BFIN Options History — January 2014 In January 2014, BFIN traded between $9.09 and $9.68. ATM implied volatility averaged 65.5%, placing in the 12.9% IV rank vs the trailing year. The 30-day expected move averaged 14.3%. IV traded above realized volatility by 39.7% (HV 20d: 25.8%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 2 of 21 days.
Notable Days 2014-01-09 : Largest IV spike — 126.7% change2014-01-02 : Highest IV Rank — 35.7%2014-01-02 : Largest Expected Move — 24.5%Monthly Statistics Metric Avg Min Max Open Close Price $9.44 $9.09 $9.68 $9.34 $9.09 ATM IV 65.5% 34.6% 127.4% 85.5% 72.7% Expected Move 14.3% 8.5% 24.5% 24.5% 20.8% HV 20d 25.8% 20.1% 33.5% 32.5% 20.5% HV 60d 26.6% 25.6% 27.0% 25.6% 26.7% IV Rank 12.9% 0.0% 35.7% 35.7% 27.9% IV Percentile 30.1% 0.0% 76.2% 76.2% 66.5% Term Structure -11.3% -87.1% 0.8% -87.1% -13.2% Skew 25d 7.8% -0.7% 16.4% 9.7% 0.8% Skew 10d 6.0% -17.8% 16.6% 4.0% 16.6% Call IV 25d 44.5% 31.3% 58.3% 32.3% 58.3% Put IV 25d 52.3% 40.4% 65.5% 42.0% 59.1% Bid-Ask Spread % 138.18 116.11 158.64 116.11 156.18 Net GEX 0 0 0 0 0 Net DEX 0 0 0 0 0 Net VEX 0 0 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 0 0 0 0 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 2014-01-02 $9.34 $0.00 85.5% 24.5% 32.5% 35.7% 0.0% 9.7% -87.1% 0 0 0 0.00 116.11 N/A N/A 0 0 0 0 2014-01-03 $9.56 $0.00 42.8% 12.3% 33.5% 7.6% 0.0% -0.7% -13.1% 0 0 0 0.00 118.01 N/A N/A 0 0 0 0 2014-01-06 $9.54 $0.00 93.2% 15.6% 33.1% 15.3% 0.0% 11.9% 0.8% 0 0 0 0.00 147.85 N/A N/A 0 0 0 0 2014-01-07 $9.59 $0.00 48.3% 8.6% 29.6% 0.0% 0.0% 7.6% -3.4% 0 0 0 0.00 124.14 N/A N/A 0 0 0 0 2014-01-08 $9.34 $0.00 48.4% 8.5% 27.8% 0.0% 0.0% 4.3% -4.4% 0 0 0 0.00 124.14 N/A N/A 0 0 0 0 2014-01-09 $9.41 $0.00 109.7% 15.9% 27.5% 16.7% 0.0% 11.7% 0.6% 0 0 0 0.00 149.20 N/A N/A 0 0 0 0 2014-01-10 $9.55 $0.00 58.6% 8.9% 26.4% 0.8% 0.0% 7.7% -3.6% 0 0 0 0.00 129.71 N/A N/A 0 0 0 0 2014-01-13 $9.48 $0.00 127.4% 15.8% 26.5% 16.4% 0.0% 5.3% -6.0% 0 0 0 0.00 158.07 N/A N/A 0 0 0 0 2014-01-14 $9.65 $0.00 77.3% 9.7% 27.1% 2.5% 0.0% 9.0% -3.9% 0 0 0 0.00 123.42 N/A N/A 0 0 0 0 2014-01-15 $9.68 $0.00 89.4% 8.9% 26.3% 0.9% 0.0% 10.9% -3.5% 0 0 0 0.00 124.38 N/A N/A 0 0 0 0 2014-01-16 $9.52 $0.00 56.2% 16.1% 25.8% 17.2% 0.0% 1.5% -7.8% 0 0 0 0.00 156.36 N/A N/A 0 0 0 0 2014-01-17 $9.40 $0.00 60.2% 17.3% 26.0% 19.8% 0.0% 3.5% -8.3% 0 0 0 0.00 158.64 N/A N/A 0 0 0 0 2014-01-21 $9.45 $0.00 60.4% 17.3% 25.1% 20.0% 0.0% 5.9% -12.0% 0 0 0 0.00 158.30 N/A N/A 0 0 0 0 2014-01-22 $9.45 $0.00 35.2% 10.1% 23.9% 3.5% 0.0% 14.6% -3.9% 0 0 0 0.00 122.93 N/A N/A 0 0 0 0 2014-01-23 $9.44 $0.00 34.6% 9.9% 23.3% 3.1% 0.0% 14.5% -4.3% 0 0 0 0.00 123.49 N/A N/A 0 0 0 0 2014-01-24 $9.36 $0.00 63.5% 18.2% 23.1% 22.0% 0.0% 4.2% -14.3% 0 0 0 0.00 154.41 N/A N/A 0 0 0 0 2014-01-27 $9.38 $0.00 36.9% 10.6% 23.0% 4.6% 0.0% 16.4% -6.9% 0 0 0 0.00 122.98 N/A N/A 0 0 0 0 2014-01-28 $9.45 $0.00 67.1% 19.2% 20.2% 24.3% 0.0% 7.2% -15.8% 0 0 0 0.00 153.97 N/A N/A 0 0 0 0 2014-01-29 $9.34 $0.00 36.8% 10.6% 20.3% 4.6% 0.0% 13.7% -9.0% 0 0 0 0.00 124.26 N/A N/A 0 0 0 0 2014-01-30 $9.30 $0.00 71.4% 20.5% 20.1% 27.1% 0.0% 4.6% -18.8% 0 0 0 0.00 155.13 N/A N/A 0 0 0 0 2014-01-31 $9.09 $0.00 72.7% 20.8% 20.5% 27.9% 0.0% 0.8% -13.2% 0 0 0 0.00 156.18 N/A N/A 0 0 0 0
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