BKLN Options History — April 2013

In April 2013, BKLN traded between $25.09 and $25.19. ATM implied volatility averaged 4.8%. The 30-day expected move averaged 1.3%. IV traded above realized volatility by 2.9% (HV 20d: 1.9%). Max pain ranged from $25.00 to $25.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 7 of 22 days. Put/call ratio averaged 0.00.

Notable Days

  • 2013-04-15: Highest Volume — 810 contracts
  • 2013-04-11: Largest IV drop — 28.3% change
  • 2013-04-17: Largest Expected Move — 1.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$25.13$25.09$25.19$25.09$25.19
Max Pain$25.00$25.00$25.00$25.00$25.00
ATM IV4.8%3.6%6.5%4.9%3.6%
Expected Move1.3%1.0%1.7%1.4%1.0%
HV 20d1.9%1.6%2.0%2.0%1.8%
HV 60d2.2%2.1%2.3%2.1%2.1%
Term Structure-0.7%-2.7%1.5%-0.9%-1.8%
Skew 25d-0.5%-2.2%0.4%0.4%-2.2%
Skew 10d0.2%-1.5%1.0%0.9%-0.0%
Call IV 25d6.0%5.0%7.9%7.0%6.3%
Put IV 25d5.5%4.1%7.4%7.4%4.1%
Bid-Ask Spread %47.7425.82125.6645.4125.88
Gamma HHI0.680.330.990.410.99
Net GEX-168.7K-401.5K-550-2.7K-390.5K
Net DEX592.0K30.6K1.2M32.4K1.2M
Net VEX-2.2K-4.3K-106-265-4.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume38.6820810010
Total OI457.0455088550885

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2013-04-01$25.09$25.004.9%1.4%2.0%0.0%0.0%0.4%-0.9%-2.7K32.4K-2650.0045.4100743
2013-04-02$25.12$25.004.4%1.3%2.0%0.0%0.0%-0.1%-1.6%-2.7K32.1K-2610.0028.8100743
2013-04-03$25.11$25.004.6%1.3%2.0%0.0%0.0%-0.8%-0.8%-2.6K39.4K-1240.0031.3600743
2013-04-04$25.12$25.004.8%1.4%2.0%0.0%0.0%-0.8%-1.6%-2.5K39.2K-1240.0028.8100743
2013-04-05$25.13$0.005.3%1.0%2.0%0.0%0.0%-0.1%0.2%-1.4K38.8K-1220.0055.9900743
2013-04-08$25.13$0.005.5%1.1%2.0%0.0%0.0%-0.5%-0.8%-1.8K38.5K-1180.0067.1000743
2013-04-09$25.13$0.006.5%1.0%1.9%0.0%0.0%-1.2%-0.9%-2.2K51.8K-2480.00125.6600743
2013-04-10$25.14$0.006.0%1.1%1.9%0.0%0.0%-0.4%-0.4%-1.5K37.8K-1250.0076.0100743
2013-04-11$25.15$0.004.3%1.2%1.9%0.0%0.0%-0.7%-1.2%-1.5K37.1K-1240.0080.5400743
2013-04-12$25.18$0.004.7%1.4%1.9%0.0%0.0%0.1%-1.0%-4.9K30.6K-1060.0082.8800743
2013-04-15$25.09$0.004.6%1.3%1.8%0.0%0.0%-0.3%-1.0%-55036.6K-1200.0067.560810743
2013-04-16$25.12$0.005.6%1.6%1.8%0.0%0.0%0.2%0.2%-279.5K1.1M-4.2K0.0043.16007853
2013-04-17$25.10$0.005.9%1.7%1.8%0.0%0.0%0.3%0.1%-269.3K1.1M-4.2K0.0048.51007853
2013-04-18$25.10$0.005.1%1.5%1.8%0.0%0.0%0.2%0.7%-279.6K1.1M-4.3K0.0040.27007853
2013-04-19$25.11$0.004.6%1.3%1.8%0.0%0.0%0.2%1.3%-279.7K1.1M-4.2K0.0040.57007853
2013-04-22$25.12$0.003.9%1.1%1.8%0.0%0.0%0.1%1.5%-317.7K1.1M-4.2K0.0026.74002853
2013-04-23$25.13$0.004.0%1.2%1.8%0.0%0.0%0.1%1.2%-344.6K1.2M-4.1K0.0028.74202853
2013-04-24$25.14$0.004.1%1.2%1.8%0.0%0.0%-1.6%-1.6%-364.2K1.1M-4.1K0.0025.820114853
2013-04-25$25.15$0.004.1%1.2%1.6%0.0%0.0%-1.6%-1.5%-389.4K1.2M-4.1K0.0025.82004864
2013-04-26$25.12$0.004.4%1.3%1.7%0.0%0.0%-1.9%-2.7%-371.7K1.2M-4.2K0.0028.740104864
2013-04-29$25.17$0.004.4%1.2%1.8%0.0%0.0%-1.5%-1.8%-401.5K1.1M-4.0K0.0025.88084873
2013-04-30$25.19$0.003.6%1.0%1.8%0.0%0.0%-2.2%-1.8%-390.5K1.2M-4.1K0.0025.880104881