BKLN Options History — October 2013

In October 2013, BKLN traded between $24.64 and $24.83. ATM implied volatility averaged 4.8%, placing in the 25.7% IV rank vs the trailing year. 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 23 trading days. Term structure was in contango for 5 of 23 days. Put/call ratio averaged 24.09.

Notable Days

  • 2013-10-18: Highest Volume — 2,038 contracts
  • 2013-10-11: Largest IV spike — 50.7% change
  • 2013-10-14: Highest IV Rank — 52.3%
  • 2013-10-14: Largest Expected Move — 2.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$24.73$24.64$24.83$24.66$24.83
Max Pain$25.00$25.00$25.00$25.00$25.00
ATM IV4.8%3.6%7.2%5.5%4.1%
Expected Move1.3%1.0%2.1%1.6%1.2%
HV 20d1.9%1.6%2.1%2.0%1.6%
HV 60d3.2%3.1%3.4%3.4%3.2%
IV Rank25.7%12.1%52.3%33.0%17.0%
IV Percentile48.6%8.9%94.8%77.4%22.6%
Term Structure0.1%-1.6%3.2%-1.6%-0.3%
VWIV5.1%4.9%5.3%4.9%5.3%
Skew 25d1.7%0.4%5.3%0.8%0.7%
Skew 10d1.1%-1.1%6.1%-1.1%2.8%
Call IV 25d4.1%3.1%6.0%4.9%6.0%
Put IV 25d5.8%4.6%8.4%5.7%6.7%
Bid-Ask Spread %31.4416.6435.2121.8633.89
Gamma HHI0.500.340.690.620.69
Net GEX-1.4M-2.9M-240.8K-2.0M-281.5K
Net DEX4.9M1.9M12.5M5.4M2.6M
Net VEX-17.0K-62.0K-6.7K-12.9K-6.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio24.090.00290.1415.000.05
Total Volume108.47802,038050
Total OI18,485.52214,23421,25821,10614,320

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2013-10-01$24.66$25.005.5%1.6%2.0%33.0%0.0%0.8%-1.6%-2.0M5.4M-12.9K0.0021.860053520,571
2013-10-02$24.71$25.005.3%1.5%2.1%30.6%0.0%1.5%-1.3%-1.9M5.2M-11.8K0.0016.6402353520,571
2013-10-03$24.70$25.005.4%1.5%2.1%31.8%0.0%1.3%-1.4%-2.9M12.1M-62.0K15.0016.6423053520,593
2013-10-04$24.72$25.005.7%1.5%2.1%35.3%0.0%5.3%3.2%-1.8M4.9M-11.2K1.0033.048853720,623
2013-10-07$24.73$25.005.6%1.5%2.0%34.6%0.0%1.2%-0.0%-1.7M6.5M-12.4K0.2032.365154520,631
2013-10-08$24.72$25.006.6%1.4%2.0%46.3%0.0%2.1%-0.1%-2.7M12.5M-60.7K0.0033.4101555020,631
2013-10-09$24.71$25.006.0%1.2%2.0%38.7%0.0%2.1%2.8%-1.9M6.3M-12.1K0.5031.7810555020,646
2013-10-10$24.71$25.004.1%1.2%2.0%17.7%0.0%2.6%2.8%-1.8M6.8M-12.3K0.0032.3601556020,651
2013-10-11$24.71$25.006.2%1.8%1.8%41.7%0.0%1.9%-0.4%-2.2M4.9M-14.6K0.0032.652056020,666
2013-10-14$24.72$25.007.2%2.1%1.7%52.3%0.0%1.4%1.7%-1.8M4.8M-9.3K0.0032.773056220,666
2013-10-15$24.65$25.004.1%1.2%1.9%16.9%0.0%1.7%2.1%-2.0M5.5M-14.1K0.0033.890256520,666
2013-10-16$24.64$25.004.1%1.2%1.9%17.0%0.0%1.6%-1.4%-1.5M4.5M-8.2K1.6034.65101656520,668
2013-10-17$24.68$25.004.3%1.2%2.0%19.9%0.0%2.2%-0.6%-1.2M4.3M-8.1K3.3334.2031057320,684
2013-10-18$24.71$25.004.0%1.2%2.0%16.4%4.9%1.3%-1.2%-2.0M4.7M-9.7K290.1433.4672,03157620,682
2013-10-21$24.72$25.003.8%1.1%2.0%13.2%0.0%0.5%-0.0%-331.9K2.0M-10.9K0.0032.270654913,685
2013-10-22$24.75$25.004.0%1.1%2.0%15.9%5.3%1.8%-0.8%-285.8K1.9M-10.4K0.1333.0623354913,691
2013-10-23$24.78$25.003.6%1.0%2.0%12.1%0.0%0.4%-0.8%-390.4K2.4M-10.7K0.0032.702056913,694
2013-10-24$24.76$25.004.2%1.2%1.8%18.5%0.0%0.6%-0.1%-240.8K2.5M-8.3K0.0033.1901556913,694
2013-10-25$24.78$25.004.4%1.3%1.8%20.5%0.0%0.8%-0.1%-501.9K2.6M-12.1K1.2534.78162056913,694
2013-10-28$24.81$25.004.3%1.2%1.7%19.0%0.0%2.4%-0.2%-374.6K2.3M-10.2K0.0034.210556913,714
2013-10-29$24.82$25.004.4%1.3%1.7%21.1%0.0%2.5%-0.2%-1.1M4.2M-31.1K0.0534.13122656913,719
2013-10-30$24.82$25.004.6%1.3%1.6%22.5%0.0%2.6%-0.3%-1.1M4.2M-30.4K0.0035.2102159713,719
2013-10-31$24.83$25.004.1%1.2%1.6%17.0%0.0%0.7%-0.3%-281.5K2.6M-6.7K0.0033.8905059713,723