BFIN Options History — August 2015

In August 2015, BFIN traded between $11.81 and $12.40. ATM implied volatility averaged 46.7%, placing in the 11.1% IV rank vs the trailing year. The 30-day expected move averaged 11.3%. IV traded above realized volatility by 34.7% (HV 20d: 12.0%). Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 0.00.

Notable Days

  • 2015-08-04: Highest Volume — 3 contracts
  • 2015-08-19: Largest IV spike — 704.1% change
  • 2015-08-19: Highest IV Rank — 92.5%
  • 2015-08-19: Largest Expected Move — 53.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$12.05$11.81$12.40$11.98$12.30
ATM IV46.7%22.2%185.9%151.3%22.4%
Expected Move11.3%6.3%53.3%8.2%6.4%
HV 20d12.0%8.8%16.4%12.1%16.4%
HV 60d13.7%12.8%14.5%13.8%14.5%
IV Rank11.1%1.4%92.5%5.1%1.6%
IV Percentile28.9%7.6%97.0%51.1%10.5%
Term Structure-10.1%-97.0%3.8%-7.2%-0.4%
Skew 25d10.1%0.5%25.3%12.3%7.5%
Skew 10d11.3%-0.9%81.9%3.1%4.7%
Call IV 25d35.4%21.4%118.5%31.3%25.4%
Put IV 25d45.5%23.5%138.5%43.6%33.0%
Bid-Ask Spread %130.60115.97184.72175.29129.04
Gamma HHI1.001.001.001.001.00
Net GEX3121452538
Net DEX-425-1.8K-109-1.6K-233
Net VEX-3-9-1-9-3
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume2.5710303
Total OI33333

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2015-08-03$11.98$0.00151.3%0.0%12.1%0.0%0.0%0.0%0.0%25-1.6K-90.00175.29N/AN/A0030
2015-08-04$12.00$0.0028.8%8.2%12.1%5.1%0.0%12.3%-7.2%21-109-10.00117.34N/AN/A3030
2015-08-05$12.00$0.0029.7%8.5%11.2%5.6%0.0%16.0%-6.8%35-252-30.00117.44N/AN/A3030
2015-08-06$12.04$0.0029.5%6.4%11.1%1.5%0.0%17.6%3.8%35-253-30.00122.53N/AN/A3030
2015-08-07$12.00$0.0032.0%6.4%9.9%1.6%0.0%0.9%2.5%31-204-20.00122.78N/AN/A3030
2015-08-10$12.00$0.0034.9%6.5%9.7%1.7%0.0%1.3%2.5%34-235-30.00123.58N/AN/A3030
2015-08-11$11.97$0.0031.3%6.3%9.4%1.4%0.0%22.0%3.3%40-305-30.00122.93N/AN/A0030
2015-08-12$12.00$0.0022.4%6.4%8.8%1.6%0.0%23.9%1.6%32-208-20.00122.13N/AN/A3030
2015-08-13$12.13$0.0022.2%6.4%9.6%1.5%0.0%25.3%2.1%45-361-40.00127.01N/AN/A3030
2015-08-14$12.28$0.00170.9%49.0%10.5%84.2%0.0%18.0%-80.1%26-1.8K-90.00175.57N/AN/A3030
2015-08-17$12.40$0.0022.8%6.5%10.8%1.8%0.0%2.1%-0.6%32-160-20.00124.62N/AN/A3030
2015-08-18$12.19$0.0023.1%6.6%12.6%2.0%0.0%0.5%1.8%40-281-30.00127.14N/AN/A3030
2015-08-19$12.11$0.00185.9%53.3%12.9%92.5%0.0%20.1%-97.0%26-1.7K-80.00184.72N/AN/A0030
2015-08-20$12.04$0.0023.5%6.7%13.0%2.2%0.0%0.7%1.3%32-203-20.00123.62N/AN/A3030
2015-08-21$12.07$0.0024.0%6.9%12.5%2.5%0.0%1.3%-2.0%27-150-20.00123.32N/AN/A3030
2015-08-24$11.81$0.0027.4%7.9%14.6%4.4%0.0%3.9%-5.7%31-252-30.00120.82N/AN/A3030
2015-08-25$11.82$0.0023.6%6.8%14.2%2.3%0.0%8.2%-5.2%24-136-20.00115.97N/AN/A3030
2015-08-26$11.94$0.0024.9%7.1%14.1%3.0%0.0%8.7%-5.0%28-177-20.00120.07N/AN/A3030
2015-08-27$12.03$0.0024.8%7.1%13.7%2.9%0.0%5.0%-4.2%27-145-20.00124.63N/AN/A3030
2015-08-28$11.99$0.0025.2%7.2%13.7%3.1%0.0%5.8%-6.2%27-169-20.00122.12N/AN/A3030
2015-08-31$12.30$0.0022.4%6.4%16.4%1.6%0.0%7.5%-0.4%38-233-30.00129.04N/AN/A3030