BFIN Options History — April 2015 In April 2015, BFIN traded between $12.62 and $13.48. ATM implied volatility averaged 63.9%, placing in the 26.6% IV rank vs the trailing year. The 30-day expected move averaged 16.8%. IV traded above realized volatility by 43.9% (HV 20d: 20.0%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2015-04-30 : Highest Volume — 3 contracts2015-04-02 : Largest IV spike — 149.8% change2015-04-29 : Highest IV Rank — 41.3%2015-04-29 : Largest Expected Move — 23.6%Monthly Statistics Metric Avg Min Max Open Close Price $12.92 $12.62 $13.48 $13.23 $12.81 ATM IV 63.9% 25.7% 106.4% 30.6% 81.9% Expected Move 16.8% 7.4% 23.6% 8.8% 23.5% HV 20d 20.0% 15.7% 23.2% 21.2% 15.9% HV 60d 21.8% 19.9% 24.5% 24.5% 19.9% IV Rank 26.6% 6.3% 41.3% 9.4% 41.1% IV Percentile 93.6% 47.6% 99.6% 84.1% 99.2% Term Structure -12.4% -31.0% 2.4% -3.0% -30.3% Skew 25d 5.3% -8.5% 25.1% 3.4% -8.5% Skew 10d 13.1% 7.2% 41.1% 12.7% 10.6% Call IV 25d 44.1% 25.4% 72.9% 25.4% 36.2% Put IV 25d 49.5% 27.8% 80.9% 28.8% 27.8% Bid-Ask Spread % 153.41 129.55 166.51 129.75 159.66 Net GEX 0 0 0 0 0 Net DEX 0 0 0 0 0 Net VEX 0 0 0 0 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 0.143 0 3 0 3 Total OI 0 0 0 0 0
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 2015-04-01 $13.23 $0.00 30.6% 8.8% 21.2% 9.4% 0.0% 3.4% -3.0% 0 0 0 0.00 129.75 N/A N/A 0 0 0 0 2015-04-02 $13.48 $0.00 76.5% 14.2% 21.8% 21.1% 0.0% 5.3% 1.0% 0 0 0 0.00 146.13 N/A N/A 0 0 0 0 2015-04-06 $13.37 $0.00 90.4% 14.6% 22.3% 22.0% 0.0% 5.1% -5.5% 0 0 0 0.00 145.10 N/A N/A 0 0 0 0 2015-04-07 $13.24 $0.00 106.4% 17.0% 22.3% 27.1% 0.0% 0.0% -11.5% 0 0 0 0.00 166.51 N/A N/A 0 0 0 0 2015-04-08 $13.05 $0.00 57.7% 16.5% 22.9% 26.1% 0.0% 0.0% -11.3% 0 0 0 0.00 162.71 N/A N/A 0 0 0 0 2015-04-09 $12.96 $0.00 57.2% 16.4% 23.2% 25.8% 0.0% 6.6% -10.3% 0 0 0 0.00 160.68 N/A N/A 0 0 0 0 2015-04-10 $12.92 $0.00 59.0% 16.9% 21.3% 26.9% 0.0% 0.0% -9.6% 0 0 0 0.00 160.12 N/A N/A 0 0 0 0 2015-04-13 $12.80 $0.00 61.2% 17.5% 21.6% 28.3% 0.0% 0.0% -13.5% 0 0 0 0.00 159.75 N/A N/A 0 0 0 0 2015-04-14 $12.82 $0.00 61.3% 17.6% 21.5% 28.3% 0.0% 8.0% -9.5% 0 0 0 0.00 157.91 N/A N/A 0 0 0 0 2015-04-15 $12.80 $0.00 62.3% 17.9% 21.2% 29.0% 0.0% 0.0% -10.8% 0 0 0 0.00 157.69 N/A N/A 0 0 0 0 2015-04-16 $12.89 $0.00 25.7% 7.4% 21.3% 6.3% 0.0% 0.0% -2.4% 0 0 0 0.00 129.55 N/A N/A 0 0 0 0 2015-04-17 $12.62 $0.00 34.1% 9.8% 21.4% 11.5% 0.0% 25.1% -1.5% 0 0 0 0.00 140.54 N/A N/A 0 0 0 0 2015-04-20 $12.62 $0.00 66.0% 18.9% 20.0% 31.2% 0.0% 0.0% -15.3% 0 0 0 0.00 161.35 N/A N/A 0 0 0 0 2015-04-21 $12.63 $0.00 69.3% 19.9% 19.8% 33.3% 0.0% 0.0% -20.9% 0 0 0 0.00 162.13 N/A N/A 0 0 0 0 2015-04-22 $12.73 $0.00 66.4% 19.0% 20.1% 31.5% 0.0% 4.2% -17.4% 0 0 0 0.00 155.48 N/A N/A 0 0 0 0 2015-04-23 $12.70 $0.00 29.2% 8.4% 17.4% 8.5% 0.0% 0.0% 2.4% 0 0 0 0.00 133.56 N/A N/A 0 0 0 0 2015-04-24 $12.78 $0.00 71.5% 20.5% 15.7% 34.6% 0.0% 5.1% -16.9% 0 0 0 0.00 153.91 N/A N/A 0 0 0 0 2015-04-27 $12.87 $0.00 77.9% 22.3% 15.8% 38.6% 0.0% 0.0% -24.6% 0 0 0 0.00 159.33 N/A N/A 0 0 0 0 2015-04-28 $13.07 $0.00 75.6% 21.7% 16.2% 37.2% 0.0% 1.9% -19.3% 0 0 0 0.00 157.80 N/A N/A 0 0 0 0 2015-04-29 $12.95 $0.00 82.3% 23.6% 16.5% 41.3% 0.0% 2.3% -31.0% 0 0 0 0.00 161.85 N/A N/A 0 0 0 0 2015-04-30 $12.81 $0.00 81.9% 23.5% 15.9% 41.1% 0.0% -8.5% -30.3% 0 0 0 0.00 159.66 N/A N/A 3 0 0 0
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