BFIN Options History — August 2024 In August 2024, BFIN traded between $11.23 and $12.12. ATM implied volatility averaged 103.1%, placing in the 30.3% IV rank vs the trailing year. The 30-day expected move averaged 20.8%. IV traded above realized volatility by 73.7% (HV 20d: 29.4%). 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 1 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2024-08-23 : Highest Volume — 12 contracts2024-08-05 : Largest IV spike — 80.5% change2024-08-02 : Highest IV Rank — 86.5%2024-08-02 : Largest Expected Move — 47.9%Monthly Statistics Metric Avg Min Max Open Close Price $11.67 $11.23 $12.12 $11.73 $11.91 Max Pain $9.38 $5.00 $10.00 $5.00 $10.00 ATM IV 103.1% 36.1% 301.8% 159.6% 62.6% Expected Move 20.8% 10.4% 47.9% 45.8% 18.0% HV 20d 29.4% 25.7% 35.9% 26.3% 29.8% HV 60d 22.7% 20.1% 24.8% 20.2% 24.4% IV Rank 30.3% 8.7% 86.5% 81.9% 24.4% IV Percentile 52.0% 8.7% 99.2% 99.2% 54.4% Term Structure -31.1% -131.4% 5.6% -115.5% -17.6% VWIV 80.8% 40.8% 115.5% 115.5% 40.8% Skew 25d 6.3% -61.5% 75.1% 75.1% 14.4% Skew 10d 5.6% -26.5% 36.5% 35.4% -9.6% Call IV 25d 70.9% 38.8% 253.4% 96.1% 61.4% Put IV 25d 77.2% 39.3% 191.9% 171.2% 75.8% Bid-Ask Spread % 140.41 128.78 154.74 140.72 140.98 Gamma HHI 0.89 0.68 0.97 0.94 0.75 Net GEX 2.1K 1.5K 2.7K 2.2K 2.1K Net DEX -148.9K -184.5K -118.3K -142.5K -178.3K Net VEX -273 -380 -114 -318 -150 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 1.364 0 12 0 0 Total OI 177.045 169 186 171 186
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 2024-08-01 $11.73 $5.00 159.6% 45.8% 26.3% 81.9% 0.0% 75.1% -115.5% 2.2K -142.5K -318 0.00 140.72 N/A N/A 0 0 154 17 2024-08-02 $11.87 $5.00 167.2% 47.9% 25.7% 86.5% 0.0% -61.5% -117.4% 2.2K -156.4K -221 0.00 145.27 N/A N/A 0 0 154 17 2024-08-05 $11.56 $0.00 301.8% 40.5% 28.5% 71.1% 0.0% 33.3% -131.4% 1.5K -125.0K -380 0.00 149.76 N/A N/A 0 0 154 17 2024-08-06 $11.44 $0.00 95.9% 16.7% 28.8% 21.8% 0.0% -5.7% -29.5% 2.2K -130.8K -338 0.00 154.74 N/A N/A 0 1 154 17 2024-08-07 $11.41 $0.00 147.0% 23.7% 29.0% 36.4% 0.0% 9.2% -44.4% 1.6K -122.4K -376 0.00 134.76 N/A N/A 0 0 154 18 2024-08-08 $11.32 $0.00 112.3% 18.9% 27.4% 26.3% 0.0% -2.3% -6.4% 1.7K -120.2K -372 0.00 144.88 N/A N/A 1 0 154 18 2024-08-09 $11.38 $0.00 162.7% 12.5% 27.3% 13.1% 0.0% 13.7% 5.6% 1.8K -123.2K -362 0.00 135.10 N/A N/A 0 0 151 18 2024-08-12 $11.23 $0.00 168.5% 26.1% 27.9% 41.2% 115.5% 6.0% -21.8% 1.8K -118.3K -362 0.00 147.39 N/A N/A 10 0 151 18 2024-08-13 $11.39 $10.00 235.8% 20.1% 28.1% 28.8% 0.0% -0.8% -9.9% 2.2K -135.7K -337 0.00 139.37 N/A N/A 0 0 161 18 2024-08-14 $11.28 $10.00 47.2% 13.5% 27.7% 15.2% 0.0% 24.0% -8.3% 2.4K -137.5K -323 0.00 153.18 N/A N/A 0 0 161 18 2024-08-15 $11.29 $10.00 36.1% 10.4% 27.7% 8.7% 0.0% 1.9% -10.9% 2.4K -136.9K -324 0.00 129.74 N/A N/A 0 2 161 18 2024-08-16 $11.97 $10.00 48.6% 13.9% 34.2% 16.1% 0.0% -13.7% -6.1% 2.1K -161.3K -259 0.00 138.00 N/A N/A 0 0 161 20 2024-08-19 $11.66 $10.00 50.7% 14.5% 35.9% 17.3% 0.0% 2.2% -15.5% 2.3K -147.7K -276 0.00 139.69 N/A N/A 0 0 157 18 2024-08-20 $11.66 $10.00 57.9% 16.6% 32.6% 21.6% 86.2% 22.6% -4.6% 2.7K -155.7K -215 0.00 128.78 N/A N/A 4 0 157 18 2024-08-21 $11.82 $10.00 53.3% 15.3% 31.9% 18.9% 0.0% -11.7% -8.3% 2.2K -152.5K -278 0.00 136.03 N/A N/A 0 0 159 18 2024-08-22 $11.86 $10.00 55.2% 15.8% 28.5% 20.0% 0.0% 7.1% -16.0% 2.1K -152.6K -292 0.00 141.67 N/A N/A 0 0 159 18 2024-08-23 $12.12 $10.00 53.3% 15.3% 29.4% 18.8% 40.8% 12.5% -15.1% 1.7K -178.8K -120 0.00 131.44 N/A N/A 12 0 159 18 2024-08-26 $11.97 $10.00 61.5% 17.6% 29.8% 23.7% 0.0% 8.9% -30.2% 2.4K -164.5K -255 0.00 143.48 N/A N/A 0 0 168 18 2024-08-27 $11.88 $10.00 63.8% 18.3% 29.9% 25.1% 0.0% 6.3% -31.8% 2.3K -174.5K -162 0.00 142.69 N/A N/A 0 0 168 18 2024-08-28 $12.03 $10.00 63.0% 18.1% 30.0% 24.6% 0.0% -6.7% -24.7% 1.8K -184.5K -114 0.00 131.27 N/A N/A 0 0 168 18 2024-08-29 $11.87 $10.00 63.4% 18.2% 30.1% 24.8% 0.0% 5.1% -25.5% 2.2K -176.3K -169 0.00 140.04 N/A N/A 0 0 168 18 2024-08-30 $11.91 $10.00 62.6% 18.0% 29.8% 24.4% 0.0% 14.4% -17.6% 2.1K -178.3K -150 0.00 140.98 N/A N/A 0 0 168 18
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