BFIN Options History — April 2014 In April 2014, BFIN traded between $9.81 and $10.25. ATM implied volatility averaged 24.8%, placing in the 3.1% IV rank vs the trailing year. The 30-day expected move averaged 7.3%. IV traded above realized volatility by 8.6% (HV 20d: 16.2%). 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 12 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2014-04-24 : Highest Volume — 43 contracts2014-04-21 : Largest IV drop — 38.9% change2014-04-16 : Highest IV Rank — 4.7%2014-04-16 : Largest Expected Move — 8.6%Monthly Statistics Metric Avg Min Max Open Close Price $9.94 $9.81 $10.25 $10.22 $9.84 Max Pain $10.00 $10.00 $10.00 $10.00 $10.00 ATM IV 24.8% 17.0% 30.1% 23.2% 24.5% Expected Move 7.3% 4.9% 8.6% 6.7% 7.0% HV 20d 16.2% 10.2% 21.1% 20.7% 10.2% HV 60d 22.0% 20.5% 23.0% 22.8% 20.5% IV Rank 3.1% 0.0% 4.7% 0.4% 4.5% IV Percentile 3.0% 0.0% 7.1% 0.4% 4.0% Term Structure 3.3% -2.0% 16.8% 5.7% 3.0% VWIV 22.5% 22.5% 22.5% 22.5% 22.5% Skew 25d 15.4% 3.0% 54.1% 12.0% 3.9% Skew 10d 24.7% 4.9% 69.8% 56.8% 6.1% Call IV 25d 33.0% 27.0% 47.9% 35.3% 30.4% Put IV 25d 48.4% 30.1% 98.3% 47.3% 34.3% Bid-Ask Spread % 99.50 84.41 122.54 91.91 121.97 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 3.7K 0 8.4K 3.8K 3.1K Net DEX -18.8K -37.7K 0 -36.5K -16.2K Net VEX -27 -44 0 -43 -35 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 2.048 0 43 0 0 Total OI 41 0 53 53 43
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 2014-04-01 $10.22 $10.00 23.2% 6.7% 20.7% 0.4% 0.0% 12.0% 5.7% 3.8K -36.5K -43 0.00 91.91 N/A N/A 0 0 53 0 2014-04-02 $10.25 $10.00 23.7% 6.8% 20.0% 0.7% 0.0% 7.5% 6.2% 3.7K -37.7K -42 0.00 92.91 N/A N/A 0 0 53 0 2014-04-03 $10.10 $10.00 26.4% 7.6% 20.7% 2.4% 0.0% 3.5% 1.1% 3.4K -30.9K -44 0.00 93.51 N/A N/A 0 0 53 0 2014-04-04 $9.91 $0.00 25.9% 8.4% 21.1% 4.2% 0.0% 4.2% -0.7% 3.4K -23.8K -42 0.00 91.73 N/A N/A 0 0 53 0 2014-04-07 $9.89 $0.00 24.1% 8.4% 21.1% 4.2% 0.0% 50.4% -1.0% 4.7K -21.4K -37 0.00 90.20 N/A N/A 0 0 53 0 2014-04-08 $9.88 $0.00 25.1% 8.5% 18.4% 4.5% 0.0% 4.3% -1.2% 4.6K -20.9K -35 0.00 91.09 N/A N/A 0 0 53 0 2014-04-09 $9.96 $0.00 26.5% 8.3% 17.6% 4.1% 0.0% 4.6% -1.8% 4.8K -24.9K -35 0.00 93.19 N/A N/A 0 0 53 0 2014-04-10 $9.90 $0.00 29.4% 8.4% 17.1% 4.3% 0.0% 4.5% -0.5% 5.4K -21.1K -32 0.00 93.12 N/A N/A 0 0 53 0 2014-04-11 $9.91 $0.00 28.9% 8.3% 17.1% 4.0% 0.0% 3.0% -0.5% 5.5K -21.6K -30 0.00 95.29 N/A N/A 0 0 53 0 2014-04-14 $9.95 $0.00 29.2% 8.4% 16.4% 4.2% 0.0% 4.9% -0.9% 6.1K -23.7K -24 0.00 94.78 N/A N/A 0 0 53 0 2014-04-15 $9.93 $0.00 28.5% 8.2% 16.1% 3.7% 0.0% 29.2% 0.0% 6.0K -22.4K -21 0.00 93.48 N/A N/A 0 0 53 0 2014-04-16 $9.94 $0.00 30.1% 8.6% 14.2% 4.7% 0.0% 5.1% -1.3% 6.6K -22.6K -19 0.00 94.31 N/A N/A 0 0 53 0 2014-04-17 $9.96 $0.00 29.5% 8.5% 14.2% 4.4% 0.0% 5.1% -2.0% 8.4K -23.3K -15 0.00 93.49 N/A N/A 0 0 53 0 2014-04-21 $9.94 $0.00 18.0% 5.2% 14.2% 0.0% 0.0% 3.5% 16.8% 0 0 0 0.00 93.50 N/A N/A 0 0 0 0 2014-04-22 $9.92 $0.00 19.1% 5.5% 14.2% 0.6% 0.0% 3.6% 16.2% 0 0 0 0.00 94.46 N/A N/A 0 0 0 0 2014-04-23 $9.91 $0.00 17.0% 4.9% 13.5% 0.0% 0.0% 41.7% 11.5% 0 0 0 0.00 84.41 N/A N/A 0 0 0 0 2014-04-24 $9.91 $0.00 22.5% 6.4% 13.2% 3.3% 22.5% 10.9% 5.1% 0 0 0 0.00 122.54 N/A N/A 43 0 0 0 2014-04-25 $9.81 $10.00 22.8% 6.5% 13.7% 3.5% 0.0% 14.4% 4.0% 2.9K -15.6K -39 0.00 119.87 N/A N/A 0 0 43 0 2014-04-28 $9.86 $10.00 23.3% 6.7% 13.7% 3.8% 0.0% 51.8% 4.4% 3.1K -16.9K -38 0.00 121.78 N/A N/A 0 0 43 0 2014-04-29 $9.84 $10.00 23.8% 6.8% 13.7% 4.1% 0.0% 54.1% 4.3% 3.1K -16.2K -36 0.00 121.93 N/A N/A 0 0 43 0 2014-04-30 $9.84 $10.00 24.5% 7.0% 10.2% 4.5% 0.0% 3.9% 3.0% 3.1K -16.2K -35 0.00 121.97 N/A N/A 0 0 43 0
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