BFIN Options History — November 2014 In November 2014, BFIN traded between $11.39 and $11.84. ATM implied volatility averaged 33.4%, placing in the 9.5% IV rank vs the trailing year. The 30-day expected move averaged 6.5%. IV traded above realized volatility by 10.1% (HV 20d: 23.3%). Max pain ranged from $12.50 to $12.50. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 2 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2014-11-13 : Highest Volume — 22 contracts2014-11-24 : Largest IV spike — 148.4% change2014-11-24 : Highest IV Rank — 35.0%2014-11-24 : Largest Expected Move — 12.1%Monthly Statistics Metric Avg Min Max Open Close Price $11.66 $11.39 $11.84 $11.59 $11.39 Max Pain $12.50 $12.50 $12.50 $12.50 $12.50 ATM IV 33.4% 24.0% 72.1% 32.0% 30.5% Expected Move 6.5% 5.4% 12.1% 5.7% 6.2% HV 20d 23.3% 17.6% 29.2% 29.2% 17.6% HV 60d 22.7% 21.9% 23.4% 23.4% 22.2% IV Rank 9.5% 5.3% 35.0% 10.2% 9.3% IV Percentile 46.9% 17.5% 94.4% 60.7% 59.5% Term Structure -6.0% -17.5% 2.8% -8.1% -7.3% VWIV 22.4% 18.5% 25.6% 22.3% 25.6% Skew 25d 7.5% 1.1% 18.1% 1.1% 6.0% Skew 10d 0.4% -3.3% 8.3% -3.3% 1.7% Call IV 25d 26.9% 19.8% 30.7% 27.8% 30.3% Put IV 25d 34.4% 28.9% 38.9% 28.9% 36.2% Bid-Ask Spread % 124.48 109.81 165.21 123.83 127.82 Gamma HHI 0.84 0.72 0.91 0.78 0.79 Net GEX 2.5K 1.9K 3.0K 2.2K 2.7K Net DEX -51.2K -64.8K -43.1K -43.1K -46.6K Net VEX -191 -241 -166 -166 -178 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 9.895 0 22 7 0 Total OI 96.316 82 106 86 106
Daily Data (19 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 2014-11-03 $11.59 $12.50 32.0% 5.7% 29.2% 10.2% 22.3% 1.1% -8.1% 2.2K -43.1K -166 0.00 123.83 N/A N/A 7 0 86 0 2014-11-04 $11.65 $12.50 34.8% 6.2% 29.2% 11.9% 21.9% 6.1% -7.4% 2.2K -44.8K -175 0.00 125.27 N/A N/A 7 0 86 0 2014-11-05 $11.70 $12.50 34.8% 6.2% 28.1% 12.0% 21.6% 0.0% -7.8% 2.2K -46.1K -173 0.00 127.62 N/A N/A 7 0 86 0 2014-11-06 $11.84 $12.50 30.2% 6.7% 26.6% 9.1% 23.5% 0.0% -8.0% 2.2K -51.3K -180 0.00 109.81 N/A N/A 7 0 86 0 2014-11-07 $11.83 $12.50 32.5% 6.5% 26.2% 5.8% 24.0% 7.2% -0.1% 2.3K -52.8K -185 0.00 121.40 N/A N/A 7 0 86 0 2014-11-10 $11.83 $12.50 36.4% 6.8% 26.2% 6.4% 25.1% 7.3% 0.1% 2.2K -53.2K -185 0.00 123.02 N/A N/A 7 0 86 0 2014-11-11 $11.81 $12.50 39.4% 6.6% 23.4% 5.5% 24.1% 7.2% -1.4% 2.1K -50.7K -166 0.00 121.78 N/A N/A 7 0 82 0 2014-11-12 $11.79 $12.50 41.1% 6.0% 22.3% 5.7% 21.5% 9.3% -3.0% 2.3K -48.0K -167 0.00 127.95 N/A N/A 7 0 86 0 2014-11-13 $11.70 $12.50 25.4% 5.6% 22.4% 6.2% 19.6% 4.1% -6.3% 2.7K -49.2K -175 0.00 111.23 N/A N/A 22 0 86 0 2014-11-14 $11.46 $12.50 27.2% 6.0% 22.9% 7.3% 0.0% 0.0% -6.2% 2.7K -46.1K -191 0.00 122.57 N/A N/A 0 0 106 0 2014-11-17 $11.45 $12.50 29.6% 6.3% 22.9% 8.7% 21.9% 6.3% -6.7% 2.8K -48.3K -201 0.00 127.20 N/A N/A 22 0 106 0 2014-11-18 $11.52 $12.50 29.5% 5.4% 22.9% 8.7% 18.5% 8.0% -9.5% 3.0K -47.2K -187 0.00 118.16 N/A N/A 22 0 106 0 2014-11-19 $11.56 $12.50 29.2% 6.2% 21.5% 8.5% 0.0% 0.0% -7.8% 2.8K -51.5K -211 0.00 123.34 N/A N/A 0 0 106 0 2014-11-20 $11.66 $12.50 24.0% 6.2% 21.6% 5.3% 21.5% 18.1% 2.8% 2.9K -54.6K -206 0.00 125.18 N/A N/A 22 0 106 0 2014-11-21 $11.72 $12.50 29.0% 6.3% 21.6% 8.4% 22.0% 8.1% -6.7% 3.0K -56.0K -207 0.00 126.52 N/A N/A 22 0 106 0 2014-11-24 $11.75 $12.50 72.1% 12.1% 21.5% 35.0% 0.0% 0.0% -17.5% 1.9K -64.8K -241 0.00 165.21 N/A N/A 0 0 106 0 2014-11-25 $11.75 $12.50 29.3% 7.0% 18.4% 8.5% 25.6% 8.2% -6.6% 2.8K -61.9K -218 0.00 122.81 N/A N/A 22 0 106 0 2014-11-26 $11.61 $12.50 27.8% 6.1% 18.9% 7.6% 0.0% 6.0% -6.1% 2.9K -56.3K -209 0.00 114.34 N/A N/A 0 0 106 0 2014-11-28 $11.39 $12.50 30.5% 6.2% 17.6% 9.3% 0.0% 0.0% -7.3% 2.7K -46.6K -178 0.00 127.82 N/A N/A 0 0 106 0
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