BFIN Options History — December 2015 In December 2015, BFIN traded between $12.47 and $13.02. ATM implied volatility averaged 37.1%, placing in the 7.3% IV rank vs the trailing year. The 30-day expected move averaged 9.4%. IV traded above realized volatility by 19.6% (HV 20d: 17.5%). Max pain ranged from $15.00 to $15.00. Net GEX was positive for 12 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2015-12-02 : Highest Volume — 3 contracts2015-12-30 : Largest IV spike — 351.7% change2015-12-30 : Highest IV Rank — 71.5%2015-12-30 : Largest Expected Move — 42.5%Monthly Statistics Metric Avg Min Max Open Close Price $12.88 $12.47 $13.02 $12.99 $12.69 Max Pain $15.00 $15.00 $15.00 $15.00 $15.00 ATM IV 37.1% 22.2% 148.1% 28.2% 32.9% Expected Move 9.4% 6.1% 42.5% 8.1% 9.4% HV 20d 17.5% 12.2% 20.1% 12.2% 19.1% HV 60d 14.8% 13.0% 16.0% 13.1% 14.8% IV Rank 7.3% 1.0% 71.5% 4.8% 7.4% IV Percentile 47.3% 7.6% 82.6% 57.8% 65.7% Term Structure -1.6% -66.5% 16.8% -5.6% -10.7% VWIV 42.9% 42.9% 42.9% 42.9% 42.9% Skew 25d 0.8% -12.7% 15.7% -5.6% -2.4% Skew 10d 18.4% -6.0% 73.0% 11.6% 10.5% Call IV 25d 43.5% 27.2% 167.3% 36.5% 49.2% Put IV 25d 44.4% 25.5% 178.5% 30.9% 46.8% Bid-Ask Spread % 119.96 95.93 176.29 118.80 129.09 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 3 0 16 16 0 Net DEX -6 -37 0 -37 0 Net VEX 0 0 0 0 0 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 1.636 0 3 0 0 Total OI 1.909 0 3 3 0
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 2015-12-01 $12.99 $15.00 28.2% 8.1% 12.2% 4.8% 0.0% -5.6% -5.6% 16 -37 0 0.00 118.80 N/A N/A 0 0 3 0 2015-12-02 $12.99 $15.00 29.1% 8.3% 12.2% 5.3% 42.9% -9.1% -4.8% 16 -37 0 0.00 119.40 N/A N/A 3 0 3 0 2015-12-03 $12.73 $0.00 27.8% 6.7% 14.5% 2.0% 0.0% 15.7% 16.8% 4 -7 0 0.00 117.42 N/A N/A 3 0 3 0 2015-12-04 $12.95 $0.00 28.8% 7.0% 15.5% 2.7% 0.0% 9.7% 8.5% 9 -18 0 0.00 117.68 N/A N/A 3 0 3 0 2015-12-07 $12.91 $0.00 32.8% 6.1% 15.6% 1.0% 0.0% -1.7% 6.2% 9 -17 0 0.00 121.07 N/A N/A 0 0 3 0 2015-12-08 $12.84 $0.00 30.3% 6.7% 15.2% 2.1% 0.0% 13.8% 12.6% 2 -4 0 0.00 113.64 N/A N/A 3 0 3 0 2015-12-09 $12.88 $0.00 25.2% 7.2% 15.2% 3.1% 0.0% -12.7% 11.9% 6 -11 0 0.00 111.45 N/A N/A 3 0 3 0 2015-12-10 $12.75 $0.00 22.8% 6.5% 15.6% 1.8% 0.0% 14.5% 12.8% 1 -1 0 0.00 121.17 N/A N/A 3 0 3 0 2015-12-11 $12.47 $0.00 25.3% 7.3% 17.5% 3.2% 0.0% -1.2% 0.9% 1 -1 0 0.00 117.44 N/A N/A 3 0 3 0 2015-12-14 $12.84 $0.00 27.0% 7.7% 20.1% 4.1% 0.0% 14.3% 10.1% 1 -1 0 0.00 111.86 N/A N/A 3 0 3 0 2015-12-15 $12.89 $0.00 22.2% 6.4% 20.0% 1.5% 0.0% -3.5% 11.0% 2 -2 0 0.00 121.14 N/A N/A 3 0 3 0 2015-12-16 $12.95 $0.00 27.3% 7.8% 20.0% 4.3% 0.0% 10.2% 6.7% 1 -1 0 0.00 113.28 N/A N/A 3 0 3 0 2015-12-17 $12.92 $0.00 25.9% 7.4% 20.0% 3.5% 0.0% 9.6% -2.3% 0 0 0 0.00 115.44 N/A N/A 3 0 3 0 2015-12-18 $12.80 $0.00 22.9% 6.6% 19.1% 1.8% 0.0% -2.2% 7.3% 0 0 0 0.00 123.39 N/A N/A 3 0 3 0 2015-12-21 $12.87 $0.00 28.7% 8.2% 19.1% 5.1% 0.0% 2.2% -5.9% 0 0 0 0.00 128.27 N/A N/A 0 0 0 0 2015-12-22 $12.96 $0.00 33.1% 9.5% 19.2% 7.5% 0.0% -8.4% -9.6% 0 0 0 0.00 95.93 N/A N/A 0 0 0 0 2015-12-23 $12.94 $0.00 30.6% 8.8% 19.1% 6.1% 0.0% -8.1% -4.1% 0 0 0 0.00 98.53 N/A N/A 0 0 0 0 2015-12-24 $12.98 $0.00 31.1% 8.9% 19.1% 6.4% 0.0% -7.5% -5.0% 0 0 0 0.00 98.87 N/A N/A 0 0 0 0 2015-12-28 $12.99 $0.00 103.1% 0.0% 19.1% 0.0% 0.0% 11.2% -66.5% 0 0 0 0.00 176.29 N/A N/A 0 0 0 0 2015-12-29 $13.02 $0.00 32.8% 9.4% 18.3% 7.3% 0.0% -9.6% -4.1% 0 0 0 0.00 97.83 N/A N/A 0 0 0 0 2015-12-30 $12.90 $0.00 148.1% 42.5% 18.2% 71.5% 0.0% -11.0% -22.2% 0 0 0 0.00 171.23 N/A N/A 0 0 0 0 2015-12-31 $12.69 $0.00 32.9% 9.4% 19.1% 7.4% 0.0% -2.4% -10.7% 0 0 0 0.00 129.09 N/A N/A 0 0 0 0
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