BFIN Options History — September 2024

In September 2024, BFIN traded between $11.20 and $12.16. ATM implied volatility averaged 57.2%, placing in the 16.1% IV rank vs the trailing year. The 30-day expected move averaged 14.0%. IV traded above realized volatility by 31.4% (HV 20d: 25.9%). Max pain ranged from $7.50 to $10.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 9 of 20 days. Put/call ratio averaged 0.00.

Notable Days

2024-09-20: Highest Volume — 14 contracts
2024-09-09: Largest IV spike — 78.1% change
2024-09-03: Highest IV Rank — 30.7%
2024-09-03: Largest Expected Move — 21.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$11.69	$11.20	$12.16	$11.95	$12.16
Max Pain	$7.75	$7.50	$10.00	$10.00	$7.50
ATM IV	57.2%	37.6%	104.3%	73.3%	50.1%
Expected Move	14.0%	10.8%	21.0%	21.0%	14.4%
HV 20d	25.9%	20.5%	30.1%	28.1%	24.9%
HV 60d	25.8%	24.4%	27.2%	24.4%	27.1%
IV Rank	16.1%	9.5%	30.7%	30.7%	16.9%
IV Percentile	26.2%	10.3%	72.6%	72.6%	31.3%
Term Structure	4.4%	-34.1%	117.6%	-31.0%	53.2%
VWIV	49.6%	27.0%	94.7%	94.7%	27.0%
Skew 25d	14.4%	-9.6%	37.3%	9.1%	37.3%
Skew 10d	8.6%	-46.5%	36.4%	5.1%	24.4%
Call IV 25d	46.0%	32.7%	71.2%	63.6%	48.0%
Put IV 25d	60.4%	40.9%	85.3%	72.6%	85.3%
Bid-Ask Spread %	137.02	124.10	146.28	138.03	137.73
Gamma HHI	0.80	0.70	0.97	0.74	0.76
Net GEX	2.5K	1.9K	4.4K	2.0K	2.1K
Net DEX	-155.7K	-180.2K	-133.8K	-180.2K	-162.6K
Net VEX	-219	-310	-109	-145	-204
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	1.35	0	14	0	0
Total OI	184.85	176	196	186	176

Daily Data (20 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
2024-09-03	$11.95	$10.00	73.3%	21.0%	28.1%	30.7%	0.0%	9.1%	-31.0%	2.0K	-180.2K	-145	138.03	N/A	N/A	0	0	168	18
2024-09-04	$11.72	$10.00	69.0%	19.8%	28.8%	28.2%	0.0%	11.9%	-25.0%	2.5K	-170.0K	-185	135.36	N/A	N/A	0	0	168	18
2024-09-05	$11.45	$7.50	85.6%	12.4%	30.1%	12.9%	0.0%	8.2%	-6.8%	2.5K	-141.4K	-305	145.26	N/A	N/A	0	0	168	18
2024-09-06	$11.38	$7.50	56.9%	12.5%	30.0%	13.1%	0.0%	13.0%	-7.3%	3.0K	-145.9K	-263	130.84	N/A	N/A	0	0	168	18
2024-09-09	$11.37	$7.50	101.3%	13.0%	30.0%	14.0%	0.0%	1.1%	-8.2%	2.5K	-138.2K	-300	146.28	N/A	N/A	0	0	168	18
2024-09-10	$11.29	$7.50	104.3%	13.1%	29.7%	14.3%	0.0%	-3.4%	-8.9%	2.5K	-134.8K	-310	142.08	N/A	N/A	0	0	168	18
2024-09-11	$11.20	$7.50	65.7%	18.8%	29.4%	26.2%	0.0%	8.3%	-34.1%	2.8K	-133.8K	-294	139.45	N/A	N/A	0	0	168	18
2024-09-12	$11.32	$7.50	52.2%	15.0%	29.4%	18.2%	0.0%	4.7%	-9.3%	2.6K	-136.4K	-305	140.05	N/A	N/A	0	0	168	18
2024-09-13	$11.40	$7.50	47.8%	13.7%	29.5%	15.5%	0.0%	12.4%	-9.2%	2.7K	-141.5K	-286	142.44	N/A	N/A	0	0	168	18
2024-09-16	$11.63	$7.50	49.5%	14.2%	21.6%	16.6%	0.0%	16.4%	-8.9%	2.6K	-151.4K	-249	140.73	N/A	N/A	0	2	168	18
2024-09-17	$11.83	$7.50	45.1%	12.9%	20.5%	14.0%	0.0%	-9.6%	8.5%	4.4K	-171.8K	-133	140.34	N/A	N/A	0	8	168	20
2024-09-18	$11.63	$7.50	48.3%	13.8%	21.4%	15.9%	0.0%	21.9%	-9.7%	2.4K	-146.3K	-263	141.63	N/A	N/A	0	0	168	28
2024-09-19	$11.77	$7.50	48.4%	13.9%	21.3%	15.9%	94.7%	16.3%	117.6%	2.3K	-163.8K	-163	144.38	N/A	N/A	2	0	168	28
2024-09-20	$11.68	$7.50	43.3%	12.4%	21.4%	12.9%	27.1%	20.2%	2.7%	2.3K	-165.7K	-142	135.49	N/A	N/A	14	0	168	28
2024-09-23	$12.13	$7.50	37.6%	10.8%	24.2%	9.5%	0.0%	22.9%	37.8%	2.1K	-170.0K	-157	129.17	N/A	N/A	0	0	159	18
2024-09-24	$12.07	$7.50	39.3%	11.3%	23.8%	10.5%	0.0%	20.1%	17.3%	1.9K	-175.5K	-109	124.10	N/A	N/A	0	0	159	18
2024-09-25	$11.85	$7.50	42.8%	12.3%	24.6%	12.6%	0.0%	24.6%	3.4%	2.4K	-158.7K	-194	128.34	N/A	N/A	0	0	159	18
2024-09-26	$11.97	$7.50	41.9%	12.0%	24.5%	12.1%	0.0%	25.7%	3.6%	2.3K	-163.3K	-189	131.07	N/A	N/A	0	0	159	18
2024-09-27	$11.93	$7.50	42.8%	12.3%	24.0%	12.6%	27.0%	26.0%	1.6%	2.3K	-162.0K	-187	127.71	N/A	N/A	1	0	159	18
2024-09-30	$12.16	$7.50	50.1%	14.4%	24.9%	16.9%	0.0%	37.3%	53.2%	2.1K	-162.6K	-204	137.73	N/A	N/A	0	0	158	18