BKLN Options History — February 2015

In February 2015, BKLN traded between $23.98 and $24.20. ATM implied volatility averaged 7.6%, placing in the 35.4% IV rank vs the trailing year. The 30-day expected move averaged 2.2%. IV traded above realized volatility by 4.6% (HV 20d: 3.0%). Max pain ranged from $24.00 to $24.00. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 13 of 19 days. Put/call ratio averaged 25.21.

Notable Days

2015-02-18: Highest Volume — 7,326 contracts
2015-02-03: Largest IV drop — 17.9% change
2015-02-13: Highest IV Rank — 45.7%
2015-02-13: Largest Expected Move — 2.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$24.09	$23.98	$24.20	$24.02	$24.20
Max Pain	$24.00	$24.00	$24.00	$24.00	$24.00
ATM IV	7.6%	6.1%	9.2%	8.6%	6.2%
Expected Move	2.2%	1.8%	2.6%	2.5%	1.8%
HV 20d	3.0%	2.6%	3.4%	3.4%	2.6%
HV 60d	4.8%	4.8%	4.9%	4.8%	4.8%
IV Rank	35.4%	25.7%	45.7%	41.9%	25.9%
IV Percentile	67.0%	40.9%	90.9%	86.9%	40.9%
Term Structure	0.4%	-0.5%	1.4%	-0.1%	0.8%
VWIV	7.7%	6.1%	9.3%	7.1%	6.1%
Skew 25d	5.1%	-3.3%	58.6%	-3.3%	0.8%
Skew 10d	11.3%	-6.1%	88.1%	-6.1%	2.8%
Call IV 25d	8.2%	6.2%	12.6%	12.6%	6.2%
Put IV 25d	13.3%	7.0%	69.4%	9.3%	7.0%
Bid-Ask Spread %	52.75	8.29	103.92	101.90	94.77
Gamma HHI	0.62	0.46	0.89	0.47	0.89
Net GEX	-4.0M	-5.8M	-2.7M	-4.3M	-5.5M
Net DEX	21.5M	17.7M	25.4M	25.4M	19.2M
Net VEX	-106.2K	-140.7K	-76.5K	-124.7K	-109.6K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	25.21	7.31	61.17	44.62	7.31
Total Volume	4,534.105	0	7,326	0	5,486
Total OI	35,114.158	28,092	39,335	36,368	29,139

Daily Data (19 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Vol	Put Vol	Call OI	Put OI
2015-02-02	$24.02	$24.00	8.6%	2.5%	3.4%	41.9%	0.0%	-3.3%	-0.1%	-4.3M	25.4M	-124.7K	0.00	101.90	0	0	1,610	34,758
2015-02-03	$24.06	$24.00	7.1%	2.0%	3.2%	31.9%	7.1%	58.6%	1.2%	-2.9M	22.5M	-90.9K	44.62	102.05	100	4,462	1,610	34,758
2015-02-04	$23.98	$24.00	7.9%	2.3%	3.3%	37.0%	8.8%	1.1%	0.7%	-3.8M	21.4M	-83.9K	9.77	56.51	417	4,076	1,632	34,418
2015-02-05	$24.03	$24.00	7.6%	2.6%	3.3%	34.9%	8.9%	4.9%	-0.2%	-3.5M	20.7M	-88.0K	12.69	8.96	397	5,037	1,979	34,135
2015-02-06	$24.02	$24.00	7.9%	2.4%	3.3%	36.9%	8.1%	4.8%	0.4%	-3.8M	25.3M	-140.7K	12.69	11.70	397	5,037	1,986	36,137
2015-02-09	$24.06	$24.00	9.0%	2.5%	3.3%	44.1%	8.5%	4.3%	0.5%	-3.3M	23.6M	-127.5K	12.62	12.79	397	5,009	1,986	35,137
2015-02-10	$24.05	$24.00	7.7%	2.4%	3.3%	35.6%	8.3%	6.5%	0.3%	-2.7M	23.7M	-125.5K	46.04	19.77	99	4,558	1,986	35,157
2015-02-11	$24.06	$24.00	8.4%	2.4%	3.3%	40.4%	8.4%	7.7%	0.3%	-3.0M	23.6M	-120.6K	46.04	15.26	99	4,558	1,988	35,167
2015-02-12	$24.10	$24.00	8.6%	2.5%	3.4%	41.8%	8.7%	4.3%	-0.0%	-2.8M	18.4M	-81.6K	41.06	26.79	111	4,558	1,988	35,167
2015-02-13	$24.03	$24.00	9.2%	2.6%	2.9%	45.7%	9.3%	4.5%	-0.5%	-2.7M	19.0M	-76.5K	41.00	14.75	111	4,551	1,838	35,033
2015-02-17	$24.11	$24.00	8.0%	2.3%	2.7%	37.7%	8.0%	0.3%	0.3%	-2.8M	17.7M	-76.6K	61.17	99.77	111	6,790	1,838	35,135
2015-02-18	$24.10	$24.00	8.1%	2.3%	2.7%	38.4%	8.1%	-0.3%	-0.1%	-4.2M	23.3M	-120.7K	38.39	100.24	186	7,140	1,838	37,439
2015-02-19	$24.14	$24.00	8.2%	2.4%	2.8%	39.4%	0.0%	0.4%	-0.5%	-4.2M	19.7M	-100.7K	0.00	10.03	0	0	1,918	37,417
2015-02-20	$24.16	$24.00	7.3%	2.1%	2.7%	33.4%	7.3%	0.6%	0.5%	-5.1M	18.5M	-92.7K	0.00	8.29	0	37	1,918	37,417
2015-02-23	$24.15	$24.00	6.7%	1.9%	2.6%	29.3%	6.7%	0.4%	1.4%	-5.3M	23.4M	-119.0K	7.33	101.16	660	4,837	1,067	27,025
2015-02-24	$24.17	$24.00	6.1%	1.8%	2.7%	25.7%	6.1%	0.1%	0.7%	-5.4M	20.0M	-108.9K	7.37	102.78	660	4,862	1,562	27,113
2015-02-25	$24.15	$24.00	6.2%	1.8%	2.6%	26.2%	6.2%	-0.7%	0.8%	-5.8M	23.1M	-119.6K	7.96	103.92	660	5,253	1,562	27,197
2015-02-26	$24.16	$24.00	6.4%	1.8%	2.6%	27.3%	6.3%	1.2%	0.6%	-5.5M	20.6M	-110.5K	7.32	10.82	660	4,832	1,562	27,552
2015-02-27	$24.20	$24.00	6.2%	1.8%	2.6%	25.9%	6.1%	0.8%	0.8%	-5.5M	19.2M	-109.6K	7.31	94.77	660	4,826	1,562	27,577