BDN Options History — September 2014 In September 2014, BDN traded between $14.07 and $16.17. ATM implied volatility averaged 22.1%, placing in the 10.5% IV rank vs the trailing year. The 30-day expected move averaged 6.2%. IV traded above realized volatility by 5.3% (HV 20d: 16.7%). 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 8 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2014-09-24 : Highest Volume — 20 contracts2014-09-29 : Largest IV spike — 37.3% change2014-09-09 : Highest IV Rank — 23.1%2014-09-30 : Largest Expected Move — 7.5%Monthly Statistics Metric Avg Min Max Open Close Price $15.11 $14.07 $16.17 $16.01 $14.07 Max Pain $15.00 $15.00 $15.00 $15.00 $15.00 ATM IV 22.1% 17.0% 32.3% 22.7% 23.3% Expected Move 6.2% 5.5% 7.5% 6.1% 7.5% HV 20d 16.7% 11.8% 20.2% 12.8% 19.1% HV 60d 14.6% 12.9% 15.9% 13.3% 15.7% IV Rank 10.5% 4.2% 23.1% 11.2% 11.9% IV Percentile 50.6% 5.2% 90.9% 64.7% 70.2% Term Structure -1.1% -9.0% 12.8% 1.9% -9.0% VWIV 23.3% 20.7% 25.9% 20.7% 25.9% Skew 25d 0.6% -3.6% 13.5% -1.4% 0.1% Skew 10d 2.8% -6.1% 11.8% -2.7% 5.5% Call IV 25d 24.5% 15.6% 30.3% 26.5% 30.3% Put IV 25d 25.1% 14.4% 30.8% 25.0% 30.4% Bid-Ask Spread % 96.57 90.75 100.31 94.78 100.31 Gamma HHI 0.75 0.58 0.98 0.62 0.58 Net GEX 3.2K 1.5K 5.9K 2.2K 1.5K Net DEX 27.1K -31.8K 95.2K -16.6K 75.7K Net VEX -268 -357 -134 -316 -236 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 2.667 0 20 8 10 Total OI 199.143 189 215 189 215
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 2014-09-02 $16.01 $15.00 22.7% 6.1% 12.8% 11.2% 0.0% -1.4% 1.9% 2.2K -16.6K -316 0.00 94.78 8 0 102 87 2014-09-03 $16.05 $15.00 24.0% 7.4% 12.4% 12.9% 0.0% -0.8% 1.9% 2.3K -25.4K -344 0.00 98.07 0 0 110 87 2014-09-04 $15.99 $15.00 24.3% 6.0% 12.5% 13.2% 0.0% -2.7% 2.8% 2.3K -21.5K -352 0.00 96.24 0 0 110 87 2014-09-05 $16.10 $15.00 23.3% 5.5% 12.5% 12.0% 0.0% -2.1% 4.4% 2.7K -30.7K -285 0.00 95.90 0 0 110 87 2014-09-08 $16.17 $15.00 25.2% 6.0% 11.8% 14.3% 0.0% -1.5% -1.9% 2.0K -31.8K -319 0.00 90.75 1 0 110 87 2014-09-09 $16.08 $15.00 32.3% 6.2% 12.1% 23.1% 0.0% -3.0% -8.5% 1.8K -27.6K -357 0.00 97.17 0 0 110 87 2014-09-10 $15.73 $15.00 28.5% 6.1% 14.6% 18.4% 0.0% -2.7% -4.9% 3.3K -7.3K -321 0.00 97.48 0 3 110 87 2014-09-11 $15.74 $15.00 22.3% 6.2% 13.8% 10.8% 0.0% -2.7% -4.8% 2.9K -5.2K -335 0.00 99.52 0 0 110 90 2014-09-12 $15.11 $15.00 21.7% 5.9% 20.0% 10.1% 0.0% 1.2% -0.7% 5.0K 31.6K -293 0.00 92.11 0 10 110 90 2014-09-15 $14.90 $15.00 21.7% 6.1% 20.2% 10.0% 0.0% 1.8% -0.7% 5.7K 30.8K -248 0.00 95.39 0 0 110 82 2014-09-16 $15.04 $15.00 23.0% 6.2% 19.2% 11.6% 0.0% -3.6% -2.0% 5.5K 35.3K -245 0.00 95.73 0 0 110 82 2014-09-17 $15.00 $15.00 21.9% 6.0% 18.5% 10.3% 0.0% 2.6% -0.2% 5.8K 36.2K -241 0.00 97.02 0 3 110 82 2014-09-18 $14.77 $15.00 18.2% 6.2% 18.8% 5.8% 0.0% 1.5% 12.8% 5.9K 38.4K -250 0.00 97.89 0 0 110 85 2014-09-19 $14.66 $15.00 17.0% 6.1% 18.9% 4.2% 0.0% 2.4% 2.9% 2.1K 40.0K -263 0.00 96.04 0 1 110 85 2014-09-22 $14.52 $15.00 17.3% 6.0% 19.0% 4.6% 0.0% 2.0% 3.3% 2.1K 47.2K -237 0.00 97.19 0 0 110 85 2014-09-23 $14.33 $15.00 18.0% 6.1% 19.2% 5.5% 0.0% -1.1% -5.5% 1.9K 52.6K -224 0.00 96.49 0 0 110 85 2014-09-24 $14.30 $15.00 17.1% 5.9% 18.7% 4.3% 20.7% 1.9% -4.1% 3.6K 86.7K -134 0.00 96.13 0 20 110 85 2014-09-25 $14.17 $15.00 20.6% 6.1% 18.6% 8.6% 0.0% 1.6% -6.1% 1.7K 72.3K -249 0.00 98.33 0 0 110 105 2014-09-26 $14.35 $15.00 17.3% 6.1% 19.6% 4.6% 0.0% 13.5% 3.0% 3.3K 95.2K -190 0.00 97.52 0 0 110 105 2014-09-29 $14.27 $15.00 23.7% 6.1% 19.0% 12.5% 0.0% 5.4% -7.4% 2.9K 92.4K -194 0.00 97.97 0 0 110 105 2014-09-30 $14.07 $15.00 23.3% 7.5% 19.1% 11.9% 25.9% 0.1% -9.0% 1.5K 75.7K -236 0.00 100.31 0 10 110 105
« Aug 2014 | All History | Oct 2014 » Home BDN History September 2014