BDN Options History — August 2013 In August 2013, BDN traded between $12.45 and $13.86. ATM implied volatility averaged 28.9%, placing in the 37.1% IV rank vs the trailing year. The 30-day expected move averaged 6.9%. IV traded above realized volatility by 6.1% (HV 20d: 22.8%). Max pain ranged from $12.50 to $12.50. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 17 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2013-08-15 : Highest Volume — 65 contracts2013-08-15 : Largest IV drop — 42.1% change2013-08-14 : Highest IV Rank — 71.0%2013-08-12 : Largest Expected Move — 8.2%Monthly Statistics Metric Avg Min Max Open Close Price $13.19 $12.45 $13.86 $13.85 $12.82 Max Pain $12.50 $12.50 $12.50 $12.50 $12.50 ATM IV 28.9% 19.3% 44.4% 19.3% 26.4% Expected Move 6.9% 3.9% 8.2% 5.5% 7.6% HV 20d 22.8% 17.7% 26.9% 21.2% 24.6% HV 60d 28.9% 27.7% 29.6% 28.8% 27.7% IV Rank 37.1% 16.4% 71.0% 16.4% 31.6% IV Percentile 85.9% 54.8% 98.4% 54.8% 86.1% Term Structure 3.2% -6.9% 10.8% -6.9% 0.2% Skew 25d 7.3% -0.3% 51.7% 1.4% 4.0% Skew 10d 27.1% -2.5% 116.3% 3.3% 8.7% Call IV 25d 21.3% 12.2% 27.2% 21.1% 23.5% Put IV 25d 28.6% 19.6% 77.7% 22.5% 27.6% Bid-Ask Spread % 26.98 8.55 100.69 8.55 15.78 Gamma HHI 0.69 0.51 0.92 0.77 0.62 Net GEX 3.7K -797 6.7K 6.5K 1.8K Net DEX -9.3K -58.3K 20.5K -58.3K 20.5K Net VEX -475 -725 -224 -725 -293 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 5.682 0 65 0 0 Total OI 336.636 289 368 348 319
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 2013-08-01 $13.85 $12.50 19.3% 5.5% 21.2% 16.4% 0.0% 1.4% -6.9% 6.5K -58.3K -725 0.00 8.55 0 0 251 97 2013-08-02 $13.65 $12.50 25.4% 7.3% 21.9% 29.7% 0.0% -0.3% -2.1% 5.4K -38.1K -651 0.00 10.04 0 0 251 97 2013-08-05 $13.67 $0.00 30.0% 5.6% 21.8% 39.5% 0.0% 2.8% 7.9% 5.4K -36.4K -629 0.00 40.82 0 0 251 97 2013-08-06 $13.59 $0.00 34.9% 6.3% 20.8% 50.2% 0.0% 7.2% 6.5% 5.3K -32.4K -614 0.00 48.32 10 0 251 97 2013-08-07 $13.59 $0.00 30.9% 6.4% 20.4% 41.5% 0.0% 7.8% 10.2% 5.2K -30.7K -642 0.00 47.13 0 0 261 97 2013-08-08 $13.56 $0.00 33.3% 6.5% 17.7% 46.7% 0.0% 6.9% 7.1% 5.3K -31.1K -615 0.00 47.64 0 0 261 97 2013-08-09 $13.86 $0.00 29.8% 3.9% 19.7% 39.2% 0.0% 14.1% 10.8% 6.7K -50.7K -661 0.00 19.44 10 0 261 97 2013-08-12 $13.60 $0.00 39.3% 8.2% 20.6% 59.8% 0.0% 8.0% -2.5% 6.0K -43.3K -653 0.00 15.96 0 0 271 97 2013-08-13 $13.29 $0.00 43.5% 6.8% 21.9% 69.0% 0.0% 8.9% 8.4% 4.5K -23.7K -592 0.00 15.63 0 0 271 97 2013-08-14 $13.27 $0.00 44.4% 7.7% 21.7% 71.0% 0.0% 6.4% 0.9% 4.2K -16.2K -574 0.00 12.79 0 0 271 97 2013-08-15 $13.02 $0.00 25.8% 7.4% 21.2% 30.3% 0.0% 5.6% 0.7% 2.1K 9.2K -454 0.00 10.95 0 65 261 97 2013-08-16 $12.56 $0.00 27.3% 7.8% 23.0% 33.7% 0.0% 3.9% 0.8% -797 14.4K -323 0.00 14.68 10 0 261 62 2013-08-19 $12.45 $0.00 25.8% 7.4% 22.3% 30.5% 0.0% 2.8% 0.3% 2.2K 18.0K -224 0.00 12.05 0 25 243 46 2013-08-20 $12.74 $0.00 26.1% 7.5% 24.6% 31.1% 0.0% 1.6% -0.4% 2.0K 19.2K -337 0.00 64.78 5 0 243 71 2013-08-21 $12.65 $0.00 27.0% 7.7% 24.5% 33.1% 0.0% 4.5% -1.5% 1.9K 19.5K -336 0.00 16.10 0 0 248 71 2013-08-22 $12.82 $0.00 25.3% 7.2% 24.9% 29.3% 0.0% 51.7% 1.9% 2.1K 19.0K -324 0.00 22.38 0 0 248 71 2013-08-23 $13.11 $0.00 22.2% 6.4% 26.8% 22.5% 0.0% 4.9% 9.3% 3.1K 5.8K -384 0.00 19.70 0 0 248 71 2013-08-26 $13.14 $0.00 23.4% 6.7% 26.9% 25.2% 0.0% 3.1% 7.1% 3.3K 3.5K -363 0.00 22.72 0 0 248 71 2013-08-27 $13.01 $0.00 26.8% 7.7% 25.9% 32.6% 0.0% 3.8% 1.3% 2.9K 7.9K -343 0.00 14.83 0 0 248 71 2013-08-28 $13.01 $0.00 25.3% 7.2% 24.5% 29.2% 0.0% 11.1% 1.3% 2.7K 10.9K -346 0.00 12.50 0 0 248 71 2013-08-29 $13.02 $0.00 23.2% 6.7% 24.5% 24.9% 0.0% -0.0% 8.8% 2.9K 7.3K -365 0.00 100.69 0 0 248 71 2013-08-30 $12.82 $0.00 26.4% 7.6% 24.6% 31.6% 0.0% 4.0% 0.2% 1.8K 20.5K -293 0.00 15.78 0 0 248 71
« Jul 2013 | All History | Sep 2013 » Home BDN History August 2013