BFIN Options History — October 2024 In October 2024, BFIN traded between $11.73 and $12.38. ATM implied volatility averaged 85.8%, placing in the 37.9% IV rank vs the trailing year. The 30-day expected move averaged 24.5%. IV traded above realized volatility by 61.6% (HV 20d: 24.2%). Max pain ranged from $7.50 to $7.50. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 2 of 23 days. Put/call ratio averaged 0.00.
Notable Days 2024-10-16 : Highest Volume — 58 contracts2024-10-16 : Largest IV spike — 122.0% change2024-10-21 : Highest IV Rank — 69.3%2024-10-21 : Largest Expected Move — 39.7%Monthly Statistics Metric Avg Min Max Open Close Price $12.05 $11.73 $12.38 $11.96 $12.16 Max Pain $7.50 $7.50 $7.50 $7.50 $7.50 ATM IV 85.8% 41.2% 138.3% 41.2% 131.9% Expected Move 24.5% 11.8% 39.7% 11.8% 37.8% HV 20d 24.2% 22.0% 25.7% 25.7% 23.7% HV 60d 26.4% 24.4% 27.5% 27.4% 25.6% IV Rank 37.9% 11.7% 69.3% 11.7% 65.5% IV Percentile 71.4% 12.3% 97.6% 12.3% 96.8% Term Structure -34.9% -108.8% 40.4% 40.4% -26.4% VWIV 91.4% 91.4% 91.4% 91.4% 91.4% Skew 25d -24.0% -131.0% 39.6% 38.3% -64.9% Skew 10d 7.0% -145.0% 90.6% 17.9% 34.8% Call IV 25d 108.0% 37.1% 261.6% 37.1% 261.6% Put IV 25d 84.1% 47.9% 196.6% 75.5% 196.6% Bid-Ask Spread % 134.89 128.09 142.09 129.91 135.68 Gamma HHI 0.86 0.73 0.96 0.75 0.94 Net GEX 2.2K 1.1K 2.6K 2.2K 2.2K Net DEX -167.9K -237.6K -150.6K -161.6K -158.3K Net VEX -205 -271 -79 -180 -233 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 4.609 0 58 0 0 Total OI 182.826 176 224 176 176
Daily Data (23 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 2024-10-01 $11.96 $7.50 41.2% 11.8% 25.7% 11.7% 0.0% 38.3% 40.4% 2.2K -161.6K -180 0.00 129.91 N/A N/A 0 0 158 18 2024-10-02 $11.84 $7.50 44.5% 12.8% 24.9% 13.6% 91.4% 39.6% 9.6% 2.4K -157.4K -196 0.00 129.55 N/A N/A 0 1 158 18 2024-10-03 $11.73 $0.00 42.8% 15.9% 23.6% 20.2% 0.0% -13.2% -43.8% 2.5K -154.8K -193 0.00 132.12 N/A N/A 0 0 158 18 2024-10-04 $12.02 $0.00 43.0% 15.6% 24.8% 19.5% 0.0% 7.4% -42.3% 2.1K -165.2K -158 0.00 128.23 N/A N/A 0 0 158 18 2024-10-07 $11.88 $0.00 74.3% 17.2% 25.3% 22.7% 0.0% -7.8% -44.0% 2.4K -155.2K -197 0.00 134.50 N/A N/A 1 0 158 18 2024-10-08 $11.93 $0.00 95.4% 21.4% 25.1% 31.5% 0.0% -21.8% -60.9% 2.2K -150.6K -219 0.00 138.93 N/A N/A 0 0 159 18 2024-10-09 $11.94 $0.00 65.5% 18.8% 24.8% 26.1% 0.0% -2.7% -41.8% 2.3K -154.3K -199 0.00 129.66 N/A N/A 0 0 159 18 2024-10-10 $11.89 $0.00 67.3% 19.3% 24.7% 27.2% 0.0% -6.7% -49.1% 2.4K -163.9K -145 0.00 129.52 N/A N/A 0 0 159 18 2024-10-11 $12.04 $0.00 66.4% 19.0% 25.0% 26.6% 0.0% 0.0% -42.6% 2.3K -159.6K -178 0.00 133.58 N/A N/A 38 0 159 18 2024-10-14 $12.10 $0.00 79.1% 22.7% 24.1% 34.1% 0.0% -50.8% -67.8% 2.5K -177.9K -231 0.00 133.71 N/A N/A 3 0 178 18 2024-10-15 $11.96 $0.00 51.5% 14.8% 23.9% 17.8% 0.0% -5.5% -27.0% 2.6K -177.8K -209 0.00 131.66 N/A N/A 0 0 177 18 2024-10-16 $12.06 $0.00 114.5% 32.8% 23.1% 55.1% 0.0% -42.2% -108.8% 2.4K -173.6K -229 0.00 137.04 N/A N/A 58 0 177 18 2024-10-17 $12.33 $0.00 95.5% 27.4% 24.0% 43.9% 0.0% -56.0% -52.7% 2.6K -223.6K -201 0.00 131.80 N/A N/A 1 0 206 18 2024-10-18 $12.38 $0.00 68.1% 19.5% 23.7% 27.7% 0.0% 6.7% -10.6% 1.1K -237.6K -79 0.00 128.09 N/A N/A 0 4 205 18 2024-10-21 $12.00 $0.00 138.3% 39.7% 22.8% 69.3% 0.0% -131.0% -86.3% 2.2K -157.3K -251 0.00 140.55 N/A N/A 0 0 159 17 2024-10-22 $11.90 $0.00 79.2% 22.7% 23.0% 34.2% 0.0% -41.5% -30.7% 2.2K -151.6K -271 0.00 141.49 N/A N/A 0 0 159 17 2024-10-23 $11.91 $0.00 106.5% 30.5% 22.0% 50.4% 0.0% -44.0% -31.9% 2.2K -152.2K -269 0.00 140.54 N/A N/A 0 0 159 17 2024-10-24 $12.32 $0.00 104.2% 29.9% 24.8% 49.1% 0.0% -47.7% -11.2% 1.9K -163.0K -251 0.00 141.83 N/A N/A 0 0 159 17 2024-10-25 $12.35 $0.00 105.5% 30.2% 24.8% 49.8% 0.0% -127.2% -11.0% 2.0K -170.9K -206 0.00 140.88 N/A N/A 0 0 159 17 2024-10-28 $12.11 $0.00 118.3% 33.9% 25.0% 57.4% 0.0% 5.9% -18.2% 2.1K -160.2K -233 0.00 142.09 N/A N/A 0 0 159 17 2024-10-29 $12.10 $0.00 119.2% 34.2% 24.2% 58.0% 0.0% 5.1% -21.9% 2.1K -157.9K -243 0.00 138.19 N/A N/A 0 0 159 17 2024-10-30 $12.19 $0.00 121.3% 34.8% 24.0% 59.2% 0.0% 9.0% -24.8% 1.8K -177.7K -139 0.00 132.87 N/A N/A 0 0 159 17 2024-10-31 $12.16 $0.00 131.9% 37.8% 23.7% 65.5% 0.0% -64.9% -26.4% 2.2K -158.3K -233 0.00 135.68 N/A N/A 0 0 159 17
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