BFIN Options History — May 2015

Name: BFIN Options Analytics - May 2015
Creator: Options Analysis Suite

In May 2015, BFIN traded between $11.87 and $12.56. ATM implied volatility averaged 131.8%, placing in the 82.1% IV rank vs the trailing year. The 30-day expected move averaged 43.5%. IV traded above realized volatility by 117.2% (HV 20d: 14.7%). Net GEX was positive for 12 of 20 trading days. Term structure was in contango for 1 of 20 days. Put/call ratio averaged 0.16.

Notable Days

2015-05-05: Highest Volume — 4 contracts
2015-05-11: Largest IV spike — 763.8% change
2015-05-18: Highest IV Rank — 100.0%
2015-05-26: Largest Expected Move — 56.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$12.27	$11.87	$12.56	$12.53	$11.87
ATM IV	131.8%	16.2%	195.8%	33.1%	147.0%
Expected Move	43.5%	9.5%	56.1%	9.5%	56.1%
HV 20d	14.7%	13.2%	15.6%	15.6%	15.2%
HV 60d	17.8%	16.8%	20.0%	20.0%	18.3%
IV Rank	82.1%	10.9%	100.0%	10.9%	100.0%
IV Percentile	98.8%	84.1%	100.0%	84.1%	100.0%
Term Structure	-67.2%	-172.6%	0.5%	0.5%	-37.3%
Skew 25d	14.2%	6.7%	46.3%	14.3%	14.3%
Skew 10d	38.5%	11.4%	67.5%	11.8%	67.5%
Call IV 25d	106.0%	37.3%	187.6%	37.3%	91.1%
Put IV 25d	120.2%	51.6%	199.9%	51.6%	105.4%
Bid-Ask Spread %	178.26	130.80	188.02	130.80	180.72
Gamma HHI	0.88	0.60	1.00	1.00	1.00
Net GEX	-33	-206	52	49	25
Net DEX	-599	-1.8K	843	-508	-1.8K
Net VEX	-8	-13	-2	-7	-10
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.16	0.00	0.33	0.00	0.00
Total Volume	2.65	0	4	3	3
Total OI	3.45	3	4	3	3

Daily Data (20 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
2015-05-01	$12.53	$0.00	33.1%	9.5%	15.6%	10.9%	0.0%	14.3%	0.5%	49	-508	-7	0.00	130.80	N/A	N/A	3	0	3	0
2015-05-04	$12.52	$0.00	128.7%	36.9%	15.5%	70.0%	0.0%	9.1%	-53.1%	33	-1.5K	-11	0.00	183.58	N/A	N/A	0	1	3	0
2015-05-05	$12.45	$0.00	64.0%	37.4%	15.4%	71.1%	0.0%	9.1%	-53.4%	-86	-1.1K	-12	0.33	181.60	N/A	N/A	3	1	3	1
2015-05-06	$12.56	$0.00	35.7%	38.2%	15.3%	72.9%	0.0%	9.7%	-57.1%	-92	-1.1K	-13	0.33	181.06	N/A	N/A	3	1	3	1
2015-05-07	$12.53	$0.00	42.3%	38.6%	15.2%	73.6%	0.0%	9.4%	-56.6%	-49	-1.1K	-12	0.33	181.38	N/A	N/A	3	1	3	1
2015-05-08	$12.49	$0.00	16.2%	38.7%	15.2%	73.8%	0.0%	9.3%	-58.2%	-112	-855	-12	0.00	183.93	N/A	N/A	0	0	3	1
2015-05-11	$12.42	$0.00	140.1%	40.2%	15.0%	77.0%	0.0%	10.2%	-64.0%	-162	-897	-12	0.00	181.85	N/A	N/A	0	0	3	1
2015-05-12	$12.38	$0.00	142.2%	40.8%	15.0%	78.3%	0.0%	9.3%	-64.7%	-183	-819	-12	0.33	182.13	N/A	N/A	3	1	3	1
2015-05-13	$12.37	$0.00	145.6%	41.7%	15.0%	80.4%	0.0%	6.7%	-125.3%	-202	584	-5	0.33	182.22	N/A	N/A	3	1	3	1
2015-05-14	$12.35	$0.00	169.7%	48.6%	14.6%	95.3%	0.0%	10.5%	-153.7%	-206	791	-4	0.33	180.37	N/A	N/A	3	1	3	1
2015-05-15	$12.21	$0.00	171.4%	49.1%	13.3%	96.4%	0.0%	17.9%	-128.4%	39	843	-5	0.33	179.26	N/A	N/A	3	1	3	1
2015-05-18	$12.34	$0.00	178.3%	51.1%	14.0%	100.0%	0.0%	21.6%	-48.9%	33	-1.5K	-11	0.00	179.03	N/A	N/A	0	0	3	0
2015-05-19	$12.25	$0.00	181.8%	52.1%	14.1%	100.0%	0.0%	46.3%	-172.6%	46	-871	-9	0.00	188.02	N/A	N/A	0	0	3	0
2015-05-20	$12.12	$0.00	185.8%	53.3%	14.0%	100.0%	0.0%	16.4%	-54.4%	52	-482	-6	0.00	178.53	N/A	N/A	3	0	3	0
2015-05-21	$12.07	$0.00	189.4%	54.3%	14.0%	100.0%	0.0%	15.2%	-56.9%	30	-455	-5	0.00	176.55	N/A	N/A	3	0	3	0
2015-05-22	$11.98	$0.00	182.4%	52.3%	13.7%	95.9%	0.0%	12.9%	-28.1%	31	-272	-4	0.00	177.03	N/A	N/A	3	0	3	0
2015-05-26	$11.90	$0.00	195.8%	56.1%	13.2%	100.0%	0.0%	11.2%	-32.6%	26	-165	-2	0.00	175.44	N/A	N/A	3	0	3	0
2015-05-27	$12.16	$0.00	142.3%	0.0%	14.6%	0.0%	0.0%	18.5%	-30.9%	31	-215	-2	0.00	177.31	N/A	N/A	3	0	3	0
2015-05-28	$11.93	$0.00	145.2%	0.0%	15.5%	0.0%	0.0%	12.3%	-37.3%	42	-595	-7	0.00	184.42	N/A	N/A	3	0	3	0
2015-05-29	$11.87	$0.00	147.0%	0.0%	15.2%	0.0%	0.0%	14.3%	0.0%	25	-1.8K	-10	0.00	180.72	N/A	N/A	3	0	3	0