BFIN Options History — February 2014 In February 2014, BFIN traded between $9.25 and $10.16. ATM implied volatility averaged 60.4%, placing in the 15.9% IV rank vs the trailing year. The 30-day expected move averaged 15.5%. IV traded above realized volatility by 38.8% (HV 20d: 21.6%). Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 3 of 19 days.
Notable Days 2014-02-26 : Largest IV spike — 93.4% change2014-02-06 : Highest IV Rank — 32.1%2014-02-06 : Largest Expected Move — 22.7%Monthly Statistics Metric Avg Min Max Open Close Price $9.70 $9.25 $10.16 $9.31 $9.98 ATM IV 60.4% 31.6% 92.1% 77.0% 35.8% Expected Move 15.5% 9.1% 22.7% 22.1% 10.3% HV 20d 21.6% 18.5% 25.3% 20.6% 25.3% HV 60d 26.0% 25.1% 27.1% 27.1% 26.0% IV Rank 15.9% 1.2% 32.1% 30.7% 3.9% IV Percentile 37.7% 2.3% 74.6% 71.4% 12.3% Term Structure -10.8% -21.7% 2.1% -13.5% -6.3% Skew 25d 9.1% 3.7% 15.3% 6.9% 4.7% Skew 10d 9.7% 4.5% 13.5% 10.9% 9.1% Call IV 25d 42.4% 30.0% 58.1% 56.2% 34.9% Put IV 25d 51.5% 33.7% 65.9% 63.1% 39.5% Bid-Ask Spread % 144.60 122.89 156.05 155.68 134.40 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 (19 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 2014-02-03 $9.31 $0.00 77.0% 22.1% 20.6% 30.7% 0.0% 6.9% -13.5% 0 0 0 0.00 155.68 N/A N/A 0 0 0 0 2014-02-04 $9.39 $0.00 77.6% 22.2% 20.9% 31.1% 0.0% 8.4% -14.0% 0 0 0 0.00 156.05 N/A N/A 0 0 0 0 2014-02-05 $9.25 $0.00 43.1% 12.3% 21.3% 8.6% 0.0% 15.3% -15.8% 0 0 0 0.00 123.65 N/A N/A 0 0 0 0 2014-02-06 $9.28 $0.00 79.0% 22.7% 19.3% 32.1% 0.0% 7.7% -15.9% 0 0 0 0.00 155.41 N/A N/A 0 0 0 0 2014-02-07 $9.35 $0.00 83.3% 16.1% 19.3% 17.1% 0.0% 7.8% -13.4% 0 0 0 0.00 155.45 N/A N/A 0 0 0 0 2014-02-10 $9.31 $0.00 89.5% 16.1% 18.5% 17.1% 0.0% 9.4% -15.2% 0 0 0 0.00 154.60 N/A N/A 0 0 0 0 2014-02-11 $9.55 $0.00 53.8% 9.6% 20.6% 2.4% 0.0% 14.6% 2.1% 0 0 0 0.00 122.89 N/A N/A 0 0 0 0 2014-02-12 $9.60 $0.00 92.1% 15.6% 19.7% 16.0% 0.0% 6.6% -16.5% 0 0 0 0.00 152.21 N/A N/A 0 0 0 0 2014-02-13 $9.72 $0.00 31.6% 9.1% 20.2% 1.2% 0.0% 11.1% 0.7% 0 0 0 0.00 124.50 N/A N/A 0 0 0 0 2014-02-14 $9.71 $0.00 32.0% 9.2% 19.2% 1.5% 0.0% 11.2% 1.1% 0 0 0 0.00 125.11 N/A N/A 0 0 0 0 2014-02-18 $9.88 $0.00 59.8% 17.2% 19.3% 19.6% 0.0% 10.4% -15.4% 0 0 0 0.00 154.00 N/A N/A 0 0 0 0 2014-02-19 $9.64 $0.00 32.2% 9.2% 21.5% 1.6% 0.0% 3.7% -5.5% 0 0 0 0.00 132.01 N/A N/A 0 0 0 0 2014-02-20 $9.90 $0.00 59.5% 17.1% 23.3% 19.3% 0.0% 7.3% -15.4% 0 0 0 0.00 152.41 N/A N/A 0 0 0 0 2014-02-21 $10.09 $0.00 63.3% 18.2% 24.0% 21.8% 0.0% 0.0% -21.7% 0 0 0 0.00 152.21 N/A N/A 0 0 0 0 2014-02-24 $10.16 $0.00 67.8% 19.4% 23.6% 24.7% 0.0% 14.2% -9.3% 0 0 0 0.00 155.88 N/A N/A 0 0 0 0 2014-02-25 $9.98 $0.00 34.8% 10.0% 24.9% 3.2% 0.0% 5.3% -3.9% 0 0 0 0.00 134.40 N/A N/A 0 0 0 0 2014-02-26 $10.07 $0.00 67.2% 19.3% 24.9% 24.4% 0.0% 10.4% -13.2% 0 0 0 0.00 152.57 N/A N/A 0 0 0 0 2014-02-27 $10.15 $0.00 68.3% 19.6% 24.3% 25.1% 0.0% 8.1% -14.9% 0 0 0 0.00 153.96 N/A N/A 0 0 0 0 2014-02-28 $9.98 $0.00 35.8% 10.3% 25.3% 3.9% 0.0% 4.7% -6.3% 0 0 0 0.00 134.40 N/A N/A 0 0 0 0
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