BFIN Options History — March 2015 In March 2015, BFIN traded between $11.95 and $13.04. ATM implied volatility averaged 33.6%, placing in the 11.0% IV rank vs the trailing year. The 30-day expected move averaged 9.5%. IV traded above realized volatility by 15.8% (HV 20d: 17.8%). Max pain ranged from $12.50 to $12.50. Net GEX was positive for 14 of 22 trading days. Term structure was in contango for 13 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2015-03-02 : Highest Volume — 20 contracts2015-03-30 : Largest IV spike — 132.7% change2015-03-31 : Highest IV Rank — 33.0%2015-03-31 : Largest Expected Move — 19.7%Monthly Statistics Metric Avg Min Max Open Close Price $12.53 $11.95 $13.04 $11.98 $13.04 Max Pain $12.50 $12.50 $12.50 $12.50 $12.50 ATM IV 33.6% 22.9% 68.8% 24.7% 68.8% Expected Move 9.5% 6.6% 19.7% 7.1% 19.7% HV 20d 17.8% 10.5% 24.0% 24.0% 21.0% HV 60d 24.1% 23.0% 24.9% 24.6% 24.6% IV Rank 11.0% 4.6% 33.0% 5.7% 33.0% IV Percentile 53.0% 15.5% 99.2% 35.3% 99.2% Term Structure -1.2% -20.6% 20.4% 0.1% -20.0% VWIV 24.4% 23.9% 25.2% 23.9% 24.0% Skew 25d 6.8% 4.1% 10.3% 6.8% 7.2% Skew 10d 6.8% 2.9% 9.0% 6.8% 8.3% Call IV 25d 53.0% 51.0% 54.5% 51.0% 53.1% Put IV 25d 59.8% 57.8% 63.9% 57.8% 60.3% Bid-Ask Spread % 132.13 113.49 155.88 113.49 149.54 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 6.0K 0 18.8K 5.6K 0 Net DEX -34.6K -108.3K 0 -23.7K 0 Net VEX -36 -71 0 -70 0 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 5.455 0 20 20 0 Total OI 57.955 0 85 85 0
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 2015-03-02 $11.98 $12.50 24.7% 7.1% 24.0% 5.7% 23.9% 0.0% 0.1% 5.6K -23.7K -70 0.00 113.49 N/A N/A 20 0 85 0 2015-03-03 $11.95 $12.50 25.2% 7.2% 22.1% 6.0% 25.2% 0.0% -2.0% 5.4K -22.1K -63 0.00 115.56 N/A N/A 20 0 85 0 2015-03-04 $12.05 $12.50 24.0% 6.9% 21.8% 5.3% 24.0% 0.0% -1.8% 6.3K -25.1K -66 0.00 114.52 N/A N/A 20 0 85 0 2015-03-05 $12.09 $0.00 25.1% 6.7% 20.1% 4.8% 0.0% 0.0% 2.8% 6.6K -27.4K -69 0.00 120.26 N/A N/A 20 0 85 0 2015-03-06 $12.15 $0.00 26.3% 6.8% 19.8% 5.0% 0.0% 0.0% 1.9% 6.9K -31.2K -71 0.00 127.45 N/A N/A 20 0 85 0 2015-03-09 $12.38 $0.00 24.5% 7.4% 20.5% 6.5% 0.0% 0.0% 5.2% 9.7K -44.1K -71 0.00 120.06 N/A N/A 0 0 85 0 2015-03-10 $12.31 $0.00 27.1% 6.7% 15.3% 4.9% 0.0% 0.0% 3.5% 8.8K -39.3K -66 0.00 132.46 N/A N/A 0 0 85 0 2015-03-11 $12.35 $0.00 25.3% 7.2% 10.5% 6.1% 0.0% 0.0% 1.5% 9.5K -41.6K -64 0.00 119.42 N/A N/A 0 0 85 0 2015-03-12 $12.69 $0.00 22.9% 6.6% 13.2% 4.6% 0.0% 0.0% 6.0% 9.7K -70.1K -60 0.00 130.35 N/A N/A 0 0 85 0 2015-03-13 $12.63 $0.00 24.1% 6.9% 13.4% 5.3% 0.0% 0.0% 1.6% 9.9K -65.0K -57 0.00 129.35 N/A N/A 0 0 85 0 2015-03-16 $12.57 $0.00 25.3% 7.3% 13.6% 6.1% 0.0% 0.0% 1.1% 11.3K -60.6K -44 0.00 130.99 N/A N/A 0 0 85 0 2015-03-17 $12.70 $0.00 24.0% 6.9% 13.7% 5.3% 0.0% 0.0% 3.9% 11.4K -74.2K -35 0.00 123.64 N/A N/A 0 0 85 0 2015-03-18 $12.74 $0.00 25.8% 7.4% 13.0% 6.4% 0.0% 0.0% 2.3% 11.1K -78.6K -27 0.00 129.00 N/A N/A 0 0 85 0 2015-03-19 $12.48 $0.00 25.1% 7.2% 15.5% 6.0% 0.0% 0.0% -0.9% 18.8K -50.5K -22 0.00 129.90 N/A N/A 0 0 85 0 2015-03-20 $12.74 $0.00 43.0% 12.3% 16.8% 17.0% 0.0% 0.0% -12.0% 0 -108.3K 0 0.00 146.50 N/A N/A 20 0 85 0 2015-03-23 $12.83 $0.00 45.2% 13.0% 16.9% 18.4% 0.0% 0.0% -15.2% 0 0 0 0.00 144.59 N/A N/A 0 0 0 0 2015-03-24 $12.85 $0.00 23.5% 6.7% 16.6% 5.0% 0.0% 6.8% 20.4% 0 0 0 0.00 131.68 N/A N/A 0 0 0 0 2015-03-25 $12.50 $0.00 49.0% 14.1% 20.0% 20.8% 0.0% 4.1% -8.3% 0 0 0 0.00 147.15 N/A N/A 0 0 0 0 2015-03-26 $12.77 $0.00 62.7% 18.0% 21.1% 29.2% 0.0% 5.3% -14.7% 0 0 0 0.00 155.88 N/A N/A 0 0 0 0 2015-03-27 $12.84 $0.00 29.3% 8.4% 20.9% 8.6% 0.0% 7.0% 18.6% 0 0 0 0.00 140.71 N/A N/A 0 0 0 0 2015-03-30 $12.99 $0.00 68.3% 19.6% 21.1% 32.7% 0.0% 10.3% -20.6% 0 0 0 0.00 154.42 N/A N/A 0 0 0 0 2015-03-31 $13.04 $0.00 68.8% 19.7% 21.0% 33.0% 0.0% 7.2% -20.0% 0 0 0 0.00 149.54 N/A N/A 0 0 0 0
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