BFIN Options History — November 2024 In November 2024, BFIN traded between $11.88 and $13.41. ATM implied volatility averaged 88.8%, placing in the 28.3% IV rank vs the trailing year. The 30-day expected move averaged 19.9%. IV traded above realized volatility by 61.9% (HV 20d: 26.9%). Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 0 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2024-11-14 : Highest Volume — 21 contracts2024-11-13 : Largest IV drop — 51.0% change2024-11-01 : Highest IV Rank — 56.3%2024-11-01 : Largest Expected Move — 33.4%Monthly Statistics Metric Avg Min Max Open Close Price $12.54 $11.88 $13.41 $12.17 $13.41 ATM IV 88.8% 47.4% 164.6% 116.4% 86.8% Expected Move 19.9% 12.0% 33.4% 33.4% 24.9% HV 20d 26.9% 22.2% 30.3% 22.2% 29.4% HV 60d 25.2% 22.8% 26.3% 25.5% 25.4% IV Rank 28.3% 12.1% 56.3% 56.3% 38.7% IV Percentile 58.4% 12.3% 93.7% 93.7% 84.1% Term Structure -43.1% -69.7% -0.8% -20.4% -60.4% Skew 25d 14.2% -41.5% 53.6% 0.4% 53.4% Skew 10d 15.2% -43.7% 70.9% -8.0% 56.1% Call IV 25d 55.5% 38.5% 101.2% 88.0% 49.2% Put IV 25d 69.7% 46.0% 102.7% 88.4% 102.7% Bid-Ask Spread % 135.51 124.23 145.41 139.07 144.13 Gamma HHI 0.76 0.50 0.98 0.95 0.50 Net GEX 2.1K 1.4K 2.4K 2.1K 2.4K Net DEX -189.7K -237.9K -151.5K -164.4K -237.9K Net VEX -186 -249 -97 -215 -241 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 1.7 0 21 0 1 Total OI 188.9 176 221 176 221
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 P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2024-11-01 $12.17 $0.00 116.4% 33.4% 22.2% 56.3% 0.0% 0.4% -20.4% 2.1K -164.4K -215 0.00 139.07 N/A N/A 0 0 159 17 2024-11-04 $11.88 $0.00 114.0% 12.2% 23.5% 12.4% 0.0% 8.3% -0.8% 2.2K -151.5K -249 0.00 138.27 N/A N/A 0 0 159 17 2024-11-05 $12.10 $0.00 111.1% 22.0% 24.3% 32.7% 0.0% 3.6% -61.9% 2.1K -159.9K -232 0.00 145.41 N/A N/A 0 0 159 17 2024-11-06 $12.37 $0.00 109.7% 21.4% 25.5% 31.4% 0.0% -41.5% -59.5% 2.0K -169.9K -200 0.00 139.13 N/A N/A 0 0 159 17 2024-11-07 $12.30 $0.00 100.9% 20.6% 25.5% 29.8% 0.0% 6.5% -56.1% 2.1K -170.3K -194 0.00 134.27 N/A N/A 0 0 159 17 2024-11-08 $12.18 $0.00 104.4% 22.1% 25.5% 33.1% 0.0% 4.2% -63.0% 1.5K -183.7K -97 0.00 129.89 N/A N/A 0 0 159 17 2024-11-11 $12.22 $0.00 120.5% 12.0% 25.5% 12.1% 0.0% 15.3% -4.6% 2.1K -174.0K -154 0.00 134.24 N/A N/A 0 0 159 17 2024-11-12 $12.27 $0.00 164.6% 14.7% 25.1% 17.7% 0.0% 12.7% -10.6% 2.1K -170.5K -169 0.00 130.47 N/A N/A 0 0 159 17 2024-11-13 $12.29 $0.00 80.6% 23.1% 25.0% 35.1% 0.0% 3.4% -69.7% 2.1K -171.0K -168 0.00 129.18 N/A N/A 0 0 159 17 2024-11-14 $12.80 $0.00 64.5% 18.5% 27.7% 25.5% 0.0% -35.4% -41.0% 1.6K -188.7K -118 0.00 136.53 N/A N/A 21 0 159 17 2024-11-15 $12.39 $0.00 47.4% 13.6% 30.3% 15.4% 0.0% -11.0% -45.3% 2.4K -189.9K -218 0.00 138.52 N/A N/A 0 0 180 17 2024-11-18 $12.61 $0.00 67.9% 19.5% 28.5% 27.5% 0.0% 16.1% -44.8% 2.3K -200.6K -182 0.00 135.59 N/A N/A 0 0 180 17 2024-11-19 $12.38 $0.00 70.5% 20.2% 29.2% 29.1% 0.0% 10.3% -45.4% 2.4K -192.9K -195 0.00 134.04 N/A N/A 0 0 180 17 2024-11-20 $12.58 $0.00 70.2% 20.1% 29.7% 28.9% 0.0% 51.1% -45.0% 2.4K -195.1K -205 0.00 128.83 N/A N/A 0 0 180 17 2024-11-21 $12.68 $0.00 62.0% 17.8% 27.4% 24.0% 0.0% 18.6% -36.3% 2.0K -207.4K -146 0.00 124.23 N/A N/A 0 0 180 17 2024-11-22 $12.73 $0.00 70.3% 20.1% 27.4% 28.9% 0.0% 52.9% -45.9% 2.3K -201.0K -197 0.00 128.68 N/A N/A 0 0 180 17 2024-11-25 $13.16 $0.00 61.0% 17.5% 28.4% 23.4% 0.0% 29.8% -39.2% 1.4K -219.8K -129 0.00 139.88 N/A N/A 12 0 180 17 2024-11-26 $13.00 $0.00 75.8% 21.7% 28.9% 32.2% 0.0% 31.3% -52.6% 2.0K -220.8K -200 0.00 140.07 N/A N/A 0 0 192 17 2024-11-27 $13.24 $0.00 77.1% 22.1% 29.4% 33.0% 0.0% 53.6% -59.0% 1.9K -224.5K -210 0.00 139.74 N/A N/A 0 0 192 17 2024-11-29 $13.41 $0.00 86.8% 24.9% 29.4% 38.7% 0.0% 53.4% -60.4% 2.4K -237.9K -241 0.00 144.13 N/A N/A 1 0 204 17
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