BDN Options History — April 2017 In April 2017, BDN traded between $16.15 and $17.14. ATM implied volatility averaged 20.2%, placing in the 13.2% IV rank vs the trailing year. The 30-day expected move averaged 5.5%. IV traded above realized volatility by 5.7% (HV 20d: 14.6%). Max pain ranged from $15.00 to $17.50. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 5 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2017-04-25 : Highest Volume — 484 contracts2017-04-12 : Largest IV drop — 31.9% change2017-04-06 : Highest IV Rank — 22.6%2017-04-05 : Largest Expected Move — 6.9%Monthly Statistics Metric Avg Min Max Open Close Price $16.80 $16.15 $17.14 $16.15 $16.95 Max Pain $16.92 $15.00 $17.50 $15.00 $17.50 ATM IV 20.2% 15.3% 25.4% 20.9% 17.8% Expected Move 5.5% 4.4% 6.9% 6.0% 5.1% HV 20d 14.6% 13.1% 17.2% 16.3% 13.8% HV 60d 16.9% 16.2% 18.5% 18.2% 16.2% IV Rank 13.2% 4.3% 22.6% 14.3% 8.9% IV Percentile 30.0% 3.2% 77.0% 26.2% 11.1% Term Structure -1.0% -5.4% 2.8% -1.3% -1.9% VWIV 19.4% 16.1% 22.2% 20.1% 20.1% Skew 25d -0.9% -6.9% 4.5% 4.5% -3.4% Skew 10d -1.9% -13.0% 6.9% 2.6% -5.6% Call IV 25d 20.6% 18.7% 23.0% 20.0% 20.8% Put IV 25d 19.7% 15.2% 25.3% 24.5% 17.5% Bid-Ask Spread % 34.03 18.19 76.29 31.00 26.11 Gamma HHI 0.95 0.80 0.99 0.80 0.97 Net GEX 43.3K 14.2K 62.2K 17.8K 55.9K Net DEX -271.4K -449.5K -136.9K -136.9K -389.0K Net VEX -759 -1.6K -454 -454 -1.5K 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 443.368 413 484 413 484 Total OI 576.947 210 659 552 659
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 2017-04-03 $16.15 $15.00 20.9% 6.0% 16.3% 14.3% 20.1% 4.5% -1.3% 17.8K -136.9K -454 0.00 31.00 411 2 530 22 2017-04-04 $16.41 $15.00 23.5% 6.7% 17.2% 19.1% 17.9% 4.2% -5.4% 29.0K -193.0K -593 0.00 18.19 411 2 530 22 2017-04-05 $16.38 $15.00 24.0% 6.9% 16.5% 20.0% 18.8% 3.0% 2.8% 28.3K -195.5K -585 0.00 19.29 411 2 530 22 2017-04-06 $16.60 $0.00 25.4% 5.4% 16.0% 22.6% 0.0% 4.2% -0.7% 35.8K -230.1K -637 0.00 33.61 411 2 530 22 2017-04-07 $16.59 $0.00 23.2% 5.2% 15.7% 18.5% 0.0% -2.8% -1.2% 35.3K -225.0K -611 0.00 38.42 411 2 530 22 2017-04-10 $16.72 $0.00 21.3% 5.3% 15.4% 15.2% 0.0% -3.4% -0.6% 39.8K -219.1K -551 0.00 33.91 411 2 530 22 2017-04-11 $16.95 $0.00 25.4% 5.6% 15.4% 22.5% 0.0% -1.4% -2.2% 53.8K -303.7K -628 0.00 36.54 421 2 530 22 2017-04-12 $16.91 $0.00 17.3% 5.0% 13.7% 7.9% 0.0% -6.9% -0.2% 53.7K -254.5K -587 0.00 76.29 421 2 540 22 2017-04-13 $16.75 $0.00 22.2% 6.4% 13.7% 16.7% 22.2% -2.3% -4.1% 40.6K -217.9K -540 0.00 55.13 463 2 540 22 2017-04-17 $16.80 $17.50 18.3% 5.2% 13.2% 9.6% 18.9% 1.4% 1.0% 50.8K -277.3K -602 0.00 43.77 463 2 592 22 2017-04-18 $16.95 $17.50 21.5% 6.2% 13.1% 15.5% 21.7% -0.1% -1.8% 62.0K -276.0K -575 0.00 20.48 458 2 592 22 2017-04-19 $16.92 $17.50 20.5% 5.9% 13.1% 13.8% 20.9% -0.5% -1.7% 58.8K -301.0K -546 0.00 20.91 439 2 590 22 2017-04-20 $16.76 $17.50 17.8% 5.1% 13.2% 8.8% 18.9% 0.0% 1.1% 49.2K -252.7K -519 0.00 39.14 429 2 623 22 2017-04-21 $17.08 $17.50 15.3% 4.4% 14.6% 4.3% 16.1% -1.7% 2.6% 16.5K -220.4K -477 0.00 43.12 429 2 633 22 2017-04-24 $17.01 $17.50 18.6% 5.3% 14.7% 10.2% 20.6% -2.0% -2.0% 14.2K -144.2K -476 0.00 27.47 470 1 189 21 2017-04-25 $17.14 $17.50 15.9% 4.6% 13.8% 5.4% 17.6% -2.3% 0.1% 59.4K -444.5K -1.5K 0.00 27.88 483 1 626 21 2017-04-26 $17.11 $17.50 16.3% 4.7% 13.7% 6.1% 17.5% -3.5% -0.4% 62.2K -449.5K -1.6K 0.00 27.30 483 1 637 22 2017-04-27 $17.02 $17.50 19.1% 5.5% 13.7% 11.1% 20.9% -3.8% -3.7% 59.3K -425.8K -1.5K 0.00 27.99 483 1 637 22 2017-04-28 $16.95 $17.50 17.8% 5.1% 13.8% 8.9% 20.1% -3.4% -1.9% 55.9K -389.0K -1.5K 0.00 26.11 483 1 637 22
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