BFIN Options History — November 2013 In November 2013, BFIN traded between $8.96 and $9.74. ATM implied volatility averaged 75.4%, placing in the 12.2% IV rank vs the trailing year. The 30-day expected move averaged 14.3%. IV traded above realized volatility by 52.6% (HV 20d: 22.7%). Max pain ranged from $7.50 to $7.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 0 of 20 days.
Notable Days 2013-11-15 : Largest IV spike — 92.4% change2013-11-01 : Highest IV Rank — 35.3%2013-11-01 : Largest Expected Move — 24.7%Monthly Statistics Metric Avg Min Max Open Close Price $9.23 $8.96 $9.74 $9.03 $9.74 Max Pain $7.50 $7.50 $7.50 $7.50 $7.50 ATM IV 75.4% 33.0% 147.0% 86.1% 38.4% Expected Move 14.3% 9.0% 24.7% 24.7% 11.0% HV 20d 22.7% 14.9% 27.7% 15.7% 27.6% HV 60d 24.2% 21.3% 25.9% 25.5% 21.5% IV Rank 12.2% 0.0% 35.3% 35.3% 4.7% IV Percentile 26.5% 0.0% 70.3% 70.3% 15.0% Term Structure -9.0% -25.1% -3.5% -25.1% -8.3% Skew 25d 5.0% -5.8% 15.8% 8.9% -2.0% Skew 10d 4.7% -27.2% 16.0% 7.3% -9.3% Call IV 25d 35.8% 23.7% 48.5% 31.6% 33.8% Put IV 25d 40.8% 28.8% 63.3% 40.5% 31.7% Bid-Ask Spread % 138.70 121.51 155.67 147.48 133.03 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 46 5 66 63 5 Net DEX -5.1K -5.8K -4.4K -4.5K -5.8K Net VEX -2 -5 0 -5 0 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 (20 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 2013-11-01 $9.03 $0.00 86.1% 24.7% 15.7% 35.3% 0.0% 8.9% -25.1% 63 -4.5K -5 0.00 147.48 N/A N/A 0 0 6 0 2013-11-04 $8.96 $7.50 113.3% 17.3% 15.6% 18.1% 0.0% 1.5% -6.7% 63 -4.4K -5 0.00 155.67 N/A N/A 0 0 6 0 2013-11-05 $9.05 $7.50 59.6% 9.0% 15.8% 0.0% 0.0% 5.1% -8.4% 53 -5.1K -2 0.00 129.28 N/A N/A 0 0 6 0 2013-11-06 $9.10 $7.50 111.9% 16.3% 15.5% 16.8% 0.0% 2.5% -8.5% 62 -4.6K -4 0.00 142.94 N/A N/A 0 0 6 0 2013-11-07 $8.96 $7.50 110.8% 15.2% 14.9% 14.4% 0.0% 0.3% -6.9% 66 -4.5K -5 0.00 143.01 N/A N/A 0 0 6 0 2013-11-08 $9.39 $7.50 111.8% 9.9% 22.9% 2.2% 0.0% 5.9% -3.5% 31 -5.5K -1 0.00 136.49 N/A N/A 0 0 6 0 2013-11-11 $9.26 $7.50 147.0% 16.4% 23.4% 17.0% 0.0% 4.6% -8.4% 57 -4.9K -4 0.00 145.85 N/A N/A 0 0 6 0 2013-11-12 $9.15 $7.50 134.3% 17.2% 23.8% 18.8% 0.0% 3.0% -9.6% 60 -4.7K -4 0.00 148.21 N/A N/A 0 0 6 0 2013-11-13 $9.25 $7.50 106.4% 9.8% 24.0% 2.0% 0.0% 5.7% -9.3% 31 -5.4K -1 0.00 127.79 N/A N/A 0 0 6 0 2013-11-14 $9.12 $7.50 33.0% 9.4% 24.6% 1.1% 0.0% 3.1% -10.6% 38 -5.3K -1 0.00 121.51 N/A N/A 0 0 6 0 2013-11-15 $9.08 $7.50 63.4% 18.2% 24.6% 21.2% 0.0% 1.8% -11.7% 62 -4.6K -4 0.00 148.85 N/A N/A 0 0 6 0 2013-11-18 $9.05 $7.50 35.7% 10.2% 24.5% 2.9% 0.0% 7.2% -6.2% 50 -5.1K -2 0.00 136.44 N/A N/A 0 0 6 0 2013-11-19 $9.00 $7.50 35.8% 10.3% 24.2% 3.0% 0.0% 5.3% -6.7% 54 -5.1K -2 0.00 131.33 N/A N/A 0 0 6 0 2013-11-20 $9.05 $7.50 36.8% 10.5% 24.3% 3.7% 0.0% 7.3% -6.8% 44 -5.2K -1 0.00 127.67 N/A N/A 0 0 6 0 2013-11-21 $9.29 $7.50 67.1% 19.2% 25.9% 23.6% 0.0% 13.9% -8.5% 56 -4.9K -3 0.00 146.54 N/A N/A 0 0 6 0 2013-11-22 $9.39 $7.50 37.4% 10.7% 26.1% 4.0% 0.0% 7.8% -6.7% 20 -5.5K -1 0.00 130.26 N/A N/A 0 0 6 0 2013-11-25 $9.36 $7.50 36.8% 10.5% 25.9% 3.6% 0.0% 9.0% -7.2% 16 -5.6K 0 0.00 122.55 N/A N/A 0 0 6 0 2013-11-26 $9.62 $7.50 69.5% 19.9% 27.6% 25.2% 0.0% 15.8% -9.9% 44 -5.3K -2 0.00 147.60 N/A N/A 0 0 6 0 2013-11-27 $9.72 $7.50 72.1% 20.7% 27.7% 26.8% 0.0% -5.8% -11.4% 41 -5.4K -2 0.00 151.45 N/A N/A 0 0 6 0 2013-11-29 $9.74 $7.50 38.4% 11.0% 27.6% 4.7% 0.0% -2.0% -8.3% 5 -5.8K 0 0.00 133.03 N/A N/A 0 0 6 0
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