BKLN Options History — December 2013

In December 2013, BKLN traded between $24.77 and $24.88. ATM implied volatility averaged 3.8%, placing in the 14.1% IV rank vs the trailing year. The 30-day expected move averaged 1.0%. IV traded above realized volatility by 2.3% (HV 20d: 1.5%). Max pain ranged from $25.00 to $25.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 5.71.

Notable Days

  • 2013-12-02: Highest Volume — 79 contracts
  • 2013-12-13: Largest IV drop — 28.3% change
  • 2013-12-11: Highest IV Rank — 32.2%
  • 2013-12-12: Largest Expected Move — 1.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$24.83$24.77$24.88$24.84$24.88
Max Pain$25.00$25.00$25.00$25.00$25.00
ATM IV3.8%3.0%5.4%3.8%3.5%
Expected Move1.0%0.9%1.4%1.1%1.0%
HV 20d1.5%1.3%1.7%1.5%1.7%
HV 60d1.7%1.6%1.7%1.7%1.6%
IV Rank14.1%4.5%32.2%13.7%9.9%
IV Percentile22.9%1.3%74.8%14.5%12.8%
Term Structure-0.3%-1.0%0.1%-0.8%-0.1%
VWIV3.6%3.2%4.1%3.2%4.1%
Skew 25d1.5%0.2%3.0%2.0%0.2%
Skew 10d1.0%-0.7%4.9%-0.5%1.3%
Call IV 25d4.1%2.4%6.4%3.8%6.4%
Put IV 25d5.6%4.4%6.6%5.8%6.6%
Bid-Ask Spread %21.377.3433.698.3324.33
Gamma HHI0.600.390.800.400.61
Net GEX-651.0K-1.2M-287.6K-426.1K-1.0M
Net DEX3.8M2.5M7.7M2.6M4.4M
Net VEX-14.7K-35.3K-7.7K-9.7K-17.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio5.710.0038.5038.500.26
Total Volume18.5710797954
Total OI14,778.57114,62514,84114,62514,841

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2013-12-02$24.84$25.003.8%1.1%1.5%13.7%0.0%2.0%-0.8%-426.1K2.6M-9.7K38.508.3327760814,017
2013-12-03$24.85$25.003.9%1.1%1.5%15.4%0.0%2.2%-0.8%-363.6K2.6M-9.5K0.007.3405661014,093
2013-12-04$24.83$25.004.0%1.1%1.5%15.5%0.0%0.4%-0.9%-287.6K2.5M-10.1K0.0017.2002461014,138
2013-12-05$24.84$25.004.1%1.2%1.5%17.6%0.0%2.4%-1.0%-360.0K2.8M-9.8K15.007.3411561014,157
2013-12-06$24.84$25.004.3%1.1%1.4%19.2%0.0%1.9%0.1%-317.1K2.7M-8.9K0.0033.690061114,167
2013-12-09$24.87$25.004.2%1.1%1.5%18.1%0.0%2.9%0.1%-322.8K2.8M-9.1K0.0023.290061114,167
2013-12-10$24.87$25.005.2%1.1%1.4%29.4%0.0%2.9%0.1%-325.1K2.8M-8.5K0.0024.962061114,167
2013-12-11$24.87$25.005.4%1.1%1.4%32.2%0.0%3.0%0.1%-326.5K2.8M-8.8K2.5025.602561314,167
2013-12-12$24.84$25.004.7%1.4%1.3%24.5%0.0%1.8%-0.5%-609.6K2.6M-12.7K0.0023.7001561514,167
2013-12-13$24.77$25.003.4%1.0%1.6%9.2%0.0%1.4%-0.0%-1.2M7.7M-35.3K0.0019.5001061514,182
2013-12-16$24.77$25.003.5%1.0%1.4%10.9%0.0%0.6%-0.1%-1.2M6.5M-29.0K0.0019.500561514,190
2013-12-17$24.79$25.004.4%1.3%1.4%20.3%0.0%2.2%-0.6%-478.4K2.7M-9.2K3.7523.7941561514,195
2013-12-18$24.82$25.003.4%1.0%1.5%8.9%0.0%1.3%-0.6%-426.5K2.5M-8.7K0.0023.910061914,205
2013-12-19$24.78$25.003.3%0.9%1.6%7.6%0.0%0.4%-0.2%-1.2M5.6M-25.9K0.0023.2201061914,200
2013-12-20$24.82$25.003.5%1.0%1.7%10.2%0.0%1.4%-0.7%-393.0K2.6M-8.6K0.0022.809061914,196
2013-12-23$24.82$25.003.1%0.9%1.7%6.3%0.0%0.9%0.1%-1.2M6.4M-26.2K0.4022.415257414,185
2013-12-24$24.82$25.003.2%0.9%1.7%7.0%0.0%1.0%0.1%-1.2M6.4M-25.8K0.0023.665057914,185
2013-12-26$24.83$25.003.4%1.0%1.7%9.2%0.0%0.2%0.0%-1.1M4.9M-19.9K0.0023.1401558414,185
2013-12-27$24.85$25.003.0%0.9%1.7%4.5%3.2%1.3%0.1%-443.6K2.5M-7.7K1.0027.35202058414,200
2013-12-30$24.86$25.003.3%0.9%1.7%7.7%0.0%1.7%-0.1%-437.5K2.6M-7.7K1.4323.7971060414,220
2013-12-31$24.88$25.003.5%1.0%1.7%9.9%4.1%0.2%-0.1%-1.0M4.4M-17.3K0.2624.33431161114,230