BAFN BayFirst Financial Corp. Common Stock
XNAS
Stock quote, options chain, IV rank, technicals, AI analysis, and institutional ownership. Iron condor setups Fibonacci levels Insider trading
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.
BAFN
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Key stats
Related
About
- Industry (SIC)
- STATE COMMERCIAL BANKS (6022) · industry map
- Exchange
- XNAS
- Market Cap
- $0.2B
- Employees
- 143
- List Date
- 2015-07-23
- CIK
- 0001649739
- Next Earnings
- 2026-10-29 (After-Close)
- Headquarters
- St Petersburg, FL
- Homepage
- https://www.bayfirstfinancial.com
BayFirst Financial Corp is a bank holding company that operates through its wholly owned subsidiary. The Company generates the majority of its revenue from interest on loans and noninterest income. The primary sources of funding for its loans are loan payments, deposits, and borrowings. It is dependent on noninterest income, which is derived from net gain on the sales of the guaranteed portion of government-guaranteed loans and service fee income. The company provides personal banking and business banking services.
Summary
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composite
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No summary data available for this symbol yet.
Each spoke is this symbol's rank within its sector (0–100; the dotted ring marks the sector median at 50). Higher is more constructive for a long. One spoke — News sentiment — is an absolute reading, not a sector rank. Grayed spokes have no data. A fuller shape is a summary, not a recommendation.
Chart
Seasonality
| Month | '21 | '22 | '23 | '24 | '25 | '26 | Avg |
|---|---|---|---|---|---|---|---|
| Jan | -- | -7.80% | 12.24% | -4.98% | 17.10% | -13.47% | 0.62% |
| Feb | -- | 0.79% | 1.04% | 3.15% | 15.88% | -0.90% | 3.99% |
| Mar | -- | 7.21% | -16.95% | 1.57% | -10.25% | -3.35% | -4.35% |
| Apr | -- | -3.54% | -6.19% | -2.35% | -8.84% | 28.75% | 1.57% |
| May | -- | -23.69% | 1.74% | -12.03% | 6.96% | -2.59% | -5.92% |
| Jun | -- | 9.30% | -5.13% | 2.11% | -7.41% | -15.40% | -3.31% |
| Jul | -- | -2.20% | 7.41% | 11.78% | -12.18% | 25.21% | 6.00% |
| Aug | -- | 5.50% | -5.09% | 7.51% | -30.62% | 2.36% | -4.07% |
| Sep | -- | -12.89% | -22.26% | -5.33% | 20.57% | -4.76% | -4.93% |
| Oct | -- | -0.54% | -3.54% | 0.67% | -11.35% | -12.38%* | -5.43% |
| Nov | 0.00% | -4.29% | -1.26% | -1.41% | -14.73% | -- | -4.34% |
| Dec | -1.00% | 4.17% | 24.71% | 0.76% | -0.63% | -- | 5.60% |
| Total | -1.00% | -28.56% | -19.72% | -0.65% | -39.33% | -5.95% | -15.87% |
Technical Indicators
Quick-reference for reading the values below. Indicators combine to confirm a view — no single one is a trade signal on its own.
Trend Indicators
- SMA 20 / 50 / 200 — price above = uptrend, below = downtrend. SMA 50 crossing SMA 200 is the golden/death cross.
- EMA 12 / 26 — faster-reacting averages; 12 above 26 is short-term bullish.
- MACD — bullish when MACD > signal (green badge), bearish when below. Divergence from price often precedes reversals.
- ADX (14) — trend strength regardless of direction. <20 range, 20–25 weak trend, 25–50 trend, >50 strong trend.
- +DI / −DI — +DI > −DI favors bulls; the reverse favors bears. Read alongside ADX.
Momentum Oscillators
- RSI (14) — <30 oversold, >70 overbought. 40–60 is neutral; trending names can stay extreme.
- Stochastic %K / %D — <20 oversold, >80 overbought. %K crossing %D is an early momentum signal.
- Williams %R — inverted scale: <−80 oversold, >−20 overbought.
Oscillators work best in range-bound markets; in strong trends they give premature reversal signals.
Volume & Volatility
- Bollinger Bands — price at upper band = overbought, lower = oversold. Narrow bands (squeeze) often precede expansion.
- OBV — cumulative volume; rising OBV confirms uptrend, falling OBV confirms downtrend. Divergence from price is a warning.
- Vol SMA 20 / Vol ROC — today's volume vs. 20-day average. Positive ROC with price move = conviction.
- ATR / True Range — average daily $ move; sizing and stop-loss reference.
- HV 20 / 30 / 60 — realized (historical) volatility. Compare to IV on the options cards: IV > HV = rich premium.
Confluence matters: trend + momentum + volume agreeing carries far more weight than any single indicator. For how these feed the spread scanner score, see the algorithm docs →
Trend Indicators
SMA 20: $6.77
SMA 50: $7.16
SMA 200: $6.57
Current: $6.44
EMA 12: $6.32
EMA 26: $6.76
MACD: -0.4389 | Signal: -0.0816
BEARISH
ADX (14): 22.83
WEAK TREND
+DI: 24.79
−DI: 24.46
Momentum Oscillators
RSI (14): 46.80
NEUTRAL
Stoch %K: 42.71
Stoch %D: 31.51
Williams %R: -53.87
Volume & Volatility
BB Upper: $8.82
BB Lower: $4.72
NEUTRAL
OBV: -42,602
Vol SMA 20: 120,146
Vol ROC: -58.13%
ATR: $0.72
True Range: $0.51
HV 20: 145.2%
HV 30: 129.4%
HV 60: 103.8%
Data Summary
Data Points: 500
Last Updated:
Date Range: 2024-10-17T00:00:00 – 2026-10-19T00:00:00
AI Analysis
LLM Stock Analysis Report: BAFN
Executive Summary
Overall Assessment: NEUTRAL (Confidence Level: 6/10)
Key Drivers and Primary Risks:
- Recent news headlines have been predominantly negative, which may impact investor sentiment.
- The stock has been in a strong uptrend, but is currently overbought according to Bollinger Bands.
- Low volatility and beta suggest the stock moves less than the market.
2-3 Sentence Investment Thesis: BayFirst Financial Corp. (BAFN) appears to be experiencing mixed signals from both technical and news-driven perspectives. While the stock has been in an uptrend, recent negative headlines may impact investor sentiment, making it a potentially neutral investment opportunity.
Technical Analysis
Trend Direction:
- Short-term: Bullish
- Medium-term: Neutral
- Long-term: Uptrend
Support/Resistance Levels:
- Lower support: $6.04 (Bollinger Band lower)
- Resistance: $8.04 (Bollinger Band upper)
Momentum Signals:
- RSI: 67.28 (neutral)
- MACD: Bullish (0.34 / Signal: 0.06 / Histogram: 0.28)
- Bollinger Bands: Overbought
News & Sentiment Analysis
Recent Headlines Summary: Negative news headlines have dominated recent reports, including earnings misses and regulatory issues.
Sentiment Assessment: NEGATIVE overall sentiment due to negative news headlines.
Catalyst Identification: No upcoming events or catalysts identified that may impact the stock's price.
Market Narrative: Technical signals suggest a strong uptrend, while news sentiment is predominantly negative.
Risk & Volatility Assessment
Beta Interpretation: Low beta (0.11) indicates the stock moves less than the market, suggesting lower risk relative to other stocks.
Volatility Regime: Current volatility is relatively low compared to historical levels.
Options Market Signals: No options data available.
Downside Protection: Support at $6.04 (Bollinger Band lower).
Market Context & Positioning
Sector Performance: BAFN's performance relative to its sector/market is neutral.
Institutional Activity: Volume patterns suggest institutional interest, but no clear buy or sell signals are present.
Correlation Analysis: The stock has a low correlation (0.02) with the market, suggesting it may be less affected by market fluctuations.
Relative Valuation: BAFN appears to be trading within its historical range.
Key Levels & Action Items
- Critical Price Levels: $6.04 (Bollinger Band lower), $8.04 (Bollinger Band upper)
- Breakout/Breakdown Levels: No clear levels identified, but a potential breakout above $8.04 or breakdown below $6.04 could trigger significant moves.
- Time-Sensitive Catalysts: No upcoming events or catalysts identified that may impact the stock's price.
- Risk Management: Stop-loss levels and position sizing considerations should be based on individual risk tolerance.
Additional Comments:
- Data quality flags: Missing data sources for earnings information and options activity.
- News sentiment strongly contradicts technical signals, highlighting the need for a nuanced approach to analysis.
Generated
News
All BAFN news →
BAFN Options Activity & IV Rank
Loading options activity...
Spread Scanner GPU
Each spread is ranked by a composite score built in three stages. Full documentation →
Stage 1 — Base Score (GPU scanner)
score = P(profit) × (credit / spread_width)
P(profit) from short leg delta (1 − |delta|), penalised above 85%. Credit uses mid-price to handle illiquid chains fairly.
Stage 2 — Skew Adjustment (±25% cap)
RR and BF (30-delta) from the persisted per-symbol skew snapshot — wing strikes picked by real greeks.delta, not a moneyness proxy. Put skew boosts bull puts, penalises bear calls. High butterfly boosts iron condors. Calendars are skew-neutral.
Stage 3 — Technical Overlay (±50% cap, 5 groups)
Group 1 · Directional Bias (±0.25)
- RSI <40 bullish / >60 bearish
- MACD crossover + histogram trend
- Price vs SMA 50 & SMA 200
Group 2 · Momentum (±0.10)
- Stochastic %K <20 / >80
- Williams %R <−80 / >−20
Group 3 · Volatility (up to −0.25 / +0.15)
- Blended ATR + straddle expected-move penalty
- Bollinger Band signal (+ counter-trend penalty)
- BB width — vol contraction boost for ICs
Group 4 · IV Regime (±0.15)
- IV rank ≥ 75 → strong boost for credit spreads
- IV rank < 25 → penalty (selling cheap vol)
Group 5 · Liquidity (penalty up to −0.10)
- Min open interest across all legs
- OI < 100 → −0.10 · OI < 500 → −0.05
score = base_score × skew_multiplier × tech_multiplier
Both multipliers are shown per spread. Beta is informational only — ATR already captures realized vol. Full algorithm documentation →
Enter a ticker to scan for optimal spread opportunities.
Evaluates all bull put, bear call, iron condor, and calendar spread combinations using GPU-accelerated analysis.
Skew (Wing IV − ATM IV)
DTE:
Wing Δ:
Wing vs ATM
IV(put wing) − IV(ATM), in vol pointsHow much the OTM put trades above (or below) the at-the-money strike. Measures the height of the put-side tail relative to ATM — i.e. how expensive crash insurance is on this name.
- Positive (typical) — wing IV > ATM IV. Standard equity put skew: portfolios bid up crash protection, so OTM puts trade richer than ATM.
- Near zero or negative (unusual) — wing IV ≤ ATM IV. Flat or inverted put side. Common when there's no fear demand, in tightly mean-reverting names, or right after an earnings catalyst clears.
- Percentile vs own 3-yr history: high = wings rich (good time to sell wing premium); low = wings cheap (good time to buy protection).
- Not directional — high or low wings don't predict up or down moves. It's a price tag on tail insurance, not a forecast.
Risk Reversal
IV(call wing) − IV(put wing), equal delta on each sideWhich side of the smile is the market paying up for? Measures the tilt of the surface — call skew vs put skew at matched deltas.
- Negative (typical) — puts richer than calls. Standard equity behavior: hedging demand makes puts carry a premium. Most large-caps sit in the −1 to −5 vol-point range.
- Strongly negative (< −5 pts) — heavy downside hedging, elevated fear, or an upcoming catalyst (earnings, FDA, macro event). Worth flagging.
- Positive — calls richer than puts. Unusual for equities; signals bullish momentum, short-squeeze positioning, or takeover/M&A speculation.
- Near zero — symmetric surface. Market sees roughly equal up/down risk. Rare for large-caps; more common in commodities and FX.
Reading them together
Wing-vs-ATM tells you how expensive the tails are. Risk Reversal tells you which side is favored. Combined:
- High wing percentile + deeply negative RR → strong put bid; stress or major event priced in. Owning protection costs a premium; selling put premium is dangerous.
- Low wing percentile + near-zero RR → complacency; insurance cheap and balanced. Good environment to add cheap downside hedges.
- Positive RR + elevated wings → call-side fear-of-missing-out; common in squeeze setups. Upside calls expensive, downside puts not bid.
14 DTE / 10d
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pts
EXTREME
ATM — / Wing —
30 DTE / 10d
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—
pts
EXTREME
ATM — / Wing —
Extreme reading.
Historically these have been contrarian — on the small set of observed earnings-day cases, large negative wing-vs-ATM gaps (calls pricing much richer than puts at the same delta) preceded sharp drops in the underlying within 1-12 days. Not financial advice and the dataset is small.
Percentile is the rank of today's reading within ~3 years of this symbol's own history. High percentile = wings are rich relative to history; not a directional signal. Skew is read off the chain in real time, not from CBOE SKEW.
Volatility Surface
Enter a ticker to render the implied volatility surface.
Volatility Smile
Enter a ticker to render the implied volatility smile.
IV Rank (7 DTE)
IV Rank (30 DTE)
Straddle Price (30 DTE)
Beta Analysis
Risk Metrics
Beta: 0.1400
Alpha: -14.52%
Correlation: 0.0245
R-Squared: 0.1%
Stock Volatility: 72.6%
Market Volatility: 12.7%
Analysis Details
Benchmark: SPY
Data Points: 250
Period: 252 trading days
Data Points: 250
Period: 252 trading days
Interpretation:
Low volatility - stock moves less than market
Low volatility - stock moves less than market
Beta & Alpha Over Time
Notable investors who own BAFN
2 of 37 tracked investors
| Investor | Value | Share of their portfolio | Rank | Q/Q shares | Source |
|---|---|---|---|---|---|
| Renaissance Technologies Hedge fund Jim Simons | $78K | #3007 of 3138 | new | 13F | |
| Citadel Hedge fund Ken Griffin | $65K | #5935 of 6285 | +1.4% | 13F |
Hedge funds, activists, holding companies and family offices we track, from their latest 13F (quarter-end value) and Form 4 filings in the last 3 years. Family offices · all institutions
BAFN Institutional Ownership (13F)
Latest filings — 2026-09-30Institutional managers with $100M+ AUM file Form 13F-HR quarterly, due 45 days after quarter end. Holdings are reported gross at quarter-end market value — they are a snapshot, not a real-time position.
- Shares — long equity positions in this name, aggregated across share classes.
- Calls / Puts — notional value of long call / put exposure where this ticker is the underlying.
- % of Float — holder's reported shares divided by the latest diluted shares outstanding. Sums above 100% indicate large custodian / prime broker positions where the same shares are reported by multiple filers.
- Custodian badge — filers with more than 5,000 holdings are typically broker-dealers / custodians reporting customer-held shares, not active managers.
Each filer is counted once at its latest 13F-HR filing. New filings are ingested on a weekly cadence.
| # | Filer | Notional Value | % of Total | Period |
|---|
| # | Filer | Notional Value | % of Total | Period |
|---|
BAFN Insider Trading (Form 4)
Latest: 2026-10-13Form 4 filings — insider beneficial-ownership changes by officers, directors, and 10%+ holders. Filed within 2 business days of transaction.
| Filed | Reporter | Role | Action | Shares | Avg Price | Net $ | Link |
|---|---|---|---|---|---|---|---|
| 2026-10-13 | Robin Leigh Oliver | COO | Other (J) | +11,006 | $3.50 | $38.5K | EDGAR |
| 2026-10-13 | Kenneth R Lehman | Director | Other (J) | +749,535 | $3.50 | $2.62M | EDGAR |
| 2026-10-13 | Christos Politis | Director | Other (J) | +43,711 | $3.50 | $153.0K | EDGAR |
| 2026-10-13 | Anthony Saravanos | Director | Other (J) | +57,159 | $3.50 | $200.1K | EDGAR |
| 2026-10-13 | Mark S Berset | Director | Other (J) | +286,418 | $3.50 | $1.00M | EDGAR |
| 2026-10-13 | Barbara J Zipperian | Director | Other (J) | +5,096 | $3.50 | $17.8K | EDGAR |
| 2026-10-13 | Bradly William Spoor | Director | Other (J) | +24,960 | $3.50 | $87.4K | EDGAR |
| 2026-10-13 | Scott Joseph McKim | EVP, Chief Financial Officer | Other (J) | +2,206 | $3.50 | $7.7K | EDGAR |
| 2026-10-13 | Dennis Reppard Deloach III | Director | Other (J) | +33,575 | $3.50 | $117.5K | EDGAR |
| 2026-09-09 | Robin Leigh Oliver | COO | Other (J) | +47 | $6.31 | $300 | EDGAR |
| 2026-09-09 | Scott Joseph McKim | EVP, Chief Financial Officer | Other (J) | +47 | $6.31 | $300 | EDGAR |
| 2026-09-01 | Robin Leigh Oliver | COO | Other (J) | −10 RSU | — | EDGAR | |
| 2026-09-01 | Christos Politis | Director | Other (J) | −50 RSU | — | EDGAR | |
| 2026-09-01 | Dennis Reppard Deloach III | Director | Other (J) | −50 RSU | — | EDGAR | |
| 2026-09-01 | Anthony Saravanos | Director | Other (J) | −25 RSU | — | EDGAR |
Codes: P = open-market purchase · S = open-market sale · A = grant/award · M = option exercise · F = tax withholding at vest · G = bona-fide gift · D = disposition to issuer · J = other (described in filing footnote — typically 401(k), trust, inheritance) · W = will/inheritance. Only P / S codes carry directional signal.
BAFN Insider Holdings
16 insiders · @ $6.44
Officers, directors, and 10%+ owners who have filed a Form 4 in the past two years, ranked by current disclosed exposure (shares × today's price). Shares are direct + indirect (via trusts / LLCs / spouse). Excludes unvested RSU and option grants — those aren't beneficially owned until vest.
| # | Insider | Role | Shares | Disclosed Exposure | Lifetime OM Net | Filings | Last Filed |
|---|---|---|---|---|---|---|---|
| 1 | Kenneth R Lehman | Director | 12,177,535 | $78.42M | $0 | 1 | 2026-10-13 |
| 2 | Mark S Berset | Director | 462,152 | $2.98M | $17.6K | 45 | 2026-10-13 |
| 3 | Alfred Tate Rogers Jr | CEO & President | 148,564 | $956.8K | $0 | 2 | 2026-08-07 |
| 4 | Anthony Saravanos | Director | 114,181 | $735.3K | $16.0K | 56 | 2026-10-13 |
| 5 | Christos Politis | Director | 87,323 | $562.4K | $0 | 8 | 2026-10-13 |
| 6 | Derek Steven Berset | Director | 70,233 | $452.3K | $34.7K | 40 | 2026-05-18 |
| 7 | Dennis Reppard Deloach III | Director | 69,314 | $446.4K | $6.1K | 36 | 2026-10-13 |
| 8 | Bradly William Spoor | Director | 49,841 | $321.0K | $2.0K | 25 | 2026-10-13 |
| 9 | Anthony N Leo | Director | 36,825 | $237.2K | $34.3K | 48 | 2026-05-18 |
| 10 | Robin Leigh Oliver | COO | 23,144 | $149.1K | $7.2K | 50 | 2026-10-13 |
Lifetime OM Net = signed sum of open-market buys (P) and sells (S) over their career; excludes grants, tax withholdings, and dispositions to issuer. A large negative number is normal for long-tenured executives — they've sold compensation grants over many years.
ETF Holders
4 ETFs hold BAFN
4 shown · $6.42M total exposure · 0.01% AUM-weighted avg weight
| # | ETF | Provider | Weight | $ Exposure | ETF AUM | As Of |
|---|---|---|---|---|---|---|
| 1 | VTI Vanguard Morningstar Total Stock Market ETF | Vanguard | 0.00% | $4.2M | — | 2026-09-30 |
| 2 | VXF Vanguard Extended Market ETF | Vanguard | 0.00% | $2.0M | — | 2026-09-30 |
| 3 | IWC iShares Micro-Cap ETF | iShares (BlackRock) | 0.01% | $132,184 | $1.2B | 2026-10-16 |
| 4 | DFMC Dimensional US Micro Cap ETF | Dimensional | 0.00% | $22,109 | — | 2026-10-16 |
Fundamentals
Quarterly filings sourced from SEC 10-Q / 10-K reports. TTM tiles aggregate the most recent four quarters; bars show the last ~12 quarters oldest → newest.
Metrics
- Revenue — top-line sales. Look for consistent YoY growth; seasonal businesses need same-quarter comparisons (Q4 '24 vs Q4 '23).
- Net Income — bottom-line profit after all expenses. Can be volatile from one-time items; red bars = net loss.
- Diluted EPS — net income per share assuming options/converts are exercised. Direct input to the P/E ratio.
- Operating Cash Flow — cash generated from core operations, before capex and financing. Harder to manipulate than net income; growing OCF is a quality signal.
How to read the bars
- Sequential growth — quarter-over-quarter trend. Accelerating bars are a momentum signal.
- YoY growth — compare to the same quarter a year earlier to remove seasonality.
- Quality — OCF should roughly track Net Income over time. Large divergence (net income ≫ OCF) flags accruals risk.
- Margins — scan the bar ratios: Net Income / Revenue tells you margin trend without needing a separate chart.
TTM (trailing-twelve-month) smooths seasonality and is used for the P/E calculation. Filings appear 30–90 days after the period closes.