BFIN Options History — December 2016 In December 2016, BFIN traded between $14.20 and $15.04. ATM implied volatility averaged 31.3%, placing in the 6.9% IV rank vs the trailing year. The 30-day expected move averaged 7.3%. IV traded above realized volatility by 13.1% (HV 20d: 18.2%). Max pain ranged from $17.50 to $17.50. Net GEX was positive for 4 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2016-12-01 : Highest Volume — 1 contracts2016-12-29 : Largest IV spike — 105.9% change2016-12-29 : Highest IV Rank — 25.2%2016-12-29 : Largest Expected Move — 14.2%Monthly Statistics Metric Avg Min Max Open Close Price $14.72 $14.20 $15.04 $14.41 $14.80 Max Pain $17.50 $17.50 $17.50 $17.50 $17.50 ATM IV 31.3% 20.2% 50.4% 31.0% 26.2% Expected Move 7.3% 5.8% 14.2% 8.9% 7.5% HV 20d 18.2% 15.0% 20.5% 20.2% 16.7% HV 60d 18.6% 18.1% 19.2% 18.1% 18.5% IV Rank 6.9% 2.6% 25.2% 11.0% 7.9% IV Percentile 21.2% 0.4% 98.4% 56.0% 26.7% Term Structure -2.7% -12.1% 4.4% -12.1% -3.7% VWIV 61.7% 59.2% 64.2% 59.2% 64.2% Skew 25d 3.7% -15.3% 12.1% 11.4% 5.0% Skew 10d 4.3% -1.3% 22.6% 1.4% 4.3% Call IV 25d 30.8% 25.3% 59.0% 34.4% 34.4% Put IV 25d 34.5% 28.9% 47.4% 45.8% 39.4% Bid-Ask Spread % 135.15 118.65 197.95 118.65 132.71 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 0 0 1 1 0 Net DEX -0 -2 0 -2 0 Net VEX 0 0 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 0.571 0 1 1 0 Total OI 0.571 0 1 1 0
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 2016-12-01 $14.41 $17.50 31.0% 8.9% 20.2% 11.0% 59.2% 11.4% -12.1% 1 -2 0 0.00 118.65 N/A N/A 1 0 1 0 2016-12-02 $14.20 $17.50 34.5% 9.9% 20.5% 13.6% 64.2% 12.1% -11.1% 1 -2 0 0.00 129.95 N/A N/A 1 0 1 0 2016-12-05 $14.25 $0.00 47.9% 13.7% 20.3% 23.8% 0.0% -15.3% -8.2% 0 0 0 0.00 187.32 N/A N/A 1 0 1 0 2016-12-06 $14.29 $0.00 35.8% 6.5% 20.2% 4.7% 0.0% 3.4% -2.5% 0 -1 0 0.00 125.83 N/A N/A 1 0 1 0 2016-12-07 $14.55 $0.00 37.9% 6.0% 20.2% 3.3% 0.0% 4.0% -3.4% 1 -1 0 0.00 128.21 N/A N/A 1 0 1 0 2016-12-08 $14.62 $0.00 37.6% 5.9% 20.1% 3.1% 0.0% 4.2% -0.8% 1 -1 0 0.00 130.52 N/A N/A 1 0 1 0 2016-12-09 $14.79 $0.00 34.5% 6.0% 15.0% 3.3% 0.0% 4.3% -0.8% 0 0 0 0.00 129.68 N/A N/A 1 0 1 0 2016-12-12 $14.54 $0.00 50.4% 6.4% 16.8% 4.3% 0.0% 2.8% -2.2% 0 0 0 0.00 130.72 N/A N/A 1 0 1 0 2016-12-13 $14.76 $0.00 50.2% 5.8% 16.8% 2.6% 0.0% 4.2% -1.0% 0 0 0 0.00 128.41 N/A N/A 1 0 1 0 2016-12-14 $14.61 $0.00 21.6% 6.2% 17.1% 3.8% 0.0% 4.1% -1.8% 0 0 0 0.00 127.65 N/A N/A 1 0 1 0 2016-12-15 $14.78 $0.00 22.0% 6.3% 17.4% 4.1% 0.0% 4.1% -2.6% 0 0 0 0.00 128.25 N/A N/A 1 0 1 0 2016-12-16 $15.04 $0.00 20.2% 5.8% 17.6% 2.7% 0.0% 4.3% 0.2% 0 0 0 0.00 131.60 N/A N/A 1 0 1 0 2016-12-19 $14.94 $0.00 22.3% 6.4% 17.9% 4.3% 0.0% 1.8% -2.4% 0 0 0 0.00 124.56 N/A N/A 0 0 0 0 2016-12-20 $14.96 $0.00 21.5% 6.2% 17.9% 3.7% 0.0% 5.5% -1.6% 0 0 0 0.00 132.81 N/A N/A 0 0 0 0 2016-12-21 $14.99 $0.00 21.1% 6.1% 17.9% 3.5% 0.0% 4.5% -1.0% 0 0 0 0.00 130.06 N/A N/A 0 0 0 0 2016-12-22 $14.96 $0.00 21.5% 6.2% 18.0% 3.7% 0.0% 3.4% -1.3% 0 0 0 0.00 129.25 N/A N/A 0 0 0 0 2016-12-23 $14.88 $0.00 21.9% 6.3% 18.0% 4.0% 0.0% 4.6% 1.4% 0 0 0 0.00 130.11 N/A N/A 0 0 0 0 2016-12-27 $14.91 $0.00 24.5% 7.0% 17.6% 6.0% 0.0% 2.3% -3.3% 0 0 0 0.00 131.60 N/A N/A 0 0 0 0 2016-12-28 $14.99 $0.00 24.1% 6.9% 17.3% 5.7% 0.0% 4.0% -2.6% 0 0 0 0.00 132.32 N/A N/A 0 0 0 0 2016-12-29 $14.76 $0.00 49.7% 14.2% 17.9% 25.2% 0.0% 0.0% 4.4% 0 0 0 0.00 197.95 N/A N/A 0 0 0 0 2016-12-30 $14.80 $0.00 26.2% 7.5% 16.7% 7.9% 0.0% 5.0% -3.7% 0 0 0 0.00 132.71 N/A N/A 0 0 0 0
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