BFIN Options History — June 2015

In June 2015, BFIN traded between $11.66 and $12.00. ATM implied volatility averaged 162.4%, placing in the 87.0% IV rank vs the trailing year. The 30-day expected move averaged 49.6%. IV traded above realized volatility by 148.1% (HV 20d: 14.4%). Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 0 of 22 days. Put/call ratio averaged 0.00.

Notable Days

  • 2015-06-01: Highest Volume — 3 contracts
  • 2015-06-24: Largest IV drop — 30.2% change
  • 2015-06-23: Highest IV Rank — 98.1%
  • 2015-06-23: Largest Expected Move — 55.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$11.82$11.66$12.00$11.88$11.80
ATM IV162.4%134.3%192.6%151.6%143.1%
Expected Move49.6%45.1%55.2%45.1%55.2%
HV 20d14.4%13.4%15.7%13.7%14.8%
HV 60d16.4%14.5%18.3%18.3%14.6%
IV Rank87.0%78.2%98.1%78.2%98.1%
IV Percentile97.2%95.9%99.6%96.3%99.6%
Term Structure-89.2%-155.3%-43.0%-155.3%-49.7%
Skew 25d11.8%-6.5%26.8%22.3%8.4%
Skew 10d40.1%-0.8%72.9%19.4%53.9%
Call IV 25d117.7%46.4%186.7%69.9%186.7%
Put IV 25d129.5%73.1%195.1%92.2%195.1%
Bid-Ask Spread %172.88168.91179.32175.77176.69
Gamma HHI1.001.001.001.001.00
Net GEX2923413024
Net DEX-1.1K-1.8K-151-560-1.6K
Net VEX-8-10-2-6-9
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume2.8640333
Total OI33333

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2015-06-01$11.88$0.00151.6%0.0%13.7%0.0%0.0%22.3%0.0%30-560-60.00175.77N/AN/A3030
2015-06-02$11.82$0.00153.7%0.0%13.7%0.0%0.0%15.4%0.0%27-1.5K-100.00179.32N/AN/A0030
2015-06-03$11.88$0.00155.0%0.0%13.9%0.0%0.0%13.2%0.0%30-1.1K-90.00175.06N/AN/A3030
2015-06-04$11.80$0.00157.4%45.1%13.4%78.2%0.0%-2.3%-155.3%30-717-70.00175.66N/AN/A3030
2015-06-05$11.90$0.00158.5%45.5%14.0%78.8%0.0%26.8%-135.7%24-151-20.00169.62N/AN/A3030
2015-06-08$11.88$0.00164.7%47.2%14.0%82.3%0.0%13.8%-106.1%32-1.0K-90.00170.04N/AN/A3030
2015-06-09$11.84$0.00167.1%47.9%13.9%83.7%0.0%13.6%-107.1%31-1.0K-90.00171.16N/AN/A3030
2015-06-10$11.88$0.00169.1%48.5%14.1%84.8%0.0%24.4%-124.9%41-566-60.00175.29N/AN/A3030
2015-06-11$11.82$0.00171.9%49.3%14.1%86.4%0.0%-6.5%-138.4%30-1.1K-90.00172.21N/AN/A3030
2015-06-12$11.73$0.00175.0%50.2%14.2%88.2%0.0%-4.3%-142.3%34-961-90.00171.62N/AN/A3030
2015-06-15$11.91$0.00181.6%52.1%15.2%91.9%0.0%15.1%-81.2%24-1.8K-100.00170.13N/AN/A3030
2015-06-16$11.75$0.00170.3%48.8%15.1%85.5%0.0%17.3%-51.8%24-1.6K-100.00175.66N/AN/A3030
2015-06-17$11.68$0.00172.3%49.4%15.0%86.6%0.0%15.0%-60.3%24-1.8K-100.00170.90N/AN/A3030
2015-06-18$11.68$0.00175.2%50.2%14.7%88.3%0.0%12.8%-125.7%30-925-80.00169.11N/AN/A3030
2015-06-19$11.66$0.00178.0%51.0%14.7%89.9%0.0%17.7%-60.3%23-1.6K-100.00174.95N/AN/A3030
2015-06-22$11.66$0.00188.2%54.0%14.6%95.7%0.0%4.1%-43.1%28-497-50.00169.93N/AN/A3030
2015-06-23$11.68$0.00192.6%55.2%14.5%98.1%0.0%4.7%-45.5%28-459-50.00169.93N/AN/A3030
2015-06-24$12.00$0.00134.3%0.0%15.7%0.0%0.0%13.2%-43.0%26-1.4K-100.00174.95N/AN/A3030
2015-06-25$12.00$0.00135.5%0.0%14.1%0.0%0.0%13.4%-46.0%33-795-70.00176.26N/AN/A3030
2015-06-26$11.97$0.00136.9%0.0%14.0%0.0%0.0%12.7%-49.7%37-819-70.00170.12N/AN/A3030
2015-06-29$11.80$0.00141.7%0.0%14.9%0.0%0.0%8.3%0.0%24-1.8K-100.00168.91N/AN/A3030
2015-06-30$11.80$0.00143.1%0.0%14.8%0.0%0.0%8.4%0.0%24-1.6K-90.00176.69N/AN/A3030