BFIN Options History — October 2013 In October 2013, BFIN traded between $8.94 and $9.38. ATM implied volatility averaged 75.1%, placing in the 24.2% IV rank vs the trailing year. The 30-day expected move averaged 19.7%. IV traded above realized volatility by 57.0% (HV 20d: 18.2%). Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 0 of 23 days.
Notable Days 2013-10-14 : Largest IV spike — 221.6% change2013-10-14 : Highest IV Rank — 100.0%2013-10-14 : Largest Expected Move — 52.6%Monthly Statistics Metric Avg Min Max Open Close Price $9.19 $8.94 $9.38 $8.94 $9.29 ATM IV 75.1% 37.0% 183.3% 87.7% 44.7% Expected Move 19.7% 10.0% 52.6% 25.2% 12.8% HV 20d 18.2% 14.5% 22.7% 21.7% 14.8% HV 60d 27.9% 25.0% 29.3% 29.1% 25.0% IV Rank 24.2% 1.4% 100.0% 41.8% 7.8% IV Percentile 44.8% 3.8% 100.0% 71.4% 24.5% Term Structure -15.1% -25.7% -6.5% -23.0% -15.0% Skew 25d 8.7% 2.3% 18.2% 8.9% 18.2% Skew 10d 9.2% -22.1% 20.1% 19.9% 5.4% Call IV 25d 49.8% 30.6% 121.5% 54.9% 47.5% Put IV 25d 58.5% 38.2% 134.8% 63.8% 65.8% Bid-Ask Spread % 140.79 120.86 184.63 145.64 123.65 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 54 30 64 64 33 Net DEX -4.8K -5.4K -4.2K -4.3K -5.4K Net VEX -5 -8 -1 -7 -1 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 6 6 6 6 6
Daily Data (23 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 2013-10-01 $8.94 $0.00 87.7% 25.2% 21.7% 0.0% 0.0% 8.9% -23.0% 64 -4.3K -7 0.00 145.64 N/A N/A 0 0 6 0 2013-10-02 $9.00 $0.00 88.8% 25.5% 21.6% 41.8% 0.0% 8.4% -21.9% 62 -4.4K -7 0.00 151.72 N/A N/A 0 0 6 0 2013-10-03 $9.00 $0.00 86.6% 24.8% 21.3% 40.1% 0.0% 8.3% -23.6% 62 -4.4K -7 0.00 143.74 N/A N/A 0 0 6 0 2013-10-04 $9.23 $0.00 94.9% 17.2% 22.6% 20.2% 0.0% 14.3% -9.2% 58 -4.7K -6 0.00 148.37 N/A N/A 0 0 6 0 2013-10-07 $9.15 $0.00 96.6% 16.7% 22.7% 18.8% 0.0% 7.9% -9.1% 60 -4.6K -6 0.00 141.57 N/A N/A 0 0 6 0 2013-10-08 $9.07 $0.00 104.6% 17.2% 20.4% 20.1% 0.0% 6.2% -11.4% 62 -4.5K -6 0.00 142.32 N/A N/A 0 0 6 0 2013-10-09 $9.16 $0.00 61.7% 10.0% 20.0% 1.4% 0.0% 11.4% -6.5% 49 -5.2K -3 0.00 121.33 N/A N/A 0 0 6 0 2013-10-10 $9.32 $0.00 61.5% 17.6% 20.4% 21.3% 0.0% 12.8% -9.3% 56 -4.8K -6 0.00 143.89 N/A N/A 0 0 6 0 2013-10-11 $9.30 $0.00 57.0% 16.3% 20.4% 18.0% 0.0% 10.5% -11.4% 56 -4.9K -5 0.00 136.68 N/A N/A 0 0 6 0 2013-10-14 $9.30 $0.00 183.3% 52.6% 18.6% 100.0% 0.0% 13.4% -25.7% 30 -4.2K -8 0.00 184.63 N/A N/A 0 0 6 0 2013-10-15 $9.26 $0.00 63.9% 18.3% 17.3% 20.5% 0.0% 4.2% -12.0% 57 -4.8K -5 0.00 144.14 N/A N/A 0 0 6 0 2013-10-16 $9.21 $0.00 64.8% 18.6% 17.2% 21.2% 0.0% 12.1% -12.3% 59 -4.7K -5 0.00 141.50 N/A N/A 0 0 6 0 2013-10-17 $9.19 $0.00 37.0% 10.6% 17.2% 2.6% 0.0% 9.4% -9.1% 50 -5.1K -3 0.00 121.98 N/A N/A 0 0 6 0 2013-10-18 $9.16 $0.00 37.4% 10.7% 17.2% 2.9% 0.0% 7.6% -8.8% 52 -5.1K -3 0.00 120.86 N/A N/A 0 0 6 0 2013-10-21 $9.20 $0.00 73.3% 21.0% 16.8% 26.8% 0.0% 4.1% -15.6% 59 -4.7K -5 0.00 147.38 N/A N/A 0 0 6 0 2013-10-22 $9.09 $0.00 77.4% 22.2% 17.3% 29.5% 0.0% 5.9% -17.4% 60 -4.5K -6 0.00 150.68 N/A N/A 0 0 6 0 2013-10-23 $9.12 $0.00 43.7% 12.5% 16.0% 7.1% 0.0% 13.2% -11.6% 55 -5.1K -3 0.00 121.19 N/A N/A 0 0 6 0 2013-10-24 $9.20 $0.00 76.6% 22.0% 16.2% 29.0% 0.0% 4.7% -18.3% 59 -4.7K -5 0.00 146.51 N/A N/A 0 0 6 0 2013-10-25 $9.24 $0.00 75.6% 21.7% 14.6% 28.3% 0.0% 2.7% -15.1% 58 -4.8K -5 0.00 143.32 N/A N/A 0 0 6 0 2013-10-28 $9.34 $0.00 42.9% 12.3% 14.8% 6.5% 0.0% 2.3% -13.4% 30 -5.4K -1 0.00 123.00 N/A N/A 0 0 6 0 2013-10-29 $9.38 $0.00 85.1% 24.4% 14.5% 34.7% 0.0% 5.3% -22.3% 54 -4.9K -4 0.00 148.16 N/A N/A 0 0 6 0 2013-10-30 $9.33 $0.00 82.9% 23.8% 14.7% 33.2% 0.0% 8.4% -24.4% 55 -4.9K -4 0.00 145.88 N/A N/A 0 0 6 0 2013-10-31 $9.29 $0.00 44.7% 12.8% 14.8% 7.8% 0.0% 18.2% -15.0% 33 -5.4K -1 0.00 123.65 N/A N/A 0 0 6 0
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