BFIN Options History — April 2013

In April 2013, BFIN traded between $7.29 and $7.98. ATM implied volatility averaged 138.1%. The 30-day expected move averaged 34.0%. IV traded above realized volatility by 93.0% (HV 20d: 45.0%). Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 1 of 19 days.

Notable Days

  • 2013-04-26: Largest IV spike — 257.4% change
  • 2013-04-04: Largest Expected Move — 45.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$7.73$7.29$7.98$7.98$7.89
ATM IV138.1%39.5%196.5%158.8%154.6%
Expected Move34.0%10.4%45.5%45.5%44.3%
HV 20d45.0%43.1%47.0%47.0%43.1%
Term Structure-32.0%-59.3%46.6%-53.5%-59.3%
Skew 25d37.8%-1.9%61.0%12.3%58.1%
Skew 10d62.3%-4.0%91.5%54.8%91.5%
Call IV 25d71.0%26.8%88.1%64.8%87.7%
Put IV 25d108.8%46.4%146.3%77.2%145.8%
Bid-Ask Spread %150.00126.84154.07151.53153.60
Net GEX00000
Net DEX00000
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI00000

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2013-04-04$7.98$0.00158.8%45.5%0.0%0.0%0.0%12.3%-53.5%0000.00151.53N/AN/A0000
2013-04-05$7.86$0.00165.5%31.5%0.0%0.0%0.0%0.0%-22.6%0000.00149.62N/AN/A0000
2013-04-08$7.85$0.00185.2%31.3%0.0%0.0%0.0%0.0%-25.6%0000.00153.23N/AN/A0000
2013-04-09$7.67$0.00187.1%32.2%0.0%0.0%0.0%0.0%-28.1%0000.00153.22N/AN/A0000
2013-04-10$7.82$0.00196.5%10.4%0.0%0.0%0.0%0.0%46.6%0000.00126.84N/AN/A0000
2013-04-11$7.84$0.00111.0%31.8%0.0%0.0%0.0%0.0%-27.6%0000.00152.06N/AN/A0000
2013-04-12$7.84$0.00115.3%33.1%0.0%0.0%0.0%0.0%-29.4%0000.00152.62N/AN/A0000
2013-04-15$7.29$0.00122.5%35.1%0.0%0.0%0.0%0.0%-38.9%0000.00151.43N/AN/A0000
2013-04-16$7.66$0.00119.6%34.3%0.0%0.0%0.0%0.0%-32.4%0000.00152.04N/AN/A0000
2013-04-17$7.40$0.00123.8%35.5%0.0%0.0%0.0%0.0%-34.6%0000.00152.84N/AN/A0000
2013-04-18$7.35$0.00126.3%36.2%0.0%0.0%0.0%0.0%-36.6%0000.00152.61N/AN/A0000
2013-04-19$7.61$0.00126.2%36.2%0.0%0.0%0.0%0.0%-33.8%0000.00153.10N/AN/A0000
2013-04-22$7.60$0.00131.7%37.8%0.0%0.0%0.0%0.0%-42.0%0000.00151.28N/AN/A0000
2013-04-23$7.81$0.00130.5%37.4%0.0%0.0%0.0%19.5%-38.6%0000.00151.33N/AN/A0000
2013-04-24$7.91$0.00135.4%38.8%0.0%0.0%0.0%58.2%-43.4%0000.00153.05N/AN/A0000
2013-04-25$7.87$0.0039.5%11.3%47.0%0.0%0.0%61.0%-6.8%0000.00132.47N/AN/A0000
2013-04-26$7.78$0.00141.1%40.4%45.6%0.0%0.0%-1.9%-47.7%0000.00153.08N/AN/A0000
2013-04-29$7.87$0.00152.6%43.8%44.4%0.0%0.0%57.3%-54.2%0000.00154.07N/AN/A0000
2013-04-30$7.89$0.00154.6%44.3%43.1%0.0%0.0%58.1%-59.3%0000.00153.60N/AN/A0000