BKLN Options History — February 2014

In February 2014, BKLN traded between $24.82 and $24.92. ATM implied volatility averaged 3.8%, placing in the 14.1% IV rank vs the trailing year. The 30-day expected move averaged 1.1%. IV traded above realized volatility by 2.2% (HV 20d: 1.6%). Max pain ranged from $25.00 to $25.00. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 16 of 19 days.

Notable Days

  • 2014-02-26: Highest Volume — 70 contracts
  • 2014-02-14: Largest IV drop — 39.7% change
  • 2014-02-13: Highest IV Rank — 30.5%
  • 2014-02-13: Largest Expected Move — 1.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$24.86$24.82$24.92$24.89$24.87
Max Pain$25.00$25.00$25.00$25.00$25.00
ATM IV3.8%3.0%5.3%4.0%3.6%
Expected Move1.1%0.9%1.5%1.2%1.0%
HV 20d1.6%1.2%1.8%1.8%1.5%
HV 60d1.6%1.5%1.7%1.6%1.6%
IV Rank14.1%4.5%30.5%16.7%12.1%
IV Percentile28.1%2.8%75.0%30.1%21.4%
Term Structure0.5%-1.2%1.2%-0.3%1.0%
Skew 25d4.2%0.1%28.1%0.2%1.3%
Skew 10d2.8%-2.3%33.9%-2.1%-1.7%
Call IV 25d4.3%3.0%6.1%5.6%4.3%
Put IV 25d8.5%5.1%31.5%5.8%5.6%
Bid-Ask Spread %11.577.0021.1218.4410.51
Gamma HHI0.710.640.830.790.68
Net GEX-521.2K-603.1K-465.8K-482.9K-537.7K
Net DEX3.3M2.9M3.6M3.2M3.6M
Net VEX-12.6K-14.3K-10.3K-12.1K-10.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume11.10507080
Total OI3,209.0533,1533,3123,1803,312

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2014-02-03$24.89$0.004.0%1.2%1.8%16.7%0.0%0.2%-0.3%-482.9K3.2M-12.1K0.0018.44084462,734
2014-02-04$24.85$0.004.6%1.3%1.8%23.2%0.0%1.5%-1.2%-475.0K3.6M-14.0K0.0020.31004462,742
2014-02-05$24.89$0.004.3%1.2%1.8%19.3%0.0%0.1%-1.2%-480.9K3.3M-13.9K0.0021.12044462,742
2014-02-06$24.88$0.003.7%1.1%1.7%12.5%0.0%1.6%0.9%-473.9K3.5M-14.0K0.0020.030104462,743
2014-02-07$24.90$25.003.9%1.1%1.7%15.0%0.0%26.9%0.3%-465.8K3.4M-14.0K0.007.00054462,753
2014-02-10$24.90$25.004.4%1.1%1.7%20.3%0.0%0.8%0.3%-532.0K3.5M-14.3K0.008.98004462,758
2014-02-11$24.91$25.004.6%1.1%1.6%23.0%0.0%0.9%0.3%-522.9K3.5M-13.4K0.008.98004462,758
2014-02-12$24.92$25.004.9%1.1%1.6%26.2%0.0%28.1%0.3%-566.8K3.5M-13.5K0.009.56054462,758
2014-02-13$24.90$25.005.3%1.5%1.2%30.5%0.0%0.8%0.3%-490.2K2.9M-13.6K0.008.980204462,763
2014-02-14$24.83$25.003.2%0.9%1.6%6.6%0.0%1.7%1.2%-559.7K3.0M-13.2K0.009.72004462,783
2014-02-18$24.82$25.003.3%1.0%1.6%8.4%0.0%1.8%1.1%-561.7K3.0M-12.5K0.009.52004462,783
2014-02-19$24.82$25.003.4%1.0%1.5%9.0%0.0%1.9%1.1%-603.1K3.6M-13.0K0.009.26004462,783
2014-02-20$24.83$25.003.0%0.9%1.6%4.5%0.0%1.8%1.1%-519.3K3.2M-11.7K0.009.37004462,707
2014-02-21$24.82$25.003.0%0.9%1.6%4.5%0.0%1.8%0.4%-547.4K3.0M-11.6K0.008.30034462,707
2014-02-24$24.84$25.003.3%0.9%1.6%7.5%0.0%2.0%1.1%-527.7K3.2M-10.9K0.009.570464462,710
2014-02-25$24.84$25.003.3%0.9%1.6%8.2%0.0%2.0%0.3%-499.3K3.2M-11.4K0.0010.120354462,756
2014-02-26$24.85$25.003.4%1.0%1.6%9.5%0.0%2.1%1.1%-500.4K3.3M-11.5K0.009.570704462,791
2014-02-27$24.87$25.003.6%1.0%1.6%11.2%0.0%2.3%1.1%-556.3K3.6M-11.0K0.0010.51054462,861
2014-02-28$24.87$25.003.6%1.0%1.5%12.1%0.0%1.3%1.0%-537.7K3.6M-10.3K0.0010.51004462,866