BFIN Options History — July 2015 In July 2015, BFIN traded between $11.80 and $12.15. ATM implied volatility averaged 158.8%, placing in the 80.1% IV rank vs the trailing year. The 30-day expected move averaged 46.1%. IV traded above realized volatility by 144.3% (HV 20d: 14.5%). Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 1 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2015-07-01 : Highest Volume — 3 contracts2015-07-31 : Largest IV drop — 81.3% change2015-07-28 : Highest IV Rank — 100.0%2015-07-29 : Largest Expected Move — 57.2%Monthly Statistics Metric Avg Min Max Open Close Price $11.98 $11.80 $12.15 $11.80 $12.01 ATM IV 158.8% 27.1% 199.4% 144.5% 27.1% Expected Move 46.1% 7.8% 57.2% 43.2% 7.8% HV 20d 14.5% 11.8% 16.5% 14.7% 13.1% HV 60d 14.5% 13.5% 15.2% 14.5% 13.8% IV Rank 80.1% 4.2% 100.0% 74.3% 4.2% IV Percentile 90.8% 41.2% 100.0% 90.8% 41.2% Term Structure -55.6% -152.0% 114.4% -37.3% -4.2% Skew 25d 19.2% -5.9% 61.2% 8.4% 15.3% Skew 10d 59.8% -15.3% 85.6% 79.0% 3.8% Call IV 25d 103.8% 25.4% 188.7% 188.5% 25.4% Put IV 25d 123.1% 40.7% 199.5% 197.0% 40.7% Bid-Ask Spread % 166.87 119.16 177.34 169.25 119.16 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 26 22 34 25 22 Net DEX -1.4K -1.9K -119 -1.8K -119 Net VEX -8 -10 -1 -10 -1 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 3 3 3 3 3 Total OI 3 3 3 3 3
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 2015-07-01 $11.80 $0.00 144.5% 0.0% 14.7% 0.0% 0.0% 8.4% 0.0% 25 -1.8K -10 0.00 169.25 N/A N/A 3 0 3 0 2015-07-02 $11.88 $0.00 145.4% 0.0% 14.7% 0.0% 0.0% 10.8% 0.0% 31 -977 -8 0.00 169.58 N/A N/A 3 0 3 0 2015-07-06 $12.05 $0.00 150.5% 43.2% 15.2% 74.3% 0.0% 14.5% -37.3% 26 -1.9K -10 0.00 170.64 N/A N/A 3 0 3 0 2015-07-07 $12.05 $0.00 152.2% 43.6% 15.2% 75.2% 0.0% -5.9% -88.5% 34 -1.0K -8 0.00 160.67 N/A N/A 3 0 3 0 2015-07-08 $11.90 $0.00 154.9% 44.4% 15.9% 76.8% 0.0% 15.9% -36.1% 24 -1.8K -10 0.00 172.78 N/A N/A 3 0 3 0 2015-07-09 $11.97 $0.00 156.2% 44.8% 15.9% 77.5% 0.0% 28.8% -152.0% 27 -369 -4 0.00 170.94 N/A N/A 3 0 3 0 2015-07-10 $12.14 $0.00 156.9% 45.0% 16.5% 77.9% 0.0% 15.8% -148.9% 26 -1.8K -10 0.00 170.42 N/A N/A 3 0 3 0 2015-07-13 $12.07 $0.00 163.3% 46.8% 16.4% 81.6% 0.0% 61.2% -118.7% 28 -378 -4 0.00 166.43 N/A N/A 3 0 3 0 2015-07-14 $12.15 $0.00 164.9% 47.3% 15.7% 82.5% 0.0% 50.6% -147.0% 31 -473 -5 0.00 170.94 N/A N/A 3 0 3 0 2015-07-15 $12.03 $0.00 168.0% 48.2% 15.3% 84.2% 0.0% 16.3% -46.0% 25 -1.8K -10 0.00 173.82 N/A N/A 3 0 3 0 2015-07-16 $12.02 $0.00 170.4% 48.8% 15.1% 85.6% 0.0% 16.5% -44.8% 25 -1.8K -10 0.00 177.34 N/A N/A 3 0 3 0 2015-07-17 $12.04 $0.00 172.6% 49.5% 15.1% 86.8% 0.0% 16.4% -46.2% 25 -1.8K -9 0.00 171.49 N/A N/A 3 0 3 0 2015-07-20 $12.00 $0.00 180.9% 51.9% 15.2% 91.5% 0.0% 16.7% -51.5% 25 -1.8K -9 0.00 171.07 N/A N/A 3 0 3 0 2015-07-21 $11.97 $0.00 184.0% 52.7% 15.2% 93.3% 0.0% 14.2% -53.6% 34 -1.2K -9 0.00 166.05 N/A N/A 3 0 3 0 2015-07-22 $11.95 $0.00 187.2% 53.7% 15.2% 95.1% 0.0% 19.1% -55.8% 23 -1.7K -9 0.00 155.86 N/A N/A 3 0 3 0 2015-07-23 $11.91 $0.00 178.3% 51.1% 11.8% 90.0% 0.0% 17.0% -22.7% 25 -1.8K -9 0.00 169.28 N/A N/A 3 0 3 0 2015-07-24 $11.80 $0.00 179.9% 51.6% 12.2% 91.0% 0.0% 17.5% -25.8% 24 -1.8K -9 0.00 170.83 N/A N/A 3 0 3 0 2015-07-27 $11.90 $0.00 114.0% 32.7% 12.7% 53.6% 0.0% 17.7% 114.4% 24 -1.8K -9 0.00 169.30 N/A N/A 3 0 3 0 2015-07-28 $12.00 $0.00 197.3% 56.6% 11.9% 100.0% 0.0% 19.3% 0.0% 23 -1.7K -9 0.00 165.58 N/A N/A 3 0 3 0 2015-07-29 $11.86 $0.00 199.4% 57.2% 12.7% 100.0% 0.0% 19.6% 0.0% 24 -1.6K -9 0.00 173.85 N/A N/A 3 0 3 0 2015-07-30 $12.00 $0.00 144.8% 0.0% 13.3% 0.0% 0.0% 17.1% -36.7% 25 -1.8K -9 0.00 165.80 N/A N/A 3 0 3 0 2015-07-31 $12.01 $0.00 27.1% 7.8% 13.1% 4.2% 0.0% 15.3% -4.2% 22 -119 -1 0.00 119.16 N/A N/A 3 0 3 0
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