BFIN Options History — May 2013 In May 2013, BFIN traded between $7.56 and $8.54. ATM implied volatility averaged 88.5%. The 30-day expected move averaged 21.1%. IV traded above realized volatility by 52.4% (HV 20d: 36.1%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 0 of 22 days.
Notable Days 2013-05-07 : Largest IV spike — 234.3% change2013-05-03 : Largest Expected Move — 47.7%Monthly Statistics Metric Avg Min Max Open Close Price $8.13 $7.56 $8.54 $7.56 $7.98 ATM IV 88.5% 33.1% 181.2% 161.2% 128.4% Expected Move 21.1% 9.5% 47.7% 46.2% 36.8% HV 20d 36.1% 28.0% 45.5% 44.6% 38.0% Term Structure -23.3% -69.4% -4.8% -66.1% -40.6% Skew 25d 5.2% -5.1% 14.1% 10.3% 9.3% Skew 10d 19.9% 8.1% 55.8% 33.9% 23.9% Call IV 25d 39.8% 21.8% 60.9% 58.6% 60.9% Put IV 25d 45.0% 26.7% 70.2% 68.9% 70.2% Bid-Ask Spread % 133.79 112.81 159.00 152.51 159.00 Net GEX 0 0 0 0 0 Net DEX 0 0 0 0 0 Net VEX 0 0 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 0 0 0 0 0
Daily Data (22 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 2013-05-01 $7.56 $0.00 161.2% 46.2% 44.6% 0.0% 0.0% 0.0% -66.1% 0 0 0 0.00 152.51 N/A N/A 0 0 0 0 2013-05-02 $7.72 $0.00 162.0% 46.4% 44.2% 0.0% 0.0% 10.3% -61.1% 0 0 0 0.00 152.30 N/A N/A 0 0 0 0 2013-05-03 $7.96 $0.00 166.3% 47.7% 45.4% 0.0% 0.0% 9.0% -69.4% 0 0 0 0.00 151.65 N/A N/A 0 0 0 0 2013-05-06 $8.06 $0.00 54.2% 9.9% 45.5% 0.0% 0.0% 3.5% -8.4% 0 0 0 0.00 124.18 N/A N/A 0 0 0 0 2013-05-07 $8.26 $0.00 181.2% 28.9% 45.3% 0.0% 0.0% 10.4% -32.3% 0 0 0 0.00 154.41 N/A N/A 0 0 0 0 2013-05-08 $8.23 $0.00 63.8% 10.1% 45.0% 0.0% 0.0% 0.9% -8.5% 0 0 0 0.00 130.85 N/A N/A 0 0 0 0 2013-05-09 $8.14 $0.00 105.5% 30.2% 45.2% 0.0% 0.0% 8.4% -40.2% 0 0 0 0.00 153.50 N/A N/A 0 0 0 0 2013-05-10 $8.26 $0.00 104.3% 29.9% 45.4% 0.0% 0.0% 8.3% -39.4% 0 0 0 0.00 152.78 N/A N/A 0 0 0 0 2013-05-13 $8.10 $0.00 97.6% 11.0% 36.8% 0.0% 0.0% 8.1% -12.2% 0 0 0 0.00 124.40 N/A N/A 0 0 0 0 2013-05-14 $8.14 $0.00 99.7% 10.7% 32.9% 0.0% 0.0% 1.1% -10.7% 0 0 0 0.00 123.60 N/A N/A 0 0 0 0 2013-05-15 $8.08 $0.00 117.1% 11.7% 30.1% 0.0% 0.0% 2.7% -4.8% 0 0 0 0.00 123.14 N/A N/A 0 0 0 0 2013-05-16 $8.03 $0.00 40.5% 11.6% 30.1% 0.0% 0.0% 8.1% -6.0% 0 0 0 0.00 123.54 N/A N/A 0 0 0 0 2013-05-17 $8.12 $0.00 104.5% 30.0% 28.0% 0.0% 0.0% 10.3% -40.2% 0 0 0 0.00 152.05 N/A N/A 0 0 0 0 2013-05-20 $8.34 $0.00 106.9% 30.6% 29.2% 0.0% 0.0% 10.3% -22.1% 0 0 0 0.00 153.07 N/A N/A 0 0 0 0 2013-05-21 $8.25 $0.00 35.4% 10.2% 28.4% 0.0% 0.0% -0.7% -5.2% 0 0 0 0.00 117.50 N/A N/A 0 0 0 0 2013-05-22 $8.12 $0.00 33.1% 9.5% 28.9% 0.0% 0.0% -3.9% -5.5% 0 0 0 0.00 113.31 N/A N/A 0 0 0 0 2013-05-23 $8.09 $0.00 34.0% 9.7% 28.8% 0.0% 0.0% -2.1% -5.3% 0 0 0 0.00 116.72 N/A N/A 0 0 0 0 2013-05-24 $8.08 $0.00 33.1% 9.5% 28.4% 0.0% 0.0% -5.1% -4.9% 0 0 0 0.00 119.42 N/A N/A 0 0 0 0 2013-05-28 $8.48 $0.00 38.0% 10.9% 32.8% 0.0% 0.0% 14.1% -8.4% 0 0 0 0.00 115.79 N/A N/A 0 0 0 0 2013-05-29 $8.42 $0.00 38.1% 10.9% 33.0% 0.0% 0.0% 1.3% -10.1% 0 0 0 0.00 112.81 N/A N/A 0 0 0 0 2013-05-30 $8.54 $0.00 42.2% 12.1% 28.3% 0.0% 0.0% 4.7% -10.8% 0 0 0 0.00 116.88 N/A N/A 0 0 0 0 2013-05-31 $7.98 $0.00 128.4% 36.8% 38.0% 0.0% 0.0% 9.3% -40.6% 0 0 0 0.00 159.00 N/A N/A 0 0 0 0
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