BFIN Options History — June 2014 In June 2014, BFIN traded between $9.75 and $11.16. ATM implied volatility averaged 34.7%, placing in the 11.2% IV rank vs the trailing year. The 30-day expected move averaged 9.8%. IV traded above realized volatility by 6.3% (HV 20d: 28.3%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2014-06-09 : Highest Volume — 23 contracts2014-06-11 : Largest IV spike — 431.5% change2014-06-11 : Highest IV Rank — 96.4%2014-06-11 : Largest Expected Move — 50.8%Monthly Statistics Metric Avg Min Max Open Close Price $10.41 $9.75 $11.16 $9.98 $11.16 Max Pain $10.00 $10.00 $10.00 $10.00 $10.00 ATM IV 34.7% 21.7% 177.3% 27.3% 34.9% Expected Move 9.8% 6.3% 50.8% 7.8% 10.0% HV 20d 28.3% 24.9% 36.1% 30.9% 25.7% HV 60d 23.6% 21.9% 24.1% 21.9% 24.0% IV Rank 11.2% 4.0% 96.4% 7.1% 11.6% IV Percentile 20.2% 4.0% 99.6% 13.9% 35.7% Term Structure -2.9% -65.6% 6.6% -0.4% -10.3% VWIV 27.4% 27.4% 27.4% 27.4% 27.4% Skew 25d 10.0% -11.5% 63.5% 8.7% 3.8% Skew 10d 17.2% 4.6% 73.3% 15.0% 6.0% Call IV 25d 29.9% 18.5% 133.3% 38.1% 18.5% Put IV 25d 39.8% 21.2% 156.8% 46.8% 22.3% Bid-Ask Spread % 108.93 38.92 182.83 109.39 111.21 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 3.0K 190 6.5K 2.8K 190 Net DEX -35.7K -68.7K -6.8K -22.1K -8.3K Net VEX -41 -65 -21 -39 -25 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 1.571 0 23 10 0 Total OI 50.095 10 76 43 10
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 2014-06-02 $9.98 $10.00 27.3% 7.8% 30.9% 7.1% 27.4% 8.7% -0.4% 2.8K -22.1K -39 0.00 109.39 N/A N/A 10 0 43 0 2014-06-03 $9.77 $10.00 22.1% 6.3% 31.7% 4.0% 0.0% 3.0% 2.3% 3.8K -16.5K -42 0.00 118.97 N/A N/A 0 0 53 0 2014-06-04 $9.75 $10.00 24.2% 6.9% 31.6% 5.2% 0.0% 63.5% 2.9% 3.5K -16.3K -39 0.00 117.68 N/A N/A 0 0 53 0 2014-06-05 $10.22 $10.00 23.1% 6.6% 35.7% 4.6% 0.0% 13.2% 5.2% 4.0K -36.6K -41 0.00 60.53 N/A N/A 0 0 53 0 2014-06-06 $10.44 $0.00 21.7% 8.6% 36.1% 8.6% 0.0% 14.3% -1.9% 3.1K -46.3K -28 0.00 38.92 N/A N/A 0 0 53 0 2014-06-09 $10.65 $0.00 32.4% 6.8% 35.2% 5.0% 0.0% 9.4% 6.2% 2.1K -49.2K -21 0.00 112.00 N/A N/A 23 0 53 0 2014-06-10 $10.56 $0.00 33.4% 6.8% 32.1% 5.0% 0.0% -11.5% 6.6% 3.3K -65.1K -59 0.00 112.68 N/A N/A 0 0 76 0 2014-06-11 $10.33 $0.00 177.3% 50.8% 28.2% 96.4% 0.0% 23.5% -65.6% 4.4K -56.9K -64 0.00 182.83 N/A N/A 0 0 76 0 2014-06-12 $10.31 $0.00 26.8% 7.7% 26.0% 6.8% 0.0% 7.4% -1.0% 4.7K -55.9K -65 0.00 116.16 N/A N/A 0 0 76 0 2014-06-13 $10.23 $0.00 28.3% 8.1% 25.6% 7.7% 0.0% 7.5% 1.2% 5.2K -52.1K -65 0.00 113.40 N/A N/A 0 0 76 0 2014-06-16 $10.24 $0.00 29.5% 8.4% 25.6% 8.4% 0.0% 5.9% -0.8% 5.5K -53.1K -55 0.00 113.60 N/A N/A 0 0 76 0 2014-06-17 $10.16 $0.00 28.6% 8.2% 25.9% 7.8% 0.0% 6.4% 0.5% 6.5K -49.3K -54 0.00 114.97 N/A N/A 0 0 76 0 2014-06-18 $10.30 $0.00 24.9% 7.1% 26.1% 5.6% 0.0% 6.7% 4.9% 5.0K -57.3K -48 0.00 117.34 N/A N/A 0 0 76 0 2014-06-19 $10.36 $0.00 25.0% 7.2% 26.0% 5.7% 0.0% 7.0% 3.6% 4.6K -60.9K -42 0.00 116.92 N/A N/A 0 0 76 0 2014-06-20 $10.54 $0.00 26.5% 7.6% 26.1% 6.6% 0.0% 8.4% 4.7% 3.2K -68.7K -35 0.00 115.40 N/A N/A 0 0 76 0 2014-06-23 $10.57 $0.00 27.8% 8.0% 25.7% 7.3% 0.0% 8.0% 1.7% 198 -6.8K -28 0.00 114.81 N/A N/A 0 0 10 0 2014-06-24 $10.60 $0.00 26.8% 7.7% 25.2% 6.8% 0.0% 7.6% 4.1% 205 -7.0K -28 0.00 113.97 N/A N/A 0 0 10 0 2014-06-25 $10.65 $0.00 28.1% 8.1% 24.9% 7.6% 0.0% 3.2% -9.5% 203 -7.0K -27 0.00 113.09 N/A N/A 0 0 10 0 2014-06-26 $10.76 $0.00 27.5% 7.9% 24.9% 7.2% 0.0% 11.1% -5.6% 198 -7.2K -27 0.00 61.85 N/A N/A 0 0 10 0 2014-06-27 $11.02 $0.00 31.7% 9.1% 25.6% 9.7% 0.0% 2.1% -8.8% 200 -8.0K -25 0.00 111.91 N/A N/A 0 0 10 0 2014-06-30 $11.16 $0.00 34.9% 10.0% 25.7% 11.6% 0.0% 3.8% -10.3% 190 -8.3K -25 0.00 111.21 N/A N/A 0 0 10 0
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