BFIN Options History — October 2014

In October 2014, BFIN traded between $10.31 and $11.94. ATM implied volatility averaged 38.5%, placing in the 8.4% IV rank vs the trailing year. The 30-day expected move averaged 7.0%. IV traded above realized volatility by 15.4% (HV 20d: 23.2%). Max pain ranged from $12.50 to $12.50. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 3 of 23 days. Put/call ratio averaged 0.00.

Notable Days

2014-10-08: Highest Volume — 72 contracts
2014-10-16: Largest IV drop — 60.6% change
2014-10-28: Highest IV Rank — 11.2%
2014-10-10: Largest Expected Move — 8.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$11.00	$10.31	$11.94	$10.31	$11.94
Max Pain	$12.50	$12.50	$12.50	$12.50	$12.50
ATM IV	38.5%	25.2%	85.0%	27.7%	25.2%
Expected Move	7.0%	5.7%	8.3%	7.9%	6.7%
HV 20d	23.2%	19.4%	26.4%	20.1%	26.4%
HV 60d	21.3%	19.7%	22.8%	20.0%	22.7%
IV Rank	8.4%	3.7%	11.2%	7.3%	6.0%
IV Percentile	45.0%	3.6%	65.1%	37.3%	25.8%
Term Structure	-3.8%	-8.0%	7.3%	-0.6%	-4.7%
VWIV	20.3%	13.4%	26.1%	15.8%	26.1%
Skew 25d	3.4%	-6.2%	12.6%	5.5%	4.6%
Skew 10d	11.1%	-1.6%	33.9%	9.8%	0.5%
Call IV 25d	24.2%	19.9%	27.9%	24.4%	24.8%
Put IV 25d	27.6%	20.4%	36.3%	29.9%	29.4%
Bid-Ask Spread %	111.12	80.74	128.55	95.82	115.26
Gamma HHI	0.61	0.51	0.88	0.51	0.88
Net GEX	1.9K	1.5K	2.3K	1.5K	2.1K
Net DEX	-35.1K	-56.5K	-23.6K	-23.6K	-56.5K
Net VEX	-163	-193	-147	-148	-193
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	17.696	0	72	0	7
Total OI	84.957	82	87	82	86

Daily Data (23 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	Spread %	Call Wall	Put Wall	Call Vol	Call OI
2014-10-01	$10.31	$12.50	27.7%	7.9%	20.1%	7.3%	0.0%	5.5%	-0.6%	1.5K	-23.6K	-148	95.82	N/A	N/A	0	82
2014-10-02	$10.46	$12.50	27.2%	7.8%	20.7%	7.0%	0.0%	4.8%	-7.1%	1.6K	-25.6K	-147	95.52	N/A	N/A	0	82
2014-10-03	$10.60	$12.50	31.3%	8.0%	21.0%	9.4%	0.0%	7.0%	-8.0%	1.6K	-28.3K	-157	96.36	N/A	N/A	0	82
2014-10-06	$10.60	$12.50	31.2%	7.9%	21.0%	6.3%	0.0%	0.0%	3.7%	1.7K	-27.9K	-157	80.74	N/A	N/A	0	82
2014-10-07	$10.60	$12.50	34.6%	8.1%	20.2%	3.7%	0.0%	12.6%	7.3%	1.6K	-28.1K	-155	96.70	N/A	N/A	0	82
2014-10-08	$10.88	$12.50	41.4%	8.2%	22.1%	5.4%	15.8%	8.2%	-1.7%	1.7K	-32.4K	-169	97.83	N/A	N/A	72	82
2014-10-09	$10.65	$12.50	37.2%	7.9%	22.8%	3.7%	17.6%	7.8%	3.1%	1.7K	-29.3K	-153	95.35	N/A	N/A	72	82
2014-10-10	$10.85	$12.50	46.7%	8.3%	21.6%	5.9%	16.9%	6.8%	-2.3%	1.7K	-32.4K	-170	98.12	N/A	N/A	72	82
2014-10-13	$10.85	$12.50	68.3%	8.2%	19.4%	8.8%	18.1%	0.5%	-7.4%	1.7K	-32.9K	-155	109.47	N/A	N/A	17	82
2014-10-14	$11.25	$12.50	85.0%	5.8%	22.4%	10.5%	18.2%	3.6%	-5.5%	1.9K	-42.4K	-187	120.17	N/A	N/A	17	87
2014-10-15	$11.06	$12.50	79.9%	7.1%	23.6%	8.4%	24.2%	-6.2%	-0.9%	1.9K	-34.9K	-164	88.07	N/A	N/A	17	87
2014-10-16	$11.19	$12.50	31.4%	6.5%	23.7%	9.9%	0.0%	6.6%	-5.4%	2.1K	-38.0K	-174	116.55	N/A	N/A	0	87
2014-10-17	$11.01	$12.50	29.3%	6.4%	24.6%	8.6%	0.0%	-1.7%	-6.1%	1.9K	-36.9K	-174	117.47	N/A	N/A	0	87
2014-10-20	$11.08	$12.50	31.1%	6.5%	24.1%	9.7%	23.4%	1.1%	-5.6%	2.0K	-35.7K	-161	125.84	N/A	N/A	17	87
2014-10-21	$11.16	$12.50	33.0%	6.5%	24.1%	10.8%	13.4%	0.8%	-4.6%	2.1K	-34.8K	-161	127.39	N/A	N/A	17	87
2014-10-22	$10.95	$12.50	33.4%	6.6%	25.2%	11.1%	22.6%	-1.6%	-7.4%	2.0K	-32.5K	-149	126.32	N/A	N/A	17	87
2014-10-23	$10.95	$12.50	31.6%	6.3%	23.9%	10.0%	22.7%	0.0%	-3.8%	2.0K	-31.6K	-149	124.21	N/A	N/A	17	87
2014-10-24	$10.95	$12.50	32.2%	6.5%	23.9%	10.3%	23.7%	-0.7%	-6.7%	2.0K	-33.1K	-148	127.08	N/A	N/A	17	87
2014-10-27	$11.03	$12.50	33.0%	6.5%	23.9%	10.8%	22.4%	0.5%	-4.9%	2.0K	-34.2K	-156	125.34	N/A	N/A	17	87
2014-10-28	$11.40	$12.50	33.6%	5.7%	25.9%	11.2%	18.0%	4.9%	-6.4%	2.2K	-41.1K	-163	123.91	N/A	N/A	17	87
2014-10-29	$11.49	$12.50	31.5%	6.0%	25.6%	9.9%	20.2%	0.0%	-6.5%	2.2K	-44.0K	-172	123.59	N/A	N/A	7	87
2014-10-30	$11.79	$12.50	30.7%	6.0%	26.4%	9.4%	20.6%	0.0%	-4.8%	2.3K	-50.1K	-187	128.55	N/A	N/A	7	86
2014-10-31	$11.94	$12.50	25.2%	6.7%	26.4%	6.0%	26.1%	4.6%	-4.7%	2.1K	-56.5K	-193	115.26	N/A	N/A	7	86