BFIN Options History — July 2016 In July 2016, BFIN traded between $11.94 and $12.69. ATM implied volatility averaged 39.2%, placing in the 8.5% IV rank vs the trailing year. The 30-day expected move averaged 9.2%. IV traded above realized volatility by 17.1% (HV 20d: 22.1%). Max pain ranged from $12.50 to $12.50. Net GEX was positive for 2 of 20 trading days. Term structure was in contango for 1 of 20 days. Put/call ratio averaged 5.87.
Notable Days 2016-07-08 : Highest Volume — 57 contracts2016-07-29 : Largest IV spike — 79.9% change2016-07-29 : Highest IV Rank — 21.7%2016-07-29 : Largest Expected Move — 16.1%Monthly Statistics Metric Avg Min Max Open Close Price $12.45 $11.94 $12.69 $11.94 $12.27 Max Pain $12.50 $12.50 $12.50 $12.50 $12.50 ATM IV 39.2% 27.6% 66.5% 38.9% 56.3% Expected Move 9.2% 7.0% 16.1% 11.1% 16.1% HV 20d 22.1% 13.4% 24.8% 24.0% 15.0% HV 60d 19.5% 16.5% 20.8% 20.7% 17.0% IV Rank 8.5% 4.4% 21.7% 12.2% 21.7% IV Percentile 61.4% 29.0% 97.6% 87.0% 97.6% Term Structure -4.2% -14.7% 4.3% -8.8% -14.7% VWIV 31.7% 27.9% 54.9% 28.5% 54.9% Skew 25d 2.0% -79.9% 17.5% 2.0% -79.9% Skew 10d 1.9% -111.7% 27.8% 2.0% -111.7% Call IV 25d 39.1% 29.1% 121.9% 30.8% 121.9% Put IV 25d 41.1% 32.7% 79.4% 32.8% 42.0% Bid-Ask Spread % 129.99 117.08 164.87 128.51 164.87 Gamma HHI 0.95 0.71 1.00 1.00 0.93 Net GEX -485 -1.6K 86 -1.4K -170 Net DEX 9.1K 1.5K 29.3K 26.3K 6.3K Net VEX -111 -132 -81 -86 -106 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 5.87 0.84 26.00 26.00 0.84 Total Volume 51 27 57 27 57 Total OI 62.5 40 70 40 70
Daily Data (20 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 2016-07-01 $11.94 $0.00 38.9% 11.1% 24.0% 12.2% 0.0% 2.0% -8.8% -1.4K 26.3K -86 26.00 128.51 N/A N/A 1 26 1 39 2016-07-05 $11.99 $0.00 44.6% 8.1% 24.1% 6.5% 0.0% 17.5% -2.7% -1.5K 29.3K -81 26.00 130.44 N/A N/A 1 26 1 39 2016-07-06 $12.15 $0.00 59.2% 11.2% 24.6% 12.3% 0.0% 5.6% -8.1% -1.5K 24.6K -85 26.00 151.42 N/A N/A 1 26 1 39 2016-07-07 $12.22 $0.00 43.8% 7.0% 24.4% 4.4% 0.0% 17.2% 4.3% -1.6K 25.0K -84 26.00 117.08 N/A N/A 1 26 1 39 2016-07-08 $12.37 $0.00 43.5% 8.3% 24.4% 6.7% 28.5% 16.1% -1.8% -1.6K 24.6K -84 0.84 123.67 N/A N/A 31 26 1 39 2016-07-11 $12.51 $12.50 62.2% 8.3% 24.8% 6.8% 29.1% 3.2% -2.2% -107 4.4K -132 0.84 133.24 N/A N/A 31 26 31 39 2016-07-12 $12.57 $12.50 66.5% 8.3% 23.9% 6.8% 28.7% 3.4% -2.4% -152 2.1K -131 0.84 122.48 N/A N/A 31 26 31 39 2016-07-13 $12.69 $12.50 29.2% 8.4% 24.1% 6.9% 28.9% 15.9% -3.5% -181 2.0K -129 0.84 122.55 N/A N/A 31 26 31 39 2016-07-14 $12.61 $12.50 31.5% 9.0% 24.2% 8.2% 30.6% 3.6% -4.9% -258 3.2K -129 0.84 126.25 N/A N/A 31 26 31 39 2016-07-15 $12.63 $12.50 29.5% 8.5% 23.9% 7.1% 29.2% 3.4% -3.7% -203 1.7K -128 0.84 125.96 N/A N/A 31 26 31 39 2016-07-18 $12.65 $12.50 31.0% 8.9% 23.8% 7.9% 30.2% 3.3% -4.0% -246 1.5K -124 0.84 135.16 N/A N/A 31 26 31 39 2016-07-19 $12.54 $12.50 29.1% 8.4% 24.1% 6.9% 29.3% 3.5% -3.7% -81 3.2K -122 0.84 124.80 N/A N/A 31 26 31 39 2016-07-20 $12.51 $12.50 30.3% 8.7% 23.9% 7.5% 30.4% 2.9% -3.4% -129 3.8K -120 0.84 121.19 N/A N/A 31 26 31 39 2016-07-21 $12.38 $12.50 27.6% 7.9% 24.1% 6.0% 27.9% 3.4% -0.7% 86 7.4K -118 0.84 134.42 N/A N/A 31 26 31 39 2016-07-22 $12.64 $12.50 31.9% 9.1% 24.6% 8.3% 31.5% 3.4% -5.3% -183 2.4K -118 0.84 122.16 N/A N/A 31 26 31 39 2016-07-25 $12.61 $12.50 32.0% 9.2% 23.0% 8.4% 31.2% 4.5% -5.3% -174 2.7K -114 0.84 124.57 N/A N/A 31 26 31 39 2016-07-26 $12.57 $12.50 33.4% 9.6% 13.9% 9.2% 32.7% 3.6% -4.2% -88 3.3K -112 0.84 125.74 N/A N/A 31 26 31 39 2016-07-27 $12.57 $12.50 32.8% 9.4% 13.4% 8.9% 32.8% 3.5% -5.4% -79 3.3K -111 0.84 131.29 N/A N/A 31 26 31 39 2016-07-28 $12.52 $12.50 31.3% 9.0% 13.6% 8.0% 31.2% 3.0% -3.6% 2 4.8K -109 0.84 133.91 N/A N/A 31 26 31 39 2016-07-29 $12.27 $12.50 56.3% 16.1% 15.0% 21.7% 54.9% -79.9% -14.7% -170 6.3K -106 0.84 164.87 N/A N/A 31 26 31 39
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