BKLN Options History — January 2014

In January 2014, BKLN traded between $24.87 and $25.00. ATM implied volatility averaged 4.1%, placing in the 17.4% IV rank vs the trailing year. The 30-day expected move averaged 1.0%. IV traded above realized volatility by 2.4% (HV 20d: 1.8%). 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 18 of 21 days. Put/call ratio averaged 5.57.

Notable Days

  • 2014-01-17: Highest Volume — 2,004 contracts
  • 2014-01-16: Largest IV drop — 55.9% change
  • 2014-01-14: Highest IV Rank — 66.2%
  • 2014-01-10: Largest Expected Move — 1.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$24.93$24.87$25.00$24.88$24.91
Max Pain$25.00$25.00$25.00$25.00$25.00
ATM IV4.1%2.6%8.4%3.7%3.3%
Expected Move1.0%0.7%1.2%1.1%0.9%
HV 20d1.8%1.4%1.9%1.7%1.8%
HV 60d1.6%1.5%1.7%1.6%1.6%
IV Rank17.4%0.0%66.2%12.3%7.5%
IV Percentile29.4%0.0%96.2%16.2%7.7%
Term Structure0.6%-0.6%1.2%-0.2%1.1%
Skew 25d1.2%0.4%2.2%0.4%2.0%
Skew 10d-0.3%-1.6%2.2%2.2%-0.1%
Call IV 25d4.4%3.1%7.7%6.5%4.6%
Put IV 25d5.6%4.2%8.2%7.0%6.6%
Bid-Ask Spread %19.4016.7324.3324.3320.95
Gamma HHI0.710.610.830.610.64
Net GEX-628.2K-1.1M-437.0K-1.1M-469.1K
Net DEX3.2M2.4M5.0M4.5M3.2M
Net VEX-11.7K-17.6K-7.4K-17.6K-13.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio5.570.0918.8518.856.50
Total Volume161.76202,004598
Total OI10,147.6672,92415,81514,8753,082

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2014-01-02$24.88$25.003.7%1.1%1.7%12.3%0.0%0.4%-0.2%-1.1M4.5M-17.6K0.0024.330565414,221
2014-01-03$24.90$25.003.9%1.1%1.6%14.8%0.0%2.2%-0.2%-452.4K2.5M-7.4K18.8521.032037765414,226
2014-01-06$24.87$0.004.2%0.9%1.7%18.2%0.0%0.5%0.1%-1.1M5.0M-15.5K10.5017.231010567214,603
2014-01-07$24.92$0.003.9%1.0%1.8%14.6%0.0%1.1%0.2%-590.3K3.4M-8.4K3.0016.73154568214,673
2014-01-08$24.95$0.004.2%1.2%1.8%18.6%0.0%1.8%0.2%-616.6K3.3M-8.7K0.0918.891611569714,718
2014-01-09$24.98$0.004.6%1.0%1.9%22.6%0.0%0.9%0.2%-599.8K3.2M-9.7K0.0019.2504985814,713
2014-01-10$24.97$0.004.8%1.2%1.9%24.8%0.0%1.1%0.4%-735.2K2.7M-9.1K0.7319.30755585814,739
2014-01-13$24.99$0.007.4%1.2%1.8%54.7%0.0%1.6%1.2%-676.4K2.4M-8.4K4.6019.302511593314,764
2014-01-14$25.00$0.008.4%1.2%1.4%66.2%0.0%1.6%1.2%-661.5K2.4M-8.3K0.0018.4001095814,842
2014-01-15$24.92$0.006.7%0.7%1.9%46.6%0.0%0.5%0.4%-899.7K3.2M-9.5K0.0019.050095814,847
2014-01-16$24.92$0.002.9%0.8%1.9%3.9%0.0%0.8%0.4%-717.2K3.0M-9.3K0.0018.7901095814,847
2014-01-17$24.93$0.002.6%0.7%1.9%0.0%0.0%1.4%1.0%-824.5K3.2M-9.2K0.0020.0902,00495814,857
2014-01-21$24.94$0.003.6%1.0%1.7%12.0%0.0%1.9%0.3%-454.6K2.5M-15.6K0.3020.0647143972,527
2014-01-22$24.94$0.004.2%1.2%1.7%17.8%0.0%1.2%-0.6%-473.9K3.4M-12.9K0.0020.060324442,541
2014-01-23$24.93$0.002.8%0.8%1.7%2.8%0.0%1.3%1.2%-479.8K3.5M-13.1K0.0019.610154442,555
2014-01-24$24.92$0.002.9%0.8%1.7%3.1%0.0%0.7%1.2%-489.8K3.5M-12.9K0.0019.19054442,570
2014-01-27$24.91$0.003.0%0.9%1.7%4.6%0.0%0.8%1.2%-493.1K3.2M-13.5K6.5019.172134442,570
2014-01-28$24.88$0.003.5%1.0%1.8%9.9%0.0%1.1%1.1%-451.2K3.3M-14.3K0.0019.490654462,577
2014-01-29$24.90$0.003.1%0.9%1.8%5.6%0.0%1.0%1.1%-437.0K3.2M-14.2K0.0018.280104462,642
2014-01-30$24.89$0.003.1%0.9%1.8%5.9%0.0%1.1%0.4%-506.4K3.3M-13.5K0.0018.23004462,636
2014-01-31$24.91$0.003.3%0.9%1.8%7.5%0.0%2.0%1.1%-469.1K3.2M-13.8K0.0020.950984462,636