BKLN Options History — September 2014

In September 2014, BKLN traded between $24.27 and $24.74. ATM implied volatility averaged 8.1%, placing in the 40.0% IV rank vs the trailing year. The 30-day expected move averaged 1.8%. IV traded above realized volatility by 5.5% (HV 20d: 2.6%). 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 5 of 21 days. Put/call ratio averaged 190.87.

Notable Days

  • 2014-09-30: Highest Volume — 65,511 contracts
  • 2014-09-10: Largest IV spike — 63.2% change
  • 2014-09-10: Highest IV Rank — 79.7%
  • 2014-09-17: Largest Expected Move — 2.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$24.50$24.27$24.74$24.74$24.28
Max Pain$25.00$25.00$25.00$25.00$25.00
ATM IV8.1%6.5%13.9%6.5%8.2%
Expected Move1.8%1.5%2.1%1.5%1.9%
HV 20d2.6%1.7%2.9%1.7%2.9%
HV 60d2.3%2.0%2.6%2.0%2.6%
IV Rank40.0%29.4%79.7%29.4%41.0%
IV Percentile89.3%79.4%98.8%84.5%90.1%
Term Structure-0.9%-4.5%1.7%-0.5%-0.3%
VWIV7.9%7.4%8.3%7.4%8.3%
Skew 25d2.7%-0.2%4.2%3.0%1.3%
Skew 10d1.6%-3.6%3.9%-3.6%2.5%
Call IV 25d5.8%4.1%8.1%4.9%8.1%
Put IV 25d8.4%7.4%9.5%8.0%9.4%
Bid-Ask Spread %78.7517.0194.2386.4490.41
Gamma HHI0.910.870.950.880.94
Net GEX-31.9M-47.8M-21.8M-22.5M-46.0M
Net DEX82.8M59.2M112.4M64.0M108.0M
Net VEX-346.8K-429.6K-311.9K-336.1K-333.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio190.870.00699.500.00699.50
Total Volume3,852.048065,5117965,511
Total OI119,645.143112,009124,124112,009124,124

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2014-09-02$24.74$25.006.5%1.5%1.7%29.4%0.0%3.0%-0.5%-22.5M64.0M-336.1K0.0086.4407963111,946
2014-09-03$24.74$25.008.5%1.5%1.7%43.1%0.0%3.2%-0.6%-23.0M59.2M-324.0K0.0088.4704163111,946
2014-09-04$24.64$25.007.0%1.5%2.2%33.2%0.0%0.5%-1.1%-24.4M62.1M-327.3K0.0084.2901,26263111,956
2014-09-05$24.63$25.008.6%1.5%2.2%43.6%0.0%3.5%-1.7%-26.6M79.1M-354.4K0.0082.53019463112,222
2014-09-08$24.58$25.006.9%1.6%2.4%31.8%0.0%4.1%-1.4%-27.1M72.2M-339.5K0.0018.6706563112,122
2014-09-09$24.64$25.008.5%1.5%2.5%43.1%0.0%4.2%-1.0%-24.8M68.3M-313.7K0.0082.09010,00063112,164
2014-09-10$24.59$25.0013.9%1.5%2.6%79.7%0.0%0.9%-4.5%-25.9M70.1M-311.9K0.0088.110063122,164
2014-09-11$24.56$25.007.3%1.5%2.6%35.2%0.0%0.1%-4.0%-21.8M112.4M-429.6K0.0084.02024363122,157
2014-09-12$24.56$25.007.2%1.5%2.6%33.9%0.0%3.2%-1.6%-31.1M80.9M-374.6K0.0017.0102063122,354
2014-09-15$24.46$25.006.8%2.0%2.9%31.3%0.0%0.3%1.1%-32.7M80.4M-364.1K0.0086.1020063122,374
2014-09-16$24.47$25.008.0%2.0%2.9%39.3%7.4%-0.2%-1.2%-33.3M80.2M-362.2K0.0084.9001083122,374
2014-09-17$24.44$25.009.0%2.1%2.8%46.7%0.0%4.2%-2.7%-32.7M86.8M-367.9K0.0087.5704083122,384
2014-09-18$24.46$25.007.1%2.0%2.7%33.5%0.0%4.2%0.9%-32.7M80.4M-352.9K0.0087.2305083122,304
2014-09-19$24.48$25.007.2%2.0%2.6%34.4%0.0%4.2%0.9%-32.7M79.7M-349.5K0.0084.495083122,254
2014-09-22$24.46$25.008.6%2.0%2.6%43.6%0.0%4.0%-1.0%-34.4M79.0M-331.5K6.5094.2342688122,193
2014-09-23$24.45$25.007.3%2.1%2.5%35.2%0.0%3.9%1.0%-31.9M90.3M-350.4K7.7992.851410992122,195
2014-09-24$24.44$25.008.2%1.9%2.5%40.9%0.0%3.8%-0.1%-36.1M81.0M-327.8K1.3291.93385094122,232
2014-09-25$24.32$25.009.6%1.9%2.9%50.4%0.0%3.0%-2.2%-38.3M103.3M-352.7K621.0047.5321,242132122,196
2014-09-26$24.27$25.008.0%1.8%2.9%39.9%0.0%2.2%-0.5%-44.8M103.5M-354.7K699.5089.3821,399134123,336
2014-09-29$24.27$25.006.7%1.8%2.9%31.0%8.3%1.9%1.7%-47.8M98.7M-324.8K0.0085.470467136123,913
2014-09-30$24.28$25.008.2%1.9%2.9%41.0%0.0%1.3%-0.3%-46.0M108.0M-333.4K0.0090.41065,511136123,988