BFIN Options History — June 2024 In June 2024, BFIN traded between $9.76 and $10.34. ATM implied volatility averaged 61.9%, placing in the 19.1% IV rank vs the trailing year. The 30-day expected move averaged 15.8%. IV traded above realized volatility by 46.5% (HV 20d: 15.3%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 6 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2024-06-12 : Highest Volume — 10 contracts2024-06-27 : Largest IV spike — 106.4% change2024-06-03 : Highest IV Rank — 46.2%2024-06-03 : Largest Expected Move — 28.9%Monthly Statistics Metric Avg Min Max Open Close Price $9.94 $9.76 $10.34 $10.05 $10.34 Max Pain $10.00 $10.00 $10.00 $10.00 $10.00 ATM IV 61.9% 21.6% 113.6% 100.8% 49.6% Expected Move 15.8% 6.2% 28.9% 28.9% 14.2% HV 20d 15.3% 13.1% 17.7% 16.4% 15.5% HV 60d 16.2% 15.5% 16.7% 16.2% 15.6% IV Rank 19.1% 0.0% 46.2% 46.2% 16.6% IV Percentile 41.1% 0.0% 93.3% 93.3% 25.0% Term Structure -13.1% -88.5% 133.3% -30.1% -16.6% VWIV 37.0% 19.5% 54.5% 54.5% 19.5% Skew 25d -7.6% -53.3% 139.2% 39.7% -15.9% Skew 10d -19.4% -58.1% 221.3% -3.0% -19.0% Call IV 25d 65.7% 43.7% 98.0% 98.0% 64.8% Put IV 25d 58.2% 32.4% 192.6% 137.7% 48.9% Bid-Ask Spread % 122.97 118.90 134.75 134.37 124.34 Gamma HHI 0.85 0.71 0.99 0.76 0.89 Net GEX 1.7K 900 2.9K 900 1.8K Net DEX -28.8K -42.3K -22.1K -27.7K -42.3K Net VEX -147 -181 -109 -181 -123 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 0.947 0 10 0 0 Total OI 112.421 84 134 124 87
Daily Data (19 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 2024-06-03 $10.05 $10.00 100.8% 28.9% 16.4% 46.2% 0.0% 39.7% -30.1% 900 -27.7K -181 0.00 134.37 N/A N/A 0 0 74 50 2024-06-04 $10.05 $10.00 55.1% 15.8% 15.7% 18.7% 0.0% -10.3% 5.4% 1.1K -27.2K -181 0.00 122.68 N/A N/A 0 0 74 50 2024-06-05 $9.88 $10.00 74.0% 21.2% 16.6% 30.0% 0.0% -27.0% -36.7% 1.6K -22.1K -174 0.00 124.54 N/A N/A 0 0 74 50 2024-06-06 $9.91 $10.00 106.3% 19.1% 16.5% 25.6% 0.0% -10.0% -44.3% 1.0K -24.2K -173 0.00 124.05 N/A N/A 0 0 74 50 2024-06-07 $9.86 $10.00 113.6% 20.8% 16.6% 29.1% 0.0% -19.7% -51.3% 1.0K -23.0K -172 0.00 119.67 N/A N/A 0 0 74 50 2024-06-10 $10.00 $10.00 98.0% 20.0% 17.2% 27.5% 0.0% -15.1% -46.3% 1.1K -26.9K -161 0.00 119.68 N/A N/A 0 0 74 50 2024-06-11 $9.89 $10.00 93.7% 21.8% 17.5% 31.3% 0.0% -11.3% -54.4% 1.1K -24.4K -154 0.00 119.67 N/A N/A 0 0 74 50 2024-06-12 $9.95 $10.00 74.8% 21.4% 17.7% 30.5% 0.0% -19.1% -54.6% 1.0K -25.2K -161 0.00 122.33 N/A N/A 0 10 74 50 2024-06-13 $9.86 $10.00 78.2% 22.4% 15.4% 32.6% 0.0% -21.5% -56.7% 1.0K -22.4K -156 0.00 118.90 N/A N/A 0 0 74 60 2024-06-14 $9.80 $10.00 69.5% 19.9% 15.0% 27.4% 0.0% -53.3% -88.5% 1.7K -30.9K -138 0.00 119.64 N/A N/A 0 0 74 41 2024-06-17 $9.79 $10.00 28.7% 8.2% 13.6% 2.8% 0.0% -8.5% -1.1% 2.4K -27.0K -144 0.00 134.75 N/A N/A 0 0 74 41 2024-06-18 $9.76 $10.00 32.5% 9.3% 13.3% 5.0% 0.0% -17.9% -16.3% 2.4K -28.5K -132 0.00 121.05 N/A N/A 3 0 74 41 2024-06-20 $9.77 $10.00 33.6% 9.6% 13.1% 5.7% 54.5% -18.3% 133.3% 2.4K -29.6K -129 0.00 123.15 N/A N/A 0 1 77 41 2024-06-21 $9.82 $10.00 34.2% 9.8% 13.4% 6.1% 0.0% -23.6% 55.5% 2.0K -25.8K -133 0.00 120.93 N/A N/A 0 0 77 40 2024-06-24 $9.95 $10.00 21.6% 6.2% 14.3% 0.0% 19.5% 139.2% 2.5% 2.9K -30.3K -126 0.00 120.98 N/A N/A 3 0 65 19 2024-06-25 $10.03 $10.00 28.6% 8.2% 14.6% 4.2% 0.0% -16.6% 4.5% 2.3K -35.4K -110 0.00 119.04 N/A N/A 0 0 67 19 2024-06-26 $10.06 $10.00 27.0% 7.7% 14.6% 3.2% 0.0% -10.3% 59.1% 1.9K -34.3K -132 0.00 122.94 N/A N/A 1 0 67 19 2024-06-27 $10.18 $10.00 55.6% 15.9% 14.6% 20.2% 0.0% -24.3% -12.3% 1.8K -39.5K -109 0.00 123.79 N/A N/A 0 0 68 19 2024-06-28 $10.34 $10.00 49.6% 14.2% 15.5% 16.6% 0.0% -15.9% -16.6% 1.8K -42.3K -123 0.00 124.34 N/A N/A 0 0 68 19
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