BDN Options History — June 2022

In June 2022, BDN traded between $9.27 and $11.06. ATM implied volatility averaged 58.1%, placing in the 35.3% IV rank vs the trailing year. The 30-day expected move averaged 16.3%. IV traded above realized volatility by 22.4% (HV 20d: 35.7%). Max pain ranged from $12.50 to $12.50. Net GEX was positive for 13 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 0.62.

Notable Days

2022-06-23: Highest Volume — 134 contracts
2022-06-30: Largest IV spike — 238.6% change
2022-06-30: Highest IV Rank — 85.5%
2022-06-30: Largest Expected Move — 35.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$10.08	$9.27	$11.06	$11.02	$9.59
Max Pain	$12.50	$12.50	$12.50	$12.50	$12.50
ATM IV	58.1%	36.0%	122.1%	45.3%	122.1%
Expected Move	16.3%	10.3%	35.0%	13.0%	35.0%
HV 20d	35.7%	26.3%	41.9%	32.8%	40.9%
HV 60d	31.8%	28.3%	34.6%	28.6%	34.2%
IV Rank	35.3%	17.7%	85.5%	26.3%	85.5%
IV Percentile	76.3%	41.7%	99.6%	68.3%	99.6%
Term Structure	-10.8%	-93.7%	101.2%	-0.5%	-93.7%
VWIV	59.3%	33.9%	115.6%	47.3%	115.6%
Skew 25d	35.9%	-47.6%	240.9%	-0.5%	-47.6%
Skew 10d	90.3%	-71.9%	325.9%	2.3%	135.6%
Call IV 25d	57.7%	25.7%	119.0%	42.5%	119.0%
Put IV 25d	93.6%	32.9%	286.0%	42.0%	71.4%
Bid-Ask Spread %	107.85	81.63	124.40	119.20	110.16
Gamma HHI	0.41	0.26	0.63	0.42	0.38
Net GEX	72	-1.9K	990	310	520
Net DEX	26.1K	706	50.5K	11.5K	15.8K
Net VEX	-274	-539	-113	-289	-539
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.62	0.19	1.31	0.79	0.56
Total Volume	79	41	134	68	133
Total OI	435.333	394	544	394	544

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
2022-06-01	$11.02	$12.50	45.3%	13.0%	32.8%	26.3%	47.3%	-0.5%	-0.5%	310	11.5K	-289	0.79	119.20	38	30	327	67
2022-06-02	$11.06	$12.50	41.2%	10.4%	31.5%	23.2%	39.9%	7.2%	-9.5%	219	16.4K	-248	0.97	108.20	31	30	327	67
2022-06-03	$10.82	$12.50	46.5%	15.0%	30.1%	27.3%	46.5%	10.3%	-12.0%	500	706	-362	0.97	114.84	31	30	328	67
2022-06-06	$10.84	$12.50	65.8%	14.7%	30.1%	41.2%	59.0%	-3.6%	-24.4%	375	16.6K	-264	0.90	106.71	31	28	328	67
2022-06-07	$11.00	$12.50	62.7%	13.9%	28.7%	38.7%	59.5%	-4.2%	-20.9%	31	17.9K	-230	0.90	108.35	31	28	328	68
2022-06-08	$10.78	$12.50	51.9%	14.9%	26.3%	30.2%	59.1%	-3.6%	-32.7%	-326	26.7K	-172	0.90	103.25	31	28	328	69
2022-06-09	$10.52	$12.50	53.5%	15.3%	27.1%	31.5%	62.1%	26.2%	-24.8%	249	20.1K	-228	0.90	111.15	31	28	329	69
2022-06-10	$10.40	$12.50	42.3%	12.1%	26.5%	22.6%	45.0%	-2.2%	-9.2%	-204	32.3K	-173	0.28	109.25	32	9	330	69
2022-06-13	$9.63	$12.50	72.6%	20.8%	37.4%	46.5%	94.8%	-14.8%	-53.2%	553	24.2K	-247	0.31	109.83	32	10	331	69
2022-06-14	$9.51	$12.50	63.9%	18.3%	37.2%	39.7%	65.9%	-4.6%	-36.2%	-224	43.0K	-113	0.30	115.82	33	10	331	70
2022-06-15	$9.77	$12.50	94.4%	27.1%	36.1%	63.7%	92.8%	16.4%	-40.0%	990	10.6K	-311	0.19	120.70	54	10	331	70
2022-06-16	$9.27	$12.50	71.4%	20.5%	39.1%	45.5%	77.7%	-11.6%	101.2%	633	22.9K	-273	0.20	115.21	82	16	355	72
2022-06-17	$9.48	$12.50	74.6%	21.4%	40.3%	48.1%	57.9%	-36.5%	-3.4%	558	16.2K	-286	0.29	124.40	82	24	355	87
2022-06-21	$9.59	$12.50	56.1%	16.1%	40.8%	33.5%	60.3%	240.9%	16.3%	-40	43.7K	-189	0.38	99.55	58	22	338	85
2022-06-22	$9.55	$12.50	38.2%	11.0%	40.1%	19.4%	38.7%	97.2%	21.0%	104	37.5K	-234	0.38	81.63	58	22	342	85
2022-06-23	$9.54	$12.50	43.5%	12.5%	39.8%	23.6%	44.4%	105.3%	-4.8%	419	30.5K	-293	1.31	94.95	58	76	343	85
2022-06-24	$9.85	$12.50	43.4%	12.4%	41.8%	23.6%	43.0%	226.9%	-9.8%	-416	40.7K	-284	0.52	96.78	58	30	344	152
2022-06-27	$9.90	$12.50	39.9%	11.4%	41.9%	20.8%	43.3%	223.3%	6.6%	-30	33.3K	-483	0.45	102.21	66	30	345	172
2022-06-28	$9.89	$12.50	54.6%	15.7%	40.9%	32.3%	59.1%	-35.6%	7.9%	-825	36.1K	-304	0.73	106.49	66	48	352	172
2022-06-29	$9.76	$12.50	36.0%	10.3%	40.9%	17.7%	33.9%	-35.4%	-5.3%	-1.9K	50.5K	-226	0.73	106.08	66	48	352	192
2022-06-30	$9.59	$12.50	122.1%	35.0%	40.9%	85.5%	115.6%	-47.6%	-93.7%	520	15.8K	-539	0.56	110.16	85	48	352	192