BFIN Options History — August 2014 In August 2014, BFIN traded between $10.11 and $10.81. ATM implied volatility averaged 30.3%, placing in the 6.2% IV rank vs the trailing year. The 30-day expected move averaged 7.9%. IV traded above realized volatility by 11.0% (HV 20d: 19.3%). Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 14 of 21 days.
Notable Days 2014-08-14 : Largest IV drop — 46.5% change2014-08-29 : Highest IV Rank — 9.7%2014-08-11 : Largest Expected Move — 8.1%Monthly Statistics Metric Avg Min Max Open Close Price $10.39 $10.11 $10.81 $10.21 $10.81 ATM IV 30.3% 21.9% 52.6% 27.1% 31.7% Expected Move 7.9% 7.6% 8.1% 7.7% 7.8% HV 20d 19.3% 16.8% 22.0% 18.3% 20.8% HV 60d 22.8% 20.6% 26.4% 26.4% 20.6% IV Rank 6.2% 3.9% 9.7% 6.9% 9.7% IV Percentile 19.9% 3.6% 46.0% 22.2% 46.0% Term Structure 1.0% -6.4% 7.7% -0.3% -6.4% Skew 25d 3.9% -7.7% 19.4% 19.4% 0.1% Skew 10d 16.5% 7.9% 40.6% 38.6% 7.9% Call IV 25d 29.0% 21.0% 35.8% 29.1% 34.9% Put IV 25d 33.0% 24.3% 48.6% 48.6% 35.0% Bid-Ask Spread % 93.15 79.13 107.40 93.28 107.40 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 519 492 551 507 540 Net DEX -13.6K -16.3K -12.0K -12.4K -16.3K Net VEX -48 -52 -42 -52 -42 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 21 21 21 21 21
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 2014-08-01 $10.21 $0.00 27.1% 7.7% 18.3% 6.9% 0.0% 19.4% -0.3% 507 -12.4K -52 0.00 93.28 N/A N/A 0 0 21 0 2014-08-04 $10.11 $0.00 29.1% 7.7% 17.7% 6.0% 0.0% 3.9% 1.3% 511 -12.0K -51 0.00 92.07 N/A N/A 0 0 21 0 2014-08-05 $10.22 $0.00 31.6% 7.8% 18.4% 7.0% 0.0% 4.1% -0.0% 508 -12.5K -51 0.00 93.28 N/A N/A 0 0 21 0 2014-08-06 $10.42 $0.00 33.1% 8.0% 20.1% 7.4% 0.0% 13.5% -0.0% 492 -13.5K -50 0.00 94.03 N/A N/A 0 0 21 0 2014-08-07 $10.27 $0.00 32.5% 7.8% 18.8% 6.6% 0.0% 0.0% 0.7% 510 -12.8K -51 0.00 93.23 N/A N/A 0 0 21 0 2014-08-08 $10.43 $0.00 36.9% 7.9% 19.5% 4.9% 0.0% 14.8% 7.7% 493 -13.5K -50 0.00 93.81 N/A N/A 0 0 21 0 2014-08-11 $10.39 $0.00 44.2% 8.1% 19.5% 6.0% 0.0% -1.2% 0.4% 500 -13.4K -50 0.00 93.90 N/A N/A 0 0 21 0 2014-08-12 $10.34 $0.00 37.8% 7.8% 19.3% 6.4% 0.0% 15.3% 1.0% 548 -12.9K -50 0.00 93.40 N/A N/A 0 0 21 0 2014-08-13 $10.42 $0.00 52.6% 7.8% 19.0% 4.4% 0.0% 7.3% 5.9% 508 -13.8K -49 0.00 94.90 N/A N/A 0 0 21 0 2014-08-14 $10.52 $0.00 28.1% 8.1% 16.8% 7.6% 0.0% -3.6% -4.4% 495 -14.4K -49 0.00 93.87 N/A N/A 0 0 21 0 2014-08-15 $10.25 $0.00 26.4% 7.8% 18.5% 6.5% 0.0% 2.5% 0.8% 528 -12.8K -49 0.00 94.37 N/A N/A 0 0 21 0 2014-08-18 $10.37 $0.00 22.7% 7.9% 18.8% 4.3% 0.0% 6.0% 6.6% 540 -13.1K -48 0.00 93.84 N/A N/A 0 0 21 0 2014-08-19 $10.36 $0.00 23.1% 7.8% 18.8% 4.6% 0.0% 6.4% 4.2% 527 -13.3K -48 0.00 94.97 N/A N/A 0 0 21 0 2014-08-20 $10.26 $0.00 26.3% 7.6% 19.1% 6.4% 0.0% 2.9% 0.8% 551 -12.8K -48 0.00 82.41 N/A N/A 0 0 21 0 2014-08-21 $10.29 $0.00 25.1% 8.0% 19.0% 5.7% 0.0% -1.9% 0.4% 530 -13.1K -48 0.00 93.11 N/A N/A 0 0 21 0 2014-08-22 $10.31 $0.00 23.4% 7.9% 18.9% 4.8% 0.0% -2.6% 4.5% 545 -13.0K -48 0.00 93.94 N/A N/A 0 0 21 0 2014-08-25 $10.38 $0.00 21.9% 7.8% 19.0% 3.9% 0.0% 6.4% 3.6% 526 -13.6K -47 0.00 79.13 N/A N/A 0 0 21 0 2014-08-26 $10.69 $0.00 28.4% 7.9% 21.7% 7.7% 0.0% -3.8% -1.4% 505 -15.5K -44 0.00 91.06 N/A N/A 0 0 21 0 2014-08-27 $10.58 $0.00 24.9% 8.0% 22.0% 5.6% 0.0% -3.3% 2.3% 517 -14.9K -45 0.00 94.72 N/A N/A 0 0 21 0 2014-08-28 $10.65 $0.00 28.7% 8.0% 20.4% 7.9% 0.0% -7.7% -6.4% 512 -15.3K -45 0.00 95.38 N/A N/A 0 0 21 0 2014-08-29 $10.81 $0.00 31.7% 7.8% 20.8% 9.7% 0.0% 0.1% -6.4% 540 -16.3K -42 0.00 107.40 N/A N/A 0 0 21 0
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