BFIN Options History — September 2014 In September 2014, BFIN traded between $10.29 and $10.94. ATM implied volatility averaged 28.3%, placing in the 6.3% IV rank vs the trailing year. The 30-day expected move averaged 7.9%. IV traded above realized volatility by 6.8% (HV 20d: 21.4%). Max pain ranged from $12.50 to $12.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 14 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2014-09-10 : Highest Volume — 60 contracts2014-09-11 : Largest IV drop — 38.1% change2014-09-02 : Highest IV Rank — 11.5%2014-09-02 : Largest Expected Move — 8.4%Monthly Statistics Metric Avg Min Max Open Close Price $10.58 $10.29 $10.94 $10.94 $10.38 Max Pain $12.50 $12.50 $12.50 $12.50 $12.50 ATM IV 28.3% 22.3% 39.2% 34.7% 29.3% Expected Move 7.9% 7.7% 8.4% 8.4% 7.8% HV 20d 21.4% 19.2% 23.1% 20.5% 20.2% HV 60d 20.5% 19.6% 21.2% 20.3% 20.1% IV Rank 6.3% 4.1% 11.5% 11.5% 8.2% IV Percentile 23.5% 5.2% 52.0% 52.0% 44.4% Term Structure 0.7% -10.6% 6.6% -10.6% -1.9% VWIV 16.3% 16.3% 16.3% 16.3% 16.3% Skew 25d 3.8% -11.2% 15.0% -1.5% 6.5% Skew 10d 11.6% -2.7% 34.8% -2.1% 11.1% Call IV 25d 27.3% 20.2% 47.5% 37.3% 24.1% Put IV 25d 31.2% 26.9% 38.0% 35.7% 30.6% Bid-Ask Spread % 93.47 79.11 96.55 87.65 96.55 Gamma HHI 0.68 0.52 1.00 1.00 0.52 Net GEX 1.2K 466 1.6K 466 1.5K Net DEX -23.0K -31.8K -15.4K -16.9K -24.7K Net VEX -121 -189 -40 -41 -151 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 2.905 0 60 0 0 Total OI 61.714 21 82 21 82
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 2014-09-02 $10.94 $0.00 34.7% 8.4% 20.5% 11.5% 0.0% -1.5% -10.6% 466 -16.9K -41 0.00 87.65 N/A N/A 0 0 21 0 2014-09-03 $10.82 $0.00 32.7% 7.9% 21.0% 10.3% 0.0% -6.5% -9.1% 511 -16.6K -40 0.00 90.94 N/A N/A 0 0 21 0 2014-09-04 $10.71 $0.00 32.0% 7.9% 20.5% 9.9% 0.0% -9.9% -9.4% 505 -15.8K -42 0.00 95.13 N/A N/A 0 0 21 0 2014-09-05 $10.81 $0.00 35.0% 8.1% 19.8% 5.5% 0.0% -8.1% 3.4% 492 -16.4K -42 0.00 91.97 N/A N/A 0 0 21 0 2014-09-08 $10.79 $0.00 35.5% 8.0% 19.2% 5.5% 0.0% 7.6% 3.2% 514 -16.2K -42 0.00 93.72 N/A N/A 0 0 21 0 2014-09-09 $10.61 $0.00 36.4% 7.9% 20.3% 4.7% 0.0% -11.2% 4.1% 527 -15.4K -42 0.00 95.22 N/A N/A 1 0 21 0 2014-09-10 $10.67 $0.00 39.2% 8.3% 20.2% 5.9% 16.3% 7.9% 3.4% 550 -15.6K -42 0.00 95.92 N/A N/A 60 0 22 0 2014-09-11 $10.83 $12.50 24.2% 8.2% 20.7% 5.2% 0.0% 9.4% 6.6% 1.6K -31.8K -189 0.00 90.46 N/A N/A 0 0 82 0 2014-09-12 $10.54 $12.50 26.6% 7.8% 22.8% 6.6% 0.0% 6.7% -3.1% 1.6K -28.6K -173 0.00 95.86 N/A N/A 0 0 82 0 2014-09-15 $10.29 $12.50 25.9% 7.9% 22.6% 6.2% 0.0% 4.9% -5.5% 1.5K -24.0K -159 0.00 95.88 N/A N/A 0 0 82 0 2014-09-16 $10.45 $12.50 23.8% 8.0% 22.8% 5.0% 0.0% 6.3% 4.1% 1.5K -26.3K -167 0.00 95.92 N/A N/A 0 0 82 0 2014-09-17 $10.46 $12.50 23.0% 7.9% 22.8% 4.5% 0.0% 0.0% 5.0% 1.5K -26.1K -168 0.00 94.34 N/A N/A 0 0 82 0 2014-09-18 $10.46 $12.50 22.3% 7.7% 22.5% 4.1% 0.0% 6.4% 3.0% 1.5K -26.3K -155 0.00 79.11 N/A N/A 0 0 82 0 2014-09-19 $10.55 $12.50 24.3% 7.8% 22.7% 5.3% 0.0% 13.7% 4.4% 1.6K -26.8K -164 0.00 95.07 N/A N/A 0 0 82 0 2014-09-22 $10.43 $12.50 24.1% 7.9% 23.1% 5.2% 0.0% 6.6% 4.1% 1.5K -25.7K -153 0.00 94.76 N/A N/A 0 0 82 0 2014-09-23 $10.50 $12.50 24.1% 7.7% 23.1% 5.1% 0.0% 15.0% 5.3% 1.5K -25.6K -152 0.00 95.99 N/A N/A 0 0 82 0 2014-09-24 $10.61 $12.50 27.2% 8.0% 20.8% 7.0% 0.0% 6.4% 2.4% 1.6K -28.8K -162 0.00 95.64 N/A N/A 0 0 82 0 2014-09-25 $10.40 $12.50 23.2% 7.9% 21.7% 4.6% 0.0% 4.3% -1.3% 1.6K -25.8K -152 0.00 94.71 N/A N/A 0 0 82 0 2014-09-26 $10.40 $12.50 25.0% 8.0% 21.5% 5.7% 0.0% 6.0% 3.3% 1.5K -24.8K -149 0.00 95.73 N/A N/A 0 0 82 0 2014-09-29 $10.45 $12.50 25.0% 7.8% 20.8% 5.7% 0.0% 6.1% 3.1% 1.5K -24.9K -147 0.00 92.38 N/A N/A 0 0 82 0 2014-09-30 $10.38 $12.50 29.3% 7.8% 20.2% 8.2% 0.0% 6.5% -1.9% 1.5K -24.7K -151 0.00 96.55 N/A N/A 0 0 82 0
« Aug 2014 | All History | Oct 2014 » Home BFIN History September 2014