BDN Options History — February 2007 In February 2007, BDN traded between $34.36 and $36.14. ATM implied volatility averaged 27.4%. The 30-day expected move averaged 7.3%. IV traded above realized volatility by 12.6% (HV 20d: 14.8%). Max pain ranged from $30.00 to $35.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 14 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2007-02-01 : Highest Volume — 25 contracts2007-02-05 : Largest IV spike — 417.8% change2007-02-12 : Largest Expected Move — 16.6%Monthly Statistics Metric Avg Min Max Open Close Price $35.16 $34.36 $36.14 $34.97 $35.62 Max Pain $33.33 $30.00 $35.00 $30.00 $35.00 ATM IV 27.4% 14.6% 98.8% 18.7% 18.4% Expected Move 7.3% 4.2% 16.6% 5.4% 5.3% HV 20d 14.8% 10.8% 18.7% 13.2% 18.7% Term Structure -2.2% -17.2% 6.9% 1.4% 2.1% VWIV 16.2% 13.9% 18.4% 13.9% 18.4% Bid-Ask Spread % 110.62 85.71 166.13 102.25 108.73 Gamma HHI 0.72 0.61 0.86 0.63 0.61 Net GEX 2.2K 973 4.2K 1.1K 4.2K Net DEX -50.4K -92.1K -25.5K -25.5K -78.1K Net VEX -520 -659 -176 -176 -659 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 4.158 0 25 25 7 Total OI 64.579 25 86 25 86
Daily Data (19 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 Vol Put Vol Call OI Put OI 2007-02-01 $34.97 $30.00 18.7% 5.4% 13.2% 0.0% 0.0% 0.0% 1.4% 1.1K -25.5K -176 0.00 102.25 25 0 15 10 2007-02-02 $35.16 $0.00 19.1% 5.4% 13.1% 0.0% 0.0% 0.0% 1.4% 2.9K -59.5K -324 0.00 85.71 0 0 31 10 2007-02-05 $35.25 $0.00 98.8% 15.5% 11.1% 0.0% 0.0% 0.0% -12.9% 1.7K -54.6K -347 0.00 166.13 10 0 31 10 2007-02-06 $35.57 $0.00 15.0% 5.6% 10.9% 0.0% 0.0% 0.0% 0.7% 4.0K -84.9K -407 0.00 92.85 0 0 41 10 2007-02-07 $35.93 $0.00 17.8% 5.6% 10.8% 0.0% 0.0% 0.0% 1.1% 4.0K -92.1K -392 0.00 95.93 0 20 41 10 2007-02-08 $35.61 $0.00 19.7% 5.6% 11.1% 0.0% 0.0% 0.0% 0.4% 1.8K -57.4K -581 0.00 93.49 0 0 41 30 2007-02-09 $35.19 $0.00 54.9% 15.7% 12.3% 0.0% 0.0% 0.0% -14.1% 1.4K -41.5K -605 0.00 155.49 0 0 41 30 2007-02-12 $34.44 $0.00 57.9% 16.6% 15.1% 0.0% 0.0% 0.0% -17.2% 973 -29.7K -603 0.00 158.74 0 0 41 30 2007-02-13 $34.92 $0.00 19.7% 5.6% 15.5% 0.0% 0.0% 0.0% 0.4% 1.8K -42.0K -581 0.00 92.32 0 0 41 30 2007-02-14 $34.40 $0.00 20.3% 5.8% 16.2% 0.0% 0.0% 0.0% -0.0% 1.7K -29.3K -581 0.00 94.07 0 0 41 30 2007-02-15 $34.49 $0.00 19.2% 5.5% 16.2% 0.0% 0.0% 0.0% 0.4% 1.7K -27.9K -578 0.00 94.12 0 0 41 30 2007-02-16 $34.36 $0.00 19.5% 5.6% 16.1% 0.0% 0.0% 0.0% 0.3% 1.7K -26.8K -579 0.00 95.69 0 0 41 30 2007-02-20 $34.82 $0.00 19.8% 5.7% 16.7% 0.0% 0.0% 0.0% 0.1% 1.9K -29.2K -576 0.00 95.19 0 0 40 30 2007-02-21 $34.92 $0.00 29.2% 8.4% 16.7% 0.0% 0.0% 0.0% -16.1% 981 -33.4K -591 0.00 155.13 3 0 40 30 2007-02-22 $35.18 $0.00 19.8% 5.7% 16.8% 0.0% 0.0% 0.0% 0.6% 2.2K -45.9K -596 0.00 96.26 0 0 43 30 2007-02-23 $35.69 $0.00 18.9% 5.4% 16.2% 0.0% 0.0% 0.0% 1.3% 2.4K -62.7K -573 0.00 103.70 0 0 43 30 2007-02-26 $36.14 $0.00 14.6% 4.2% 16.5% 0.0% 13.9% 0.0% 6.9% 2.3K -71.4K -559 0.00 112.06 4 0 43 30 2007-02-27 $35.35 $35.00 19.4% 5.6% 18.5% 0.0% 0.0% 0.0% 1.1% 3.4K -66.2K -572 0.00 103.95 10 0 46 30 2007-02-28 $35.62 $35.00 18.4% 5.3% 18.7% 0.0% 18.4% 0.0% 2.1% 4.2K -78.1K -659 0.00 108.73 0 7 56 30
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