BKLN Options History — June 2014

In June 2014, BKLN traded between $24.81 and $24.91. 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 2.0% (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 7 of 21 days. Put/call ratio averaged 15.10.

Notable Days

2014-06-06: Highest Volume — 210 contracts
2014-06-04: Largest IV spike — 25.3% change
2014-06-05: Highest IV Rank — 27.9%
2014-06-05: Largest Expected Move — 1.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$24.86	$24.81	$24.91	$24.81	$24.87
Max Pain	$25.00	$25.00	$25.00	$25.00	$25.00
ATM IV	3.8%	3.0%	5.0%	4.3%	3.9%
Expected Move	1.0%	0.9%	1.4%	1.2%	1.1%
HV 20d	1.8%	1.4%	2.2%	2.0%	1.4%
HV 60d	1.9%	1.9%	2.0%	1.9%	1.9%
IV Rank	14.1%	4.3%	27.9%	19.2%	15.4%
IV Percentile	31.0%	2.4%	71.0%	46.8%	35.3%
Term Structure	-0.5%	-1.5%	0.3%	0.0%	0.2%
VWIV	4.0%	4.0%	4.0%	4.0%	4.0%
Skew 25d	1.0%	-0.1%	2.4%	2.0%	0.9%
Skew 10d	3.2%	-3.4%	24.7%	-2.0%	2.6%
Call IV 25d	4.8%	3.7%	9.6%	3.9%	5.5%
Put IV 25d	5.8%	4.1%	11.2%	5.9%	6.3%
Bid-Ask Spread %	27.86	8.02	103.36	8.02	13.65
Gamma HHI	0.61	0.54	0.68	0.60	0.57
Net GEX	-2.8M	-3.4M	-1.9M	-2.1M	-2.2M
Net DEX	14.8M	10.5M	18.9M	18.9M	18.0M
Net VEX	-79.3K	-92.3K	-61.8K	-88.6K	-80.7K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	15.10	15.10	15.10	15.10	15.10
Total Volume	45.714	0	210	126	86
Total OI	18,334.19	18,171	18,480	18,171	18,480

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
2014-06-02	$24.81	$25.00	4.3%	1.2%	2.0%	19.2%	0.0%	2.0%	0.0%	-2.1M	18.9M	-88.6K	0.00	8.02	0	126	470	17,701
2014-06-03	$24.81	$25.00	3.8%	1.1%	2.0%	13.3%	0.0%	1.6%	-0.0%	-3.0M	14.0M	-79.9K	15.10	8.70	10	151	470	17,820
2014-06-04	$24.85	$25.00	4.7%	1.3%	2.1%	24.2%	0.0%	2.0%	0.0%	-1.9M	18.8M	-88.7K	0.00	10.74	0	0	480	17,771
2014-06-05	$24.90	$25.00	5.0%	1.4%	2.2%	27.9%	0.0%	2.1%	-0.8%	-2.3M	17.6M	-89.0K	0.00	103.36	0	30	480	17,771
2014-06-06	$24.91	$25.00	4.6%	1.0%	2.2%	22.9%	0.0%	-0.1%	-0.6%	-2.2M	18.0M	-89.9K	0.00	10.14	0	210	480	17,796
2014-06-09	$24.91	$25.00	4.4%	1.0%	2.2%	20.8%	0.0%	-0.0%	-0.7%	-2.7M	17.6M	-89.2K	0.00	11.91	0	15	480	17,740
2014-06-10	$24.91	$25.00	4.6%	1.0%	2.2%	23.1%	0.0%	0.0%	-0.7%	-2.6M	17.4M	-85.0K	0.00	12.26	0	20	480	17,755
2014-06-11	$24.91	$25.00	4.8%	1.1%	2.1%	25.8%	0.0%	0.1%	-0.8%	-2.7M	17.7M	-88.7K	0.00	10.04	0	15	480	17,775
2014-06-12	$24.90	$25.00	3.8%	1.1%	2.1%	13.3%	0.0%	0.2%	-1.3%	-2.7M	13.2M	-81.1K	0.00	13.48	0	10	480	17,790
2014-06-13	$24.85	$25.00	3.3%	0.9%	1.6%	7.8%	0.0%	-0.1%	-1.3%	-2.3M	16.2M	-92.3K	0.00	10.74	0	10	480	17,795
2014-06-16	$24.85	$25.00	3.4%	1.0%	1.6%	9.4%	0.0%	0.8%	-1.5%	-3.3M	11.6M	-70.0K	0.00	11.24	0	18	480	17,805
2014-06-17	$24.85	$25.00	3.0%	0.9%	1.5%	4.3%	0.0%	-0.0%	-0.6%	-3.4M	10.5M	-61.8K	0.00	98.98	0	53	480	17,813
2014-06-18	$24.85	$25.00	3.0%	0.9%	1.5%	4.9%	0.0%	1.7%	-0.5%	-3.1M	13.1M	-79.6K	0.00	11.85	0	15	480	17,866
2014-06-19	$24.85	$25.00	3.1%	0.9%	1.5%	5.4%	0.0%	0.8%	-0.6%	-3.1M	12.6M	-75.0K	0.00	13.61	0	133	480	17,841
2014-06-20	$24.83	$25.00	3.0%	0.9%	1.5%	5.2%	0.0%	1.5%	-0.8%	-3.1M	12.4M	-77.2K	0.00	18.48	0	10	480	17,966
2014-06-23	$24.85	$25.00	3.3%	0.9%	1.6%	8.0%	4.0%	2.4%	0.3%	-3.3M	11.4M	-63.3K	0.00	10.61	0	23	480	17,973
2014-06-24	$24.83	$25.00	3.3%	0.9%	1.6%	7.8%	0.0%	0.3%	0.3%	-3.3M	11.2M	-70.1K	0.00	9.87	0	15	480	17,985
2014-06-25	$24.84	$25.00	3.4%	1.0%	1.6%	9.1%	0.0%	2.1%	0.3%	-3.3M	11.6M	-66.7K	0.00	20.94	0	5	480	17,995
2014-06-26	$24.84	$25.00	4.2%	1.2%	1.5%	18.7%	0.0%	2.1%	-0.9%	-2.6M	17.9M	-79.1K	0.00	78.84	0	0	480	18,000
2014-06-27	$24.83	$25.00	3.5%	1.0%	1.4%	10.3%	0.0%	1.3%	0.2%	-3.3M	11.3M	-68.6K	0.00	97.68	0	5	480	18,000
2014-06-30	$24.87	$25.00	3.9%	1.1%	1.4%	15.4%	0.0%	0.9%	0.2%	-2.2M	18.0M	-80.7K	0.00	13.65	0	86	480	18,000