BFIN Options History — November 2015 In November 2015, BFIN traded between $12.42 and $13.04. ATM implied volatility averaged 26.3%, placing in the 2.9% IV rank vs the trailing year. The 30-day expected move averaged 7.1%. IV traded above realized volatility by 14.3% (HV 20d: 12.0%). Max pain ranged from $15.00 to $15.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 11 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2015-11-02 : Highest Volume — 3 contracts2015-11-30 : Largest IV spike — 97.5% change2015-11-30 : Highest IV Rank — 11.8%2015-11-30 : Largest Expected Move — 11.7%Monthly Statistics Metric Avg Min Max Open Close Price $12.69 $12.42 $13.04 $12.42 $12.85 Max Pain $15.00 $15.00 $15.00 $15.00 $15.00 ATM IV 26.3% 20.6% 40.7% 26.0% 40.7% Expected Move 7.1% 5.9% 11.7% 7.4% 11.7% HV 20d 12.0% 11.0% 13.2% 12.2% 12.4% HV 60d 13.9% 12.5% 14.7% 14.6% 12.9% IV Rank 2.9% 0.5% 11.8% 3.6% 11.8% IV Percentile 28.8% 2.5% 67.5% 45.6% 67.5% Term Structure 1.3% -25.4% 12.0% -5.2% -25.4% VWIV 33.9% 24.9% 38.6% 32.8% 24.9% Skew 25d 5.4% -7.6% 22.0% 3.4% 0.9% Skew 10d 14.3% 4.4% 35.3% 4.4% 12.2% Call IV 25d 30.4% 23.3% 43.3% 25.7% 43.3% Put IV 25d 35.7% 23.9% 56.9% 29.1% 44.1% Bid-Ask Spread % 120.75 103.58 128.32 124.68 127.66 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 15 4 47 6 42 Net DEX -49 -228 -9 -16 -181 Net VEX -0 -1 0 0 -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 2.053 0 3 3 0 Total OI 3 3 3 3 3
Daily Data (19 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 2015-11-02 $12.42 $0.00 26.0% 7.4% 12.2% 3.6% 0.0% 3.4% -5.2% 6 -16 0 0.00 124.68 N/A N/A 3 0 3 0 2015-11-03 $12.49 $0.00 24.4% 7.0% 12.4% 2.7% 0.0% 5.9% -0.9% 14 -44 0 0.00 123.80 N/A N/A 3 0 3 0 2015-11-04 $12.48 $0.00 26.4% 7.6% 12.4% 3.8% 0.0% 7.1% -5.7% 9 -24 0 0.00 124.68 N/A N/A 3 0 3 0 2015-11-05 $12.48 $15.00 26.0% 5.9% 12.3% 0.5% 32.8% 2.6% 6.0% 7 -18 0 0.00 125.41 N/A N/A 3 0 3 0 2015-11-06 $12.65 $15.00 27.8% 5.9% 13.2% 0.5% 0.0% 1.4% 5.9% 13 -33 0 0.00 124.27 N/A N/A 0 0 3 0 2015-11-09 $12.63 $15.00 30.0% 6.3% 12.9% 1.4% 0.0% 2.2% 5.3% 14 -38 0 0.00 123.94 N/A N/A 0 0 3 0 2015-11-10 $12.68 $15.00 31.3% 5.9% 12.7% 0.6% 32.7% 3.8% 6.9% 11 -27 0 0.00 123.92 N/A N/A 3 0 3 0 2015-11-12 $12.64 $15.00 22.0% 6.3% 12.2% 1.4% 34.4% 16.9% 12.0% 9 -21 0 0.00 123.07 N/A N/A 3 0 3 0 2015-11-13 $12.52 $15.00 21.6% 6.2% 11.3% 1.2% 35.6% 3.0% 4.7% 7 -15 0 0.00 125.50 N/A N/A 3 0 3 0 2015-11-16 $12.46 $15.00 22.0% 6.3% 11.4% 1.4% 0.0% 5.1% 6.5% 4 -9 0 0.00 128.32 N/A N/A 0 0 3 0 2015-11-17 $12.48 $15.00 30.9% 8.9% 11.2% 6.3% 38.6% 22.0% 6.9% 21 -78 -1 0.00 108.83 N/A N/A 3 0 3 0 2015-11-18 $12.58 $15.00 25.1% 7.2% 11.0% 3.1% 35.6% 19.3% 5.2% 11 -28 0 0.00 114.69 N/A N/A 3 0 3 0 2015-11-19 $12.83 $15.00 28.2% 8.1% 12.3% 4.8% 33.5% 9.8% 8.7% 47 -228 -1 0.00 115.23 N/A N/A 3 0 3 0 2015-11-20 $12.87 $15.00 25.2% 7.2% 11.8% 3.1% 35.0% 9.6% 3.6% 14 -36 0 0.00 118.13 N/A N/A 3 0 3 0 2015-11-23 $12.94 $15.00 23.5% 6.8% 11.9% 2.2% 0.0% 1.0% -3.2% 15 -35 0 0.00 119.90 N/A N/A 0 0 3 0 2015-11-24 $13.01 $15.00 23.6% 6.8% 11.7% 2.3% 0.0% -7.2% -3.4% 17 -40 0 0.00 120.25 N/A N/A 0 0 3 0 2015-11-25 $13.01 $15.00 25.2% 7.2% 11.5% 3.1% 35.5% -7.6% -2.2% 21 -51 0 0.00 118.29 N/A N/A 3 0 3 0 2015-11-27 $13.04 $15.00 20.6% 5.9% 11.4% 0.6% 24.9% 3.4% -0.4% 6 -10 0 0.00 103.58 N/A N/A 3 0 3 0 2015-11-30 $12.85 $15.00 40.7% 11.7% 12.4% 11.8% 0.0% 0.9% -25.4% 42 -181 -1 0.00 127.66 N/A N/A 0 0 3 0
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