BFIN Options History — October 2016

In October 2016, BFIN traded between $12.18 and $12.77. ATM implied volatility averaged 27.0%, placing in the 7.5% IV rank vs the trailing year. The 30-day expected move averaged 7.6%. IV traded above realized volatility by 12.8% (HV 20d: 14.2%). Max pain ranged from $12.50 to $12.50. Net GEX was positive for 14 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 0.00.

Notable Days

2016-10-03: Highest Volume — 31 contracts
2016-10-05: Largest IV spike — 31.5% change
2016-10-03: Highest IV Rank — 11.7%
2016-10-03: Largest Expected Move — 9.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$12.52	$12.18	$12.77	$12.43	$12.72
Max Pain	$12.50	$12.50	$12.50	$12.50	$12.50
ATM IV	27.0%	21.8%	32.0%	32.0%	29.0%
Expected Move	7.6%	6.1%	9.2%	9.2%	8.3%
HV 20d	14.2%	12.6%	16.3%	14.6%	16.1%
HV 60d	14.1%	13.5%	14.8%	14.3%	14.8%
IV Rank	7.5%	3.6%	11.7%	11.7%	9.4%
IV Percentile	32.4%	4.0%	65.6%	65.6%	45.2%
Term Structure	-2.8%	-13.5%	6.8%	-13.5%	-6.1%
VWIV	29.7%	24.2%	35.5%	35.5%	29.5%
Skew 25d	10.8%	-0.5%	24.6%	2.1%	3.3%
Skew 10d	17.4%	2.0%	38.2%	7.6%	11.3%
Call IV 25d	33.5%	22.8%	46.4%	46.1%	42.4%
Put IV 25d	44.3%	26.3%	71.0%	48.1%	45.7%
Bid-Ask Spread %	112.52	41.82	132.90	124.23	129.13
Gamma HHI	1.00	0.95	1.00	1.00	1.00
Net GEX	1.8K	0	3.5K	1.9K	0
Net DEX	-13.9K	-25.7K	0	-18.7K	0
Net VEX	-15	-33	0	-33	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	22.429	1	31	31	1
Total OI	22.429	1	31	31	1

Daily Data (21 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	Spread %	Call Wall	Put Wall	Call Vol	Call OI
2016-10-03	$12.43	$12.50	32.0%	9.2%	14.6%	11.7%	35.5%	2.1%	-13.5%	1.9K	-18.7K	-33	124.23	N/A	N/A	31	31
2016-10-04	$12.41	$12.50	23.9%	6.9%	14.4%	5.6%	24.2%	3.4%	0.5%	2.9K	-18.6K	-32	59.21	N/A	N/A	31	31
2016-10-05	$12.56	$12.50	31.5%	9.0%	14.9%	11.3%	29.5%	24.6%	-7.1%	2.3K	-19.2K	-31	120.17	N/A	N/A	31	31
2016-10-06	$12.55	$0.00	24.6%	6.2%	14.8%	3.9%	0.0%	18.2%	2.0%	3.0K	-20.4K	-30	116.82	N/A	N/A	31	31
2016-10-07	$12.53	$0.00	28.9%	7.8%	13.8%	8.1%	0.0%	3.6%	-1.5%	2.6K	-19.9K	-29	123.60	N/A	N/A	31	31
2016-10-10	$12.62	$0.00	24.3%	6.9%	13.7%	5.8%	0.0%	14.6%	-1.0%	3.5K	-22.7K	-25	45.92	N/A	N/A	31	31
2016-10-11	$12.57	$0.00	29.3%	6.1%	13.5%	3.6%	0.0%	14.4%	-1.2%	3.3K	-19.4K	-24	64.53	N/A	N/A	31	31
2016-10-12	$12.60	$0.00	21.8%	6.2%	13.4%	4.0%	0.0%	20.8%	6.8%	2.5K	-21.4K	-23	126.68	N/A	N/A	31	31
2016-10-13	$12.50	$0.00	27.7%	7.9%	13.7%	8.4%	0.0%	3.8%	-2.5%	2.4K	-19.7K	-22	126.74	N/A	N/A	31	31
2016-10-14	$12.53	$0.00	25.0%	7.2%	12.8%	6.4%	0.0%	19.6%	-2.5%	2.4K	-19.9K	-21	122.99	N/A	N/A	31	31
2016-10-17	$12.63	$0.00	22.6%	6.5%	12.6%	4.5%	0.0%	21.5%	4.5%	2.6K	-21.6K	-16	126.06	N/A	N/A	31	31
2016-10-18	$12.57	$0.00	24.4%	7.0%	12.7%	5.9%	0.0%	23.7%	-2.7%	2.9K	-20.9K	-13	127.15	N/A	N/A	31	31
2016-10-19	$12.77	$0.00	22.8%	6.5%	13.7%	4.7%	0.0%	11.8%	-3.0%	2.7K	-25.7K	-10	127.08	N/A	N/A	31	31
2016-10-20	$12.67	$0.00	27.7%	7.9%	13.5%	8.4%	0.0%	18.5%	-3.2%	3.0K	-23.4K	-8	123.34	N/A	N/A	31	31
2016-10-21	$12.44	$0.00	24.0%	6.9%	14.9%	5.6%	0.0%	-0.5%	-4.6%	0	0	0	41.82	N/A	N/A	31	31
2016-10-24	$12.47	$0.00	29.7%	8.5%	13.9%	9.9%	0.0%	4.5%	-2.6%	0	-1	0	132.90	N/A	N/A	1	1
2016-10-25	$12.29	$0.00	30.3%	8.7%	14.5%	10.4%	0.0%	6.4%	-4.4%	0	0	0	131.11	N/A	N/A	1	1
2016-10-26	$12.18	$0.00	28.7%	8.2%	14.7%	9.2%	0.0%	2.0%	-4.7%	0	0	0	130.15	N/A	N/A	1	1
2016-10-27	$12.30	$0.00	28.5%	8.2%	15.2%	9.1%	0.0%	7.1%	-5.8%	0	0	0	131.89	N/A	N/A	1	1
2016-10-28	$12.49	$0.00	30.3%	8.7%	16.3%	10.4%	0.0%	3.4%	-6.5%	0	0	0	131.31	N/A	N/A	1	1
2016-10-31	$12.72	$0.00	29.0%	8.3%	16.1%	9.4%	0.0%	3.3%	-6.1%	0	0	0	129.13	N/A	N/A	1	1