BKLN Options History — April 2015

In April 2015, BKLN traded between $24.13 and $24.28. ATM implied volatility averaged 5.8%, placing in the 23.3% IV rank vs the trailing year. The 30-day expected move averaged 1.7%. IV traded above realized volatility by 3.2% (HV 20d: 2.6%). Max pain ranged from $24.00 to $25.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 20 of 21 days. Put/call ratio averaged 32.71.

Notable Days

  • 2015-04-07: Highest Volume — 5,733 contracts
  • 2015-04-21: Largest IV spike — 24.1% change
  • 2015-04-01: Highest IV Rank — 33.2%
  • 2015-04-01: Largest Expected Move — 2.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$24.20$24.13$24.28$24.16$24.17
Max Pain$24.05$24.00$25.00$25.00$24.00
ATM IV5.8%4.1%7.3%7.3%4.1%
Expected Move1.7%1.2%2.1%2.1%1.2%
HV 20d2.6%1.8%3.1%3.1%1.8%
HV 60d2.7%2.6%3.0%3.0%2.6%
IV Rank23.3%12.6%33.2%33.2%12.6%
IV Percentile30.6%12.7%56.3%56.3%12.7%
Term Structure1.2%-0.2%2.8%-0.2%2.8%
VWIV6.4%4.4%13.7%13.7%4.4%
Skew 25d12.1%-6.9%42.5%42.5%-4.7%
Skew 10d43.2%-6.8%78.8%78.8%-4.7%
Call IV 25d8.6%5.5%13.6%9.8%10.7%
Put IV 25d20.7%6.0%52.3%52.3%6.0%
Bid-Ask Spread %92.0241.22109.93103.30107.11
Gamma HHI0.780.540.950.940.60
Net GEX-9.0M-19.4M-2.6M-14.7M-3.0M
Net DEX23.9M13.9M35.7M35.7M17.6M
Net VEX-121.8K-145.6K-88.4K-134.5K-106.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio32.7120.2540.3520.8138.60
Total Volume4,352.2381,2265,7333,2494,911
Total OI32,682.42917,84045,26241,06718,826

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2015-04-01$24.16$25.007.3%2.1%3.1%33.2%13.7%42.5%-0.2%-14.7M35.7M-134.5K20.81103.301493,10045440,613
2015-04-02$24.18$24.006.8%2.1%3.1%29.8%8.4%3.9%0.1%-16.2M34.1M-131.8K20.2599.781493,01745440,607
2015-04-06$24.18$24.007.1%2.0%3.1%31.7%7.1%0.4%0.2%-16.4M32.5M-125.9K26.9747.041494,01845440,606
2015-04-07$24.21$24.007.2%1.9%3.1%32.7%6.8%21.3%0.3%-19.4M31.9M-127.3K35.2841.221585,57545441,607
2015-04-08$24.24$24.006.7%1.9%3.1%29.2%0.0%26.1%0.5%-12.8M32.7M-145.6K0.0076.1301,22645743,122
2015-04-09$24.26$24.006.2%1.8%3.1%26.2%6.3%16.2%1.0%-14.1M31.7M-144.7K30.8355.961484,56345744,338
2015-04-10$24.28$24.006.7%1.9%3.1%29.0%6.7%16.2%0.4%-11.7M32.6M-144.1K32.2162.611404,50947844,290
2015-04-13$24.27$24.006.4%1.8%2.7%27.4%6.6%15.4%0.6%-8.3M35.2M-138.1K32.2145.271404,50947644,293
2015-04-14$24.26$24.005.1%1.5%2.4%18.8%5.6%-4.4%2.5%-13.5M23.4M-126.5K32.24108.861404,51447644,293
2015-04-15$24.21$24.005.8%1.6%2.5%23.1%6.7%18.0%2.4%-15.8M23.5M-127.4K30.50108.041514,60646144,303
2015-04-16$24.22$24.005.9%1.7%2.2%24.3%6.0%-2.3%0.9%-15.1M24.4M-124.6K32.98104.581514,98047144,407
2015-04-17$24.16$24.004.6%1.3%2.4%15.6%5.1%14.3%2.7%-2.6M16.9M-121.6K33.26105.921515,02347144,791
2015-04-20$24.17$24.004.6%1.3%2.3%15.9%5.4%16.1%2.5%-3.4M16.3M-105.2K33.82108.881194,02542417,416
2015-04-21$24.13$24.005.8%1.7%2.4%23.2%5.8%29.0%0.7%-2.7M14.4M-91.5K34.73109.251194,13342517,461
2015-04-22$24.18$24.004.8%1.4%2.5%16.8%5.6%9.9%2.2%-3.6M16.5M-104.8K34.73107.391194,13342517,569
2015-04-23$24.20$24.005.1%1.5%2.5%18.7%5.5%1.4%1.6%-3.4M16.8M-117.1K34.73108.001194,13342517,569
2015-04-24$24.19$24.005.2%1.5%2.5%19.7%5.7%10.5%0.9%-3.3M17.0M-116.4K34.53107.981194,10942517,569
2015-04-27$24.18$24.005.7%1.6%2.5%22.8%6.3%19.3%1.0%-2.6M13.9M-88.4K34.84106.971194,14642517,569
2015-04-28$24.19$24.005.8%1.7%2.2%23.5%6.4%11.8%1.3%-3.2M17.3M-116.7K40.35108.151194,80242517,714
2015-04-29$24.18$24.004.6%1.3%2.1%15.7%4.4%-6.9%1.7%-2.9M18.5M-118.1K40.23109.931194,78742518,406
2015-04-30$24.17$24.004.1%1.2%1.8%12.6%4.4%-4.7%2.8%-3.0M17.6M-106.5K38.60107.111244,78742518,401