19.6%	22.0%	0.0%	-10.0%	-18.1%	1.4K	-40.0K	-173	0.00	123.83	N/A	N/A	0	0	74	31
2024-05-28	$10.16	$10.00	89.2%	25.6%	15.6%	39.2%	0.0%	34.6%	-21.1%	1.3K	-38.6K	-169	0.00	127.81	N/A	N/A	0	0	74	31
2024-05-29	$10.04	$10.00	89.2%	25.6%	15.9%	39.2%	0.0%	16.5%	-21.9%	1.3K	-35.5K	-174	0.00	131.22	N/A	N/A	0	0	74	31
2024-05-30	$10.03	$10.00	91.3%	26.2%	15.5%	40.5%	0.0%	-24.5%	-24.3%	1.5K	-35.4K	-169	0.00	125.41	N/A	N/A	0	0	74	31
2024-05-31	$10.18	$10.00	37.3%	10.7%	15.7%	7.9%	17.8%	-5.8%	9.2%	1.8K	-40.2K	-161	0.00	131.81	N/A	N/A	0	20	74	31