BKLN Options History — July 2013

In July 2013, BKLN traded between $24.74 and $24.99. ATM implied volatility averaged 4.7%. The 30-day expected move averaged 1.3%. IV traded above realized volatility by 1.5% (HV 20d: 3.2%). Max pain ranged from $25.00 to $26.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 23.44.

Notable Days

  • 2013-07-10: Highest Volume — 3,016 contracts
  • 2013-07-12: Largest IV spike — 39.6% change
  • 2013-07-02: Largest Expected Move — 1.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$24.87$24.74$24.99$24.74$24.95
Max Pain$25.14$25.00$26.00$26.00$25.00
ATM IV4.7%2.6%6.6%5.8%5.1%
Expected Move1.3%0.7%1.7%1.7%1.5%
HV 20d3.2%2.7%3.8%3.3%2.7%
HV 60d2.7%2.5%2.8%2.5%2.8%
Term Structure-0.4%-1.6%3.2%-1.5%-0.4%
VWIV10.0%5.9%16.1%5.9%16.1%
Skew 25d1.5%0.3%3.1%2.0%1.9%
Skew 10d1.1%-1.0%5.4%-0.2%0.0%
Call IV 25d5.0%3.3%7.3%5.2%5.0%
Put IV 25d6.6%5.3%9.2%7.2%6.9%
Bid-Ask Spread %32.6414.3039.0614.3035.48
Gamma HHI0.530.340.740.340.50
Net GEX-2.0M-3.3M-985.4K-2.0M-1.9M
Net DEX8.6M2.4M15.9M15.9M6.2M
Net VEX-36.5K-80.4K-7.5K-80.4K-28.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio23.440.00187.500.000.00
Total Volume302.54503,01600
Total OI19,21915,39421,47515,39420,536

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2013-07-01$24.74$26.005.8%1.7%3.3%0.0%0.0%2.0%-1.5%-2.0M15.9M-80.4K0.0014.300026215,132
2013-07-02$24.74$26.006.0%1.7%3.3%0.0%0.0%2.0%-1.6%-1.9M15.8M-80.2K0.0017.2102126215,132
2013-07-03$24.76$26.005.6%1.6%3.3%0.0%0.0%2.1%-1.6%-2.3M14.3M-76.7K0.0014.6901326215,153
2013-07-05$24.75$25.006.6%1.3%3.3%0.0%0.0%1.3%-0.8%-2.0M9.8M-37.3K0.0035.638026215,166
2013-07-08$24.74$25.006.4%1.3%3.2%0.0%0.0%1.4%-1.5%-2.4M14.4M-75.1K0.0034.58100027015,166
2013-07-09$24.80$25.006.3%1.4%3.3%0.0%5.9%1.8%-1.4%-2.2M9.2M-34.2K0.0035.5603,01227015,166
2013-07-10$24.76$25.005.4%1.2%3.4%0.0%0.0%0.4%-1.0%-1.4M10.6M-39.4K187.5034.69163,00027018,172
2013-07-11$24.84$25.004.2%1.2%3.6%0.0%0.0%1.8%-0.9%-1.9M9.9M-38.2K0.0034.825028121,172
2013-07-12$24.92$25.005.9%1.7%3.8%0.0%8.1%2.1%-1.3%-1.8M9.7M-38.6K0.0030.4202128621,172
2013-07-15$24.85$25.004.9%1.4%3.6%0.0%0.0%2.3%-0.2%-2.4M5.6M-11.4K0.0035.3001028621,189
2013-07-16$24.83$25.004.3%1.2%3.6%0.0%0.0%1.6%-0.9%-2.4M10.2M-36.3K0.0035.905028621,179
2013-07-17$24.85$25.004.6%1.3%3.6%0.0%0.0%3.1%3.2%-2.7M5.8M-12.8K0.0037.2620029121,179
2013-07-18$24.94$25.004.1%1.2%3.3%0.0%0.0%2.4%-0.0%-3.3M5.4M-12.6K0.0037.348029121,179
2013-07-19$24.96$25.003.9%1.1%3.1%0.0%0.0%2.1%0.5%-3.2M8.3M-33.4K0.0039.060029121,179
2013-07-22$24.95$25.002.6%0.7%2.8%0.0%0.0%1.0%0.0%-1.3M6.1M-24.7K0.0034.420028919,856
2013-07-23$24.99$25.002.8%0.8%2.8%0.0%0.0%0.3%0.8%-1.3M6.3M-32.1K0.0035.350028919,856
2013-07-24$24.96$25.003.3%0.9%2.9%0.0%0.0%0.9%-0.0%-985.4K2.5M-9.0K0.0036.0701328919,856
2013-07-25$24.97$25.003.4%1.0%2.9%0.0%16.1%0.7%0.6%-1.1M2.4M-7.5K0.0037.203028919,869
2013-07-26$24.94$25.003.4%1.0%2.7%0.0%0.0%0.3%-0.2%-1.3M6.9M-32.5K0.0033.840029219,869
2013-07-29$24.94$25.004.2%1.2%2.7%0.0%0.0%0.3%-0.3%-1.3M6.7M-31.9K0.0034.340029219,869
2013-07-30$24.95$25.004.9%1.4%2.7%0.0%0.0%1.8%-0.4%-1.8M6.9M-30.2K0.0034.55040129219,869
2013-07-31$24.95$25.005.1%1.5%2.7%0.0%0.0%1.9%-0.4%-1.9M6.2M-28.1K0.0035.480029220,244