BKLN Options History — April 2014

In April 2014, BKLN traded between $24.63 and $24.84. ATM implied volatility averaged 6.2%, placing in the 41.6% IV rank vs the trailing year. The 30-day expected move averaged 1.6%. IV traded above realized volatility by 4.4% (HV 20d: 1.8%). Max pain ranged from $25.00 to $26.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 16 of 21 days. Put/call ratio averaged 0.05.

Notable Days

2014-04-29: Highest Volume — 10,077 contracts
2014-04-09: Largest IV spike — 83.7% change
2014-04-09: Highest IV Rank — 84.0%
2014-04-30: Largest Expected Move — 2.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$24.73	$24.63	$24.84	$24.84	$24.74
Max Pain	$25.42	$25.00	$26.00	$26.00	$25.00
ATM IV	6.2%	4.7%	9.9%	7.4%	7.9%
Expected Move	1.6%	1.2%	2.3%	2.1%	2.3%
HV 20d	1.8%	1.3%	2.3%	1.5%	2.3%
HV 60d	1.6%	1.4%	1.8%	1.6%	1.8%
IV Rank	41.6%	23.6%	84.0%	55.7%	61.2%
IV Percentile	82.7%	63.5%	99.2%	96.0%	96.0%
Term Structure	1.0%	-2.2%	4.0%	0.1%	1.8%
VWIV	14.5%	5.9%	25.0%	25.0%	14.6%
Skew 25d	0.9%	-1.8%	3.8%	2.4%	3.8%
Skew 10d	3.2%	-8.4%	50.7%	-4.4%	-0.6%
Call IV 25d	5.4%	4.0%	8.0%	8.0%	6.1%
Put IV 25d	6.3%	4.2%	10.3%	10.3%	9.9%
Bid-Ask Spread %	106.07	102.18	115.84	110.31	106.55
Gamma HHI	0.60	0.38	0.82	0.63	0.76
Net GEX	-715.0K	-2.5M	-302.4K	-725.9K	-2.5M
Net DEX	5.1M	3.3M	12.1M	5.3M	12.1M
Net VEX	-16.3K	-78.4K	-9.9K	-15.1K	-78.4K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.05	0.05	0.05	0.05	0.05
Total Volume	608.429	0	10,077	17	1,300
Total OI	4,418.571	3,112	13,974	4,439	13,974

Daily Data (21 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Vol	Put Vol	Call OI	Put OI
2014-04-01	$24.84	$26.00	7.4%	2.1%	1.5%	55.7%	25.0%	2.4%	0.1%	-725.9K	5.3M	-15.1K	0.00	110.31	0	17	452	3,987
2014-04-02	$24.84	$25.00	4.7%	1.3%	1.5%	23.6%	0.0%	-0.3%	0.0%	-752.9K	4.9M	-13.9K	0.00	109.48	0	10	452	3,598
2014-04-03	$24.84	$25.00	4.8%	1.4%	1.5%	25.3%	0.0%	3.0%	-0.1%	-697.9K	4.7M	-9.9K	0.00	110.67	0	15	452	3,603
2014-04-04	$24.82	$0.00	6.2%	1.2%	1.5%	41.1%	0.0%	-0.5%	-2.2%	-682.2K	4.6M	-12.4K	0.00	103.23	0	15	452	3,613
2014-04-07	$24.79	$0.00	9.4%	1.7%	1.5%	77.7%	12.5%	0.2%	-1.6%	-628.2K	4.6M	-11.7K	0.00	104.15	0	7	452	3,623
2014-04-08	$24.78	$26.00	5.4%	1.3%	1.5%	32.2%	0.0%	0.7%	-1.6%	-730.7K	5.1M	-10.4K	0.00	102.18	0	50	452	3,630
2014-04-09	$24.82	$26.00	9.9%	1.8%	1.6%	84.0%	0.0%	0.3%	-1.6%	-740.9K	5.2M	-13.4K	0.00	106.41	0	0	452	3,680
2014-04-10	$24.79	$26.00	5.8%	1.7%	1.6%	36.7%	0.0%	0.5%	0.7%	-706.7K	4.8M	-11.4K	0.00	104.38	0	50	452	3,680
2014-04-11	$24.75	$26.00	4.7%	1.4%	1.3%	24.3%	0.0%	0.4%	0.7%	-807.2K	5.3M	-12.6K	0.00	105.61	0	305	452	3,730
2014-04-14	$24.74	$26.00	4.9%	1.4%	1.3%	26.4%	5.9%	-1.8%	1.7%	-937.4K	5.1M	-16.0K	0.00	104.73	0	55	452	4,035
2014-04-15	$24.63	$26.00	6.5%	1.9%	2.0%	44.4%	0.0%	-0.9%	2.0%	-747.9K	6.3M	-12.6K	0.00	105.15	0	1	452	4,090
2014-04-16	$24.66	$26.00	6.1%	1.7%	2.1%	40.0%	14.6%	-0.1%	2.4%	-870.0K	5.5M	-14.0K	0.00	104.68	0	32	452	4,084
2014-04-17	$24.66	$25.00	5.7%	1.6%	2.1%	35.8%	0.0%	0.5%	2.6%	-796.8K	6.1M	-12.7K	0.00	104.77	0	45	452	4,092
2014-04-21	$24.67	$25.00	6.2%	1.8%	2.1%	41.1%	0.0%	0.4%	4.0%	-302.4K	4.0M	-12.0K	0.00	103.60	0	5	435	2,677
2014-04-22	$24.67	$25.00	4.7%	1.4%	2.1%	24.3%	0.0%	2.5%	1.3%	-329.1K	3.6M	-12.6K	0.00	102.49	0	30	435	2,682
2014-04-23	$24.67	$25.00	4.8%	1.4%	2.1%	25.4%	0.0%	0.0%	2.7%	-375.2K	3.6M	-13.2K	0.05	105.13	21	1	435	2,712
2014-04-24	$24.65	$25.00	4.8%	1.4%	2.1%	25.3%	0.0%	3.3%	1.9%	-374.7K	3.3M	-14.3K	0.00	106.68	0	241	456	2,713
2014-04-25	$24.65	$25.00	6.6%	1.9%	2.0%	46.3%	0.0%	1.3%	1.9%	-450.6K	3.8M	-14.7K	0.00	115.84	0	220	456	2,954
2014-04-28	$24.70	$25.00	6.8%	1.9%	2.2%	47.8%	0.0%	1.7%	2.5%	-449.7K	4.3M	-14.9K	0.00	105.78	0	280	456	3,174
2014-04-29	$24.69	$25.00	7.5%	2.2%	2.2%	56.3%	0.0%	2.1%	1.8%	-422.0K	5.0M	-16.3K	0.00	105.67	0	10,077	456	3,454
2014-04-30	$24.74	$25.00	7.9%	2.3%	2.3%	61.2%	0.0%	3.8%	1.8%	-2.5M	12.1M	-78.4K	0.00	106.55	0	1,300	456	13,518