BFIN Options History — June 2013

Name: BFIN Options Analytics - June 2013
Creator: Options Analysis Suite

In June 2013, BFIN traded between $7.76 and $8.71. ATM implied volatility averaged 52.9%. The 30-day expected move averaged 13.6%. IV traded above realized volatility by 7.1% (HV 20d: 45.9%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 1 of 20 days.

Notable Days

2013-06-24: Largest IV spike — 96.0% change
2013-06-24: Largest Expected Move — 21.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$8.20	$7.76	$8.71	$8.54	$8.50
ATM IV	52.9%	38.6%	79.8%	52.2%	55.0%
Expected Move	13.6%	10.8%	21.8%	15.0%	15.8%
HV 20d	45.9%	43.0%	49.0%	43.7%	44.3%
HV 60d	41.5%	40.1%	42.8%	41.9%	41.7%
Term Structure	-8.8%	-30.7%	25.6%	-9.4%	-15.0%
Skew 25d	6.8%	0.8%	21.6%	17.9%	8.9%
Skew 10d	14.1%	5.4%	38.2%	15.6%	17.4%
Call IV 25d	32.1%	25.7%	37.3%	28.3%	35.8%
Put IV 25d	38.9%	30.5%	49.1%	46.2%	44.7%
Bid-Ask Spread %	126.65	120.64	146.18	133.40	131.86
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 (20 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	Spread %	Call Wall	Put Wall
2013-06-03	$8.54	$0.00	52.2%	15.0%	43.7%	0.0%	0.0%	17.9%	-9.4%	133.40	N/A	N/A
2013-06-04	$8.46	$0.00	57.5%	16.5%	43.7%	0.0%	0.0%	1.3%	-19.7%	121.19	N/A	N/A
2013-06-05	$8.43	$0.00	53.4%	15.3%	43.0%	0.0%	0.0%	4.6%	-12.5%	128.34	N/A	N/A
2013-06-06	$8.57	$0.00	52.0%	14.9%	43.3%	0.0%	0.0%	7.4%	-11.2%	123.51	N/A	N/A
2013-06-07	$8.52	$0.00	59.8%	11.2%	43.1%	0.0%	0.0%	14.5%	-8.3%	122.21	N/A	N/A
2013-06-10	$8.71	$0.00	61.0%	10.8%	43.5%	0.0%	0.0%	11.4%	-5.5%	121.29	N/A	N/A
2013-06-11	$8.36	$0.00	78.3%	13.1%	45.6%	0.0%	0.0%	0.8%	-5.1%	120.64	N/A	N/A
2013-06-12	$8.07	$0.00	79.8%	12.9%	47.4%	0.0%	0.0%	2.3%	-3.0%	122.90	N/A	N/A
2013-06-13	$8.09	$0.00	42.7%	12.2%	47.3%	0.0%	0.0%	11.5%	-13.7%	126.77	N/A	N/A
2013-06-14	$7.96	$0.00	39.0%	11.2%	47.6%	0.0%	0.0%	3.8%	-9.0%	124.91	N/A	N/A
2013-06-17	$8.04	$0.00	38.6%	11.1%	47.6%	0.0%	0.0%	21.6%	-6.3%	125.95	N/A	N/A
2013-06-18	$8.15	$0.00	39.5%	11.3%	46.8%	0.0%	0.0%	0.0%	-8.5%	124.58	N/A	N/A
2013-06-19	$7.98	$0.00	43.2%	12.4%	47.2%	0.0%	0.0%	2.2%	-5.3%	123.54	N/A	N/A
2013-06-20	$7.76	$0.00	42.6%	12.2%	47.9%	0.0%	0.0%	1.0%	-5.2%	128.63	N/A	N/A
2013-06-21	$7.97	$0.00	38.8%	11.1%	49.0%	0.0%	0.0%	4.6%	-6.2%	128.34	N/A	N/A
2013-06-24	$7.91	$0.00	76.0%	21.8%	49.0%	0.0%	0.0%	0.0%	-30.7%	146.18	N/A	N/A
2013-06-25	$8.01	$0.00	41.4%	11.9%	45.8%	0.0%	0.0%	4.9%	25.6%	127.06	N/A	N/A
2013-06-26	$7.93	$0.00	54.4%	15.6%	45.8%	0.0%	0.0%	2.2%	-10.3%	126.73	N/A	N/A
2013-06-27	$8.00	$0.00	53.3%	15.3%	45.6%	0.0%	0.0%	1.7%	-16.4%	124.98	N/A	N/A
2013-06-28	$8.50	$0.00	55.0%	15.8%	44.3%	0.0%	0.0%	8.9%	-15.0%	131.86	N/A	N/A