BDN Options History — January 2014 In January 2014, BDN traded between $13.77 and $14.48. ATM implied volatility averaged 30.3%, placing in the 23.0% IV rank vs the trailing year. The 30-day expected move averaged 6.5%. IV traded above realized volatility by 8.4% (HV 20d: 21.9%). Max pain ranged from $15.00 to $15.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2014-01-29 : Highest Volume — 3 contracts2014-01-03 : Largest IV spike — 206.4% change2014-01-03 : Highest IV Rank — 100.0%2014-01-03 : Largest Expected Move — 27.2%Monthly Statistics Metric Avg Min Max Open Close Price $14.03 $13.77 $14.48 $13.77 $14.25 Max Pain $15.00 $15.00 $15.00 $15.00 $15.00 ATM IV 30.3% 17.5% 94.9% 31.0% 20.0% Expected Move 6.5% 4.7% 27.2% 8.9% 5.7% HV 20d 21.9% 20.0% 23.7% 22.5% 20.7% HV 60d 19.9% 18.8% 21.5% 21.5% 20.1% IV Rank 23.0% 6.8% 100.0% 39.0% 9.8% IV Percentile 63.6% 26.2% 100.0% 92.1% 43.3% Term Structure -0.1% -15.4% 7.2% -15.4% -9.0% Skew 25d 4.8% -1.0% 26.4% 2.4% 4.4% Skew 10d 1.2% -2.1% 4.4% 1.0% 0.7% Call IV 25d 20.6% 16.9% 30.4% 29.5% 23.6% Put IV 25d 25.4% 19.2% 56.7% 31.9% 28.0% Bid-Ask Spread % 107.73 106.19 112.88 106.93 106.92 Gamma HHI 0.98 0.97 0.99 0.97 0.97 Net GEX 2.6K 1.9K 3.6K 2.0K 2.3K Net DEX -9.1K -44.6K 17.8K 17.2K -38.0K Net VEX -217 -248 -193 -225 -205 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 0.286 0 3 0 0 Total OI 116.714 83 141 140 85
Daily Data (21 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 2014-01-02 $13.77 $15.00 31.0% 8.9% 22.5% 39.0% 0.0% 2.4% -15.4% 2.0K 17.2K -225 0.00 106.93 0 0 99 41 2014-01-03 $13.77 $15.00 94.9% 27.2% 22.5% 100.0% 0.0% 26.4% -13.6% 1.9K 5.8K -248 0.00 112.88 0 0 99 41 2014-01-06 $13.82 $0.00 30.3% 5.1% 22.5% 22.2% 0.0% 2.3% 5.4% 2.0K 14.6K -223 0.00 107.21 0 0 99 41 2014-01-07 $14.07 $0.00 25.9% 4.7% 23.2% 16.9% 0.0% 2.8% 3.2% 2.3K 10.5K -236 0.00 107.57 1 0 99 41 2014-01-08 $13.96 $0.00 28.5% 4.8% 23.5% 20.1% 0.0% 1.7% 3.7% 2.3K 9.9K -232 0.00 108.44 0 0 100 41 2014-01-09 $13.81 $0.00 36.7% 5.7% 23.7% 29.9% 0.0% -0.4% 1.6% 2.2K 15.5K -222 0.00 106.61 0 0 100 41 2014-01-10 $13.93 $0.00 35.4% 4.8% 21.6% 28.4% 0.0% 2.9% 3.5% 2.2K 12.3K -221 0.00 108.18 0 0 100 41 2014-01-13 $13.84 $0.00 44.9% 4.8% 21.8% 39.8% 0.0% 1.4% 3.4% 2.0K 13.4K -221 0.00 108.07 0 0 100 41 2014-01-14 $13.88 $0.00 45.9% 5.0% 21.8% 41.0% 0.0% 3.3% 2.6% 2.1K 11.5K -224 0.00 106.19 0 0 100 41 2014-01-15 $13.78 $0.00 51.9% 4.8% 22.1% 48.2% 0.0% -0.1% 1.8% 2.3K 15.7K -211 0.00 107.09 0 0 100 41 2014-01-16 $14.07 $0.00 17.5% 5.0% 22.8% 6.8% 0.0% 5.5% 5.3% 2.3K 9.5K -217 0.00 107.43 0 0 100 41 2014-01-17 $13.83 $0.00 17.5% 5.0% 20.2% 6.8% 0.0% -1.0% 0.8% 2.8K 17.8K -204 0.00 107.23 0 0 100 41 2014-01-21 $14.17 $0.00 17.8% 5.1% 20.8% 7.2% 0.0% 6.8% -0.9% 2.8K -36.8K -209 0.00 107.69 2 0 78 5 2014-01-22 $14.38 $0.00 20.6% 5.9% 20.0% 10.6% 0.0% 8.6% 6.0% 3.6K -38.2K -208 0.00 108.10 0 0 80 5 2014-01-23 $14.48 $0.00 21.3% 6.1% 20.1% 11.5% 0.0% 8.8% 7.2% 3.5K -44.6K -224 0.00 107.59 0 0 80 5 2014-01-24 $14.21 $0.00 18.0% 5.2% 21.3% 7.4% 0.0% 3.5% 1.3% 3.4K -41.0K -222 0.00 106.97 0 0 80 5 2014-01-27 $14.05 $0.00 18.8% 5.4% 21.7% 8.4% 0.0% 4.7% -0.9% 3.3K -33.8K -196 0.00 106.63 0 0 80 5 2014-01-28 $14.22 $0.00 18.6% 5.3% 22.0% 8.1% 0.0% 7.4% -0.6% 3.4K -36.5K -201 0.00 108.51 0 0 80 5 2014-01-29 $14.05 $0.00 22.6% 6.5% 21.9% 12.9% 0.0% 2.2% -6.6% 3.2K -34.0K -193 0.00 108.71 3 0 80 5 2014-01-30 $14.27 $0.00 18.7% 5.4% 22.5% 8.3% 0.0% 6.4% -0.1% 2.9K -41.9K -218 0.00 107.47 0 0 80 5 2014-01-31 $14.25 $0.00 20.0% 5.7% 20.7% 9.8% 0.0% 4.4% -9.0% 2.3K -38.0K -205 0.00 106.92 0 0 80 5
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