BFIN Options History — February 2017

Name: BFIN Options Analytics - February 2017
Creator: Options Analysis Suite

In February 2017, BFIN traded between $13.64 and $13.91. ATM implied volatility averaged 47.5%, placing in the 14.4% IV rank vs the trailing year. The 30-day expected move averaged 9.7%. IV traded above realized volatility by 22.7% (HV 20d: 24.8%). Net GEX was positive for 0 of 5 trading days. Term structure was in contango for 0 of 5 days.

Notable Days

2017-02-03: Largest IV drop — 22.6% change
2017-02-01: Highest IV Rank — 28.7%
2017-02-01: Largest Expected Move — 14.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$13.79	$13.64	$13.91	$13.64	$13.87
ATM IV	47.5%	40.5%	52.3%	51.2%	48.1%
Expected Move	9.7%	7.9%	14.7%	14.7%	8.4%
HV 20d	24.8%	24.5%	25.1%	24.9%	24.8%
HV 60d	21.5%	21.5%	21.6%	21.5%	21.5%
IV Rank	14.4%	9.2%	28.7%	28.7%	10.5%
IV Percentile	61.0%	39.4%	98.4%	98.4%	49.4%
Term Structure	-10.7%	-22.0%	-6.5%	-22.0%	-7.5%
Skew 25d	1.7%	-2.6%	4.4%	-2.6%	4.4%
Skew 10d	5.4%	3.6%	9.8%	9.8%	3.6%
Call IV 25d	32.1%	27.8%	44.3%	44.3%	29.0%
Put IV 25d	33.8%	29.4%	41.7%	41.7%	33.4%
Bid-Ask Spread %	123.53	122.02	123.91	122.02	123.91
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 (5 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	Spread %	Call Wall	Put Wall
2017-02-01	$13.64	$0.00	51.2%	14.7%	24.9%	28.7%	0.0%	-2.6%	-22.0%	122.02	N/A	N/A
2017-02-02	$13.70	$0.00	52.3%	9.5%	24.5%	13.8%	0.0%	-0.8%	-10.3%	123.91	N/A	N/A
2017-02-03	$13.91	$0.00	40.5%	7.9%	25.1%	9.2%	0.0%	3.8%	-6.5%	123.91	N/A	N/A
2017-02-06	$13.83	$0.00	45.5%	8.2%	24.7%	10.0%	0.0%	3.5%	-7.4%	123.91	N/A	N/A
2017-02-07	$13.87	$0.00	48.1%	8.4%	24.8%	10.5%	0.0%	4.4%	-7.5%	123.91	N/A	N/A