BDN Options History — February 2015 In February 2015, BDN traded between $15.78 and $16.72. ATM implied volatility averaged 22.6%, placing in the 21.4% IV rank vs the trailing year. The 30-day expected move averaged 5.5%. IV traded above realized volatility by 6.9% (HV 20d: 15.6%). Max pain ranged from $15.00 to $17.50. Net GEX was positive for 16 of 19 trading days. Term structure was in contango for 9 of 19 days. Put/call ratio averaged 0.58.
Notable Days 2015-02-09 : Highest Volume — 293 contracts2015-02-05 : Largest IV spike — 155.8% change2015-02-05 : Highest IV Rank — 88.6%2015-02-25 : Largest Expected Move — 7.4%Monthly Statistics Metric Avg Min Max Open Close Price $16.28 $15.78 $16.72 $16.57 $15.85 Max Pain $17.11 $15.00 $17.50 $15.00 $17.50 ATM IV 22.6% 15.4% 51.4% 22.4% 17.5% Expected Move 5.5% 4.0% 7.4% 6.4% 5.0% HV 20d 15.6% 13.2% 18.0% 13.2% 17.8% HV 60d 13.4% 12.4% 14.7% 12.5% 14.7% IV Rank 21.4% 4.4% 88.6% 20.6% 9.6% IV Percentile 48.4% 0.4% 99.2% 66.7% 11.9% Term Structure -0.2% -6.1% 6.5% -5.9% 6.5% VWIV 18.9% 14.7% 33.5% 33.5% 15.8% Skew 25d 3.4% -5.2% 15.2% -0.4% 0.6% Skew 10d 2.6% -5.6% 10.4% -4.4% -1.1% Call IV 25d 19.1% 14.4% 24.1% 21.6% 19.7% Put IV 25d 22.5% 16.8% 31.0% 21.1% 20.3% Bid-Ask Spread % 98.14 63.40 108.38 102.67 63.90 Gamma HHI 0.71 0.50 0.92 0.50 0.86 Net GEX 1.7K -568 5.6K -16 1.8K Net DEX -73.5K -171.8K 54.6K -62.0K -93.8K Net VEX -283 -407 -221 -292 -237 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.58 0.17 1.35 1.35 0.17 Total Volume 172.947 0 293 0 74 Total OI 302.632 184 401 203 184
Daily Data (19 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 2015-02-02 $16.57 $15.00 22.4% 6.4% 13.2% 20.6% 0.0% -0.4% -5.9% -16 -62.0K -292 0.00 102.67 0 0 76 127 2015-02-03 $16.72 $15.00 21.2% 6.1% 13.4% 17.8% 33.5% 9.2% -4.5% 190 -134.4K -286 1.35 108.09 63 85 116 127 2015-02-04 $16.63 $15.00 20.1% 5.8% 13.7% 15.3% 21.3% 6.2% -1.6% -31 -132.1K -276 0.52 108.38 163 85 116 127 2015-02-05 $16.61 $17.50 51.4% 4.8% 13.5% 88.6% 14.7% -1.8% -2.5% 5.6K -171.8K -389 0.52 104.53 163 85 216 127 2015-02-06 $16.45 $17.50 21.8% 4.0% 14.1% 19.3% 15.3% 2.6% 3.6% 5.6K -131.9K -316 0.43 106.70 163 70 211 127 2015-02-09 $16.32 $17.50 28.4% 4.1% 14.5% 34.7% 16.9% 0.7% 2.7% 4.2K -123.9K -307 0.80 91.32 163 130 211 127 2015-02-10 $16.27 $17.50 23.6% 4.7% 14.0% 23.6% 15.7% 10.3% 4.4% 1.0K -27.3K -328 0.79 103.21 163 128 211 187 2015-02-11 $16.22 $17.50 22.2% 6.4% 14.0% 20.2% 17.4% 9.7% 1.9% 417 -56.6K -407 0.79 99.15 163 128 211 187 2015-02-12 $16.61 $17.50 19.2% 5.5% 15.3% 13.3% 18.0% 15.2% 4.1% 3.1K -62.0K -311 0.79 98.93 163 128 211 190 2015-02-13 $16.47 $17.50 15.4% 4.4% 15.6% 4.4% 15.6% 3.5% 3.9% 2.1K -35.7K -287 0.79 106.46 163 128 211 190 2015-02-17 $16.27 $17.50 17.3% 5.0% 15.8% 8.9% 19.5% 0.6% -4.9% 943 -23.9K -271 0.79 106.25 163 128 211 190 2015-02-18 $16.40 $17.50 17.8% 5.1% 16.1% 10.4% 18.9% 3.0% -3.9% 1.8K -33.8K -258 0.79 63.40 163 128 211 190 2015-02-19 $16.04 $17.50 22.8% 6.5% 17.9% 22.5% 0.0% -3.4% -6.1% -568 51.1K -255 0.00 106.60 0 0 171 190 2015-02-20 $16.13 $17.50 18.9% 5.4% 17.3% 13.0% 0.0% -0.2% -2.7% 1.1K 54.6K -235 0.00 107.42 0 0 171 190 2015-02-23 $16.21 $17.50 20.1% 5.8% 17.3% 15.9% 20.3% 5.0% -2.0% 1.1K -111.3K -221 0.17 72.85 63 11 111 73 2015-02-24 $15.88 $17.50 24.0% 6.9% 17.9% 25.5% 20.1% 3.9% -0.4% 1.4K -102.5K -232 0.17 103.66 63 11 111 73 2015-02-25 $15.98 $17.50 25.9% 7.4% 18.0% 30.1% 20.7% 5.6% 0.2% 1.2K -105.3K -236 0.17 104.15 63 11 111 73 2015-02-26 $15.78 $17.50 18.8% 5.4% 17.9% 12.8% 19.5% -5.2% 3.0% 1.8K -94.2K -240 0.17 107.06 63 11 111 73 2015-02-27 $15.85 $17.50 17.5% 5.0% 17.8% 9.6% 15.8% 0.6% 6.5% 1.8K -93.8K -237 0.17 63.90 63 11 111 73
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