BKLN Options History — July 2014

In July 2014, BKLN traded between $24.61 and $24.91. ATM implied volatility averaged 4.7%, placing in the 25.6% IV rank vs the trailing year. The 30-day expected move averaged 1.3%. IV traded above realized volatility by 2.7% (HV 20d: 2.0%). Max pain ranged from $25.00 to $26.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 696.00.

Notable Days

  • 2014-07-29: Highest Volume — 65,980 contracts
  • 2014-07-29: Largest IV spike — 110.2% change
  • 2014-07-30: Highest IV Rank — 73.1%
  • 2014-07-30: Largest Expected Move — 2.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$24.80$24.61$24.91$24.89$24.61
Max Pain$25.38$25.00$26.00$25.00$26.00
ATM IV4.7%2.2%8.9%4.9%8.2%
Expected Move1.3%0.6%2.5%1.4%2.4%
HV 20d2.0%1.2%2.5%1.5%2.5%
HV 60d1.9%1.7%2.1%1.9%2.1%
IV Rank25.6%0.0%73.1%25.9%66.0%
IV Percentile49.9%0.0%96.8%66.3%95.6%
Term Structure-0.8%-2.2%0.2%0.2%-2.2%
VWIV8.6%3.8%16.4%3.8%5.6%
Skew 25d0.3%-2.9%2.9%2.9%0.7%
Skew 10d3.4%-4.6%35.4%0.1%0.9%
Call IV 25d5.4%2.9%8.9%3.9%4.9%
Put IV 25d5.8%4.5%7.3%6.8%5.7%
Bid-Ask Spread %74.369.47112.4611.4316.32
Gamma HHI0.620.520.940.550.94
Net GEX-4.6M-22.1M-2.2M-2.5M-22.1M
Net DEX20.3M11.7M67.3M17.7M67.3M
Net VEX-99.1K-358.5K-60.4K-79.0K-358.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio696.00696.00696.00696.00696.00
Total Volume3,750.7271565,9802205,167
Total OI25,808.54518,00493,27618,49593,276

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2014-07-01$24.89$25.004.9%1.4%1.5%25.9%0.0%2.9%0.2%-2.5M17.7M-79.0K0.0011.43022048018,015
2014-07-02$24.91$25.004.3%1.2%1.4%19.8%0.0%0.1%0.2%-2.2M18.2M-80.4K0.00111.61011648018,230
2014-07-03$24.91$25.003.8%1.1%1.2%14.1%0.0%0.1%0.1%-2.4M18.1M-79.5K0.00110.8001548018,330
2014-07-07$24.86$0.004.1%0.8%1.4%17.7%0.0%1.8%-0.8%-2.2M18.7M-76.8K0.00112.46013548018,340
2014-07-08$24.86$0.005.1%1.0%1.4%29.1%0.0%1.4%-0.8%-2.3M18.9M-76.4K0.00104.9501548018,465
2014-07-09$24.90$0.004.0%1.1%1.5%15.6%0.0%-0.7%-0.7%-2.2M18.6M-76.8K0.00109.46040248018,475
2014-07-10$24.86$0.002.9%0.8%1.6%4.0%0.0%2.8%0.1%-2.4M18.9M-76.0K0.00103.8404248018,794
2014-07-11$24.85$0.003.6%1.0%1.6%12.1%0.0%0.8%0.2%-2.8M17.4M-83.9K0.00105.14013548018,805
2014-07-14$24.89$0.003.6%1.0%1.5%11.1%0.0%2.1%-0.4%-3.1M12.8M-73.1K0.009.4703948018,766
2014-07-15$24.82$0.002.9%0.8%1.9%2.9%0.0%-1.4%-0.5%-3.7M11.7M-60.4K0.00104.3702448018,786
2014-07-16$24.80$0.002.2%0.6%1.9%0.0%0.0%0.3%-0.6%-2.6M18.5M-80.2K0.0017.8605548018,750
2014-07-17$24.71$0.003.4%1.0%2.3%13.7%3.8%0.1%-0.8%-3.7M13.7M-66.6K0.0010.33038748018,760
2014-07-18$24.72$25.003.6%1.0%2.3%15.0%0.0%0.3%-1.5%-3.9M13.0M-61.4K0.0019.58024248019,136
2014-07-21$24.75$25.004.4%1.3%2.3%24.7%0.0%-1.6%-0.8%-3.5M11.7M-62.0K0.00103.9701154217,962
2014-07-22$24.79$25.005.2%1.5%2.4%32.9%0.0%1.9%-0.8%-3.5M12.8M-67.9K0.0031.900354218,077
2014-07-23$24.81$25.005.4%1.5%2.4%34.7%0.0%2.2%-0.7%-3.5M12.7M-67.0K0.0012.6101004218,107
2014-07-24$24.77$25.005.3%1.5%2.4%34.5%16.4%0.4%-0.9%-3.1M12.5M-66.8K0.00110.8501,1174218,153
2014-07-25$24.78$26.005.0%1.4%2.4%30.2%0.0%-1.3%-0.9%-2.6M18.8M-86.0K0.00105.5602924219,242
2014-07-28$24.75$26.003.9%1.1%2.5%18.9%5.6%-2.1%-1.2%-3.7M14.5M-73.2K0.00104.1205,0954219,534
2014-07-29$24.73$26.008.2%2.4%2.4%66.3%0.0%-2.9%-1.8%-3.2M24.2M-108.3K0.00110.30065,9804224,619
2014-07-30$24.67$26.008.9%2.5%2.5%73.1%0.0%-0.7%-2.1%-20.1M56.3M-320.4K696.00108.9242,7844290,590
2014-07-31$24.61$26.008.2%2.4%2.5%66.0%0.0%0.7%-2.2%-22.1M67.3M-358.5K0.0016.3205,1674693,230