BFIN Options History — July 2013 In July 2013, BFIN traded between $8.26 and $9.28. ATM implied volatility averaged 78.2%. The 30-day expected move averaged 19.8%. IV traded above realized volatility by 42.8% (HV 20d: 35.4%). Net GEX was positive for 16 of 22 trading days. Term structure was in contango for 0 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2013-07-09 : Highest Volume — 6 contracts2013-07-24 : Largest IV spike — 77.8% change2013-07-31 : Largest Expected Move — 33.2%Monthly Statistics Metric Avg Min Max Open Close Price $8.89 $8.26 $9.28 $8.34 $8.60 ATM IV 78.2% 38.0% 126.8% 59.9% 115.9% Expected Move 19.8% 10.9% 33.2% 17.2% 33.2% HV 20d 35.4% 27.3% 41.8% 37.7% 28.6% HV 60d 38.9% 36.4% 42.7% 41.8% 36.6% Term Structure -17.0% -58.8% -5.7% -20.9% -58.8% Skew 25d 7.0% 1.0% 23.4% 1.0% 2.4% Skew 10d 16.3% 3.8% 47.3% 5.9% 8.9% Call IV 25d 34.2% 28.1% 39.1% 28.1% 35.8% Put IV 25d 41.2% 29.2% 61.3% 29.2% 38.1% Bid-Ask Spread % 141.26 121.44 153.64 122.35 150.50 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 42 0 68 0 59 Net DEX -3.2K -4.9K 0 0 -3.8K Net VEX -7 -11 0 0 -11 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 0.273 0 6 0 0 Total OI 4.364 0 6 0 6
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 2013-07-01 $8.34 $0.00 59.9% 17.2% 37.7% 0.0% 0.0% 1.0% -20.9% 0 0 0 0.00 122.35 N/A N/A 0 0 0 0 2013-07-02 $8.28 $0.00 54.7% 15.7% 37.6% 0.0% 0.0% 1.0% -15.2% 0 0 0 0.00 122.54 N/A N/A 0 0 0 0 2013-07-03 $8.26 $0.00 93.8% 26.9% 37.6% 0.0% 0.0% 23.4% -36.4% 0 0 0 0.00 143.38 N/A N/A 0 0 0 0 2013-07-05 $8.54 $0.00 107.9% 20.0% 39.1% 0.0% 0.0% 0.0% -15.5% 0 0 0 0.00 148.43 N/A N/A 0 0 0 0 2013-07-08 $8.91 $0.00 126.8% 20.2% 41.8% 0.0% 0.0% 0.0% -8.4% 0 0 0 0.00 151.17 N/A N/A 0 0 0 0 2013-07-09 $8.91 $0.00 112.1% 18.0% 41.2% 0.0% 0.0% 0.0% -11.5% 0 0 0 0.00 145.69 N/A N/A 6 0 0 0 2013-07-10 $8.91 $0.00 119.7% 18.2% 38.1% 0.0% 0.0% 6.5% -9.1% 59 -4.2K -11 0.00 146.07 N/A N/A 0 0 6 0 2013-07-11 $9.10 $0.00 66.9% 19.2% 35.7% 0.0% 0.0% 0.0% -9.3% 56 -4.4K -11 0.00 150.04 N/A N/A 0 0 6 0 2013-07-12 $8.92 $0.00 65.4% 18.7% 36.9% 0.0% 0.0% 0.0% -8.9% 58 -4.1K -10 0.00 149.86 N/A N/A 0 0 6 0 2013-07-15 $9.04 $0.00 77.7% 22.3% 36.1% 0.0% 0.0% 12.2% -10.6% 57 -4.3K -10 0.00 153.64 N/A N/A 0 0 6 0 2013-07-16 $9.23 $0.00 63.8% 18.3% 36.5% 0.0% 0.0% 7.3% -13.0% 56 -4.6K -9 0.00 142.34 N/A N/A 0 0 6 0 2013-07-17 $9.27 $0.00 38.0% 10.9% 36.4% 0.0% 0.0% 8.0% -5.7% 68 -4.9K -7 0.00 123.82 N/A N/A 0 0 6 0 2013-07-18 $9.28 $0.00 64.8% 18.6% 35.0% 0.0% 0.0% 3.2% -12.2% 56 -4.6K -9 0.00 140.78 N/A N/A 0 0 6 0 2013-07-19 $9.03 $0.00 68.1% 19.5% 34.9% 0.0% 0.0% 0.0% -13.7% 58 -4.3K -10 0.00 147.87 N/A N/A 0 0 6 0 2013-07-22 $9.04 $0.00 69.3% 19.9% 34.2% 0.0% 0.0% 4.8% -13.1% 59 -4.3K -10 0.00 144.65 N/A N/A 0 0 6 0 2013-07-23 $9.01 $0.00 40.6% 11.6% 34.0% 0.0% 0.0% 6.5% -11.6% 66 -4.7K -7 0.00 121.44 N/A N/A 0 0 6 0 2013-07-24 $9.07 $0.00 72.2% 20.7% 33.9% 0.0% 0.0% 6.4% -20.0% 57 -4.3K -10 0.00 140.46 N/A N/A 0 0 6 0 2013-07-25 $9.13 $0.00 69.7% 20.0% 33.4% 0.0% 0.0% 3.3% -15.0% 53 -4.5K -9 0.00 139.70 N/A N/A 0 0 6 0 2013-07-26 $9.00 $0.00 72.4% 20.8% 34.2% 0.0% 0.0% 5.8% -16.9% 58 -4.3K -10 0.00 139.67 N/A N/A 0 0 6 0 2013-07-29 $8.90 $0.00 77.6% 22.3% 27.9% 0.0% 0.0% 13.3% -23.3% 52 -4.2K -10 0.00 139.22 N/A N/A 0 0 6 0 2013-07-30 $8.80 $0.00 82.5% 23.7% 27.3% 0.0% 0.0% 7.0% -24.0% 59 -4.0K -10 0.00 144.12 N/A N/A 0 0 6 0 2013-07-31 $8.60 $0.00 115.9% 33.2% 28.6% 0.0% 0.0% 2.4% -58.8% 59 -3.8K -11 0.00 150.50 N/A N/A 0 0 6 0
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