BFIN Options History — January 2016 In January 2016, BFIN traded between $11.72 and $12.80. ATM implied volatility averaged 37.5%, placing in the 5.8% IV rank vs the trailing year. The 30-day expected move averaged 8.7%. IV traded above realized volatility by 17.7% (HV 20d: 19.8%). Net GEX was positive for 1 of 19 trading days. Term structure was in contango for 0 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2016-01-28 : Highest Volume — 10 contracts2016-01-13 : Largest IV drop — 54.8% change2016-01-26 : Highest IV Rank — 9.6%2016-01-26 : Largest Expected Move — 10.7%Monthly Statistics Metric Avg Min Max Open Close Price $12.21 $11.72 $12.80 $12.60 $12.18 ATM IV 37.5% 28.6% 63.6% 39.9% 34.2% Expected Move 8.7% 7.4% 10.7% 7.6% 9.8% HV 20d 19.8% 16.5% 25.9% 17.9% 25.9% HV 60d 17.0% 14.9% 19.6% 14.9% 19.6% IV Rank 5.8% 3.4% 9.6% 3.8% 7.9% IV Percentile 59.9% 47.5% 67.4% 53.0% 66.5% Term Structure -3.3% -12.4% -0.5% -2.3% -4.9% Skew 25d 5.7% -2.5% 13.6% 5.7% 4.6% Skew 10d 5.5% 1.5% 12.6% 8.9% 4.2% Call IV 25d 34.1% 30.1% 43.1% 31.6% 34.4% Put IV 25d 39.8% 33.2% 50.7% 37.4% 38.9% Bid-Ask Spread % 114.83 91.76 130.57 108.33 113.14 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 22 0 427 0 427 Net DEX -267 -5.1K 0 0 -5.1K Net VEX -1 -18 0 0 -18 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 1.053 0 10 0 10 Total OI 0.526 0 10 0 10
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 2016-01-04 $12.60 $0.00 39.9% 7.6% 17.9% 3.8% 0.0% 5.7% -2.3% 0 0 0 0.00 108.33 N/A N/A 0 0 0 0 2016-01-05 $12.80 $0.00 43.8% 7.5% 17.7% 3.6% 0.0% 3.6% -1.7% 0 0 0 0.00 107.27 N/A N/A 0 0 0 0 2016-01-06 $12.73 $0.00 40.7% 7.4% 17.8% 3.4% 0.0% 2.6% -1.4% 0 0 0 0.00 130.57 N/A N/A 0 0 0 0 2016-01-07 $12.50 $0.00 42.3% 7.5% 18.8% 3.7% 0.0% 3.4% -1.9% 0 0 0 0.00 109.47 N/A N/A 0 0 0 0 2016-01-08 $12.25 $0.00 45.1% 8.6% 19.9% 5.8% 0.0% -2.5% -12.4% 0 0 0 0.00 123.18 N/A N/A 0 0 0 0 2016-01-11 $12.41 $0.00 52.7% 7.9% 20.4% 4.4% 0.0% 3.1% -3.5% 0 0 0 0.00 110.08 N/A N/A 0 0 0 0 2016-01-12 $12.44 $0.00 63.6% 7.8% 18.8% 3.9% 0.0% 3.5% -0.7% 0 0 0 0.00 111.58 N/A N/A 0 0 0 0 2016-01-13 $12.19 $0.00 28.8% 8.2% 16.7% 4.9% 0.0% 5.7% -2.4% 0 0 0 0.00 108.88 N/A N/A 0 0 0 0 2016-01-14 $12.18 $0.00 31.1% 8.9% 16.5% 6.2% 0.0% 4.7% -4.5% 0 0 0 0.00 120.11 N/A N/A 0 0 0 0 2016-01-15 $11.89 $0.00 32.7% 9.4% 17.9% 7.1% 0.0% 6.3% -4.9% 0 0 0 0.00 124.64 N/A N/A 0 0 0 0 2016-01-19 $12.03 $0.00 28.9% 8.3% 18.8% 5.0% 0.0% 7.5% -1.0% 0 0 0 0.00 109.32 N/A N/A 0 0 0 0 2016-01-20 $12.13 $0.00 29.9% 8.6% 19.1% 5.5% 0.0% 8.4% -0.5% 0 0 0 0.00 127.44 N/A N/A 0 0 0 0 2016-01-21 $12.03 $0.00 28.9% 8.3% 18.9% 5.0% 0.0% 10.1% -3.4% 0 0 0 0.00 128.48 N/A N/A 0 0 0 0 2016-01-22 $12.06 $0.00 28.6% 8.2% 18.7% 4.8% 0.0% 7.3% -0.8% 0 0 0 0.00 111.09 N/A N/A 0 0 0 0 2016-01-25 $11.72 $0.00 34.2% 9.8% 20.7% 7.9% 0.0% 10.8% -4.5% 0 0 0 0.00 91.76 N/A N/A 0 0 0 0 2016-01-26 $12.02 $0.00 37.2% 10.7% 23.1% 9.6% 0.0% 7.6% -6.2% 0 0 0 0.00 105.22 N/A N/A 0 0 0 0 2016-01-27 $11.80 $0.00 33.8% 9.7% 23.6% 7.7% 0.0% 13.6% -4.1% 0 0 0 0.00 116.10 N/A N/A 0 0 0 0 2016-01-28 $12.09 $0.00 36.4% 10.4% 25.7% 9.2% 0.0% 1.8% -1.6% 0 0 0 0.00 125.09 N/A N/A 10 0 0 0 2016-01-29 $12.18 $0.00 34.2% 9.8% 25.9% 7.9% 0.0% 4.6% -4.9% 427 -5.1K -18 0.00 113.14 N/A N/A 10 0 10 0
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