BDN Options History — October 2022

In October 2022, BDN traded between $6.06 and $7.11. ATM implied volatility averaged 68.5%, placing in the 32.9% IV rank vs the trailing year. The 30-day expected move averaged 15.5%. IV traded above realized volatility by 15.3% (HV 20d: 53.2%). Max pain ranged from $7.50 to $7.50. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 1.50.

Notable Days

  • 2022-10-13: Highest Volume — 752 contracts
  • 2022-10-07: Largest IV spike — 143.6% change
  • 2022-10-07: Highest IV Rank — 100.0%
  • 2022-10-12: Largest Expected Move — 24.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$6.39$6.06$7.11$6.89$6.54
Max Pain$7.50$7.50$7.50$7.50$7.50
ATM IV68.5%28.4%183.9%55.4%49.4%
Expected Move15.5%8.1%24.0%15.9%14.2%
HV 20d53.2%47.7%58.2%47.7%49.6%
HV 60d42.0%37.5%43.5%37.5%43.3%
IV Rank32.9%7.4%100.0%29.8%19.9%
IV Percentile65.3%12.7%100.0%73.8%61.9%
Term Structure9.0%-37.8%234.8%-12.7%28.7%
VWIV53.3%30.1%89.8%62.1%73.3%
Skew 25d28.1%-8.1%114.5%34.9%20.8%
Skew 10d46.7%-1.9%151.7%63.8%14.1%
Call IV 25d50.7%30.2%71.8%71.8%32.5%
Put IV 25d78.7%41.1%167.3%106.6%53.3%
Bid-Ask Spread %83.8650.13110.7181.7163.91
Gamma HHI0.870.730.950.950.76
Net GEX-10.0K-28.0K-3.6K-22.1K-4.1K
Net DEX633.4K365.8K925.2K832.4K421.8K
Net VEX-1.4K-2.0K-855-1.8K-1.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.500.076.860.240.14
Total Volume306.7149775297272
Total OI1,967.1431,6412,3402,1061,913

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-10-03$6.89$7.5055.4%15.9%47.7%29.8%62.1%34.9%-12.7%-22.1K832.4K-1.8K0.2481.7178194251,681
2022-10-04$7.11$7.5046.4%13.3%49.2%23.4%46.9%114.5%-10.1%-28.0K792.2K-2.0K0.5489.4163344571,679
2022-10-05$6.50$7.5072.5%20.8%56.4%42.0%84.4%31.1%6.5%-17.1K823.8K-1.6K1.6976.81671134571,681
2022-10-06$6.35$7.5075.5%10.8%55.6%44.2%30.1%-6.7%-3.4%-15.2K843.6K-1.6K1.9187.59681304571,763
2022-10-07$6.12$7.50183.9%20.9%55.6%100.0%39.4%5.6%-25.2%-12.5K838.5K-1.5K1.9694.15701374581,829
2022-10-10$6.10$7.50115.2%18.7%53.7%59.7%44.1%-2.9%-12.5%-13.0K925.2K-1.3K1.2187.86841024611,857
2022-10-11$6.13$7.50183.3%23.0%52.6%99.7%54.4%-8.1%-37.8%-13.3K875.0K-1.5K6.8686.61845764781,862
2022-10-12$6.24$7.5083.7%24.0%52.1%41.2%35.4%4.8%-29.7%-7.7K680.5K-8555.9191.451005914911,288
2022-10-13$6.37$7.5038.7%11.1%53.2%14.8%32.2%13.8%-8.4%-8.6K664.8K-1.1K5.7784.631116415231,288
2022-10-14$6.26$7.5041.9%12.0%52.1%16.7%38.0%18.7%-13.3%-7.7K646.5K-1.3K0.9594.871111055631,358
2022-10-17$6.52$7.5044.8%12.8%55.6%18.4%45.1%57.1%-7.4%-9.9K606.5K-1.3K1.4665.4867985671,235
2022-10-18$6.30$7.5056.4%16.2%56.2%25.2%57.9%36.9%-14.9%-7.6K625.5K-9131.2385.71881085821,209
2022-10-19$6.06$7.5078.1%22.4%56.3%37.0%42.0%26.3%-28.7%-7.1K525.7K-1.2K0.6990.6597676061,210
2022-10-20$6.13$7.5074.4%21.3%56.9%34.8%61.2%17.8%234.8%-5.7K602.5K-9870.1968.73341646311,217
2022-10-21$6.31$7.5054.4%15.6%58.2%22.8%54.7%33.3%47.4%-5.6K493.2K-1.5K0.1950.13253478981,219
2022-10-24$6.30$7.5043.1%12.4%52.9%16.2%75.6%31.2%19.4%-5.9K443.0K-1.3K0.15110.71197296011,056
2022-10-25$6.46$7.5028.4%8.1%53.4%7.4%45.1%72.3%14.2%-6.1K483.2K-1.1K0.07106.83423296041,037
2022-10-26$6.47$7.5029.3%8.4%50.8%7.9%39.4%40.6%11.2%-4.0K397.3K-1.6K0.0793.65423298381,037
2022-10-27$6.44$7.5034.3%9.8%48.9%10.9%68.5%8.2%13.6%-3.6K414.0K-1.5K0.1364.42229298551,037
2022-10-28$6.60$7.5048.5%13.9%49.7%19.4%89.8%39.2%17.3%-4.5K365.8K-1.7K0.1285.73238298651,037
2022-10-31$6.54$7.5049.4%14.2%49.6%19.9%73.3%20.8%28.7%-4.1K421.8K-1.5K0.1463.91239338761,037