BKLN Options History — May 2015

In May 2015, BKLN traded between $24.09 and $24.25. ATM implied volatility averaged 6.1%, placing in the 25.6% IV rank vs the trailing year. The 30-day expected move averaged 1.7%. IV traded above realized volatility by 2.9% (HV 20d: 3.2%). Max pain ranged from $24.00 to $24.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 13 of 20 days. Put/call ratio averaged 55.66.

Notable Days

  • 2015-05-06: Highest Volume — 11,462 contracts
  • 2015-05-11: Largest IV spike — 54.3% change
  • 2015-05-12: Highest IV Rank — 54.9%
  • 2015-05-28: Largest Expected Move — 1.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$24.15$24.09$24.25$24.23$24.13
Max Pain$24.00$24.00$24.00$24.00$24.00
ATM IV6.1%4.7%10.6%4.7%6.1%
Expected Move1.7%1.3%1.9%1.3%1.8%
HV 20d3.2%2.0%3.6%2.0%3.6%
HV 60d2.8%2.5%2.9%2.5%2.9%
IV Rank25.6%16.2%54.9%16.2%25.6%
IV Percentile35.4%19.4%96.8%19.4%30.6%
Term Structure0.5%-0.6%4.0%2.0%-0.2%
VWIV5.9%4.9%6.8%5.1%6.1%
Skew 25d15.7%-5.6%33.1%-5.6%26.7%
Skew 10d32.1%-4.2%67.0%-4.2%63.5%
Call IV 25d8.9%5.6%12.3%12.3%10.1%
Put IV 25d24.6%6.0%40.4%6.6%36.8%
Bid-Ask Spread %76.7410.09107.30101.08106.64
Gamma HHI0.620.560.780.590.78
Net GEX-4.3M-5.4M-3.1M-3.1M-4.3M
Net DEX23.3M17.9M25.8M17.9M22.4M
Net VEX-158.5K-177.1K-116.7K-116.7K-151.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio55.6623.3582.6170.9045.15
Total Volume6,274.24511,4628,9166,738
Total OI24,689.618,81726,29418,81724,783

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2015-05-01$24.23$24.004.7%1.3%2.0%16.2%5.1%-5.6%2.0%-3.1M17.9M-116.7K70.90101.081248,79241618,401
2015-05-04$24.25$24.005.1%1.7%2.0%19.0%0.0%-2.8%0.1%-3.1M22.4M-170.9K0.0045.6009141622,874
2015-05-05$24.09$24.006.7%1.7%3.1%29.3%5.7%-0.1%-0.1%-4.0M24.1M-169.4K70.5420.901248,74741622,873
2015-05-06$24.15$24.006.3%1.7%3.2%26.9%6.0%28.2%0.6%-3.5M24.1M-167.7K78.60103.7614411,31841622,868
2015-05-07$24.17$24.005.7%1.8%3.2%22.5%6.3%-2.9%0.2%-4.3M25.8M-166.5K82.6148.4713711,31843625,392
2015-05-08$24.19$24.004.8%1.5%3.2%17.0%5.1%14.1%1.1%-4.6M25.2M-165.6K23.3527.482046744125,387
2015-05-11$24.22$24.007.4%1.8%3.2%34.0%6.2%13.0%-0.1%-4.8M25.7M-177.1K0.0074.4405446125,833
2015-05-12$24.19$24.0010.6%1.7%3.3%54.9%5.9%25.0%0.2%-4.9M25.3M-164.5K75.64106.7614611,04446125,783
2015-05-13$24.16$24.005.6%1.6%3.2%22.3%5.6%25.0%0.5%-5.2M25.3M-163.6K48.05105.801467,01646125,788
2015-05-14$24.21$24.004.9%1.4%3.3%17.8%4.9%0.3%4.0%-5.4M23.3M-154.8K56.34105.471468,22646125,799
2015-05-15$24.12$24.005.2%1.5%3.4%19.9%5.2%19.8%0.7%-4.0M22.7M-160.7K57.84103.201468,44446125,693
2015-05-18$24.14$24.005.9%1.7%3.5%24.1%0.0%22.0%0.2%-4.1M22.3M-158.9K0.0063.2106144124,083
2015-05-19$24.09$24.005.7%1.6%3.5%22.7%5.7%0.4%0.8%-3.9M23.5M-163.6K0.00101.4204544124,061
2015-05-20$24.10$24.006.6%1.9%3.4%28.7%6.6%29.5%-0.5%-4.2M23.3M-159.4K48.18105.991467,03444124,106
2015-05-21$24.13$24.006.2%1.8%3.4%25.8%6.2%25.8%0.4%-4.2M23.0M-159.6K46.68106.911466,81544124,326
2015-05-22$24.14$24.005.3%1.5%3.4%20.1%5.3%23.0%1.0%-4.3M21.9M-150.1K46.68107.301466,81544124,342
2015-05-26$24.09$24.006.4%1.8%3.5%27.6%6.4%17.3%-0.6%-4.5M22.9M-154.8K46.8550.481466,84044124,342
2015-05-27$24.12$24.006.5%1.9%3.5%27.8%6.5%33.1%-0.3%-4.6M21.9M-142.7K46.6139.791466,80544124,342
2015-05-28$24.09$24.006.7%1.9%3.5%29.5%6.8%22.8%-0.4%-4.5M23.1M-152.6K46.6110.091466,80544124,342
2015-05-29$24.13$24.006.1%1.8%3.6%25.6%6.1%26.7%-0.2%-4.3M22.4M-151.8K45.15106.641466,59244124,342