BFIN Options History — August 2016

In August 2016, BFIN traded between $12.03 and $12.57. ATM implied volatility averaged 31.6%, placing in the 8.7% IV rank vs the trailing year. The 30-day expected move averaged 8.6%. IV traded above realized volatility by 17.5% (HV 20d: 14.1%). Max pain ranged from $12.50 to $12.50. Net GEX was positive for 2 of 23 trading days. Term structure was in contango for 2 of 23 days. Put/call ratio averaged 4.61.

Notable Days

  • 2016-08-01: Highest Volume — 57 contracts
  • 2016-08-30: Largest IV spike — 53.9% change
  • 2016-08-03: Highest IV Rank — 12.7%
  • 2016-08-03: Largest Expected Move — 10.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$12.22$12.03$12.57$12.15$12.40
Max Pain$12.50$12.50$12.50$12.50$12.50
ATM IV31.6%21.0%41.7%35.9%31.9%
Expected Move8.6%6.0%10.9%10.3%9.2%
HV 20d14.1%11.5%16.2%15.5%13.5%
HV 60d17.5%17.0%18.1%17.0%18.1%
IV Rank8.7%3.4%12.7%11.4%11.7%
IV Percentile55.9%4.0%92.0%83.9%64.4%
Term Structure-4.9%-13.4%3.3%-13.4%-8.7%
VWIV31.0%20.9%38.2%38.2%31.8%
Skew 25d7.2%3.3%39.3%4.6%6.8%
Skew 10d8.6%4.0%39.1%6.0%9.4%
Call IV 25d35.0%25.2%45.5%31.3%45.5%
Put IV 25d42.2%30.9%64.5%36.0%52.4%
Bid-Ask Spread %122.2338.49134.98134.93123.59
Gamma HHI0.980.911.000.991.00
Net GEX-940-2.6K222-445-1.2K
Net DEX15.6K3.7K27.5K10.8K6.2K
Net VEX-74-99-46-97-96
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio4.610.8426.000.840.84
Total Volume45.6520575757
Total OI63.47840707070

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2016-08-01$12.15$12.5035.9%10.3%15.5%11.4%38.2%4.6%-13.4%-44510.8K-970.84134.93N/AN/A31263139
2016-08-02$12.10$12.5035.6%10.2%15.5%11.2%35.6%4.0%-6.8%-14413.8K-950.84134.44N/AN/A31263139
2016-08-03$12.15$12.5038.1%10.9%14.8%12.7%38.1%4.2%-9.7%-18713.7K-920.84134.98N/AN/A31263139
2016-08-04$12.08$12.5035.2%8.3%14.8%7.3%29.4%4.1%-3.9%-12714.1K-910.84124.93N/AN/A31263139
2016-08-05$12.20$12.5035.5%7.9%14.6%6.5%28.9%5.1%-2.7%-15512.4K-900.84127.92N/AN/A31263139
2016-08-08$12.20$12.5037.1%7.9%13.9%6.6%28.8%5.2%-0.2%-9012.4K-850.84127.98N/AN/A31263139
2016-08-09$12.12$12.5041.7%8.3%13.8%7.4%30.1%5.1%-3.7%-19513.7K-820.84126.38N/AN/A31263139
2016-08-10$12.13$12.5029.7%8.5%13.2%7.7%30.0%4.5%-3.3%-11214.0K-810.84123.88N/AN/A31263139
2016-08-11$12.08$12.5029.3%8.4%13.1%7.5%30.1%5.2%-4.4%-29814.9K-770.84124.55N/AN/A31263139
2016-08-12$12.17$12.5023.7%6.8%13.5%4.2%26.5%39.3%3.3%-54821.3K-700.84120.19N/AN/A31263139
2016-08-15$12.03$12.5030.0%8.6%13.9%7.9%32.3%6.5%-3.5%-40413.0K-690.84128.28N/AN/A31263139
2016-08-16$12.30$12.5025.8%7.4%16.2%5.5%25.5%3.8%-2.5%-308.4K-680.84107.89N/AN/A31263139
2016-08-17$12.29$12.5029.0%8.3%16.2%7.3%0.0%7.2%-5.9%22212.4K-640.00132.14N/AN/A003139
2016-08-18$12.24$12.5027.6%7.9%15.8%6.5%0.0%6.5%-4.0%5714.6K-600.00131.34N/AN/A003139
2016-08-19$12.18$12.5030.9%8.9%13.7%8.5%32.1%5.9%-6.0%-2.3K25.2K-520.84108.25N/AN/A31263139
2016-08-22$12.17$12.5031.4%9.0%13.7%11.3%32.6%6.0%-5.2%-2.4K24.6K-5026.00126.09N/AN/A126139
2016-08-23$12.23$12.5029.7%8.5%13.9%10.0%30.1%3.3%-5.4%-2.5K23.9K-5026.00125.55N/AN/A126139
2016-08-24$12.28$12.5031.0%8.9%14.0%11.0%0.0%5.0%-8.2%-2.4K27.5K-470.00131.67N/AN/A00139
2016-08-25$12.29$12.5032.6%9.3%14.0%12.1%32.9%5.8%-5.8%-2.4K24.9K-4726.00126.51N/AN/A126139
2016-08-26$12.34$12.5031.3%9.0%12.1%11.1%31.5%6.1%-6.1%-2.6K25.3K-460.84126.37N/AN/A3126139
2016-08-29$12.38$12.5021.0%6.0%11.5%3.4%20.9%4.0%1.2%-2.4K8.2K-990.8438.49N/AN/A31263139
2016-08-30$12.57$12.5032.4%9.3%12.4%12.0%34.8%18.3%-7.4%-9653.7K-980.84125.04N/AN/A31263139
2016-08-31$12.40$12.5031.9%9.2%13.5%11.7%31.8%6.8%-8.7%-1.2K6.2K-960.84123.59N/AN/A31263139