BFIN Options History — August 2013

In August 2013, BFIN traded between $8.40 and $9.21. ATM implied volatility averaged 99.4%. The 30-day expected move averaged 21.7%. IV traded above realized volatility by 67.2% (HV 20d: 32.2%). Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 0 of 22 days.

Notable Days

  • 2013-08-07: Largest IV spike — 142.5% change
  • 2013-08-07: Largest Expected Move — 42.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$8.77$8.40$9.21$9.07$8.40
ATM IV99.4%48.5%173.5%56.5%87.6%
Expected Move21.7%9.8%42.7%16.2%25.1%
HV 20d32.2%29.0%36.2%33.8%35.0%
HV 60d37.4%33.3%38.9%37.9%35.3%
Term Structure-23.6%-55.3%-10.3%-19.5%-29.6%
Skew 25d5.4%-0.7%14.2%14.2%7.0%
Skew 10d15.2%3.7%22.7%3.7%21.1%
Call IV 25d45.6%29.5%109.4%29.5%52.8%
Put IV 25d51.0%35.2%110.3%43.7%59.7%
Bid-Ask Spread %145.38120.69171.10140.89140.23
Gamma HHI1.001.001.001.001.00
Net GEX5925795874
Net DEX-4.0K-4.5K-3.4K-4.3K-3.4K
Net VEX-10-11-8-9-9
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI66666

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2013-08-01$9.07$0.0056.5%16.2%33.8%0.0%0.0%14.2%-19.5%58-4.3K-90.00140.89N/AN/A0060
2013-08-02$9.16$0.0091.5%26.2%32.1%0.0%0.0%7.4%-27.2%55-4.4K-90.00144.62N/AN/A0060
2013-08-05$8.99$0.00101.8%15.9%29.5%0.0%0.0%5.7%-11.6%57-4.2K-100.00145.85N/AN/A0060
2013-08-06$8.87$0.0061.4%9.8%30.0%0.0%0.0%5.5%-10.3%71-4.5K-80.00127.22N/AN/A0060
2013-08-07$8.76$0.00149.0%42.7%30.3%0.0%0.0%1.0%-55.3%25-3.8K-110.00171.10N/AN/A0060
2013-08-08$8.90$0.00128.4%18.1%29.8%0.0%0.0%4.7%-14.6%57-4.1K-100.00150.98N/AN/A0060
2013-08-09$8.90$0.00129.0%17.4%29.0%0.0%0.0%2.6%-15.1%58-4.1K-100.00147.16N/AN/A0060
2013-08-12$9.21$0.00144.0%16.4%31.1%0.0%0.0%5.5%-14.2%56-4.5K-90.00138.29N/AN/A0060
2013-08-13$8.99$0.00166.2%16.8%31.4%0.0%0.0%5.8%-16.5%59-4.3K-90.00145.62N/AN/A0060
2013-08-14$8.87$0.00173.5%16.6%31.6%0.0%0.0%12.5%-16.7%56-4.0K-100.00141.77N/AN/A0060
2013-08-15$8.71$0.0072.2%20.7%32.1%0.0%0.0%8.7%-28.8%58-3.8K-100.00143.28N/AN/A0060
2013-08-16$8.68$0.0078.8%22.6%30.8%0.0%0.0%3.8%-36.4%61-3.9K-100.00147.14N/AN/A0060
2013-08-19$8.55$0.0083.8%24.0%31.1%0.0%0.0%0.5%-25.7%62-3.7K-100.00144.24N/AN/A0060
2013-08-20$8.61$0.0088.7%25.4%31.3%0.0%0.0%-0.7%-27.5%59-3.8K-100.00151.99N/AN/A0060
2013-08-21$8.40$0.0086.7%24.9%32.1%0.0%0.0%1.5%-26.9%61-3.5K-100.00147.63N/AN/A0060
2013-08-22$8.71$0.0075.8%21.7%35.0%0.0%0.0%5.1%-19.1%62-3.9K-100.00141.42N/AN/A0060
2013-08-23$8.68$0.0048.5%13.9%34.7%0.0%0.0%4.3%-10.9%79-4.3K-80.00120.69N/AN/A0060
2013-08-26$8.62$0.0090.4%25.9%34.6%0.0%0.0%4.4%-32.3%60-3.8K-100.00152.17N/AN/A0060
2013-08-27$8.42$0.0089.9%25.8%35.3%0.0%0.0%7.1%-30.3%62-3.6K-100.00149.22N/AN/A0060
2013-08-28$8.68$0.0094.9%27.2%36.2%0.0%0.0%5.4%-33.2%57-3.8K-100.00153.89N/AN/A0060
2013-08-29$8.82$0.0087.2%25.0%31.1%0.0%0.0%6.9%-18.1%55-3.9K-100.00152.92N/AN/A0060
2013-08-30$8.40$0.0087.6%25.1%35.0%0.0%0.0%7.0%-29.6%74-3.4K-90.00140.23N/AN/A0060