BKLN Options History — December 2014

In December 2014, BKLN traded between $23.51 and $24.31. ATM implied volatility averaged 7.5%, placing in the 34.4% IV rank vs the trailing year. The 30-day expected move averaged 2.4%. IV traded above realized volatility by 2.7% (HV 20d: 4.8%). Max pain ranged from $24.00 to $25.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 18 of 22 days. Put/call ratio averaged 16.62.

Notable Days

  • 2014-12-16: Highest Volume — 9,453 contracts
  • 2014-12-15: Largest IV spike — 26.0% change
  • 2014-12-01: Highest IV Rank — 45.8%
  • 2014-12-26: Largest Expected Move — 2.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$23.98$23.51$24.31$24.31$24.03
Max Pain$24.71$24.00$25.00$25.00$24.00
ATM IV7.5%6.1%9.2%9.2%7.2%
Expected Move2.4%2.2%2.7%2.2%2.6%
HV 20d4.8%2.4%7.2%2.4%7.2%
HV 60d4.6%3.9%5.4%3.9%5.4%
IV Rank34.4%25.1%45.8%45.8%32.4%
IV Percentile73.0%56.0%92.5%92.5%65.5%
Term Structure1.0%-1.0%2.2%-0.8%1.2%
VWIV10.6%5.9%15.9%8.5%9.1%
Skew 25d3.5%-4.3%30.1%1.2%-0.6%
Skew 10d7.1%-4.8%45.3%1.6%-0.2%
Call IV 25d7.9%5.3%11.7%8.1%8.0%
Put IV 25d11.5%6.5%37.2%9.4%7.4%
Bid-Ask Spread %78.9723.4098.0085.8623.40
Gamma HHI0.800.480.970.880.87
Net GEX-12.0M-16.5M-7.7M-9.3M-16.5M
Net DEX45.8M34.3M61.8M34.3M43.5M
Net VEX-111.3K-128.8K-92.0K-118.9K-106.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio16.620.6078.1711.000.60
Total Volume3,187.5119,4531,032200
Total OI47,11441,90952,48644,75449,077

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2014-12-01$24.31$25.009.2%2.2%2.4%45.8%8.5%1.2%-0.8%-9.3M34.3M-118.9K11.0085.868694629144,463
2014-12-02$24.22$25.007.5%2.4%2.7%34.8%8.4%-0.1%1.2%-9.4M38.4M-119.1K11.1884.40941,05129144,647
2014-12-03$24.22$25.006.5%2.2%2.7%28.0%7.9%-3.9%0.8%-11.9M37.1M-113.9K18.0986.25941,70030144,455
2014-12-04$24.17$25.007.2%2.2%2.7%32.8%7.8%-4.3%-1.0%-11.7M38.7M-112.0K0.0085.10057630144,232
2014-12-05$24.19$25.007.3%2.2%2.8%33.3%9.2%3.5%1.8%-13.0M38.8M-113.5K10.5281.899498930143,971
2014-12-08$24.13$25.007.6%2.2%2.9%35.2%5.9%26.3%1.5%-13.8M39.2M-106.4K11.1787.51941,05030143,931
2014-12-09$24.03$25.006.5%2.2%3.1%28.1%10.5%3.3%1.5%-12.8M46.4M-105.9K78.1780.17866,72330143,841
2014-12-10$23.95$25.008.0%2.2%3.2%37.6%10.7%4.1%1.3%-13.3M56.0M-115.4K43.1282.34893,83829942,433
2014-12-11$23.91$25.006.1%2.2%3.2%25.1%9.6%2.7%1.8%-9.9M46.9M-93.6K40.7183.67943,82730241,607
2014-12-12$23.82$25.007.2%2.3%3.1%32.8%15.9%3.3%0.8%-11.4M52.6M-101.5K0.9481.452,5642,39932241,607
2014-12-15$23.66$25.009.1%2.5%3.6%45.1%13.1%5.4%-0.4%-7.7M54.0M-120.4K2.5279.282,5646,4582,82243,061
2014-12-16$23.51$25.008.4%2.5%3.9%40.2%14.9%3.9%-0.7%-8.1M61.8M-128.8K2.5987.792,6356,8182,82248,459
2014-12-17$23.78$25.007.7%2.7%6.1%36.0%14.0%3.9%1.3%-10.7M55.7M-111.6K2.1583.082,6355,6662,86649,620
2014-12-18$23.82$25.007.9%2.7%6.1%37.0%14.9%2.6%1.2%-9.7M51.2M-121.9K2.1783.182,6165,6812,86649,167
2014-12-19$24.03$25.007.7%2.7%7.0%36.0%12.2%30.1%1.3%-7.9M41.7M-118.9K0.0039.640112,86649,167
2014-12-22$23.99$0.008.2%2.5%7.0%39.0%9.8%-0.9%0.6%-12.6M44.9M-108.5K12.1593.671161,40933648,937
2014-12-23$23.94$24.006.7%2.5%7.0%29.3%9.8%-0.6%2.2%-14.7M47.5M-112.2K13.0092.521031,33933648,908
2014-12-24$23.96$24.007.4%2.6%7.0%33.8%9.8%-0.8%1.5%-14.0M46.0M-113.4K13.9527.35961,33939548,911
2014-12-26$23.96$24.006.5%2.7%6.9%27.8%10.7%-0.7%2.1%-15.0M44.4M-109.3K14.4394.96921,32839848,911
2014-12-29$24.00$24.007.9%2.5%7.0%37.0%9.1%-0.1%0.5%-14.8M45.4M-105.6K27.2698.00922,50839948,921
2014-12-30$23.93$24.006.6%2.5%7.0%28.9%0.0%-0.6%1.4%-15.8M44.3M-92.0K0.0095.7402539948,667
2014-12-31$24.03$24.007.2%2.6%7.2%32.4%0.0%-0.6%1.2%-16.5M43.5M-106.3K0.6023.401257539948,678