BKLN Options History — August 2013

In August 2013, BKLN traded between $24.53 and $24.96. ATM implied volatility averaged 5.4%, placing in the 35.3% IV rank vs the trailing year. The 30-day expected move averaged 1.3%. IV traded above realized volatility by 2.0% (HV 20d: 3.4%). 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 4 of 22 days. Put/call ratio averaged 0.82.

Notable Days

  • 2013-08-15: Highest Volume — 2,400 contracts
  • 2013-08-13: Largest IV spike — 78.7% change
  • 2013-08-14: Highest IV Rank — 100.0%
  • 2013-08-22: Largest Expected Move — 1.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$24.78$24.53$24.96$24.94$24.72
Max Pain$25.00$25.00$25.00$25.00$25.00
ATM IV5.4%3.9%11.3%3.9%4.7%
Expected Move1.3%1.0%1.8%1.1%1.3%
HV 20d3.4%2.0%4.9%2.7%4.9%
HV 60d3.2%2.7%3.8%2.8%3.7%
IV Rank35.3%16.5%100.0%23.7%23.5%
IV Percentile66.9%21.3%100.0%56.3%55.9%
Term Structure-0.5%-2.1%0.4%-0.6%-0.1%
VWIV5.9%5.8%6.0%6.0%5.8%
Skew 25d1.4%-1.3%3.5%0.2%1.9%
Skew 10d1.6%-5.0%6.9%2.2%1.5%
Call IV 25d4.7%3.4%7.4%7.0%4.7%
Put IV 25d6.1%4.5%9.9%7.2%6.6%
Bid-Ask Spread %19.826.15115.7734.407.67
Gamma HHI0.520.380.640.600.64
Net GEX-2.1M-3.2M-1.4M-1.5M-2.0M
Net DEX8.1M5.7M16.0M5.7M6.9M
Net VEX-36.0K-90.5K-24.3K-27.7K-24.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.820.002.881.430.20
Total Volume130.36402,400856
Total OI20,796.36420,53621,92520,53620,898

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2013-08-01$24.94$25.003.9%1.1%2.7%0.0%0.0%0.2%-0.6%-1.5M5.7M-27.7K1.4334.40355029220,244
2013-08-02$24.96$25.004.1%1.2%2.7%0.0%0.0%1.1%-0.6%-1.7M8.3M-33.7K0.0037.2505032620,294
2013-08-05$24.93$25.004.5%1.1%2.8%0.0%0.0%0.4%-0.6%-1.5M6.0M-28.3K0.008.050032620,344
2013-08-06$24.90$25.005.3%1.2%2.7%0.0%0.0%1.9%0.4%-1.7M8.7M-32.5K0.007.890032620,344
2013-08-07$24.88$25.004.6%1.0%2.6%23.7%0.0%0.7%-0.4%-1.6M6.2M-27.6K0.006.630032620,344
2013-08-08$24.85$25.005.6%1.1%2.4%34.9%0.0%1.0%-0.5%-1.6M5.7M-25.0K0.737.38151132620,344
2013-08-09$24.90$25.006.2%1.4%2.3%42.3%0.0%2.0%-0.2%-2.0M6.9M-27.6K0.008.395034120,355
2013-08-12$24.90$25.005.5%1.3%2.0%34.1%6.0%1.5%0.3%-1.4M8.3M-30.8K0.006.1501034620,355
2013-08-13$24.88$25.009.8%1.5%2.0%85.0%0.0%2.3%0.1%-2.0M6.7M-26.5K0.006.882034620,365
2013-08-14$24.88$25.0011.3%1.6%2.0%100.0%0.0%2.3%0.0%-1.9M6.9M-27.3K0.006.8818034820,365
2013-08-15$24.78$25.004.3%1.2%2.0%19.3%0.0%1.7%-0.1%-2.4M7.7M-27.5K0.008.8902,40036620,365
2013-08-16$24.76$25.004.3%1.2%2.0%19.4%0.0%1.3%-0.2%-3.0M9.6M-29.9K2.509.15102536621,559
2013-08-19$24.53$25.004.9%1.4%3.7%26.9%0.0%-1.3%-1.3%-3.2M16.0M-90.5K2.888.43257237320,347
2013-08-20$24.69$25.004.7%1.4%4.5%24.4%0.0%2.0%0.2%-3.0M13.4M-84.3K0.007.860039820,399
2013-08-21$24.64$25.004.0%1.2%4.5%16.5%0.0%1.2%-0.2%-2.0M7.0M-28.5K0.008.645039820,399
2013-08-22$24.71$25.006.4%1.8%4.7%43.8%0.0%3.5%-1.2%-2.0M7.1M-29.4K0.00115.7720040320,399
2013-08-23$24.65$25.004.8%1.4%4.7%25.5%0.0%0.2%-1.4%-3.1M14.4M-88.3K0.009.8301042320,399
2013-08-26$24.65$25.005.1%1.5%4.7%28.6%0.0%2.5%-1.7%-2.0M6.8M-24.7K0.0013.880042320,390
2013-08-27$24.61$25.004.9%1.4%4.7%26.4%5.8%1.4%-0.5%-2.4M7.2M-27.4K2.059.03224542320,390
2013-08-28$24.66$25.004.7%1.3%4.8%24.2%0.0%1.8%-0.4%-2.0M7.0M-24.9K0.008.6413044120,425
2013-08-29$24.72$25.005.8%1.6%4.9%36.2%0.0%0.4%-2.1%-1.7M5.9M-24.3K0.9098.4010945420,425
2013-08-30$24.72$25.004.7%1.3%4.9%23.5%0.0%1.9%-0.1%-2.0M6.9M-24.9K0.207.675146420,434