BDN Options History — October 2024

In October 2024, BDN traded between $5.12 and $6.49. ATM implied volatility averaged 35.1%, placing in the 21.7% IV rank vs the trailing year. The 30-day expected move averaged 9.9%. IV traded below realized volatility by 4.8% (HV 20d: 39.9%). Max pain ranged from $5.00 to $6.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 11 of 23 days. Put/call ratio averaged 3.81.

Notable Days

  • 2024-10-24: Highest Volume — 1,488 contracts
  • 2024-10-31: Largest IV spike — 116.0% change
  • 2024-10-31: Highest IV Rank — 61.0%
  • 2024-10-31: Largest Expected Move — 17.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$5.74$5.12$6.49$5.56$5.12
Max Pain$5.65$5.00$6.00$5.00$6.00
ATM IV35.1%24.6%62.4%31.9%62.4%
Expected Move9.9%6.8%17.9%9.1%17.9%
HV 20d39.9%26.6%63.5%29.2%62.7%
HV 60d36.0%31.4%44.8%34.1%43.4%
IV Rank21.7%6.5%61.0%17.0%61.0%
IV Percentile36.8%6.0%93.7%27.0%93.7%
Term Structure-1.8%-47.2%15.6%6.3%-47.2%
VWIV35.3%18.3%62.4%38.8%62.4%
Skew 25d40.9%-45.4%308.8%-45.4%59.7%
Skew 10d62.4%-28.2%381.8%14.1%110.0%
Call IV 25d34.7%20.5%85.9%85.9%39.8%
Put IV 25d75.6%25.7%340.2%40.5%99.5%
Bid-Ask Spread %94.7642.41124.0557.5973.34
Gamma HHI0.660.420.900.690.45
Net GEX17.0K8.0K28.3K8.0K11.7K
Net DEX-792.9K-1.3M-111.3K-1.2M-111.3K
Net VEX-4.0K-5.8K-2.5K-2.5K-5.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.810.0071.431.660.08
Total Volume405.957421,48824242
Total OI6,304.0434,2407,6336,9617,595

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-10-01$5.56$5.0031.9%9.1%29.2%17.0%38.8%-45.4%6.3%8.0K-1.2M-2.5K1.6657.59911514,0462,915
2024-10-02$5.70$5.0034.1%9.8%30.1%20.2%40.7%28.0%3.1%10.4K-1.3M-2.5K0.0042.411,17614,0802,926
2024-10-03$5.67$6.0030.6%12.3%30.3%15.1%0.0%-10.0%4.4%13.1K-1.2M-2.8K4.22114.84964054,1762,927
2024-10-04$5.74$6.0028.2%7.7%29.4%11.7%0.0%293.4%2.0%16.1K-1.3M-2.8K3.10122.221304034,1672,822
2024-10-07$5.70$6.0036.4%6.8%29.6%23.5%18.3%308.8%15.6%12.4K-1.3M-3.0K0.02115.3921054,1902,757
2024-10-08$5.67$6.0037.3%8.4%29.5%24.8%0.0%304.6%7.8%14.6K-1.2M-2.9K0.05121.736634,2732,757
2024-10-09$5.56$6.0024.6%7.1%30.8%6.5%40.2%2.0%-3.5%8.6K-385.6K-3.2K0.05114.21411222,8722,757
2024-10-10$5.62$6.0031.1%8.9%29.8%15.9%0.0%-12.8%-8.3%11.7K-538.5K-4.2K0.15124.05203303,4092,774
2024-10-11$5.70$6.0030.1%8.6%26.6%14.5%29.3%-13.8%-4.9%16.7K-636.9K-4.2K0.16116.6862103,4552,786
2024-10-14$5.96$6.0035.3%10.1%30.0%22.0%37.7%8.2%-4.4%24.3K-824.3K-4.1K0.45100.11133603,4512,776
2024-10-15$6.24$5.0034.0%9.8%32.5%20.1%27.2%15.6%9.2%22.0K-968.7K-4.0K0.47100.113071453,4192,836
2024-10-16$6.25$5.0038.5%11.0%31.7%26.5%38.5%1.5%-5.6%25.6K-1.0M-3.8K0.0296.5838263,4372,838
2024-10-17$6.34$5.0028.8%8.2%31.7%12.5%28.3%7.0%11.2%28.3K-1.2M-4.2K0.25122.72121303,7252,838
2024-10-18$6.49$5.0036.0%10.3%28.3%23.0%33.2%11.2%-6.9%23.8K-1.2M-4.0K0.04107.187833,7422,860
2024-10-21$6.42$5.0036.5%10.5%29.0%23.7%37.6%-8.5%-3.7%18.6K-1.0M-4.5K0.8485.142632212,8991,341
2024-10-22$6.30$5.0044.5%12.8%29.8%35.3%40.3%-14.5%-22.3%24.1K-1.0M-4.6K0.5391.0176403,1181,448
2024-10-23$5.44$6.0033.7%9.7%62.6%19.6%26.0%-2.8%-6.5%14.8K-398.9K-4.4K0.4374.314221803,1601,496
2024-10-24$5.39$6.0038.6%11.1%62.6%26.7%34.1%11.0%11.1%14.6K-369.6K-4.6K0.0886.241,3721163,4021,583
2024-10-25$5.22$6.0038.5%11.0%63.5%26.5%38.3%-2.1%-5.9%19.7K-284.4K-4.8K3.3978.171525164,4951,693
2024-10-28$5.30$6.0032.8%9.4%63.5%18.3%29.1%10.0%4.0%21.8K-299.6K-4.8K0.1470.92104154,6521,848
2024-10-29$5.25$6.0034.8%10.0%62.8%21.2%36.4%-7.9%-2.0%20.5K-391.0K-5.1K71.4396.14141,0004,7561,863
2024-10-30$5.28$6.0028.9%8.3%62.0%12.7%0.0%-2.8%5.3%8.8K-118.6K-5.7K0.0368.306224,7702,863
2024-10-31$5.12$6.0062.4%17.9%62.7%61.0%62.4%59.7%-47.2%11.7K-111.3K-5.8K0.0873.343934,7322,863