BDN Options History — July 2023 In July 2023, BDN traded between $4.46 and $5.05. ATM implied volatility averaged 44.8%, placing in the 14.1% IV rank vs the trailing year. The 30-day expected move averaged 12.7%. IV traded below realized volatility by 8.6% (HV 20d: 53.4%). Max pain ranged from $5.00 to $5.00. Net GEX was positive for 8 of 20 trading days. Term structure was in contango for 13 of 20 days. Put/call ratio averaged 0.61.
Notable Days 2023-07-11 : Highest Volume — 1,072 contracts2023-07-10 : Largest IV spike — 35.3% change2023-07-31 : Highest IV Rank — 19.4%2023-07-31 : Largest Expected Move — 15.3%Monthly Statistics Metric Avg Min Max Open Close Price $4.71 $4.46 $5.05 $4.83 $5.05 Max Pain $5.00 $5.00 $5.00 $5.00 $5.00 ATM IV 44.8% 38.6% 53.3% 42.2% 53.3% Expected Move 12.7% 11.1% 15.3% 12.1% 15.3% HV 20d 53.4% 47.5% 57.4% 52.6% 55.6% HV 60d 51.2% 49.1% 53.2% 50.6% 51.7% IV Rank 14.1% 10.3% 19.4% 12.5% 19.4% IV Percentile 38.7% 26.6% 56.3% 33.7% 56.3% Term Structure 3.7% -13.7% 27.5% 2.5% -5.9% VWIV 44.9% 36.8% 54.3% 39.7% 53.2% Skew 25d 27.6% 5.2% 64.7% 27.1% 21.2% Skew 10d 7.1% -98.2% 60.9% 26.4% 34.1% Call IV 25d 47.7% 37.4% 79.6% 49.1% 37.4% Put IV 25d 75.3% 48.2% 126.7% 76.3% 58.6% Bid-Ask Spread % 35.64 10.73 98.24 67.52 29.12 Gamma HHI 0.96 0.79 1.00 1.00 0.99 Net GEX -6.3K -48.7K 33.5K -32.4K 33.5K Net DEX 474.0K -1.0M 1.4M 945.1K -1.0M Net VEX -4.4K -5.1K -3.4K -4.3K -5.1K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.61 0.00 3.76 1.13 1.58 Total Volume 256.2 47 1,072 187 320 Total OI 12,232.2 7,033 14,929 13,454 8,205
Daily Data (20 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 2023-07-03 $4.83 $5.00 42.2% 12.1% 52.6% 12.5% 39.7% 27.1% 2.5% -32.4K 945.1K -4.3K 1.13 67.52 88 99 4,027 9,427 2023-07-05 $4.54 $5.00 49.9% 14.3% 57.4% 17.3% 54.3% 7.2% -13.7% -21.0K 995.1K -4.3K 0.19 75.83 198 38 3,956 9,477 2023-07-06 $4.46 $5.00 43.7% 11.1% 54.3% 13.5% 36.8% 40.6% 12.4% -13.8K 1.4M -3.4K 0.67 98.24 36 24 3,997 9,448 2023-07-07 $4.67 $5.00 38.6% 11.9% 51.6% 10.3% 41.6% 5.2% 10.5% -34.8K 861.0K -4.4K 0.09 26.04 44 4 4,003 9,459 2023-07-10 $4.63 $5.00 52.2% 12.5% 51.3% 18.7% 43.6% 24.6% 10.7% -30.1K 933.9K -4.2K 0.00 19.72 47 0 4,024 9,459 2023-07-11 $4.71 $5.00 42.2% 12.6% 51.3% 12.5% 44.0% 61.6% 7.0% -35.4K 921.5K -4.0K 0.05 29.54 1,018 54 4,032 9,526 2023-07-12 $4.66 $5.00 48.6% 13.9% 51.5% 16.4% 48.5% 64.5% -0.5% -26.4K 876.8K -5.0K 0.48 33.92 94 45 4,993 9,476 2023-07-13 $4.67 $5.00 49.6% 14.2% 51.5% 17.1% 50.8% 64.7% -1.0% -25.4K 1.0M -4.7K 0.69 31.44 32 22 5,075 9,469 2023-07-14 $4.63 $5.00 40.0% 11.5% 51.6% 11.2% 40.5% 57.5% 7.8% -19.7K 1.0M -4.5K 0.00 69.07 52 0 5,102 9,489 2023-07-17 $4.58 $5.00 39.6% 11.4% 51.8% 10.9% 40.1% 13.4% 6.5% -10.8K 1.2M -4.1K 3.76 10.73 17 64 5,144 9,489 2023-07-18 $4.67 $5.00 48.4% 13.9% 52.2% 16.4% 48.5% 39.6% 1.7% -21.5K 1.1M -4.3K 0.15 25.91 286 44 5,151 9,475 2023-07-19 $4.92 $5.00 46.1% 13.2% 54.6% 14.9% 46.1% 19.5% 3.0% -48.7K 167.1K -5.0K 0.11 17.88 382 41 5,258 9,453 2023-07-20 $4.72 $5.00 48.3% 13.9% 56.9% 16.3% 48.4% 16.5% 27.5% 19.5K 1.2M -4.2K 0.71 38.40 35 25 5,451 9,468 2023-07-21 $4.64 $5.00 43.5% 12.5% 56.1% 13.3% 43.5% 16.3% 5.3% 18.5K 1.3M -4.1K 1.38 33.16 29 40 5,448 9,481 2023-07-24 $4.63 $5.00 41.6% 11.9% 54.4% 12.1% 42.0% 16.0% 4.4% 19.5K -390.9K -3.9K 0.24 14.05 150 36 3,727 3,306 2023-07-25 $4.51 $5.00 40.6% 11.6% 47.5% 11.5% 48.9% 6.2% -1.3% 16.0K -328.7K -3.9K 0.04 14.92 1,034 38 3,761 3,325 2023-07-26 $4.92 $5.00 42.4% 12.2% 55.2% 12.6% 42.4% 20.1% -1.9% 25.8K -864.1K -5.0K 0.07 19.64 363 26 4,499 3,342 2023-07-27 $4.83 $5.00 43.4% 12.4% 55.0% 13.2% 43.6% 16.2% -1.3% 29.7K -795.8K -4.9K 0.69 29.78 104 72 4,728 3,346 2023-07-28 $4.99 $5.00 41.8% 12.0% 55.5% 12.3% 41.8% 14.1% 0.9% 32.1K -965.9K -5.1K 0.11 27.96 111 12 4,743 3,405 2023-07-31 $5.05 $5.00 53.3% 15.3% 55.6% 19.4% 53.2% 21.2% -5.9% 33.5K -1.0M -5.1K 1.58 29.12 124 196 4,789 3,416
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