BKLN Options History — March 2013 In March 2013, BKLN traded between $24.98 and $25.16. ATM implied volatility averaged 5.1%. The 30-day expected move averaged 1.1%. IV traded above realized volatility by 2.9% (HV 20d: 2.2%). Max pain ranged from $25.00 to $25.00. Net GEX was positive for 2 of 20 trading days. Term structure was in contango for 2 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2013-03-11 : Highest Volume — 10 contracts2013-03-14 : Largest IV drop — 55.2% change2013-03-01 : Largest Expected Move — 1.4%Monthly Statistics Metric Avg Min Max Open Close Price $25.07 $24.98 $25.16 $24.98 $25.10 Max Pain $25.00 $25.00 $25.00 $25.00 $25.00 ATM IV 5.1% 2.9% 9.6% 4.8% 4.5% Expected Move 1.1% 0.8% 1.4% 1.4% 1.3% HV 20d 2.2% 1.9% 2.7% 2.7% 2.0% Term Structure -0.4% -1.1% 0.9% -1.0% -1.0% VWIV 3.8% 3.8% 3.8% 3.8% 3.8% Skew 25d 2.0% -1.4% 12.3% 12.3% -0.3% Skew 10d 5.1% -1.1% 23.9% 23.9% 0.1% Call IV 25d 6.6% 4.9% 15.9% 15.9% 6.8% Put IV 25d 8.6% 4.6% 28.2% 28.2% 6.5% Bid-Ask Spread % 37.22 26.01 46.74 31.36 45.41 Gamma HHI 0.62 0.34 1.00 1.00 0.35 Net GEX -2.3K -4.2K 1.1K -391 -3.5K Net DEX 25.9K -808 41.2K 19.3K 40.1K Net VEX -113 -152 -21 -118 -133 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 1.5 0 10 0 0 Total OI 38.9 20 50 20 50
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 2013-03-01 $24.98 $0.00 4.8% 1.4% 2.7% 0.0% 0.0% 12.3% -1.0% -391 19.3K -118 0.00 31.36 0 0 0 20 2013-03-04 $25.01 $0.00 6.1% 1.2% 2.6% 0.0% 0.0% 1.6% -0.3% -448 19.7K -117 0.00 38.58 0 0 0 20 2013-03-05 $25.01 $0.00 4.9% 1.1% 2.6% 0.0% 0.0% 1.9% -0.3% -444 19.7K -117 0.00 30.52 0 3 0 20 2013-03-06 $25.03 $0.00 5.2% 1.1% 2.5% 0.0% 0.0% 6.5% -0.3% -635 23.8K -140 0.00 31.71 2 0 0 23 2013-03-07 $25.06 $0.00 6.3% 1.1% 2.5% 0.0% 3.8% -0.3% -0.2% -609 5.4K -21 0.00 35.27 5 0 2 23 2013-03-08 $25.07 $25.00 6.7% 1.0% 2.3% 0.0% 0.0% 0.2% 0.9% 1.1K 67 -37 0.00 26.01 0 0 7 23 2013-03-11 $25.11 $25.00 8.5% 1.2% 2.4% 0.0% 0.0% 8.2% -0.5% 789 -808 -33 0.00 40.30 0 10 7 23 2013-03-12 $25.12 $25.00 8.3% 1.2% 2.3% 0.0% 0.0% 8.4% -0.5% -2.6K 15.6K -81 0.00 35.73 0 0 7 33 2013-03-13 $25.14 $25.00 9.6% 1.1% 2.3% 0.0% 0.0% 8.1% -0.5% -897 16.8K -101 0.00 37.22 0 0 7 33 2013-03-14 $25.16 $25.00 4.3% 1.2% 2.3% 0.0% 0.0% 0.1% -0.8% -4.0K 12.6K -98 0.00 44.08 0 0 7 33 2013-03-15 $25.06 $25.00 4.0% 1.1% 2.7% 0.0% 0.0% -0.3% -0.5% -3.3K 19.3K -118 0.00 42.26 0 10 7 33 2013-03-18 $25.08 $25.00 4.2% 1.2% 2.1% 0.0% 0.0% -0.1% 0.0% -4.2K 41.0K -151 0.00 46.74 0 0 7 43 2013-03-19 $25.06 $25.00 2.9% 0.8% 2.0% 0.0% 0.0% -1.4% -0.7% -4.0K 41.2K -152 0.00 30.25 0 0 7 43 2013-03-20 $25.07 $25.00 3.0% 0.9% 1.9% 0.0% 0.0% -1.4% -0.7% -3.9K 41.1K -149 0.00 28.79 0 0 7 43 2013-03-21 $25.08 $25.00 3.9% 1.1% 1.9% 0.0% 0.0% -0.5% -0.1% -4.1K 41.2K -143 0.00 46.74 0 0 7 43 2013-03-22 $25.08 $25.00 3.1% 0.9% 1.9% 0.0% 0.0% -1.4% -0.1% -3.9K 41.0K -142 0.00 32.81 0 0 7 43 2013-03-25 $25.07 $25.00 3.7% 1.1% 1.9% 0.0% 0.0% -0.2% 0.0% -3.6K 41.1K -138 0.00 44.73 0 0 7 43 2013-03-26 $25.11 $25.00 3.8% 1.1% 1.9% 0.0% 0.0% -0.8% -0.8% -3.5K 39.6K -139 0.00 29.17 0 0 7 43 2013-03-27 $25.07 $25.00 4.4% 1.3% 2.0% 0.0% 0.0% -0.6% -1.1% -3.7K 40.8K -140 0.00 46.74 0 0 7 43 2013-03-28 $25.10 $25.00 4.5% 1.3% 2.0% 0.0% 0.0% -0.3% -1.0% -3.5K 40.1K -133 0.00 45.41 0 0 7 43
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