BFIN Options History — March 2016 In March 2016, BFIN traded between $11.82 and $12.23. ATM implied volatility averaged 36.9%, placing in the 8.4% IV rank vs the trailing year. The 30-day expected move averaged 10.0%. IV traded above realized volatility by 15.9% (HV 20d: 21.0%). Max pain ranged from $12.50 to $12.50. Net GEX was positive for 13 of 22 trading days. Term structure was in contango for 0 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2016-03-01 : Highest Volume — 10 contracts2016-03-18 : Largest IV spike — 57.2% change2016-03-02 : Highest IV Rank — 11.3%2016-03-02 : Largest Expected Move — 11.6%Monthly Statistics Metric Avg Min Max Open Close Price $11.99 $11.82 $12.23 $11.95 $11.85 Max Pain $12.50 $12.50 $12.50 $12.50 $12.50 ATM IV 36.9% 22.3% 51.4% 37.8% 39.8% Expected Move 10.0% 6.4% 11.6% 10.8% 11.4% HV 20d 21.0% 13.2% 24.5% 23.3% 13.2% HV 60d 21.4% 21.0% 22.4% 22.4% 21.0% IV Rank 8.4% 1.3% 11.3% 9.9% 11.0% IV Percentile 58.1% 9.7% 68.2% 65.3% 68.2% Term Structure -6.8% -9.7% -1.2% -4.8% -8.0% VWIV 39.2% 37.7% 40.6% 37.7% 40.6% Skew 25d 7.0% -1.5% 16.2% 11.1% 14.9% Skew 10d 4.1% -3.5% 7.9% 2.8% 2.4% Call IV 25d 39.4% 23.1% 46.9% 42.9% 41.9% Put IV 25d 46.4% 29.9% 56.8% 54.0% 56.8% Bid-Ask Spread % 107.43 59.25 127.97 107.58 124.24 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 356 0 741 513 0 Net DEX -2.3K -4.9K 0 -3.7K 0 Net VEX -4 -9 0 -9 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 6.364 0 10 10 0 Total OI 6.364 0 10 10 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 2016-03-01 $11.95 $12.50 37.8% 10.8% 23.3% 9.9% 37.7% 11.1% -4.8% 513 -3.7K -9 0.00 107.58 N/A N/A 10 0 10 0 2016-03-02 $11.99 $12.50 40.3% 11.6% 22.6% 11.3% 40.6% 9.3% -7.7% 513 -3.9K -9 0.00 108.60 N/A N/A 10 0 10 0 2016-03-03 $12.02 $0.00 39.2% 9.3% 22.5% 6.9% 0.0% 2.8% -5.5% 546 -3.9K -9 0.00 98.18 N/A N/A 10 0 10 0 2016-03-04 $12.08 $0.00 38.1% 9.1% 22.5% 6.5% 0.0% 3.3% -6.3% 593 -4.1K -9 0.00 101.55 N/A N/A 10 0 10 0 2016-03-07 $12.23 $0.00 41.8% 8.6% 22.9% 5.6% 0.0% 4.4% -5.1% 652 -4.8K -8 0.00 110.58 N/A N/A 10 0 10 0 2016-03-08 $11.98 $0.00 51.4% 10.0% 24.2% 8.4% 0.0% 3.0% -9.7% 590 -4.9K -8 0.00 116.57 N/A N/A 10 0 10 0 2016-03-09 $12.09 $0.00 32.1% 9.2% 24.4% 6.8% 0.0% 3.7% -7.1% 632 -4.0K -7 0.00 120.71 N/A N/A 10 0 10 0 2016-03-10 $12.13 $0.00 33.1% 9.5% 24.3% 7.3% 0.0% 4.0% -7.0% 645 -4.2K -7 0.00 122.72 N/A N/A 10 0 10 0 2016-03-11 $12.04 $0.00 34.0% 9.7% 24.5% 7.8% 0.0% -1.5% -8.1% 649 -3.5K -6 0.00 100.69 N/A N/A 10 0 10 0 2016-03-14 $11.97 $0.00 34.1% 9.8% 24.5% 7.9% 0.0% 4.5% -7.2% 572 -3.4K -4 0.00 101.15 N/A N/A 10 0 10 0 2016-03-15 $12.00 $0.00 34.8% 10.0% 23.4% 8.2% 0.0% 4.4% -8.3% 599 -3.4K -4 0.00 101.39 N/A N/A 10 0 10 0 2016-03-16 $11.96 $0.00 35.2% 10.1% 23.4% 8.5% 0.0% 5.7% -9.1% 582 -3.2K -3 0.00 101.15 N/A N/A 10 0 10 0 2016-03-17 $12.04 $0.00 22.3% 6.4% 23.3% 1.3% 0.0% 6.9% -1.2% 741 -2.7K -2 0.00 59.25 N/A N/A 10 0 10 0 2016-03-18 $12.07 $0.00 35.1% 10.1% 23.3% 8.4% 0.0% 5.5% -9.0% 0 0 0 0.00 107.88 N/A N/A 10 0 10 0 2016-03-21 $12.17 $0.00 35.2% 10.1% 23.4% 8.5% 0.0% 7.4% -9.7% 0 0 0 0.00 106.36 N/A N/A 0 0 0 0 2016-03-22 $11.98 $0.00 38.1% 10.9% 20.0% 10.1% 0.0% 5.8% -8.7% 0 0 0 0.00 126.37 N/A N/A 0 0 0 0 2016-03-23 $11.93 $0.00 36.7% 10.5% 17.6% 9.3% 0.0% 7.4% -6.5% 0 0 0 0.00 105.54 N/A N/A 0 0 0 0 2016-03-24 $11.83 $0.00 39.3% 11.3% 16.5% 10.8% 0.0% 6.9% -4.7% 0 0 0 0.00 102.98 N/A N/A 0 0 0 0 2016-03-28 $11.88 $0.00 37.6% 10.8% 15.3% 9.8% 0.0% 13.6% -5.5% 0 0 0 0.00 106.47 N/A N/A 0 0 0 0 2016-03-29 $11.82 $0.00 37.2% 10.7% 13.5% 9.6% 0.0% 16.2% -4.8% 0 0 0 0.00 127.97 N/A N/A 0 0 0 0 2016-03-30 $11.82 $0.00 38.3% 11.0% 13.2% 10.2% 0.0% 14.5% -6.4% 0 0 0 0.00 105.50 N/A N/A 0 0 0 0 2016-03-31 $11.85 $0.00 39.8% 11.4% 13.2% 11.0% 0.0% 14.9% -8.0% 0 0 0 0.00 124.24 N/A N/A 0 0 0 0
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