BKLN Options History — October 2014

In October 2014, BKLN traded between $23.91 and $24.41. ATM implied volatility averaged 8.0%, placing in the 39.3% IV rank vs the trailing year. The 30-day expected move averaged 1.9%. IV traded above realized volatility by 3.6% (HV 20d: 4.4%). Max pain ranged from $25.00 to $25.00. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 9 of 23 days. Put/call ratio averaged 15.44.

Notable Days

  • 2014-10-16: Highest Volume — 13,312 contracts
  • 2014-10-15: Largest IV spike — 76.6% change
  • 2014-10-15: Highest IV Rank — 72.8%
  • 2014-10-24: Largest Expected Move — 2.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$24.26$23.91$24.41$24.29$24.37
Max Pain$25.00$25.00$25.00$25.00$25.00
ATM IV8.0%6.7%12.9%8.4%6.8%
Expected Move1.9%1.5%2.1%1.8%2.0%
HV 20d4.4%2.7%5.9%2.9%5.7%
HV 60d3.2%2.5%3.9%2.6%3.9%
IV Rank39.3%30.7%72.8%42.7%31.7%
IV Percentile84.2%70.6%98.4%91.3%72.2%
Term Structure-0.2%-2.9%3.6%-1.1%1.8%
VWIV7.6%5.7%9.4%8.7%6.9%
Skew 25d6.7%-5.2%32.9%1.8%-1.6%
Skew 10d15.9%-5.4%59.9%2.9%-2.2%
Call IV 25d7.9%4.6%13.9%8.1%9.5%
Put IV 25d14.5%7.1%40.6%9.9%7.9%
Bid-Ask Spread %78.4029.29101.1888.2986.54
Gamma HHI0.860.700.930.890.73
Net GEX-22.6M-56.3M-8.8M-25.4M-10.5M
Net DEX66.7M40.9M130.5M71.6M47.7M
Net VEX-212.2K-258.7K-157.2K-242.2K-200.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio15.445.1158.0124.039.76
Total Volume2,465.4356113,312611,011
Total OI68,034.78347,72890,93679,44148,118

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2014-10-01$24.29$25.008.4%1.8%2.9%42.7%0.0%1.8%-1.1%-25.4M71.6M-242.2K0.0088.2906113679,305
2014-10-02$24.28$25.007.3%1.8%2.7%35.2%0.0%-5.2%1.1%-27.4M69.0M-241.6K0.0045.01026013679,289
2014-10-03$24.35$25.007.2%1.5%3.0%33.9%0.0%-0.5%-2.9%-23.2M73.6M-244.7K0.0095.17041713679,400
2014-10-06$24.39$25.006.9%1.8%3.0%32.1%0.0%2.9%-0.0%-24.8M65.9M-220.2K0.0029.29055613679,379
2014-10-07$24.36$25.008.3%1.9%2.8%41.5%0.0%0.5%-1.2%-24.5M69.3M-221.6K0.0090.08018013679,184
2014-10-08$24.41$25.008.3%1.5%2.9%41.4%0.0%10.1%-0.7%-23.7M67.0M-216.3K24.0391.181473,53213679,191
2014-10-09$24.35$25.008.2%1.9%3.0%41.1%8.7%13.2%-0.6%-26.9M71.5M-224.6K58.0189.371478,52713681,691
2014-10-10$24.31$25.008.8%1.9%3.0%45.3%8.6%0.8%-0.7%-26.3M82.9M-257.4K24.9184.211473,66213686,834
2014-10-13$24.24$25.009.5%1.9%2.9%50.2%7.2%2.8%-0.9%-32.7M92.9M-258.7K10.2088.011471,49913690,577
2014-10-14$24.22$25.007.3%1.9%2.9%34.7%9.4%1.7%-1.1%-36.8M76.6M-242.3K10.2085.131471,49913690,800
2014-10-15$23.98$25.0012.9%1.9%4.4%72.8%7.1%1.1%-0.9%-43.1M108.6M-205.2K21.3383.201473,13613090,677
2014-10-16$23.91$25.007.8%1.9%4.4%38.0%9.1%4.1%-1.0%-56.3M130.5M-214.9K0.0057.13013,31211087,224
2014-10-17$24.09$25.008.2%1.9%5.3%41.0%0.0%32.9%-0.7%-51.8M81.0M-212.5K6.2730.844502,82011080,494
2014-10-20$24.19$25.007.7%2.0%5.6%37.3%7.5%32.4%0.1%-8.8M56.2M-207.7K16.2185.45921,4918947,639
2014-10-21$24.29$25.007.8%2.0%5.9%38.3%7.5%3.3%0.2%-9.9M51.5M-206.6K10.7386.351531,64111947,710
2014-10-22$24.26$25.008.0%2.0%5.9%39.9%7.3%2.2%-0.1%-9.8M52.6M-204.5K11.5466.551531,76518047,563
2014-10-23$24.30$25.007.1%1.9%5.7%33.6%5.7%22.7%0.5%-10.3M50.5M-211.9K11.5188.431531,76118047,687
2014-10-24$24.30$25.007.0%2.1%5.6%32.8%7.5%1.4%0.2%-9.1M41.7M-157.2K10.9083.161531,66718047,703
2014-10-27$24.28$25.007.7%2.0%5.6%37.5%7.4%24.6%0.2%-10.4M49.7M-197.6K10.3782.741531,58718047,733
2014-10-28$24.28$25.007.8%2.0%5.6%38.3%6.0%0.7%-0.3%-9.1M41.3M-162.4K10.3782.591531,58618047,745
2014-10-29$24.26$25.007.3%2.0%5.6%34.9%8.1%0.1%0.3%-9.4M42.2M-161.2K5.1183.332051,04718047,781
2014-10-30$24.29$25.006.7%1.7%5.6%30.7%6.9%1.3%3.6%-9.3M40.9M-168.7K11.14101.18941,04727047,808
2014-10-31$24.37$25.006.8%2.0%5.7%31.7%6.9%-1.6%1.8%-10.5M47.7M-200.5K9.7686.549491731047,808