BFIN Options History — January 2017 In January 2017, BFIN traded between $13.53 and $15.13. ATM implied volatility averaged 29.9%, placing in the 10.0% IV rank vs the trailing year. The 30-day expected move averaged 8.2%. IV traded above realized volatility by 9.5% (HV 20d: 20.4%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 0 of 20 days.
Notable Days 2017-01-30 : Largest IV spike — 67.7% change2017-01-30 : Highest IV Rank — 32.1%2017-01-30 : Largest Expected Move — 15.9%Monthly Statistics Metric Avg Min Max Open Close Price $14.32 $13.53 $15.13 $14.97 $13.58 ATM IV 29.9% 21.9% 55.3% 24.2% 50.3% Expected Move 8.2% 5.8% 15.9% 6.9% 14.4% HV 20d 20.4% 15.9% 25.4% 15.9% 25.4% HV 60d 20.6% 18.6% 22.0% 18.6% 22.0% IV Rank 10.0% 3.1% 32.1% 6.3% 27.9% IV Percentile 36.8% 1.2% 98.8% 16.7% 98.4% Term Structure -6.5% -33.0% -0.1% -1.8% -21.5% Skew 25d 4.0% -4.5% 8.2% 6.7% -4.5% Skew 10d 2.3% -4.6% 10.4% 7.6% 10.4% Call IV 25d 31.3% 24.6% 44.3% 35.2% 44.3% Put IV 25d 35.3% 30.0% 44.6% 41.8% 39.7% Bid-Ask Spread % 123.22 115.86 131.62 130.01 122.02 Net GEX 0 0 0 0 0 Net DEX 0 0 0 0 0 Net VEX 0 0 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 0 0 0 0 0
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 2017-01-03 $14.97 $0.00 24.2% 6.9% 15.9% 6.3% 0.0% 6.7% -1.8% 0 0 0 0.00 130.01 N/A N/A 0 0 0 0 2017-01-04 $15.13 $0.00 25.7% 7.4% 16.2% 7.6% 0.0% 4.2% -0.1% 0 0 0 0.00 131.62 N/A N/A 0 0 0 0 2017-01-05 $14.89 $0.00 26.7% 6.9% 17.5% 6.2% 0.0% 1.3% -5.1% 0 0 0 0.00 117.85 N/A N/A 0 0 0 0 2017-01-06 $15.03 $0.00 27.7% 5.8% 16.7% 3.1% 0.0% 4.9% -0.4% 0 0 0 0.00 130.12 N/A N/A 0 0 0 0 2017-01-09 $14.96 $0.00 27.1% 6.0% 16.8% 3.5% 0.0% 4.6% -1.6% 0 0 0 0.00 128.72 N/A N/A 0 0 0 0 2017-01-10 $14.58 $0.00 32.1% 6.4% 18.9% 4.8% 0.0% 2.6% -1.8% 0 0 0 0.00 129.32 N/A N/A 0 0 0 0 2017-01-11 $14.62 $0.00 22.8% 6.5% 17.9% 5.1% 0.0% 4.5% -0.7% 0 0 0 0.00 126.76 N/A N/A 0 0 0 0 2017-01-12 $14.28 $0.00 24.4% 7.0% 18.9% 6.5% 0.0% 3.0% -4.6% 0 0 0 0.00 124.97 N/A N/A 0 0 0 0 2017-01-13 $14.56 $0.00 21.9% 6.3% 20.0% 4.4% 0.0% 6.7% -1.2% 0 0 0 0.00 123.01 N/A N/A 0 0 0 0 2017-01-17 $14.27 $0.00 23.2% 6.6% 20.7% 5.4% 0.0% 8.2% -2.2% 0 0 0 0.00 119.02 N/A N/A 0 0 0 0 2017-01-18 $14.16 $0.00 27.2% 7.8% 19.5% 8.8% 0.0% 8.2% -3.9% 0 0 0 0.00 123.87 N/A N/A 0 0 0 0 2017-01-19 $14.25 $0.00 26.3% 7.5% 19.7% 8.1% 0.0% 7.4% -5.5% 0 0 0 0.00 118.86 N/A N/A 0 0 0 0 2017-01-20 $13.81 $0.00 30.7% 8.8% 22.1% 11.7% 0.0% 1.8% -6.8% 0 0 0 0.00 121.87 N/A N/A 0 0 0 0 2017-01-23 $13.82 $0.00 32.5% 9.3% 22.1% 13.2% 0.0% 2.8% -7.9% 0 0 0 0.00 115.86 N/A N/A 0 0 0 0 2017-01-24 $13.92 $0.00 31.9% 9.1% 22.4% 12.7% 0.0% 4.3% -7.9% 0 0 0 0.00 119.88 N/A N/A 0 0 0 0 2017-01-25 $14.20 $0.00 27.5% 7.9% 23.9% 9.0% 0.0% 6.5% -7.3% 0 0 0 0.00 117.59 N/A N/A 0 0 0 0 2017-01-26 $13.95 $0.00 28.3% 8.1% 24.5% 9.7% 0.0% 0.4% -10.0% 0 0 0 0.00 118.42 N/A N/A 0 0 0 0 2017-01-27 $13.90 $0.00 33.0% 9.5% 24.3% 13.6% 0.0% 5.3% -7.5% 0 0 0 0.00 122.54 N/A N/A 0 0 0 0 2017-01-30 $13.53 $0.00 55.3% 15.9% 25.3% 32.1% 0.0% 1.7% -33.0% 0 0 0 0.00 122.02 N/A N/A 0 0 0 0 2017-01-31 $13.58 $0.00 50.3% 14.4% 25.4% 27.9% 0.0% -4.5% -21.5% 0 0 0 0.00 122.02 N/A N/A 0 0 0 0
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