BFIN Options History — December 2024

In December 2024, BFIN traded between $12.29 and $13.93. ATM implied volatility averaged 78.1%, placing in the 28.7% IV rank vs the trailing year. The 30-day expected move averaged 20.1%. IV traded above realized volatility by 44.2% (HV 20d: 33.8%). Max pain ranged from $7.50 to $7.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 0.54.

Notable Days

2024-12-26: Highest Volume — 27 contracts
2024-12-16: Largest IV spike — 67.0% change
2024-12-03: Highest IV Rank — 51.4%
2024-12-03: Largest Expected Move — 31.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$12.99	$12.29	$13.93	$13.32	$12.67
Max Pain	$7.50	$7.50	$7.50	$7.50	$7.50
ATM IV	78.1%	42.8%	117.7%	93.5%	83.4%
Expected Move	20.1%	12.3%	31.0%	26.8%	23.9%
HV 20d	33.8%	29.7%	39.2%	29.7%	33.2%
HV 60d	28.3%	25.4%	29.7%	25.4%	28.6%
IV Rank	28.7%	12.6%	51.4%	42.7%	36.7%
IV Percentile	58.4%	13.1%	92.5%	87.7%	81.0%
Term Structure	-27.8%	-67.4%	49.3%	-67.4%	-19.7%
VWIV	108.3%	108.3%	108.3%	108.3%	108.3%
Skew 25d	17.5%	-23.0%	80.1%	80.1%	34.0%
Skew 10d	10.9%	-68.3%	82.4%	82.4%	12.3%
Call IV 25d	54.9%	33.8%	102.0%	33.8%	57.4%
Put IV 25d	72.4%	32.8%	113.9%	113.9%	91.3%
Bid-Ask Spread %	141.40	130.47	148.66	142.54	131.01
Gamma HHI	0.52	0.50	0.55	0.52	0.50
Net GEX	2.5K	1.9K	2.9K	2.3K	2.7K
Net DEX	-224.8K	-257.4K	-190.3K	-224.4K	-204.4K
Net VEX	-217	-293	-164	-293	-205
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.54	0.00	2.14	0.00	0.00
Total Volume	2.667	0	27	1	0
Total OI	222	208	228	222	214

Daily Data (21 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
2024-12-02	$13.32	$0.00	93.5%	26.8%	29.7%	42.7%	0.0%	80.1%	-67.4%	2.3K	-224.4K	-293	0.00	142.54	N/A	N/A	1	0	205	17
2024-12-03	$13.93	$0.00	108.1%	31.0%	30.9%	51.4%	0.0%	21.4%	-43.3%	2.1K	-251.1K	-237	0.00	141.14	N/A	N/A	2	0	205	17
2024-12-04	$13.74	$0.00	87.4%	25.1%	31.6%	39.1%	0.0%	20.4%	-46.7%	2.2K	-253.3K	-210	0.00	133.52	N/A	N/A	0	0	207	17
2024-12-05	$13.57	$7.50	84.3%	13.8%	31.7%	15.9%	0.0%	-5.7%	-40.3%	2.2K	-256.5K	-164	0.00	143.29	N/A	N/A	0	0	207	17
2024-12-06	$13.69	$7.50	87.5%	13.2%	31.5%	14.5%	0.0%	-1.8%	-35.5%	1.9K	-256.5K	-185	0.00	145.51	N/A	N/A	0	0	207	17
2024-12-09	$13.69	$7.50	117.7%	20.1%	31.0%	28.9%	0.0%	16.4%	-48.3%	2.2K	-253.3K	-200	0.00	148.66	N/A	N/A	0	0	207	17
2024-12-10	$13.67	$7.50	94.3%	14.3%	31.1%	16.8%	0.0%	-23.0%	-49.3%	2.2K	-257.4K	-168	0.00	144.59	N/A	N/A	0	0	207	17
2024-12-11	$13.29	$7.50	66.1%	19.0%	33.4%	26.4%	0.0%	20.6%	-42.4%	2.5K	-241.7K	-201	0.00	142.24	N/A	N/A	0	0	207	17
2024-12-12	$12.59	$7.50	47.2%	13.5%	39.2%	15.2%	0.0%	-7.6%	-35.2%	2.8K	-218.8K	-225	0.00	145.91	N/A	N/A	0	0	207	17
2024-12-13	$12.89	$7.50	42.8%	12.3%	37.4%	12.6%	0.0%	-2.5%	-28.4%	2.6K	-236.7K	-168	0.00	130.47	N/A	N/A	0	0	207	17
2024-12-16	$13.03	$7.50	71.5%	20.5%	35.4%	29.6%	0.0%	4.7%	-41.3%	2.8K	-224.1K	-239	0.00	140.37	N/A	N/A	0	0	207	17
2024-12-17	$12.76	$7.50	68.4%	19.6%	35.9%	27.8%	0.0%	-8.0%	-36.4%	2.7K	-212.4K	-254	0.00	147.25	N/A	N/A	0	0	207	17
2024-12-18	$12.54	$7.50	69.5%	19.9%	35.8%	28.4%	0.0%	24.5%	-36.2%	2.8K	-208.5K	-251	0.00	143.84	N/A	N/A	0	0	207	17
2024-12-19	$12.29	$7.50	74.9%	21.5%	36.1%	31.7%	0.0%	19.6%	47.5%	2.9K	-196.6K	-260	0.00	144.23	N/A	N/A	0	4	207	17
2024-12-20	$12.43	$7.50	73.1%	21.0%	36.2%	30.6%	0.0%	47.2%	49.3%	2.8K	-201.7K	-258	2.14	142.39	N/A	N/A	7	15	207	21
2024-12-23	$12.54	$7.50	76.1%	21.8%	36.3%	32.4%	0.0%	19.4%	-20.9%	2.8K	-208.8K	-238	0.00	144.51	N/A	N/A	0	0	207	17
2024-12-24	$12.54	$7.50	78.4%	22.5%	34.1%	33.8%	0.0%	20.5%	-22.5%	2.9K	-207.5K	-236	0.00	146.25	N/A	N/A	0	0	207	17
2024-12-26	$12.60	$7.50	48.9%	14.0%	34.0%	16.2%	108.3%	31.4%	-1.2%	2.3K	-225.0K	-170	0.00	132.16	N/A	N/A	27	0	207	17
2024-12-27	$12.55	$7.50	80.8%	23.2%	33.1%	35.2%	0.0%	28.6%	-25.0%	2.7K	-192.0K	-209	0.00	142.96	N/A	N/A	0	0	191	17
2024-12-30	$12.49	$7.50	85.2%	24.4%	32.6%	37.8%	0.0%	27.3%	-40.4%	2.8K	-190.3K	-196	0.00	136.67	N/A	N/A	0	0	191	17
2024-12-31	$12.67	$7.50	83.4%	23.9%	33.2%	36.7%	0.0%	34.0%	-19.7%	2.7K	-204.4K	-205	0.00	131.01	N/A	N/A	0	0	197	17