BFIN Options History — July 2024 In July 2024, BFIN traded between $10.06 and $11.87. ATM implied volatility averaged 81.7%, placing in the 33.5% IV rank vs the trailing year. The 30-day expected move averaged 22.4%. IV traded above realized volatility by 62.8% (HV 20d: 19.0%). Max pain ranged from $5.00 to $10.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2024-07-15 : Highest Volume — 80 contracts2024-07-23 : Largest IV spike — 145.5% change2024-07-26 : Highest IV Rank — 76.5%2024-07-26 : Largest Expected Move — 43.1%Monthly Statistics Metric Avg Min Max Open Close Price $10.85 $10.06 $11.87 $10.39 $11.87 Max Pain $5.68 $5.00 $10.00 $10.00 $5.00 ATM IV 81.7% 35.0% 150.4% 68.9% 126.5% Expected Move 22.4% 10.0% 43.1% 19.7% 36.3% HV 20d 19.0% 13.5% 27.2% 14.7% 26.0% HV 60d 17.7% 15.6% 20.2% 15.6% 20.0% IV Rank 33.5% 8.0% 76.5% 28.1% 62.3% IV Percentile 67.1% 7.9% 98.4% 63.1% 97.2% Term Structure -36.0% -93.0% 56.9% -28.9% -51.5% VWIV 114.7% 72.6% 156.8% 156.8% 72.6% Skew 25d -2.9% -143.1% 72.9% -25.9% 54.1% Skew 10d 4.9% -126.7% 159.9% -33.1% 126.7% Call IV 25d 85.8% 34.8% 205.5% 79.8% 114.6% Put IV 25d 82.9% 40.2% 168.7% 53.9% 168.7% Bid-Ask Spread % 135.41 112.03 152.50 127.75 148.89 Gamma HHI 0.91 0.86 0.97 0.88 0.97 Net GEX 1.9K 1.5K 3.1K 1.6K 2.1K Net DEX -86.0K -158.6K -34.9K -42.5K -158.6K Net VEX -210 -388 -83 -120 -220 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 7.591 0 80 1 0 Total OI 127.182 86 171 87 171
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 2024-07-01 $10.39 $10.00 68.9% 19.7% 14.7% 28.1% 0.0% -25.9% -28.9% 1.6K -42.5K -120 0.00 127.75 N/A N/A 1 0 68 19 2024-07-02 $10.25 $10.00 74.7% 21.4% 14.8% 31.5% 0.0% -29.4% -40.3% 1.5K -38.8K -120 0.00 127.01 N/A N/A 0 0 67 19 2024-07-03 $10.17 $10.00 77.1% 22.1% 15.2% 33.0% 0.0% -34.2% -32.5% 1.5K -36.9K -119 0.00 129.99 N/A N/A 2 0 67 19 2024-07-05 $10.08 $5.00 110.7% 21.2% 14.1% 31.1% 156.8% 14.2% -51.9% 1.5K -34.9K -119 0.00 126.36 N/A N/A 1 0 67 19 2024-07-08 $10.11 $5.00 91.9% 21.4% 14.1% 31.4% 0.0% 14.3% -54.1% 1.6K -36.2K -107 0.00 129.78 N/A N/A 0 0 67 19 2024-07-09 $10.06 $5.00 75.6% 14.0% 14.1% 16.3% 0.0% -31.0% -45.5% 1.7K -34.9K -107 0.00 130.21 N/A N/A 0 0 67 19 2024-07-10 $10.13 $5.00 76.4% 21.9% 13.5% 32.6% 0.0% 17.3% -53.7% 1.6K -36.2K -108 0.00 128.64 N/A N/A 0 0 67 19 2024-07-11 $10.48 $5.00 43.6% 12.5% 17.2% 13.1% 0.0% 61.6% -33.0% 1.7K -45.3K -87 0.00 130.80 N/A N/A 0 0 67 19 2024-07-12 $10.57 $5.00 52.9% 15.2% 17.3% 18.6% 0.0% 55.3% -51.1% 1.6K -46.7K -83 0.00 130.62 N/A N/A 0 0 67 19 2024-07-15 $10.68 $5.00 83.5% 23.9% 16.9% 36.8% 0.0% -28.6% -72.2% 1.5K -52.7K -116 0.00 139.69 N/A N/A 80 0 75 19 2024-07-16 $10.76 $5.00 63.7% 18.3% 16.5% 25.0% 0.0% 31.3% -70.7% 2.8K -90.9K -204 0.00 135.59 N/A N/A 10 0 117 19 2024-07-17 $10.98 $5.00 86.5% 24.8% 17.2% 38.6% 0.0% -1.5% -66.1% 1.6K -102.9K -265 0.00 136.49 N/A N/A 22 0 127 19 2024-07-18 $10.98 $5.00 72.2% 20.7% 17.1% 30.1% 72.6% 4.9% 56.9% 2.4K -124.1K -283 0.00 132.04 N/A N/A 2 0 148 19 2024-07-19 $10.93 $5.00 117.3% 33.6% 17.4% 56.8% 0.0% -72.5% 19.9% 1.8K -115.7K -317 0.00 141.27 N/A N/A 0 22 147 19 2024-07-22 $10.96 $5.00 35.0% 10.0% 17.4% 8.0% 0.0% -2.1% -11.5% 3.1K -113.1K -215 0.00 112.03 N/A N/A 0 0 127 17 2024-07-23 $11.44 $5.00 85.9% 24.6% 21.8% 38.2% 0.0% 12.5% -25.9% 1.8K -107.7K -286 0.00 144.56 N/A N/A 27 0 127 17 2024-07-24 $11.21 $5.00 95.2% 27.3% 23.8% 43.7% 0.0% -143.1% -74.8% 1.9K -120.0K -388 0.00 152.50 N/A N/A 0 0 154 17 2024-07-25 $11.68 $5.00 68.6% 19.7% 26.9% 27.9% 0.0% 72.9% -18.8% 2.1K -137.8K -347 0.00 141.08 N/A N/A 0 0 154 17 2024-07-26 $11.63 $5.00 150.4% 43.1% 27.2% 76.5% 0.0% -8.1% -93.0% 2.1K -135.8K -351 0.00 151.80 N/A N/A 0 0 154 17 2024-07-29 $11.68 $5.00 62.2% 17.8% 27.0% 24.1% 0.0% 10.9% 31.0% 2.1K -139.8K -321 0.00 138.71 N/A N/A 0 0 154 17 2024-07-30 $11.74 $5.00 79.3% 22.7% 27.0% 34.3% 0.0% -35.8% -23.5% 2.1K -139.8K -326 0.00 143.19 N/A N/A 0 0 154 17 2024-07-31 $11.87 $5.00 126.5% 36.3% 26.0% 62.3% 0.0% 54.1% -51.5% 2.1K -158.6K -220 0.00 148.89 N/A N/A 0 0 154 17
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