BKLN Options History — May 2014

In May 2014, BKLN traded between $24.75 and $24.87. ATM implied volatility averaged 5.1%, placing in the 28.7% IV rank vs the trailing year. The 30-day expected move averaged 1.2%. IV traded above realized volatility by 3.0% (HV 20d: 2.1%). 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 0 of 21 days. Put/call ratio averaged 31.93.

Notable Days

  • 2014-05-30: Highest Volume — 735 contracts
  • 2014-05-15: Largest IV drop — 68.5% change
  • 2014-05-14: Highest IV Rank — 89.9%
  • 2014-05-01: Largest Expected Move — 2.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$24.80$24.75$24.87$24.76$24.83
Max Pain$25.00$25.00$25.00$25.00$25.00
ATM IV5.1%3.2%10.4%9.7%4.1%
Expected Move1.2%0.9%2.8%2.8%1.2%
HV 20d2.1%1.4%2.3%2.3%2.0%
HV 60d1.8%1.7%1.9%1.7%1.9%
IV Rank28.7%6.7%89.9%81.6%16.8%
IV Percentile53.0%6.7%99.6%98.4%36.9%
Term Structure-0.9%-2.0%-0.4%-1.7%-0.6%
Skew 25d0.5%-2.4%3.4%-2.4%3.4%
Skew 10d4.5%-4.6%25.5%-4.6%0.9%
Call IV 25d5.2%3.5%9.8%9.8%4.3%
Put IV 25d5.7%3.6%8.4%7.4%7.8%
Bid-Ask Spread %26.895.65108.95108.957.62
Gamma HHI0.680.600.770.750.68
Net GEX-2.2M-3.3M-1.2M-2.8M-3.3M
Net DEX14.6M7.5M18.3M12.5M12.0M
Net VEX-84.1K-95.4K-23.2K-84.8K-76.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio31.930.80106.670.80106.67
Total Volume159.19073528735
Total OI16,069.57115,23217,46115,23217,461

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2014-05-01$24.76$25.009.7%2.8%2.3%81.6%0.0%-2.4%-1.7%-2.8M12.5M-84.8K0.00108.9502845614,776
2014-05-02$24.78$25.005.3%1.5%2.3%31.4%0.0%0.8%-0.6%-1.6M16.6M-91.1K0.0018.850045614,784
2014-05-05$24.80$25.005.3%1.1%2.3%31.3%0.0%-0.3%-0.4%-1.6M16.8M-90.3K0.805.65201645614,784
2014-05-06$24.82$25.005.7%1.3%2.3%35.4%0.0%-1.9%-2.0%-1.6M16.6M-90.1K0.00104.3001547614,800
2014-05-07$24.84$25.005.3%1.0%2.3%30.5%0.0%-0.2%-0.4%-1.5M16.5M-90.5K0.007.340047614,795
2014-05-08$24.84$25.005.5%1.0%2.2%33.8%0.0%-0.2%-1.1%-1.6M16.0M-90.1K7.608.24107646614,795
2014-05-09$24.87$25.006.1%1.0%2.2%39.8%0.0%-0.1%-1.1%-1.5M16.3M-90.4K0.008.24036747614,859
2014-05-12$24.87$25.006.5%1.4%2.1%45.0%0.0%-0.1%-1.2%-1.5M16.5M-92.3K0.0012.97031047615,204
2014-05-13$24.83$25.006.8%1.1%2.2%48.0%0.0%0.9%-1.3%-1.2M17.0M-94.3K0.006.460047615,480
2014-05-14$24.85$25.0010.4%1.4%1.4%89.9%0.0%0.1%-1.4%-1.9M15.8M-91.8K0.0099.920547615,480
2014-05-15$24.75$25.003.3%0.9%2.1%8.0%0.0%-0.3%-0.8%-2.8M12.8M-82.9K0.008.56019746615,485
2014-05-16$24.77$25.003.4%1.0%2.1%9.4%0.0%0.1%-0.7%-2.8M12.5M-82.5K0.006.6601246615,652
2014-05-19$24.75$25.003.5%1.0%2.1%10.2%0.0%1.8%-0.8%-3.1M11.0M-76.1K0.0011.46010345615,641
2014-05-20$24.75$25.003.5%1.0%2.1%10.8%0.0%0.8%-0.8%-3.1M12.1M-79.4K0.008.96059645615,641
2014-05-21$24.77$25.003.2%0.9%2.1%6.7%0.0%-0.1%-0.5%-2.9M7.5M-23.2K0.006.15012545616,233
2014-05-22$24.78$25.004.3%1.2%2.1%19.0%0.0%2.3%-0.5%-2.0M17.6M-93.4K0.00103.950045616,338
2014-05-23$24.79$25.003.4%1.0%2.1%9.0%0.0%1.2%-0.5%-1.8M17.9M-94.9K0.006.1504545616,338
2014-05-27$24.80$25.004.2%1.2%2.0%18.6%0.0%1.4%-0.6%-3.2M11.9M-76.1K12.648.601113945616,353
2014-05-28$24.81$25.003.8%1.1%2.0%13.9%0.0%3.2%-0.6%-3.0M12.5M-80.9K106.677.62332046716,481
2014-05-29$24.78$25.003.7%1.1%1.9%13.2%0.0%-0.6%-0.7%-2.0M18.3M-95.4K0.008.02021047016,786
2014-05-30$24.83$25.004.1%1.2%2.0%16.8%0.0%3.4%-0.6%-3.3M12.0M-76.6K0.007.62073547016,991