BFIN Options History — July 2014 In July 2014, BFIN traded between $10.22 and $11.41. ATM implied volatility averaged 28.9%, placing in the 6.8% IV rank vs the trailing year. The 30-day expected move averaged 7.9%. IV traded above realized volatility by 7.7% (HV 20d: 21.2%). Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 14 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2014-07-01 : Highest Volume — 11 contracts2014-07-10 : Largest IV drop — 33.4% change2014-07-03 : Highest IV Rank — 11.0%2014-07-03 : Largest Expected Move — 9.7%Monthly Statistics Metric Avg Min Max Open Close Price $10.67 $10.22 $11.41 $11.41 $10.22 ATM IV 28.9% 23.6% 42.7% 29.8% 27.7% Expected Move 7.9% 6.8% 9.7% 8.5% 7.8% HV 20d 21.2% 17.3% 24.6% 24.2% 18.5% HV 60d 25.4% 23.9% 26.4% 23.9% 26.4% IV Rank 6.8% 4.9% 11.0% 8.5% 7.3% IV Percentile 19.0% 9.1% 34.5% 24.6% 24.2% Term Structure -1.0% -11.5% 5.2% -9.7% -2.1% Skew 25d 5.6% -1.9% 17.1% 1.7% 13.8% Skew 10d 14.2% -0.6% 38.3% -0.6% 38.3% Call IV 25d 23.6% 18.6% 28.0% 19.1% 28.0% Put IV 25d 29.3% 19.9% 44.7% 20.9% 41.8% Bid-Ask Spread % 97.86 53.78 116.34 111.34 93.78 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 436 174 508 174 508 Net DEX -14.5K -18.5K -8.9K -8.9K -12.5K Net VEX -51 -55 -23 -23 -52 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 0.5 0 11 11 0 Total OI 20.5 10 21 10 21
Daily Data (22 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 2014-07-01 $11.41 $0.00 29.8% 8.5% 24.2% 8.5% 0.0% 1.7% -9.7% 174 -8.9K -23 0.00 111.34 N/A N/A 11 0 10 0 2014-07-02 $11.33 $0.00 32.6% 9.4% 24.6% 10.2% 0.0% 2.3% -10.9% 376 -18.4K -49 0.00 111.21 N/A N/A 0 0 21 0 2014-07-03 $11.35 $0.00 33.9% 9.7% 19.7% 11.0% 0.0% 3.7% -11.5% 378 -18.5K -49 0.00 112.88 N/A N/A 0 0 21 0 2014-07-07 $11.13 $0.00 42.5% 8.0% 20.6% 7.4% 0.0% 0.6% -4.3% 399 -17.6K -50 0.00 110.91 N/A N/A 0 0 21 0 2014-07-08 $11.02 $0.00 42.7% 7.8% 20.1% 7.0% 0.0% 0.5% -4.3% 419 -17.0K -50 0.00 111.02 N/A N/A 0 0 21 0 2014-07-09 $11.00 $0.00 38.0% 7.0% 19.8% 5.3% 0.0% -0.3% 1.3% 402 -16.8K -53 0.00 60.33 N/A N/A 0 0 21 0 2014-07-10 $10.72 $0.00 25.3% 7.3% 20.4% 5.9% 0.0% 5.0% 1.3% 421 -15.4K -54 0.00 112.99 N/A N/A 0 0 21 0 2014-07-11 $10.81 $0.00 25.9% 7.4% 20.5% 6.2% 0.0% -0.4% -4.4% 421 -15.6K -54 0.00 113.40 N/A N/A 0 0 21 0 2014-07-14 $10.80 $0.00 27.2% 7.8% 20.2% 7.0% 0.0% -1.9% 0.1% 418 -15.8K -53 0.00 113.40 N/A N/A 0 0 21 0 2014-07-15 $10.71 $0.00 26.2% 7.5% 20.6% 6.4% 0.0% 9.8% 2.5% 435 -15.2K -53 0.00 111.74 N/A N/A 0 0 21 0 2014-07-16 $10.56 $0.00 27.8% 8.0% 21.1% 7.3% 0.0% -1.2% -0.3% 449 -14.8K -53 0.00 116.34 N/A N/A 0 0 21 0 2014-07-17 $10.29 $0.00 26.6% 7.6% 22.8% 6.7% 0.0% 5.4% 0.2% 474 -13.0K -55 0.00 53.78 N/A N/A 0 0 21 0 2014-07-18 $10.45 $0.00 23.8% 6.8% 23.3% 5.0% 0.0% 14.0% 5.2% 470 -13.6K -54 0.00 113.84 N/A N/A 0 0 21 0 2014-07-21 $10.36 $0.00 24.5% 7.7% 22.7% 5.4% 0.0% 4.6% 1.3% 472 -13.2K -54 0.00 58.46 N/A N/A 0 0 21 0 2014-07-22 $10.38 $0.00 23.6% 7.8% 22.7% 4.9% 0.0% 4.7% 0.7% 472 -13.4K -54 0.00 88.28 N/A N/A 0 0 21 0 2014-07-23 $10.35 $0.00 24.3% 7.8% 22.6% 5.3% 0.0% 4.7% 2.9% 478 -13.3K -54 0.00 93.85 N/A N/A 0 0 21 0 2014-07-24 $10.28 $0.00 25.3% 7.7% 22.6% 5.9% 0.0% 4.2% 1.8% 474 -13.0K -53 0.00 93.16 N/A N/A 0 0 21 0 2014-07-25 $10.31 $0.00 25.7% 7.8% 22.2% 6.1% 0.0% 17.1% 2.5% 485 -12.9K -53 0.00 93.45 N/A N/A 0 0 21 0 2014-07-28 $10.35 $0.00 24.6% 7.7% 20.1% 5.4% 0.0% 16.2% 5.2% 505 -13.2K -53 0.00 93.10 N/A N/A 0 0 21 0 2014-07-29 $10.40 $0.00 27.8% 7.9% 19.5% 7.4% 0.0% 14.2% 0.7% 490 -13.5K -52 0.00 92.67 N/A N/A 0 0 21 0 2014-07-30 $10.45 $0.00 29.6% 7.9% 17.3% 8.4% 0.0% 13.8% 0.3% 476 -13.8K -52 0.00 93.00 N/A N/A 0 0 21 0 2014-07-31 $10.22 $0.00 27.7% 7.8% 18.5% 7.3% 0.0% 0.0% -2.1% 508 -12.5K -52 0.00 93.78 N/A N/A 0 0 21 0
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