BFIN Options History — October 2015

In October 2015, BFIN traded between $12.36 and $12.70. ATM implied volatility averaged 28.3%, placing in the 2.6% IV rank vs the trailing year. The 30-day expected move averaged 6.9%. IV traded above realized volatility by 13.6% (HV 20d: 14.7%). 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

  • 2015-10-01: Highest Volume — 3 contracts
  • 2015-10-19: Largest IV spike — 120.4% change
  • 2015-10-19: Highest IV Rank — 19.5%
  • 2015-10-19: Largest Expected Move — 15.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$12.57$12.36$12.70$12.40$12.36
ATM IV28.3%21.3%54.7%25.9%24.0%
Expected Move6.9%5.7%15.7%7.4%6.9%
HV 20d14.7%12.2%15.8%12.2%15.0%
HV 60d14.1%13.4%14.6%13.5%14.6%
IV Rank2.6%0.2%19.5%3.5%2.5%
IV Percentile19.1%0.4%70.5%38.0%27.8%
Term Structure-3.5%-20.2%0.8%-7.0%-0.8%
Skew 25d4.0%-0.8%17.3%6.2%3.0%
Skew 10d7.9%0.8%30.6%7.7%3.6%
Call IV 25d30.4%24.9%52.1%38.5%26.2%
Put IV 25d34.4%27.7%55.4%44.7%29.1%
Bid-Ask Spread %124.54116.00152.44124.50125.36
Gamma HHI1.001.001.001.001.00
Net GEX2510614110
Net DEX-118-680-28-252-28
Net VEX-1-40-20
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
2015-10-01$12.40$0.0025.9%7.4%12.2%3.5%0.0%6.2%-7.0%41-252-20.00124.50N/AN/A3030
2015-10-02$12.40$0.0026.9%7.7%12.2%4.1%0.0%9.1%-3.2%24-108-10.00124.76N/AN/A3030
2015-10-05$12.70$0.0029.7%5.8%14.4%0.4%0.0%2.3%-0.5%34-146-20.00124.27N/AN/A0030
2015-10-06$12.67$0.0031.3%6.2%14.5%1.1%0.0%17.3%-1.6%26-100-10.00121.33N/AN/A3030
2015-10-07$12.69$0.0029.7%5.7%14.5%0.2%0.0%2.8%-0.8%30-118-10.00121.76N/AN/A3030
2015-10-08$12.65$0.0030.0%6.4%14.6%1.5%0.0%16.9%-3.4%23-84-10.00121.96N/AN/A3030
2015-10-09$12.60$0.0032.2%6.0%14.7%0.7%0.0%0.5%-2.1%28-112-10.00122.90N/AN/A3030
2015-10-12$12.70$0.0039.6%5.9%14.8%0.5%0.0%2.0%-1.2%28-107-10.00121.58N/AN/A3030
2015-10-13$12.60$0.0043.8%6.0%15.2%0.7%0.0%1.5%-0.3%29-117-10.00125.62N/AN/A3030
2015-10-14$12.48$0.0021.5%6.2%15.7%1.1%0.0%1.9%-2.4%20-72-10.00122.02N/AN/A3030
2015-10-15$12.68$0.0021.3%6.1%15.8%1.0%0.0%3.6%-0.3%24-90-10.00125.81N/AN/A3030
2015-10-16$12.64$0.0024.8%7.1%15.6%2.9%0.0%-0.8%-9.0%20-69-10.00116.00N/AN/A3030
2015-10-19$12.70$0.0054.7%15.7%14.3%19.5%0.0%3.2%-20.2%61-680-40.00152.44N/AN/A3030
2015-10-20$12.56$0.0024.5%7.0%14.8%2.8%0.0%3.1%0.8%36-174-20.00116.77N/AN/A3030
2015-10-21$12.43$0.0023.5%6.7%15.2%2.2%0.0%0.2%-5.6%16-51-10.00124.88N/AN/A3030
2015-10-22$12.56$0.0022.0%6.3%15.5%1.3%0.0%1.3%-3.2%18-58-10.00125.23N/AN/A3030
2015-10-23$12.62$0.0022.4%6.4%15.4%1.6%0.0%1.6%-3.1%18-59-10.00125.62N/AN/A3030
2015-10-26$12.56$0.0022.7%6.5%15.3%1.7%0.0%2.8%-3.7%14-4000.00125.06N/AN/A3030
2015-10-27$12.50$0.0023.9%6.9%15.3%2.4%0.0%4.2%-3.0%15-4500.00124.84N/AN/A3030
2015-10-28$12.57$0.0023.5%6.7%14.3%2.2%0.0%2.7%-3.9%14-4000.00125.87N/AN/A3030
2015-10-29$12.47$0.0024.7%7.1%14.6%2.8%0.0%2.5%-3.1%16-51-10.00121.33N/AN/A3030
2015-10-30$12.36$0.0024.0%6.9%15.0%2.5%0.0%3.0%-0.8%10-2800.00125.36N/AN/A3030