BFIN Options History — April 2016

In April 2016, BFIN traded between $11.59 and $12.73. ATM implied volatility averaged 47.7%, placing in the 10.6% IV rank vs the trailing year. The 30-day expected move averaged 11.2%. IV traded above realized volatility by 33.5% (HV 20d: 14.2%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 1.90.

Notable Days

  • 2016-04-22: Highest Volume — 84 contracts
  • 2016-04-21: Largest IV spike — 335.9% change
  • 2016-04-21: Highest IV Rank — 65.3%
  • 2016-04-21: Largest Expected Move — 39.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$12.01$11.59$12.73$11.78$12.34
ATM IV47.7%30.9%137.1%42.1%33.3%
Expected Move11.2%8.9%39.3%12.1%9.5%
HV 20d14.2%10.0%20.8%13.3%20.8%
HV 60d19.5%18.3%20.7%20.7%19.1%
IV Rank10.6%6.1%65.3%12.3%7.4%
IV Percentile56.5%45.8%80.9%69.5%53.8%
Term Structure-13.3%-145.2%-1.1%-10.5%-10.2%
Skew 25d5.9%-4.5%23.3%18.2%5.3%
Skew 10d9.5%-0.9%77.0%4.6%4.9%
Call IV 25d45.0%29.0%142.4%42.8%29.0%
Put IV 25d50.9%34.3%137.8%61.0%34.3%
Bid-Ask Spread %115.1686.66162.49125.48127.07
Gamma HHI1.001.001.001.001.00
Net GEX-409-1.4K00-1.3K
Net DEX7.5K028.8K028.8K
Net VEX-61-22800-221
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.901.901.901.901.90
Total Volume26.476084084
Total OI25.571097097

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2016-04-01$11.78$0.0042.1%12.1%13.3%12.3%0.0%18.2%-10.5%0000.00125.48N/AN/A0000
2016-04-04$11.81$0.0044.6%9.4%13.1%7.2%0.0%2.4%-5.9%0000.00119.90N/AN/A0000
2016-04-05$11.76$0.0044.6%9.5%12.2%7.4%0.0%5.2%-5.6%0000.0099.05N/AN/A0000
2016-04-06$11.75$0.0050.6%10.1%10.0%8.5%0.0%0.8%-4.8%0000.00119.61N/AN/A0000
2016-04-07$11.59$0.0059.7%10.6%10.2%9.5%0.0%1.5%-4.5%0000.00118.31N/AN/A0000
2016-04-08$11.74$0.0057.3%9.7%11.4%7.7%0.0%2.7%-1.8%0000.0098.10N/AN/A0000
2016-04-11$11.65$0.0079.8%10.3%11.4%8.9%0.0%8.3%-3.4%0000.0086.66N/AN/A0000
2016-04-12$11.76$0.0087.7%9.9%11.9%8.1%0.0%3.5%-2.0%0000.00101.36N/AN/A0000
2016-04-13$11.91$0.0034.8%10.0%12.8%8.2%0.0%3.1%-4.3%0000.0099.29N/AN/A0000
2016-04-14$11.85$0.0033.4%9.6%12.9%7.5%0.0%4.9%-3.4%0000.00102.80N/AN/A0000
2016-04-15$11.82$0.0035.1%10.1%12.6%8.4%0.0%3.3%-4.0%0000.00100.03N/AN/A0000
2016-04-18$11.77$0.0035.5%10.2%12.6%8.6%0.0%4.3%-4.5%0000.0099.68N/AN/A01300
2016-04-19$11.80$0.0036.0%10.3%12.2%8.9%0.0%5.7%-5.2%-3449.1K-380.00120.93N/AN/A013013
2016-04-20$11.80$0.0031.5%9.0%11.0%6.4%0.0%11.0%-1.1%-3888.8K-380.00124.52N/AN/A013013
2016-04-21$12.26$0.00137.1%39.3%17.6%65.3%0.0%-4.5%-145.2%-2739.0K-380.00162.49N/AN/A013013
2016-04-22$12.45$0.0030.9%8.9%17.8%6.1%0.0%23.3%-16.3%-7668.1K-411.90160.27N/AN/A2955013
2016-04-25$12.39$0.0032.0%9.2%18.0%6.7%0.0%4.3%-9.8%-1.3K27.1K-2281.90109.43N/AN/A29552968
2016-04-26$12.62$0.0031.3%9.0%18.7%6.3%0.0%8.6%-13.0%-1.4K23.8K-2261.90108.00N/AN/A29552968
2016-04-27$12.73$0.0032.1%9.2%18.7%6.8%0.0%6.9%-14.8%-1.4K19.1K-2181.90108.36N/AN/A29552968
2016-04-28$12.55$0.0032.6%9.4%19.8%7.1%0.0%4.8%-8.3%-1.4K22.9K-2271.90127.03N/AN/A29552968
2016-04-29$12.34$0.0033.3%9.5%20.8%7.4%0.0%5.3%-10.2%-1.3K28.8K-2211.90127.07N/AN/A29552968