BKLN Options History — November 2013

In November 2013, BKLN traded between $24.81 and $24.92. ATM implied volatility averaged 4.7%, placing in the 24.2% IV rank vs the trailing year. The 30-day expected move averaged 1.1%. IV traded above realized volatility by 3.2% (HV 20d: 1.5%). Max pain ranged from $25.00 to $25.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 10 of 20 days. Put/call ratio averaged 7.59.

Notable Days

  • 2013-11-08: Highest Volume — 61 contracts
  • 2013-11-11: Largest IV spike — 57.3% change
  • 2013-11-13: Highest IV Rank — 78.6%
  • 2013-11-14: Largest Expected Move — 1.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$24.84$24.81$24.92$24.83$24.82
Max Pain$25.00$25.00$25.00$25.00$25.00
ATM IV4.7%3.0%9.4%4.9%4.0%
Expected Move1.1%0.9%1.6%1.4%1.1%
HV 20d1.5%1.3%1.7%1.6%1.5%
HV 60d2.3%1.7%3.2%3.2%1.7%
IV Rank24.2%4.9%78.6%26.4%16.1%
IV Percentile41.9%2.0%97.9%62.6%20.9%
Term Structure0.6%-0.8%2.9%-0.4%-0.7%
Skew 25d2.3%-1.6%24.7%2.8%1.8%
Skew 10d2.4%-1.8%29.9%-0.5%-0.7%
Call IV 25d4.1%2.6%7.7%4.0%3.8%
Put IV 25d6.4%3.8%27.6%6.8%5.5%
Bid-Ask Spread %9.396.5436.0936.0910.70
Gamma HHI0.590.380.880.640.54
Net GEX-502.3K-1.1M-218.6K-1.1M-360.8K
Net DEX3.0M2.1M8.6M4.5M2.6M
Net VEX-13.8K-47.7K-5.5K-33.8K-8.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio7.590.0025.0023.000.00
Total Volume22.3061372
Total OI14,49714,37014,62314,37014,623

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2013-11-01$24.83$25.004.9%1.4%1.6%26.4%0.0%2.8%-0.4%-1.1M4.5M-33.8K0.0036.0903759713,773
2013-11-04$24.86$25.004.9%1.2%1.6%26.3%0.0%1.3%2.9%-258.6K2.6M-9.0K23.006.8412359713,810
2013-11-05$24.86$25.005.1%1.0%1.6%28.8%0.0%0.2%2.1%-241.4K2.5M-8.6K0.007.560559313,833
2013-11-06$24.87$25.005.4%1.2%1.6%32.3%0.0%1.1%2.1%-276.5K2.6M-8.9K0.007.9504059313,838
2013-11-07$24.83$25.005.5%1.2%1.7%32.7%0.0%0.3%1.9%-218.6K2.2M-5.5K0.007.7801559313,878
2013-11-08$24.84$25.004.9%0.9%1.7%26.0%0.0%0.9%2.9%-254.6K2.6M-8.3K0.248.49491259313,878
2013-11-11$24.87$25.007.7%1.1%1.7%58.0%0.0%3.5%-0.4%-294.5K2.4M-9.0K0.009.121059713,889
2013-11-12$24.89$25.007.5%1.2%1.3%55.7%0.0%24.7%0.5%-268.5K2.4M-9.8K0.006.540559813,889
2013-11-13$24.92$25.009.4%1.3%1.3%78.6%0.0%3.1%0.6%-847.2K3.1M-17.9K0.007.160059813,894
2013-11-14$24.88$25.005.5%1.6%1.4%33.9%0.0%1.3%-0.8%-1.0M3.9M-27.5K0.006.9804059813,873
2013-11-15$24.83$25.003.2%0.9%1.6%6.5%0.0%1.3%2.9%-338.8K2.6M-8.8K12.007.7711259413,913
2013-11-18$24.82$25.003.3%0.9%1.6%7.7%0.0%1.1%0.4%-535.7K2.6M-10.8K25.007.7725059213,868
2013-11-19$24.82$25.003.3%1.0%1.6%8.3%0.0%1.4%0.4%-577.0K2.7M-12.2K0.007.770659413,918
2013-11-20$24.81$25.003.3%1.0%1.5%8.4%0.0%0.3%-0.4%-1.1M8.6M-47.7K0.456.9411559313,912
2013-11-21$24.82$25.003.4%1.0%1.5%9.5%0.0%1.1%-0.4%-590.3K2.7M-10.5K0.007.9204059313,917
2013-11-22$24.83$25.003.0%0.9%1.5%4.9%0.0%0.0%-0.4%-369.9K2.1M-6.5K0.007.340059313,957
2013-11-25$24.83$25.003.2%0.9%1.4%6.9%0.0%0.9%-0.5%-710.0K3.0M-12.8K0.007.3405159313,957
2013-11-26$24.85$25.003.4%1.0%1.5%8.6%0.0%0.9%-0.5%-307.6K2.4M-9.3K0.0012.420959314,008
2013-11-27$24.82$25.003.3%0.9%1.5%7.8%0.0%-1.6%-0.6%-342.9K2.3M-10.4K0.007.3429059314,017
2013-11-29$24.82$25.004.0%1.1%1.5%16.1%0.0%1.8%-0.7%-360.8K2.6M-8.7K0.0010.702060614,017