BFIN Options History — January 2025

In January 2025, BFIN traded between $11.65 and $13.39. ATM implied volatility averaged 95.4%, placing in the 32.0% IV rank vs the trailing year. The 30-day expected move averaged 21.7%. IV traded above realized volatility by 69.2% (HV 20d: 26.2%). Max pain ranged from $7.50 to $15.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 6 of 20 days. Put/call ratio averaged 0.02.

Notable Days

2025-01-16: Highest Volume — 60 contracts
2025-01-06: Largest IV spike — 113.4% change
2025-01-28: Highest IV Rank — 53.9%
2025-01-28: Largest Expected Move — 32.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$12.46	$11.65	$13.39	$12.25	$13.36
Max Pain	$11.25	$7.50	$15.00	$7.50	$15.00
ATM IV	95.4%	52.8%	229.1%	91.5%	62.7%
Expected Move	21.7%	15.1%	32.2%	26.2%	18.0%
HV 20d	26.2%	23.2%	30.1%	29.9%	24.5%
HV 60d	29.5%	29.0%	30.1%	29.4%	29.2%
IV Rank	32.0%	18.6%	53.9%	41.5%	24.4%
IV Percentile	61.2%	34.5%	92.5%	86.9%	43.3%
Term Structure	-16.7%	-68.8%	63.9%	-67.2%	-22.6%
VWIV	39.3%	39.3%	39.3%	39.3%	39.3%
Skew 25d	10.9%	-56.1%	55.9%	-8.0%	6.5%
Skew 10d	10.4%	-107.5%	84.1%	-23.2%	8.3%
Call IV 25d	67.4%	42.1%	153.0%	72.4%	54.1%
Put IV 25d	78.3%	50.4%	145.6%	64.4%	60.6%
Bid-Ask Spread %	135.96	127.36	141.10	139.36	129.75
Gamma HHI	0.55	0.50	0.67	0.52	0.65
Net GEX	2.8K	1.7K	3.6K	3.0K	3.5K
Net DEX	-175.6K	-210.2K	-114.4K	-184.5K	-207.1K
Net VEX	-286	-513	-176	-221	-453
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.02	0.00	0.20	0.00	0.00
Total Volume	12.9	0	60	0	0
Total OI	196.3	122	240	214	204

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
2025-01-02	$12.25	$7.50	91.5%	26.2%	29.9%	41.5%	0.0%	-8.0%	-67.2%	3.0K	-184.5K	-221	0.00	139.36	N/A	N/A	0	0	197	17
2025-01-03	$12.19	$7.50	52.8%	15.1%	29.8%	18.6%	0.0%	48.0%	-4.2%	2.6K	-196.1K	-185	0.00	140.83	N/A	N/A	0	0	197	17
2025-01-06	$12.25	$0.00	112.8%	18.6%	29.9%	25.8%	0.0%	4.4%	-20.5%	2.9K	-183.0K	-214	0.00	136.67	N/A	N/A	0	0	197	17
2025-01-07	$12.02	$0.00	62.2%	21.4%	29.8%	31.5%	0.0%	-7.7%	-22.0%	3.0K	-188.6K	-176	0.00	127.66	N/A	N/A	0	0	197	17
2025-01-08	$11.96	$0.00	127.3%	21.9%	29.7%	32.5%	0.0%	27.0%	-17.8%	2.8K	-170.4K	-212	0.00	130.14	N/A	N/A	0	1	197	17
2025-01-10	$11.70	$0.00	111.8%	18.6%	30.1%	25.7%	0.0%	-9.2%	7.8%	3.4K	-167.8K	-192	0.00	136.09	N/A	N/A	16	0	197	17
2025-01-13	$11.65	$0.00	157.9%	15.5%	29.2%	19.3%	0.0%	11.6%	37.3%	3.3K	-164.3K	-197	0.00	136.03	N/A	N/A	40	0	198	17
2025-01-14	$11.87	$0.00	229.1%	19.8%	24.5%	28.1%	0.0%	26.0%	4.4%	2.9K	-167.1K	-230	0.00	135.33	N/A	N/A	26	0	198	17
2025-01-15	$12.16	$0.00	66.0%	18.9%	24.6%	26.4%	0.0%	4.5%	3.0%	2.9K	-184.4K	-240	0.00	140.52	N/A	N/A	4	0	197	17
2025-01-16	$12.13	$0.00	63.6%	18.2%	24.1%	25.0%	0.0%	2.0%	63.9%	3.1K	-187.9K	-208	0.20	141.10	N/A	N/A	50	10	197	17
2025-01-17	$12.30	$0.00	65.1%	18.7%	23.9%	25.8%	0.0%	7.3%	15.6%	1.8K	-207.4K	-231	0.00	134.59	N/A	N/A	29	0	213	27
2025-01-21	$12.54	$0.00	69.5%	19.9%	24.3%	28.4%	0.0%	34.5%	-14.4%	1.7K	-122.4K	-184	0.00	139.74	N/A	N/A	0	0	122	0
2025-01-22	$12.49	$0.00	101.6%	29.1%	23.2%	47.5%	0.0%	-56.1%	-68.8%	1.9K	-114.4K	-245	0.00	139.74	N/A	N/A	13	0	122	0
2025-01-23	$12.75	$0.00	101.1%	29.0%	24.0%	47.2%	0.0%	-14.4%	-44.2%	2.2K	-136.4K	-223	0.00	136.27	N/A	N/A	16	0	135	0
2025-01-24	$12.80	$0.00	59.4%	17.0%	23.8%	22.4%	0.0%	55.9%	-18.8%	2.2K	-140.5K	-360	0.00	139.49	N/A	N/A	51	0	151	0
2025-01-27	$13.00	$0.00	108.6%	31.1%	24.4%	51.7%	0.0%	-7.4%	-49.5%	3.1K	-186.2K	-513	0.00	137.42	N/A	N/A	0	0	202	0
2025-01-28	$13.09	$0.00	112.4%	32.2%	24.4%	53.9%	0.0%	32.8%	-53.1%	3.1K	-190.0K	-512	0.00	135.66	N/A	N/A	0	0	202	0
2025-01-29	$13.32	$0.00	88.1%	25.3%	24.9%	39.5%	39.3%	40.0%	-41.4%	3.3K	-203.0K	-475	0.00	135.49	N/A	N/A	2	0	202	0
2025-01-30	$13.39	$15.00	64.2%	18.4%	24.7%	25.3%	0.0%	19.4%	-21.2%	3.6K	-210.2K	-444	0.00	127.36	N/A	N/A	0	0	204	0
2025-01-31	$13.36	$15.00	62.7%	18.0%	24.5%	24.4%	0.0%	6.5%	-22.6%	3.5K	-207.1K	-453	0.00	129.75	N/A	N/A	0	0	204	0