BDN Options History — March 2014 In March 2014, BDN traded between $14.14 and $14.97. ATM implied volatility averaged 20.8%, placing in the 10.8% IV rank vs the trailing year. The 30-day expected move averaged 5.6%. IV traded above realized volatility by 5.0% (HV 20d: 15.7%). 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 15 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2014-03-03 : Highest Volume — 42 contracts2014-03-26 : Largest IV drop — 20.2% change2014-03-10 : Highest IV Rank — 15.9%2014-03-03 : Largest Expected Move — 7.1%Monthly Statistics Metric Avg Min Max Open Close Price $14.49 $14.14 $14.97 $14.81 $14.46 Max Pain $15.00 $15.00 $15.00 $15.00 $15.00 ATM IV 20.8% 17.2% 25.0% 24.8% 19.9% Expected Move 5.6% 3.9% 7.1% 7.1% 5.7% HV 20d 15.7% 11.9% 18.2% 14.0% 18.2% HV 60d 18.7% 17.7% 20.0% 19.1% 17.7% IV Rank 10.8% 6.5% 15.9% 15.6% 9.6% IV Percentile 41.6% 17.9% 63.9% 63.1% 37.7% Term Structure 1.6% -7.1% 8.5% -0.4% -7.1% VWIV 13.3% 13.3% 13.3% 13.3% 13.3% Skew 25d 3.1% -8.5% 11.5% -5.2% 9.7% Skew 10d 0.1% -14.5% 5.7% -10.0% 4.5% Call IV 25d 22.9% 17.7% 31.1% 30.1% 21.4% Put IV 25d 26.0% 21.1% 33.7% 24.9% 31.1% Bid-Ask Spread % 107.67 106.06 109.66 106.30 107.20 Gamma HHI 0.95 0.93 1.00 1.00 0.95 Net GEX 7.9K 6.2K 10.0K 6.9K 8.6K Net DEX -76.6K -114.3K -51.8K -76.2K -59.2K Net VEX -446 -558 -342 -342 -384 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 4.667 0 42 42 2 Total OI 191.619 145 202 145 193
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 2014-03-03 $14.81 $15.00 24.8% 7.1% 14.0% 15.6% 0.0% -5.2% -0.4% 6.9K -76.2K -342 0.00 106.30 42 0 130 15 2014-03-04 $14.92 $15.00 22.2% 6.4% 12.2% 12.5% 0.0% -7.2% 1.0% 8.7K -102.1K -464 0.00 109.66 28 0 160 15 2014-03-05 $14.97 $15.00 21.3% 6.1% 11.9% 11.4% 0.0% -8.5% 0.4% 10.0K -114.3K -558 0.00 106.22 0 0 187 15 2014-03-06 $14.81 $15.00 21.6% 6.2% 12.6% 11.8% 0.0% 2.6% -0.6% 9.5K -112.3K -556 0.00 108.75 0 0 187 15 2014-03-07 $14.46 $15.00 21.1% 5.6% 15.5% 11.2% 0.0% -2.0% 0.2% 8.8K -86.3K -510 0.00 106.13 0 0 187 15 2014-03-10 $14.31 $15.00 25.0% 3.9% 15.8% 15.9% 13.3% 3.3% 8.5% 6.9K -79.6K -494 0.00 106.06 12 0 187 15 2014-03-11 $14.33 $15.00 21.9% 3.9% 15.7% 12.2% 0.0% 3.9% 8.5% 6.3K -79.8K -483 0.00 108.16 0 0 179 15 2014-03-12 $14.45 $15.00 21.5% 4.6% 15.7% 11.7% 0.0% 2.9% 3.7% 8.4K -67.9K -447 0.00 108.74 0 0 179 15 2014-03-13 $14.49 $15.00 17.2% 4.9% 15.6% 6.5% 0.0% 0.1% 3.1% 6.4K -90.9K -500 0.00 108.29 0 0 179 15 2014-03-14 $14.56 $15.00 19.8% 5.7% 15.6% 9.7% 0.0% 4.3% 4.2% 8.8K -77.8K -470 0.00 108.39 0 0 179 15 2014-03-17 $14.62 $15.00 21.6% 6.2% 15.6% 11.7% 0.0% 7.5% 5.5% 8.6K -84.0K -469 0.00 107.12 0 0 179 15 2014-03-18 $14.69 $15.00 20.4% 5.9% 14.1% 10.4% 0.0% 5.0% 3.0% 9.6K -86.4K -473 0.00 108.31 0 0 179 15 2014-03-19 $14.31 $15.00 20.4% 5.9% 16.7% 10.4% 0.0% 5.6% 2.1% 7.7K -60.3K -408 0.00 107.83 0 0 179 15 2014-03-20 $14.29 $15.00 18.9% 5.4% 16.5% 8.6% 0.0% 6.3% 2.8% 7.5K -55.8K -396 0.00 107.42 0 0 179 15 2014-03-21 $14.40 $15.00 17.4% 5.0% 16.8% 6.7% 0.0% 7.6% 3.6% 8.5K -58.6K -403 0.00 108.17 0 0 179 15 2014-03-24 $14.29 $15.00 19.4% 5.6% 17.0% 9.2% 0.0% 6.4% -0.6% 7.2K -53.6K -378 0.00 106.97 0 0 174 15 2014-03-25 $14.48 $15.00 21.9% 6.3% 17.4% 12.1% 0.0% 11.5% 3.4% 8.0K -67.6K -413 0.00 107.50 14 0 174 15 2014-03-26 $14.32 $15.00 17.5% 5.0% 17.8% 6.7% 0.0% 1.0% 1.4% 6.2K -80.2K -443 0.00 107.77 0 0 178 15 2014-03-27 $14.14 $15.00 20.4% 5.8% 18.2% 10.2% 0.0% 3.6% -3.0% 6.3K -64.7K -406 0.00 107.15 0 0 178 15 2014-03-28 $14.26 $15.00 21.9% 6.3% 17.9% 12.1% 0.0% 6.1% -7.0% 7.3K -51.8K -371 0.00 108.95 0 0 178 15 2014-03-31 $14.46 $15.00 19.9% 5.7% 18.2% 9.6% 0.0% 9.7% -7.1% 8.6K -59.2K -384 0.00 107.20 2 0 178 15
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