BKLN Options History — May 2013

In May 2013, BKLN traded between $25.08 and $25.32. ATM implied volatility averaged 5.6%. The 30-day expected move averaged 1.2%. IV traded above realized volatility by 3.7% (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 1 of 22 days. Put/call ratio averaged 0.80.

Notable Days

  • 2013-05-06: Highest Volume — 111 contracts
  • 2013-05-16: Largest IV drop — 41.4% change
  • 2013-05-03: Largest Expected Move — 1.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$25.22$25.08$25.32$25.18$25.08
Max Pain$25.00$25.00$25.00$25.00$25.00
ATM IV5.6%3.4%11.1%3.9%4.6%
Expected Move1.2%1.0%1.6%1.1%1.3%
HV 20d1.9%1.2%2.2%1.8%2.1%
HV 60d1.9%1.7%2.1%2.1%2.0%
Term Structure-1.6%-3.9%0.7%-2.5%-1.1%
VWIV3.6%3.6%3.6%3.6%3.6%
Skew 25d-0.8%-2.7%0.8%-2.3%-0.5%
Skew 10d0.7%-0.1%3.1%-0.1%-0.1%
Call IV 25d5.4%4.3%7.4%6.6%6.1%
Put IV 25d4.6%3.2%5.6%4.4%5.5%
Bid-Ask Spread %28.9216.8367.6925.8862.93
Gamma HHI0.920.810.990.990.96
Net GEX-484.9K-642.6K-214.1K-416.1K-583.5K
Net DEX1.3M1.0M1.7M1.2M1.7M
Net VEX-4.6K-5.1K-3.5K-4.1K-3.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.800.800.800.800.80
Total Volume20.27301112930
Total OI1,130.2278951,2998951,299

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2013-05-01$25.18$0.003.9%1.1%1.8%0.0%0.0%-2.3%-2.5%-416.1K1.2M-4.1K0.0025.880294891
2013-05-02$25.21$0.004.9%1.4%1.8%0.0%0.0%-2.7%-3.2%-447.8K1.0M-4.3K0.0022.16054920
2013-05-03$25.23$0.005.5%1.6%1.8%0.0%0.0%-1.8%-3.9%-470.2K1.0M-4.3K0.0022.16004925
2013-05-06$25.26$25.006.4%1.4%1.8%0.0%0.0%-0.6%-1.6%-376.1K1.0M-4.2K0.0048.0901114925
2013-05-07$25.26$25.006.7%1.3%1.8%0.0%0.0%-0.7%-2.0%-434.5K1.0M-4.8K0.0018.3603541,036
2013-05-08$25.29$25.006.3%1.3%1.9%0.0%0.0%-0.5%-2.8%-499.2K1.1M-5.0K0.0018.360041,071
2013-05-09$25.30$25.006.5%1.1%1.9%0.0%0.0%-0.7%-1.3%-422.6K1.0M-4.9K0.0024.7001041,071
2013-05-10$25.32$25.008.5%1.1%1.9%0.0%0.0%-0.6%-1.2%-427.4K1.0M-4.8K0.0023.18010141,081
2013-05-13$25.31$25.0011.1%1.2%1.2%0.0%0.0%0.7%-0.6%-214.1K1.5M-5.1K0.0023.180041,182
2013-05-14$25.30$25.008.9%1.1%1.2%0.0%0.0%0.8%-0.6%-388.4K1.3M-5.1K0.0024.700041,182
2013-05-15$25.20$25.006.9%1.2%1.9%0.0%0.0%-0.7%-1.0%-501.7K1.4M-5.0K0.0022.160041,182
2013-05-16$25.21$25.004.0%1.2%1.9%0.0%0.0%-0.7%-0.9%-513.8K1.4M-4.9K0.0024.150041,182
2013-05-17$25.21$25.003.7%1.1%1.9%0.0%0.0%-1.2%-0.9%-513.4K1.4M-4.9K0.0029.130041,182
2013-05-20$25.22$25.004.2%1.2%1.9%0.0%0.0%-1.3%-2.5%-505.8K1.3M-4.7K0.0016.830041,182
2013-05-21$25.22$25.003.4%1.0%1.9%0.0%0.0%-1.8%-1.8%-535.0K1.2M-4.5K0.0022.160041,182
2013-05-22$25.23$25.004.6%1.3%1.9%0.0%3.6%-0.7%-2.3%-551.3K1.2M-4.5K0.0026.8203041,182
2013-05-23$25.21$25.004.5%1.3%1.9%0.0%0.0%-0.7%-2.1%-567.6K1.2M-4.6K0.0022.160641,212
2013-05-24$25.14$25.004.6%1.3%2.2%0.0%0.0%-1.2%-2.0%-568.4K1.4M-4.7K0.0031.6001341,218
2013-05-28$25.16$25.004.3%1.2%2.1%0.0%0.0%0.4%0.7%-513.9K1.6M-4.7K0.0067.690041,224
2013-05-29$25.14$25.004.6%1.3%2.1%0.0%0.0%-1.0%-1.2%-574.4K1.6M-4.6K0.0025.820441,224
2013-05-30$25.10$25.003.9%1.1%2.1%0.0%0.0%-0.8%-0.9%-642.6K1.6M-3.5K0.8033.95403241,228
2013-05-31$25.08$25.004.6%1.3%2.1%0.0%0.0%-0.5%-1.1%-583.5K1.7M-3.8K0.0062.93030441,255