BDN Options History — July 2013 In July 2013, BDN traded between $13.57 and $14.56. ATM implied volatility averaged 19.5%, placing in the 16.7% IV rank vs the trailing year. The 30-day expected move averaged 5.0%. IV traded below realized volatility by 9.4% (HV 20d: 28.9%). Max pain ranged from $12.50 to $15.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 17 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2013-07-11 : Highest Volume — 28 contracts2013-07-11 : Largest IV drop — 36.1% change2013-07-09 : Highest IV Rank — 45.7%2013-07-01 : Largest Expected Move — 6.8%Monthly Statistics Metric Avg Min Max Open Close Price $14.10 $13.57 $14.56 $13.76 $13.94 Max Pain $12.84 $12.50 $15.00 $15.00 $12.50 ATM IV 19.5% 13.6% 32.8% 23.7% 15.7% Expected Move 5.0% 3.9% 6.8% 6.8% 4.5% HV 20d 28.9% 18.8% 39.4% 39.4% 21.0% HV 60d 28.5% 28.1% 28.8% 28.5% 28.8% IV Rank 16.7% 3.9% 45.7% 25.8% 8.3% IV Percentile 43.7% 7.5% 96.0% 75.0% 24.2% Term Structure 4.5% -7.3% 9.5% -7.3% 4.7% VWIV 28.5% 13.2% 53.4% 53.4% 18.9% Skew 25d 4.8% -1.5% 11.0% -0.0% 3.6% Skew 10d 3.5% -4.6% 12.4% 6.0% 7.8% Call IV 25d 17.2% 13.1% 25.1% 25.1% 18.5% Put IV 25d 22.0% 17.2% 26.5% 25.1% 22.1% Bid-Ask Spread % 28.06 6.45 107.04 36.00 10.95 Gamma HHI 0.74 0.51 0.88 0.51 0.79 Net GEX 6.1K 1.3K 11.6K 1.3K 6.6K Net DEX -28.1K -92.2K 58.6K 27.9K -70.7K Net VEX -791 -907 -687 -907 -756 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 4.364 0 28 14 10 Total OI 447.5 329 536 503 340
Daily Data (22 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 2013-07-01 $13.76 $15.00 23.7% 6.8% 39.4% 25.8% 53.4% -0.0% -7.3% 1.3K 27.9K -907 0.00 36.00 14 0 273 230 2013-07-02 $13.60 $15.00 22.8% 6.5% 36.5% 23.9% 0.0% 0.5% -6.7% 1.7K 51.7K -710 0.00 15.36 0 0 268 230 2013-07-03 $13.57 $15.00 22.5% 6.4% 36.4% 23.2% 0.0% 0.1% -4.7% 1.5K 58.6K -687 0.00 13.94 0 0 268 230 2013-07-05 $13.58 $12.50 25.4% 5.3% 35.8% 29.5% 0.0% 0.4% 8.4% 1.3K 54.1K -729 0.00 45.52 13 0 268 230 2013-07-08 $13.64 $12.50 32.3% 5.6% 35.7% 44.7% 0.0% -1.5% 7.1% 2.3K 33.3K -778 0.00 43.31 0 0 281 230 2013-07-09 $13.89 $12.50 32.8% 5.5% 35.9% 45.7% 0.0% 3.2% -3.6% 3.5K 14.0K -810 0.00 107.04 0 0 281 230 2013-07-10 $14.04 $12.50 28.4% 4.7% 34.8% 36.1% 0.0% 4.8% 7.4% 5.1K 9.0K -803 0.00 44.76 0 0 281 230 2013-07-11 $14.40 $12.50 18.1% 5.2% 34.9% 13.7% 13.2% 6.1% 9.0% 7.3K -23.6K -832 0.00 24.84 28 0 281 230 2013-07-12 $14.31 $12.50 18.3% 5.2% 32.2% 14.0% 18.9% 5.3% 8.3% 7.8K -23.7K -872 0.00 25.15 0 14 306 230 2013-07-15 $14.33 $12.50 16.7% 4.8% 31.7% 10.6% 0.0% 6.8% 9.5% 8.0K -26.0K -860 0.00 24.95 0 0 306 230 2013-07-16 $14.30 $12.50 14.4% 4.1% 31.7% 5.6% 0.0% 4.3% 7.7% 8.2K -28.0K -855 0.00 26.94 0 5 306 230 2013-07-17 $14.35 $12.50 15.4% 4.4% 31.5% 7.7% 0.0% 5.7% 8.9% 8.8K -33.9K -850 0.00 25.89 1 0 306 225 2013-07-18 $14.56 $12.50 17.9% 5.1% 28.0% 13.2% 0.0% 8.6% 9.4% 11.6K -69.0K -843 0.00 27.78 0 0 298 200 2013-07-19 $14.22 $12.50 15.4% 4.4% 25.3% 7.8% 0.0% 4.2% 4.1% 7.3K -31.0K -776 0.00 43.44 0 0 298 200 2013-07-22 $14.35 $12.50 16.6% 4.7% 23.2% 10.3% 0.0% 11.0% 6.7% 7.4K -87.4K -788 0.00 11.46 1 0 232 97 2013-07-23 $14.34 $12.50 14.6% 4.2% 23.2% 6.2% 0.0% 8.7% 7.7% 7.7K -92.2K -794 0.00 12.46 0 0 233 97 2013-07-24 $14.15 $12.50 14.1% 4.0% 21.2% 4.9% 0.0% 4.9% 7.3% 6.9K -76.1K -765 0.00 7.86 0 0 233 97 2013-07-25 $14.27 $12.50 17.8% 5.1% 20.4% 12.9% 0.0% 9.1% -3.6% 7.4K -74.0K -732 0.00 43.89 0 0 233 97 2013-07-26 $14.19 $12.50 15.1% 4.3% 19.8% 7.2% 0.0% 6.5% 7.9% 7.2K -77.2K -757 0.00 10.28 10 0 233 97 2013-07-29 $14.10 $12.50 17.7% 5.1% 18.9% 12.8% 0.0% 4.9% 2.4% 7.1K -69.6K -741 0.00 8.96 0 0 243 97 2013-07-30 $14.33 $12.50 13.6% 3.9% 18.8% 3.9% 0.0% 8.5% 8.2% 8.4K -84.5K -749 0.00 6.45 0 0 243 97 2013-07-31 $13.94 $12.50 15.7% 4.5% 21.0% 8.3% 0.0% 3.6% 4.7% 6.6K -70.7K -756 0.00 10.95 10 0 243 97
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