BKLN Options History — February 2013

Name: BKLN Options Analytics - February 2013
Creator: Options Analysis Suite

In February 2013, BKLN traded between $24.93 and $25.06. ATM implied volatility averaged 4.3%. The 30-day expected move averaged 1.2%. IV traded above realized volatility by 1.6% (HV 20d: 2.7%). Net GEX was positive for 0 of 16 trading days. Term structure was in contango for 7 of 16 days.

Notable Days

2013-02-06: Highest Volume — 10 contracts
2013-02-19: Largest IV spike — 26.4% change
2013-02-26: Largest Expected Move — 1.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$25.00	$24.93	$25.06	$25.06	$25.00
ATM IV	4.3%	3.3%	5.0%	4.5%	4.1%
Expected Move	1.2%	1.0%	1.4%	1.3%	1.2%
HV 20d	2.7%	2.7%	2.7%	2.7%	2.7%
Term Structure	-0.4%	-1.8%	0.7%	-0.7%	0.4%
Skew 25d	6.2%	-0.4%	13.9%	1.7%	13.9%
Skew 10d	12.1%	0.2%	25.4%	0.8%	25.4%
Call IV 25d	9.1%	4.4%	14.7%	4.9%	13.4%
Put IV 25d	15.3%	6.0%	27.3%	6.6%	27.3%
Bid-Ask Spread %	29.96	16.93	45.41	39.32	31.36
Gamma HHI	1.00	1.00	1.00	1.00	1.00
Net GEX	-347	-1.2K	0	0	-406
Net DEX	12.6K	0	19.4K	0	19.4K
Net VEX	-86	-121	0	0	-118
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
Total Volume	1.25	0	10	10	0
Total OI	16.875	0	20	0	20

Daily Data (16 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	Spread %	Put Vol	Put OI
2013-02-06	$25.06	$0.00	4.5%	1.3%	0.0%	0.0%	0.0%	1.7%	-0.7%	0	0	0	39.32	10	0
2013-02-07	$25.00	$0.00	4.7%	1.4%	0.0%	0.0%	0.0%	2.8%	0.1%	-1.1K	7.2K	-56	18.93	0	10
2013-02-08	$25.01	$0.00	4.2%	1.2%	0.0%	0.0%	0.0%	1.6%	0.7%	-15	2.2K	-26	20.47	0	10
2013-02-11	$24.99	$0.00	4.5%	1.3%	0.0%	0.0%	0.0%	10.1%	0.6%	-23	3.1K	-33	23.27	10	10
2013-02-12	$25.02	$0.00	4.6%	1.3%	0.0%	0.0%	0.0%	1.5%	0.6%	-84	9.9K	-90	21.11	0	20
2013-02-13	$25.02	$0.00	3.8%	1.1%	0.0%	0.0%	0.0%	1.2%	0.6%	-99	11.0K	-96	16.93	0	20
2013-02-14	$25.05	$0.00	4.1%	1.2%	0.0%	0.0%	0.0%	1.3%	0.1%	-1.2K	894	-7	18.27	0	20
2013-02-15	$24.93	$0.00	3.3%	1.0%	0.0%	0.0%	0.0%	-0.4%	-0.2%	-222	16.5K	-117	18.08	0	20
2013-02-19	$24.99	$0.00	4.2%	1.2%	0.0%	0.0%	0.0%	0.6%	-1.2%	-285	17.9K	-119	37.52	0	20
2013-02-20	$24.96	$0.00	4.3%	1.2%	0.0%	0.0%	0.0%	8.8%	-0.7%	-364	19.0K	-121	39.12	0	20
2013-02-21	$24.98	$0.00	4.4%	1.3%	0.0%	0.0%	0.0%	9.7%	-0.7%	-333	18.6K	-120	39.17	0	20
2013-02-22	$25.00	$0.00	4.5%	1.3%	0.0%	0.0%	0.0%	10.8%	-1.4%	-355	18.9K	-120	45.41	0	20
2013-02-25	$24.98	$0.00	4.8%	1.4%	0.0%	0.0%	0.0%	10.3%	-1.7%	-367	19.0K	-119	45.41	0	20
2013-02-26	$25.00	$0.00	5.0%	1.4%	0.0%	0.0%	0.0%	11.6%	-1.8%	-379	19.1K	-119	44.78	0	20
2013-02-27	$25.00	$0.00	4.5%	1.3%	0.0%	0.0%	0.0%	13.9%	-0.7%	-367	19.0K	-118	20.18	0	20
2013-02-28	$25.00	$0.00	4.1%	1.2%	2.7%	0.0%	0.0%	13.9%	0.4%	-406	19.4K	-118	31.36	0	20