BFIN Options History — June 2016 In June 2016, BFIN traded between $11.50 and $12.79. ATM implied volatility averaged 32.0%, placing in the 7.8% IV rank vs the trailing year. The 30-day expected move averaged 8.8%. IV traded above realized volatility by 18.9% (HV 20d: 13.1%). Max pain ranged from $12.50 to $12.50. Net GEX was positive for 12 of 22 trading days. Term structure was in contango for 2 of 22 days. Put/call ratio averaged 9.46.
Notable Days 2016-06-01 : Highest Volume — 85 contracts2016-06-24 : Largest IV spike — 27.6% change2016-06-27 : Highest IV Rank — 13.8%2016-06-27 : Largest Expected Move — 12.0%Monthly Statistics Metric Avg Min Max Open Close Price $12.26 $11.50 $12.79 $12.79 $11.95 Max Pain $12.50 $12.50 $12.50 $12.50 $12.50 ATM IV 32.0% 27.0% 41.8% 27.8% 37.6% Expected Move 8.8% 7.4% 12.0% 8.0% 10.8% HV 20d 13.1% 7.8% 24.0% 7.8% 24.0% HV 60d 17.6% 16.5% 20.9% 17.1% 20.9% IV Rank 7.8% 5.1% 13.8% 6.1% 11.5% IV Percentile 57.0% 38.8% 89.3% 46.4% 83.3% Term Structure -11.4% -156.4% 11.1% 11.1% -6.8% VWIV 27.6% 27.6% 27.6% 27.6% 27.6% Skew 25d 8.3% 1.4% 36.3% 11.7% 1.4% Skew 10d 7.9% 0.4% 34.0% 16.5% 2.4% Call IV 25d 39.5% 28.6% 87.7% 40.2% 30.8% Put IV 25d 47.8% 30.2% 124.0% 51.8% 32.2% Bid-Ask Spread % 121.99 88.24 163.97 123.71 126.21 Gamma HHI 1.00 0.99 1.00 1.00 0.99 Net GEX -175 -1.7K 1.3K 265 -1.4K Net DEX 16.6K -11.8K 61.1K -11.8K 26.8K Net VEX -127 -195 -67 -195 -85 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 9.46 1.83 26.00 1.83 26.00 Total Volume 61.136 26 85 85 27 Total OI 91.227 39 127 127 40
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 2016-06-01 $12.79 $12.50 27.8% 8.0% 7.8% 6.1% 27.6% 11.7% 11.1% 265 -11.8K -195 1.83 123.71 N/A N/A 30 55 59 68 2016-06-02 $12.69 $0.00 29.7% 7.4% 8.4% 5.1% 0.0% 4.1% -3.7% 262 -6.4K -194 1.83 109.23 N/A N/A 30 55 59 68 2016-06-03 $12.64 $0.00 31.8% 7.8% 8.2% 5.7% 0.0% 18.8% -4.1% 196 -3.5K -190 1.83 125.26 N/A N/A 30 55 59 68 2016-06-06 $12.64 $0.00 31.8% 7.6% 8.2% 5.3% 0.0% 4.8% -2.7% 1.1K -1.5K -178 1.83 109.75 N/A N/A 30 55 59 68 2016-06-07 $12.53 $0.00 31.7% 7.8% 8.7% 5.7% 0.0% 2.4% -5.0% 1.3K 524 -175 1.83 109.45 N/A N/A 30 55 59 68 2016-06-08 $12.66 $0.00 27.0% 7.7% 9.3% 5.7% 0.0% 6.2% -3.9% 1.2K -8.4K -169 1.83 127.84 N/A N/A 30 55 59 68 2016-06-09 $12.49 $0.00 27.1% 7.8% 10.5% 5.7% 0.0% 3.7% -3.7% 1.0K 4.0K -166 1.83 112.67 N/A N/A 30 55 59 68 2016-06-10 $12.48 $0.00 27.5% 7.9% 10.5% 6.0% 0.0% 3.9% -3.8% 1.1K 4.7K -161 1.83 127.06 N/A N/A 30 55 59 68 2016-06-13 $12.26 $0.00 28.0% 8.0% 12.2% 6.3% 0.0% 5.7% 4.6% 1.2K 18.7K -140 1.83 126.68 N/A N/A 30 55 59 68 2016-06-14 $12.29 $0.00 31.6% 9.1% 12.2% 8.2% 0.0% 4.3% -5.6% 925 17.0K -135 1.83 122.61 N/A N/A 30 55 59 68 2016-06-15 $12.24 $0.00 31.8% 9.1% 12.1% 8.3% 0.0% 6.9% -2.6% 996 18.8K -127 1.83 128.75 N/A N/A 30 55 59 68 2016-06-16 $12.15 $0.00 32.2% 9.2% 12.2% 8.5% 0.0% 5.5% -5.2% 623 24.2K -115 1.83 124.89 N/A N/A 30 55 59 68 2016-06-17 $12.10 $0.00 31.2% 8.9% 12.2% 8.0% 0.0% 6.9% -3.4% -1.5K 61.1K -94 1.83 108.24 N/A N/A 30 55 59 68 2016-06-20 $12.07 $0.00 29.5% 8.4% 11.9% 7.0% 0.0% 6.8% -5.8% -1.5K 25.3K -91 0.00 111.31 N/A N/A 0 26 0 39 2016-06-21 $12.20 $0.00 30.3% 8.7% 12.7% 7.5% 0.0% 1.5% -5.1% -1.5K 25.5K -92 0.00 130.11 N/A N/A 0 26 0 39 2016-06-22 $12.13 $0.00 29.8% 8.6% 11.2% 7.2% 0.0% 7.1% -6.6% -1.6K 25.0K -92 0.00 131.75 N/A N/A 0 26 0 39 2016-06-23 $12.33 $0.00 29.7% 8.5% 13.0% 7.2% 0.0% 6.3% -5.9% -1.7K 25.7K -92 26.00 130.02 N/A N/A 1 26 0 39 2016-06-24 $12.06 $0.00 37.9% 0.0% 14.9% 0.0% 0.0% 36.3% -156.4% -1.1K 26.8K -89 26.00 163.97 N/A N/A 1 26 1 39 2016-06-27 $11.50 $0.00 41.8% 12.0% 21.7% 13.8% 0.0% 10.3% -13.8% -1.2K 33.2K -67 26.00 88.24 N/A N/A 1 26 1 39 2016-06-28 $11.67 $0.00 37.6% 10.8% 22.7% 11.5% 0.0% 12.9% -9.3% -1.3K 28.7K -80 26.00 122.16 N/A N/A 1 26 1 39 2016-06-29 $11.75 $0.00 40.6% 11.6% 22.8% 13.1% 0.0% 14.5% -12.9% -1.4K 31.5K -76 26.00 123.85 N/A N/A 1 26 1 39 2016-06-30 $11.95 $0.00 37.6% 10.8% 24.0% 11.5% 0.0% 1.4% -6.8% -1.4K 26.8K -85 26.00 126.21 N/A N/A 1 26 1 39
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