BFIN Options History — March 2014 In March 2014, BFIN traded between $9.81 and $10.20. ATM implied volatility averaged 45.0%, placing in the 8.0% IV rank vs the trailing year. The 30-day expected move averaged 11.4%. IV traded above realized volatility by 18.1% (HV 20d: 26.9%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 17 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2014-03-25 : Highest Volume — 53 contracts2014-03-06 : Largest IV spike — 99.8% change2014-03-06 : Highest IV Rank — 32.0%2014-03-06 : Largest Expected Move — 22.4%Monthly Statistics Metric Avg Min Max Open Close Price $9.97 $9.81 $10.20 $9.81 $9.98 Max Pain $10.00 $10.00 $10.00 $10.00 $10.00 ATM IV 45.0% 22.5% 89.3% 28.7% 25.0% Expected Move 11.4% 6.4% 22.4% 8.2% 7.2% HV 20d 26.9% 23.5% 29.5% 24.6% 23.5% HV 60d 24.8% 22.8% 27.3% 26.1% 22.8% IV Rank 8.0% 0.0% 32.0% 0.0% 1.6% IV Percentile 18.3% 0.0% 75.9% 0.0% 0.4% Term Structure -4.2% -26.1% 15.0% 15.0% 1.7% VWIV 26.8% 25.1% 28.6% 28.6% 25.1% Skew 25d 13.4% 3.4% 49.0% 31.9% 5.3% Skew 10d 19.9% 5.4% 76.5% 19.8% 12.8% Call IV 25d 36.9% 26.2% 53.6% 32.4% 36.4% Put IV 25d 50.3% 30.4% 93.2% 64.3% 41.8% Bid-Ask Spread % 119.98 86.64 154.24 124.44 95.50 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 2.2K 0 7.5K 0 3.3K Net DEX -17.1K -26.5K 0 0 -26.5K Net VEX -24 -54 0 0 -48 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 4.429 0 53 0 0 Total OI 34.857 0 53 0 53
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 2014-03-03 $9.81 $0.00 28.7% 8.2% 24.6% 0.0% 0.0% 31.9% 15.0% 0 0 0 0.00 124.44 N/A N/A 0 0 0 0 2014-03-04 $10.20 $0.00 36.8% 10.6% 26.7% 5.3% 28.6% 44.7% 5.5% 0 0 0 0.00 128.15 N/A N/A 40 0 0 0 2014-03-05 $10.05 $10.00 39.1% 11.2% 27.5% 6.7% 0.0% 7.3% -7.4% 1.9K -21.5K -34 0.00 134.16 N/A N/A 0 0 40 0 2014-03-06 $10.01 $10.00 78.1% 22.4% 26.8% 32.0% 0.0% 49.0% -26.1% 978 -21.3K -33 0.00 154.24 N/A N/A 0 0 40 0 2014-03-07 $10.15 $0.00 70.6% 15.1% 27.1% 15.6% 0.0% 7.3% -12.8% 1.1K -23.1K -32 0.00 152.17 N/A N/A 0 0 40 0 2014-03-10 $10.12 $0.00 86.1% 16.3% 27.2% 18.1% 0.0% 7.6% -15.1% 1.0K -22.7K -29 0.00 153.19 N/A N/A 0 0 40 0 2014-03-11 $9.83 $0.00 89.3% 16.7% 29.5% 19.1% 0.0% 3.7% -19.3% 1.0K -19.1K -27 0.00 152.87 N/A N/A 0 0 40 0 2014-03-12 $9.99 $0.00 89.3% 16.5% 28.7% 18.7% 0.0% 6.9% -15.1% 1.1K -21.1K -26 0.00 153.70 N/A N/A 0 0 40 0 2014-03-13 $9.86 $0.00 57.7% 16.5% 29.2% 18.8% 0.0% 5.1% -16.7% 1.1K -19.3K -25 0.00 152.91 N/A N/A 0 0 40 0 2014-03-14 $9.89 $0.00 58.4% 16.7% 28.9% 19.2% 0.0% 5.6% -17.0% 1.1K -19.7K -23 0.00 153.70 N/A N/A 0 0 40 0 2014-03-17 $10.03 $0.00 31.2% 9.0% 29.3% 1.7% 0.0% 5.0% 1.1% 2.3K -21.3K -19 0.00 134.40 N/A N/A 0 0 40 0 2014-03-18 $10.11 $0.00 31.3% 9.0% 28.8% 1.7% 0.0% 24.9% 1.0% 4.2K -25.2K -16 0.00 92.89 N/A N/A 0 0 40 0 2014-03-19 $9.90 $0.00 32.2% 9.2% 28.4% 2.3% 0.0% 4.9% -0.6% 4.5K -15.5K -14 0.00 93.12 N/A N/A 0 0 40 0 2014-03-20 $9.92 $0.00 31.7% 9.1% 26.8% 1.9% 0.0% 3.4% -0.6% 5.5K -15.6K -11 0.00 91.85 N/A N/A 0 0 40 0 2014-03-21 $9.90 $0.00 31.0% 8.9% 25.8% 1.5% 0.0% 3.4% 0.2% 7.5K -11.6K -7 0.00 94.34 N/A N/A 0 0 40 0 2014-03-24 $9.88 $0.00 30.3% 8.7% 25.7% 1.1% 0.0% 5.9% 0.7% 0 0 0 0.00 96.49 N/A N/A 0 0 0 0 2014-03-25 $10.00 $0.00 25.1% 7.2% 25.3% 0.0% 25.1% 34.0% 4.6% 0 0 0 0.00 86.64 N/A N/A 53 0 0 0 2014-03-26 $9.92 $10.00 25.4% 7.3% 25.2% 0.2% 0.0% 7.8% 3.6% 3.2K -26.3K -54 0.00 86.88 N/A N/A 0 0 53 0 2014-03-27 $9.92 $10.00 22.5% 6.4% 25.0% 0.0% 0.0% 10.1% 6.5% 3.6K -24.0K -52 0.00 96.89 N/A N/A 0 0 53 0 2014-03-28 $9.96 $10.00 25.4% 7.3% 24.4% 1.8% 0.0% 7.2% 1.9% 3.4K -26.1K -52 0.00 91.00 N/A N/A 0 0 53 0 2014-03-31 $9.98 $10.00 25.0% 7.2% 23.5% 1.6% 0.0% 5.3% 1.7% 3.3K -26.5K -48 0.00 95.50 N/A N/A 0 0 53 0
« Feb 2014 | All History | Apr 2014 » Home BFIN History March 2014