BFIN Options History — November 2016 In November 2016, BFIN traded between $12.46 and $14.50. ATM implied volatility averaged 35.0%, placing in the 12.2% IV rank vs the trailing year. The 30-day expected move averaged 9.3%. IV traded above realized volatility by 13.6% (HV 20d: 21.4%). Max pain ranged from $17.50 to $17.50. Net GEX was positive for 13 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2016-11-01 : Highest Volume — 1 contracts2016-11-29 : Largest IV spike — 378.7% change2016-11-29 : Highest IV Rank — 82.5%2016-11-29 : Largest Expected Move — 35.8%Monthly Statistics Metric Avg Min Max Open Close Price $13.63 $12.46 $14.50 $12.47 $14.13 Max Pain $17.50 $17.50 $17.50 $17.50 $17.50 ATM IV 35.0% 25.0% 125.0% 32.5% 35.2% Expected Move 9.3% 7.0% 35.8% 9.3% 10.1% HV 20d 21.4% 17.2% 24.9% 17.8% 19.8% HV 60d 17.3% 15.3% 18.2% 15.4% 17.8% IV Rank 12.2% 6.0% 82.5% 12.1% 14.2% IV Percentile 40.6% 19.6% 99.2% 68.4% 82.0% Term Structure -9.5% -77.8% -1.7% -7.5% -13.3% VWIV 54.1% 45.1% 129.1% 50.7% 60.9% Skew 25d 5.4% 0.1% 23.1% 4.7% 5.5% Skew 10d 5.9% -3.3% 37.2% 8.0% -0.9% Call IV 25d 30.5% 21.0% 53.0% 45.9% 23.2% Put IV 25d 35.9% 22.6% 76.1% 50.6% 28.8% Bid-Ask Spread % 128.45 119.11 179.16 130.86 123.78 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 2 0 17 0 1 Net DEX -21 -387 0 0 -4 Net VEX -0 -1 0 0 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 1 1 1 1 1 Total OI 1 1 1 1 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 P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2016-11-01 $12.47 $0.00 32.5% 9.3% 17.8% 12.1% 0.0% 4.7% -7.5% 0 0 0 0.00 130.86 N/A N/A 1 0 1 0 2016-11-02 $12.46 $0.00 32.3% 9.3% 17.2% 12.0% 0.0% 5.4% -8.0% 0 0 0 0.00 130.58 N/A N/A 1 0 1 0 2016-11-03 $12.77 $17.50 34.0% 7.0% 19.3% 6.0% 50.7% 2.5% -1.7% 0 0 0 0.00 132.31 N/A N/A 1 0 1 0 2016-11-04 $12.72 $17.50 35.4% 7.1% 19.4% 6.3% 51.7% 2.1% -2.2% 0 0 0 0.00 130.81 N/A N/A 1 0 1 0 2016-11-07 $12.85 $17.50 40.5% 7.0% 19.6% 6.1% 52.0% 0.5% -2.1% 0 0 0 0.00 130.30 N/A N/A 1 0 1 0 2016-11-08 $12.77 $17.50 41.4% 7.7% 19.7% 7.7% 53.4% 2.5% -2.6% 0 0 0 0.00 130.87 N/A N/A 1 0 1 0 2016-11-09 $12.94 $17.50 26.5% 7.6% 20.1% 7.6% 52.5% 1.6% -4.4% 0 0 0 0.00 130.53 N/A N/A 1 0 1 0 2016-11-10 $13.50 $17.50 28.9% 8.3% 24.5% 9.4% 48.1% 0.1% -5.6% 1 -3 0 0.00 123.88 N/A N/A 1 0 1 0 2016-11-11 $13.50 $17.50 30.2% 8.7% 24.5% 10.3% 48.8% 1.4% -6.0% 1 -3 0 0.00 124.04 N/A N/A 1 0 1 0 2016-11-14 $13.71 $17.50 31.8% 9.1% 24.9% 11.6% 49.0% 1.9% -8.7% 2 -5 0 0.00 122.69 N/A N/A 1 0 1 0 2016-11-15 $13.89 $17.50 28.3% 8.1% 24.8% 8.9% 48.0% 4.7% -8.2% 2 -4 0 0.00 119.38 N/A N/A 1 0 1 0 2016-11-16 $13.94 $17.50 28.1% 8.1% 24.5% 8.8% 46.3% 6.8% -8.3% 2 -6 0 0.00 121.50 N/A N/A 1 0 1 0 2016-11-17 $14.15 $17.50 27.1% 7.8% 24.3% 8.0% 45.1% 1.6% -6.8% 2 -5 0 0.00 119.11 N/A N/A 1 0 1 0 2016-11-18 $14.23 $17.50 26.2% 7.5% 22.6% 7.3% 45.1% 9.3% -5.9% 2 -6 0 0.00 125.64 N/A N/A 1 0 1 0 2016-11-21 $14.27 $17.50 27.0% 7.7% 22.6% 7.9% 47.3% 2.1% -5.7% 2 -5 0 0.00 125.20 N/A N/A 1 0 1 0 2016-11-22 $14.30 $17.50 25.0% 7.2% 21.3% 6.4% 48.0% 8.8% -5.3% 1 -2 0 0.00 122.92 N/A N/A 1 0 1 0 2016-11-23 $14.38 $17.50 27.6% 7.9% 20.4% 8.4% 48.2% 9.1% -5.3% 2 -5 0 0.00 126.38 N/A N/A 1 0 1 0 2016-11-25 $14.50 $17.50 25.6% 7.3% 20.4% 6.8% 49.0% 9.0% -6.6% 1 -2 0 0.00 123.51 N/A N/A 1 0 1 0 2016-11-28 $14.38 $17.50 26.1% 7.5% 21.0% 7.2% 54.4% 10.5% -7.7% 0 -1 0 0.00 124.05 N/A N/A 1 0 1 0 2016-11-29 $14.27 $17.50 125.0% 35.8% 21.2% 82.5% 129.1% 23.1% -77.8% 17 -387 -1 0.00 179.16 N/A N/A 1 0 1 0 2016-11-30 $14.13 $17.50 35.2% 10.1% 19.8% 14.2% 60.9% 5.5% -13.3% 1 -4 0 0.00 123.78 N/A N/A 1 0 1 0
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