BFIN Options History — December 2013 In December 2013, BFIN traded between $9.04 and $9.73. ATM implied volatility averaged 61.0%, placing in the 17.6% IV rank vs the trailing year. The 30-day expected move averaged 16.6%. IV traded above realized volatility by 30.8% (HV 20d: 30.2%). Max pain ranged from $7.50 to $7.50. Net GEX was positive for 10 of 21 trading days. Term structure was in contango for 1 of 21 days.
Notable Days 2013-12-03 : Largest IV spike — 113.0% change2013-12-31 : Highest IV Rank — 34.4%2013-12-31 : Largest Expected Move — 24.0%Monthly Statistics Metric Avg Min Max Open Close Price $9.34 $9.04 $9.73 $9.53 $9.16 Max Pain $7.50 $7.50 $7.50 $7.50 $7.50 ATM IV 61.0% 33.0% 111.7% 36.4% 83.6% Expected Move 16.6% 9.5% 24.0% 10.4% 24.0% HV 20d 30.2% 26.7% 32.5% 26.7% 31.8% HV 60d 24.0% 21.1% 25.9% 22.1% 25.4% IV Rank 17.6% 1.2% 34.4% 3.4% 34.4% IV Percentile 40.7% 1.1% 73.9% 8.9% 73.9% Term Structure -16.7% -80.1% 2.6% -8.0% -20.5% Skew 25d -2.3% -39.6% 13.5% -5.3% 6.2% Skew 10d -6.6% -27.6% 14.9% -12.6% 14.9% Call IV 25d 44.1% 26.3% 67.3% 33.5% 52.0% Put IV 25d 41.9% 27.7% 60.2% 28.2% 58.2% Bid-Ask Spread % 132.69 112.90 151.66 134.27 145.40 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 14 0 64 4 0 Net DEX -3.1K -5.8K 0 -5.7K 0 Net VEX -0 -2 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 3.429 0 6 6 0
Daily Data (21 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 2013-12-02 $9.53 $7.50 36.4% 10.4% 26.7% 3.4% 0.0% -5.3% -8.0% 4 -5.7K 0 0.00 134.27 N/A N/A 0 0 6 0 2013-12-03 $9.43 $7.50 77.6% 22.2% 26.9% 30.5% 0.0% -15.3% -18.8% 49 -5.2K -2 0.00 149.01 N/A N/A 0 0 6 0 2013-12-04 $9.48 $7.50 83.0% 23.8% 26.7% 34.0% 0.0% -13.1% -13.5% 48 -5.2K -2 0.00 151.66 N/A N/A 0 0 6 0 2013-12-05 $9.34 $7.50 43.4% 12.4% 27.4% 8.0% 0.0% -5.0% -14.1% 12 -5.6K 0 0.00 123.84 N/A N/A 0 0 6 0 2013-12-06 $9.73 $0.00 49.7% 15.4% 30.0% 14.9% 0.0% -7.1% 2.6% 7 -5.8K 0 0.00 140.13 N/A N/A 0 0 6 0 2013-12-09 $9.36 $0.00 44.4% 14.6% 29.2% 12.9% 0.0% -39.6% -46.4% 5 -5.6K 0 0.00 117.33 N/A N/A 0 0 6 0 2013-12-10 $9.25 $0.00 57.6% 9.7% 29.1% 1.7% 0.0% -6.0% -8.0% 22 -5.5K 0 0.00 116.40 N/A N/A 0 0 6 0 2013-12-11 $9.04 $0.00 111.7% 17.7% 29.9% 20.0% 0.0% 4.1% -14.9% 64 -4.7K -2 0.00 141.51 N/A N/A 0 0 6 0 2013-12-12 $9.13 $0.00 33.0% 9.5% 29.9% 1.2% 0.0% -4.9% -9.0% 26 -5.4K 0 0.00 112.90 N/A N/A 0 0 6 0 2013-12-13 $9.19 $0.00 62.4% 17.9% 29.5% 20.5% 0.0% -19.1% -16.1% 58 -4.9K -2 0.00 139.04 N/A N/A 0 0 6 0 2013-12-16 $9.37 $0.00 65.1% 18.7% 30.2% 22.3% 0.0% 7.3% -8.5% 0 -5.6K 0 0.00 143.22 N/A N/A 0 0 6 0 2013-12-17 $9.17 $0.00 66.1% 19.0% 31.3% 22.9% 0.0% 3.2% -10.5% 0 -5.5K 0 0.00 143.35 N/A N/A 0 0 6 0 2013-12-18 $9.29 $0.00 36.9% 10.6% 31.5% 3.7% 0.0% -3.2% -9.8% 0 0 0 0.00 113.22 N/A N/A 0 0 0 0 2013-12-19 $9.13 $0.00 35.4% 10.1% 32.2% 2.7% 0.0% 5.1% -11.8% 0 0 0 0.00 113.45 N/A N/A 0 0 0 0 2013-12-20 $9.34 $0.00 37.2% 10.7% 31.8% 3.9% 0.0% 0.0% -9.2% 0 0 0 0.00 113.31 N/A N/A 0 0 0 0 2013-12-23 $9.48 $0.00 65.8% 18.9% 32.0% 22.8% 0.0% 10.0% -13.5% 0 0 0 0.00 138.27 N/A N/A 0 0 0 0 2013-12-24 $9.58 $0.00 69.6% 20.0% 32.2% 25.2% 0.0% 7.3% -6.1% 0 0 0 0.00 144.70 N/A N/A 0 0 0 0 2013-12-26 $9.63 $0.00 72.5% 20.8% 30.7% 27.1% 0.0% 13.5% -15.4% 0 0 0 0.00 144.56 N/A N/A 0 0 0 0 2013-12-27 $9.33 $0.00 74.3% 21.3% 32.4% 28.3% 0.0% 6.6% -19.1% 0 0 0 0.00 146.57 N/A N/A 0 0 0 0 2013-12-30 $9.24 $0.00 75.1% 21.5% 32.5% 28.9% 0.0% 8.0% -80.1% 0 0 0 0.00 114.30 N/A N/A 0 0 0 0 2013-12-31 $9.16 $0.00 83.6% 24.0% 31.8% 34.4% 0.0% 6.2% -20.5% 0 0 0 0.00 145.40 N/A N/A 0 0 0 0
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