BFIN Options History — May 2014 In May 2014, BFIN traded between $9.48 and $10.34. ATM implied volatility averaged 28.3%, placing in the 4.9% IV rank vs the trailing year. The 30-day expected move averaged 7.0%. IV traded above realized volatility by 5.7% (HV 20d: 22.6%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 19 of 21 trading days. Term structure was in contango for 18 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2014-05-20 : Highest Volume — 43 contracts2014-05-29 : Largest IV spike — 123.6% change2014-05-29 : Highest IV Rank — 22.0%2014-05-29 : Largest Expected Move — 15.0%Monthly Statistics Metric Avg Min Max Open Close Price $9.80 $9.48 $10.34 $9.82 $9.99 Max Pain $10.00 $10.00 $10.00 $10.00 $10.00 ATM IV 28.3% 15.4% 52.4% 23.7% 30.6% Expected Move 7.0% 4.4% 15.0% 6.8% 8.8% HV 20d 22.6% 7.8% 31.2% 10.1% 31.2% HV 60d 22.5% 19.8% 24.9% 20.5% 21.9% IV Rank 4.9% 0.0% 22.0% 4.0% 9.0% IV Percentile 6.7% 0.0% 46.8% 3.6% 19.4% Term Structure 5.1% -1.7% 21.0% 3.9% -1.7% VWIV 20.6% 20.6% 20.6% 20.6% 20.6% Skew 25d 12.5% 2.6% 56.6% 4.0% 7.4% Skew 10d 15.4% 3.9% 54.4% 5.2% 12.8% Call IV 25d 28.0% 15.4% 45.1% 30.2% 45.1% Put IV 25d 40.6% 27.0% 72.0% 34.1% 52.5% Bid-Ask Spread % 117.16 105.91 156.28 118.94 134.42 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 2.4K 0 4.1K 3.2K 2.3K Net DEX -14.5K -34.6K 0 -15.2K -21.7K Net VEX -26 -48 0 -34 -42 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 38.905 0 43 43 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 2014-05-01 $9.82 $10.00 23.7% 6.8% 10.1% 4.0% 0.0% 4.0% 3.9% 3.2K -15.2K -34 0.00 118.94 N/A N/A 0 0 43 0 2014-05-02 $9.70 $10.00 27.2% 7.8% 9.7% 6.1% 0.0% 22.9% -0.6% 2.6K -12.5K -30 0.00 118.44 N/A N/A 0 0 43 0 2014-05-05 $9.62 $0.00 27.9% 6.7% 7.8% 3.9% 0.0% 7.5% 6.2% 2.5K -9.5K -23 0.00 112.69 N/A N/A 0 0 43 0 2014-05-06 $9.70 $0.00 27.9% 6.8% 8.5% 4.1% 0.0% 3.0% 1.6% 2.9K -11.4K -24 0.00 110.82 N/A N/A 0 0 43 0 2014-05-07 $9.67 $0.00 29.0% 6.6% 8.5% 3.6% 0.0% 7.7% 5.7% 2.8K -10.4K -21 0.00 113.25 N/A N/A 0 0 43 0 2014-05-08 $9.60 $0.00 32.0% 6.4% 8.1% 3.1% 0.0% 7.1% 4.1% 2.4K -8.9K -18 0.00 112.48 N/A N/A 0 0 43 0 2014-05-09 $9.90 $0.00 27.4% 7.3% 14.0% 5.1% 0.0% 28.1% 2.1% 4.1K -17.5K -25 0.00 110.03 N/A N/A 0 0 43 0 2014-05-12 $10.34 $0.00 39.5% 7.5% 20.8% 5.4% 0.0% 14.8% 2.1% 2.9K -34.6K -15 0.00 107.20 N/A N/A 0 0 43 0 2014-05-13 $9.87 $0.00 38.6% 7.6% 27.0% 5.7% 0.0% 3.9% 1.8% 4.0K -16.2K -17 0.00 109.18 N/A N/A 0 0 43 0 2014-05-14 $9.60 $0.00 51.4% 6.5% 28.7% 3.5% 0.0% 2.8% -1.5% 2.5K -8.1K -11 0.00 119.32 N/A N/A 0 0 43 0 2014-05-15 $9.48 $0.00 21.6% 6.2% 28.9% 2.7% 0.0% 11.5% 3.4% 1.9K -7.0K -8 0.00 112.06 N/A N/A 0 0 43 0 2014-05-16 $9.56 $0.00 23.3% 6.7% 29.2% 3.8% 0.0% 0.0% 4.7% 2.2K -7.7K -6 0.00 112.85 N/A N/A 0 0 43 0 2014-05-19 $9.62 $0.00 15.4% 4.4% 29.3% 0.0% 0.0% 56.6% 15.4% 0 0 0 0.00 105.91 N/A N/A 0 0 0 0 2014-05-20 $9.60 $0.00 20.4% 5.8% 29.3% 2.9% 20.6% 2.6% 5.1% 0 0 0 0.00 113.91 N/A N/A 43 0 0 0 2014-05-21 $9.68 $10.00 19.9% 5.7% 29.5% 2.7% 0.0% 13.5% 5.4% 2.5K -12.2K -42 0.00 115.43 N/A N/A 0 0 43 0 2014-05-22 $9.84 $10.00 19.6% 5.6% 30.2% 2.5% 0.0% 12.2% 9.3% 2.9K -16.6K -46 0.00 116.83 N/A N/A 0 0 43 0 2014-05-23 $9.99 $10.00 22.0% 6.3% 30.4% 3.9% 0.0% 9.0% 8.1% 2.6K -21.5K -48 0.00 122.73 N/A N/A 0 0 43 0 2014-05-27 $10.16 $10.00 21.2% 6.1% 30.9% 3.4% 0.0% 22.9% 9.2% 3.0K -26.9K -44 0.00 118.52 N/A N/A 0 0 43 0 2014-05-28 $10.07 $10.00 23.4% 6.7% 31.1% 4.8% 0.0% 3.8% 2.6% 2.6K -23.8K -44 0.00 119.11 N/A N/A 0 0 43 0 2014-05-29 $10.06 $10.00 52.4% 15.0% 31.1% 22.0% 0.0% 9.7% 21.0% 1.3K -23.4K -43 0.00 156.28 N/A N/A 0 0 43 0 2014-05-30 $9.99 $10.00 30.6% 8.8% 31.2% 9.0% 0.0% 7.4% -1.7% 2.3K -21.7K -42 0.00 134.42 N/A N/A 0 0 43 0
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