BDN Options History — August 2014 In August 2014, BDN traded between $15.33 and $16.02. ATM implied volatility averaged 21.5%, placing in the 8.7% IV rank vs the trailing year. The 30-day expected move averaged 5.8%. IV traded above realized volatility by 8.3% (HV 20d: 13.3%). 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 18 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2014-08-28 : Highest Volume — 6 contracts2014-08-14 : Largest IV drop — 54.3% change2014-08-13 : Highest IV Rank — 29.8%2014-08-18 : Largest Expected Move — 7.2%Monthly Statistics Metric Avg Min Max Open Close Price $15.67 $15.33 $16.02 $15.46 $16.02 Max Pain $15.00 $15.00 $15.00 $15.00 $15.00 ATM IV 21.5% 13.6% 39.1% 21.0% 19.3% Expected Move 5.8% 4.6% 7.2% 6.0% 6.0% HV 20d 13.3% 11.5% 15.5% 11.5% 12.8% HV 60d 13.8% 13.3% 14.3% 13.7% 13.3% IV Rank 8.7% 0.0% 29.8% 7.0% 7.0% IV Percentile 35.1% 0.0% 94.8% 40.5% 23.4% Term Structure 3.7% -3.0% 9.8% 0.9% 2.3% VWIV 20.0% 19.7% 20.3% 19.7% 20.3% Skew 25d 1.0% -9.4% 26.5% -7.7% 1.1% Skew 10d 13.3% -12.5% 108.6% 6.5% -0.2% Call IV 25d 20.8% 16.0% 30.2% 30.2% 21.7% Put IV 25d 21.8% 14.3% 46.9% 22.5% 22.8% Bid-Ask Spread % 94.09 28.43 116.50 116.50 94.12 Gamma HHI 0.80 0.58 0.95 0.93 0.69 Net GEX 11.8K 1.7K 26.4K 20.0K 2.8K Net DEX -109.4K -238.8K 2.2K -180.7K -21.3K Net VEX -413 -564 -276 -564 -276 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 0.714 0 6 4 4 Total OI 269.095 185 346 343 185
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 2014-08-01 $15.46 $15.00 21.0% 6.0% 11.5% 7.0% 19.7% -7.7% 0.9% 20.0K -180.7K -564 0.00 116.50 4 0 260 83 2014-08-04 $15.51 $0.00 21.8% 5.4% 11.5% 8.0% 0.0% 26.5% 3.0% 19.8K -192.3K -536 0.00 105.59 0 0 263 83 2014-08-05 $15.40 $0.00 22.5% 5.5% 11.8% 8.8% 0.0% 0.8% 2.6% 22.5K -177.7K -544 0.00 105.17 0 0 263 83 2014-08-06 $15.38 $0.00 22.4% 5.4% 11.7% 8.7% 0.0% 1.3% 2.8% 23.5K -179.9K -527 0.00 105.37 0 0 263 83 2014-08-07 $15.33 $0.00 21.2% 5.4% 11.5% 7.3% 0.0% 1.3% 2.7% 26.4K -171.7K -515 0.00 102.90 0 0 263 83 2014-08-08 $15.54 $0.00 23.1% 4.7% 12.6% 9.6% 0.0% 22.8% 7.8% 19.5K -203.5K -482 0.00 105.69 0 0 263 83 2014-08-11 $15.55 $0.00 33.3% 5.8% 12.3% 22.4% 0.0% 1.1% 2.7% 18.8K -209.8K -471 0.00 105.14 0 0 263 83 2014-08-12 $15.49 $0.00 36.0% 5.5% 12.1% 25.8% 0.0% -2.7% -0.6% 20.8K -201.8K -458 0.00 108.13 0 0 263 83 2014-08-13 $15.70 $0.00 39.1% 4.6% 13.0% 29.8% 0.0% -2.1% 7.3% 13.2K -236.5K -419 0.00 108.53 0 0 263 83 2014-08-14 $15.60 $0.00 17.9% 5.1% 13.2% 3.0% 0.0% -5.0% -1.1% 14.2K -238.8K -395 0.00 28.43 0 0 262 83 2014-08-15 $15.41 $0.00 18.3% 5.2% 13.2% 3.6% 0.0% -3.8% -3.0% 24.8K -196.2K -393 0.00 29.93 1 0 262 83 2014-08-18 $15.69 $0.00 13.6% 7.2% 14.9% 0.0% 0.0% -2.2% 9.8% 3.0K 2.2K -348 0.00 103.07 0 0 102 83 2014-08-19 $15.88 $0.00 16.4% 6.2% 15.4% 3.5% 0.0% -0.4% 8.3% 2.5K -9.7K -362 0.00 96.50 0 0 102 83 2014-08-20 $15.94 $0.00 17.5% 5.9% 15.4% 4.8% 0.0% -0.6% 1.3% 1.9K -20.1K -345 0.00 80.07 0 0 102 83 2014-08-21 $15.87 $0.00 19.5% 6.3% 15.5% 7.4% 0.0% -2.5% 8.1% 1.7K -12.2K -390 0.00 97.76 0 0 102 83 2014-08-22 $15.79 $0.00 17.9% 6.3% 15.0% 5.4% 0.0% -2.7% 5.3% 2.6K -6.7K -353 0.00 96.89 0 0 102 83 2014-08-25 $15.75 $0.00 19.3% 6.3% 14.5% 7.0% 0.0% 2.6% 5.7% 2.4K -4.4K -354 0.00 92.99 0 0 102 83 2014-08-26 $15.87 $0.00 17.6% 6.3% 14.3% 5.0% 0.0% -0.1% 5.9% 3.0K -10.9K -307 0.00 97.33 0 0 102 83 2014-08-27 $15.90 $0.00 18.8% 6.2% 13.7% 6.4% 0.0% 2.0% 4.8% 2.5K -12.6K -334 0.00 97.14 0 0 102 83 2014-08-28 $15.90 $0.00 16.1% 6.3% 12.9% 3.1% 0.0% -9.4% 1.0% 2.8K -13.8K -308 0.00 98.61 0 6 102 83 2014-08-29 $16.02 $0.00 19.3% 6.0% 12.8% 7.0% 20.3% 1.1% 2.3% 2.8K -21.3K -276 0.00 94.12 0 4 102 83
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