BKLN Options History — August 2014

In August 2014, BKLN traded between $24.53 and $24.74. ATM implied volatility averaged 8.8%, placing in the 52.3% IV rank vs the trailing year. The 30-day expected move averaged 1.6%. IV traded above realized volatility by 6.5% (HV 20d: 2.3%). Max pain ranged from $24.00 to $26.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 2294.33.

Notable Days

  • 2014-08-01: Highest Volume — 17,051 contracts
  • 2014-08-14: Largest IV drop — 71.3% change
  • 2014-08-06: Highest IV Rank — 100.0%
  • 2014-08-01: Largest Expected Move — 2.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$24.62$24.53$24.74$24.56$24.73
Max Pain$24.55$24.00$26.00$26.00$25.00
ATM IV8.8%4.4%16.8%9.6%8.2%
Expected Move1.6%1.3%2.7%2.7%1.5%
HV 20d2.3%1.7%2.6%2.6%1.7%
HV 60d2.0%1.9%2.1%2.1%2.0%
IV Rank52.3%15.4%100.0%80.8%40.7%
IV Percentile87.8%54.8%100.0%98.0%92.5%
Term Structure-1.4%-4.0%0.4%-2.6%-2.8%
VWIV9.3%7.1%10.9%7.1%10.9%
Skew 25d2.2%-1.0%5.5%-0.3%0.3%
Skew 10d1.6%-5.0%33.2%-3.6%-3.6%
Call IV 25d4.9%3.2%7.2%6.4%7.2%
Put IV 25d7.1%4.2%8.8%6.1%7.5%
Bid-Ask Spread %79.708.82108.28108.2888.69
Gamma HHI0.920.870.970.940.87
Net GEX-23.6M-26.8M-21.0M-22.3M-22.8M
Net DEX70.8M35.7M87.4M72.8M60.1M
Net VEX-362.4K-438.0K-189.3K-380.0K-339.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2294.3337.538524.508524.5037.53
Total Volume1,496.714017,05117,0510
Total OI106,353.04896,273112,00996,273112,009

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2014-08-01$24.56$26.009.6%2.7%2.6%80.8%0.0%-0.3%-2.6%-22.3M72.8M-380.0K8524.50108.28217,0494696,227
2014-08-04$24.56$24.007.6%1.4%2.5%58.8%0.0%3.6%-0.4%-23.7M78.4M-411.3K0.0095.33021848100,256
2014-08-05$24.55$24.0010.3%2.4%2.5%89.0%0.0%1.5%-3.1%-21.7M71.1M-338.0K0.00101.89099348102,089
2014-08-06$24.59$24.0012.7%1.5%2.5%100.0%0.0%4.9%0.4%-22.0M74.9M-356.6K109.3096.27101,09348105,405
2014-08-07$24.58$24.009.9%2.0%2.5%72.9%0.0%1.6%-4.0%-24.6M86.1M-438.0K0.0098.6305653106,380
2014-08-08$24.58$24.0010.5%1.5%2.5%78.6%0.0%5.0%-0.5%-23.3M87.4M-435.3K0.0097.9008053106,429
2014-08-11$24.59$24.0016.8%1.5%2.4%100.0%0.0%5.5%-0.5%-23.0M83.1M-403.8K0.0099.920053106,509
2014-08-12$24.57$24.0014.3%1.5%2.3%82.6%0.0%3.6%-1.7%-26.1M84.8M-412.9K0.0012.4001053106,509
2014-08-13$24.61$24.0015.4%2.4%2.4%90.5%0.0%2.2%-3.5%-24.4M79.7M-402.1K0.00103.10012053106,519
2014-08-14$24.59$24.004.4%1.3%2.0%15.4%0.0%1.1%-0.7%-24.7M74.7M-384.8K0.008.820053104,167
2014-08-15$24.56$24.004.8%1.4%2.1%18.1%0.0%1.6%-0.6%-26.7M80.7M-392.1K506.0094.4521,01248104,167
2014-08-18$24.53$0.007.4%1.4%2.0%35.4%7.1%4.9%-0.8%-26.8M73.8M-369.4K0.0082.48055448104,866
2014-08-19$24.58$25.004.9%1.4%2.1%18.5%0.0%5.4%-0.8%-25.2M71.9M-370.1K0.0032.49010048105,420
2014-08-20$24.63$25.004.5%1.5%2.2%16.0%8.2%0.4%-0.9%-25.4M67.2M-355.6K37.5324.581556348105,515
2014-08-21$24.68$25.007.3%1.4%2.3%34.7%10.9%1.9%-1.8%-21.4M35.7M-189.3K0.0088.0702263106,054
2014-08-22$24.69$25.006.8%1.5%2.3%31.7%10.9%-0.6%-0.1%-22.5M67.7M-353.6K0.0087.7709,49763106,076
2014-08-25$24.72$25.007.3%1.5%2.3%34.9%0.0%1.0%-0.1%-22.9M65.8M-353.2K0.0088.880063111,931
2014-08-26$24.73$25.005.5%1.4%2.3%22.5%0.0%1.9%-1.0%-21.0M46.8M-233.1K0.0088.620063111,931
2014-08-27$24.74$25.007.2%1.5%2.1%33.9%0.0%2.5%-0.2%-22.9M60.4M-347.3K0.0088.1701563111,931
2014-08-28$24.73$25.008.5%1.5%1.9%43.1%0.0%-1.0%-2.7%-22.6M62.8M-344.3K0.0086.8702063111,946
2014-08-29$24.73$25.008.2%1.5%1.7%40.7%0.0%0.3%-2.8%-22.8M60.1M-339.0K0.0088.690063111,946