BKLN Options History — June 2015

In June 2015, BKLN traded between $23.75 and $24.16. ATM implied volatility averaged 5.8%, placing in the 23.6% IV rank vs the trailing year. The 30-day expected move averaged 1.7%. IV traded above realized volatility by 3.1% (HV 20d: 2.7%). Max pain ranged from $24.00 to $24.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 17 of 22 days. Put/call ratio averaged 16.39.

Notable Days

  • 2015-06-24: Highest Volume — 15,670 contracts
  • 2015-06-29: Largest IV spike — 43.5% change
  • 2015-06-04: Highest IV Rank — 31.4%
  • 2015-06-02: Largest Expected Move — 2.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$23.92$23.75$24.16$24.16$23.79
Max Pain$24.00$24.00$24.00$24.00$24.00
ATM IV5.8%4.4%7.0%5.5%4.7%
Expected Move1.7%1.3%2.0%1.6%1.3%
HV 20d2.7%2.4%3.5%3.5%2.7%
HV 60d2.9%2.7%3.0%2.9%2.8%
IV Rank23.6%14.6%31.4%21.5%16.0%
IV Percentile26.8%6.3%49.6%24.2%8.7%
Term Structure0.7%-0.9%2.2%1.4%0.4%
VWIV6.6%4.7%10.1%5.8%9.5%
Skew 25d15.3%-52.2%52.4%21.5%-3.2%
Skew 10d19.7%-102.6%65.2%63.6%-8.1%
Call IV 25d10.0%5.9%59.8%7.5%11.0%
Put IV 25d25.2%7.6%60.7%29.0%7.8%
Bid-Ask Spread %80.5722.10123.8290.7478.15
Gamma HHI0.630.450.800.790.58
Net GEX-4.3M-6.6M-2.7M-4.7M-3.6M
Net DEX26.3M10.0M34.9M21.2M34.9M
Net VEX-157.8K-253.5K-30.8K-139.1K-221.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio16.393.4045.1545.156.42
Total Volume6,072.636515,6706,7383,801
Total OI27,124.09123,08134,03324,78334,033

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2015-06-01$24.16$24.005.5%1.6%3.5%21.5%5.8%21.5%1.4%-4.7M21.2M-139.1K45.1590.741466,59244124,342
2015-06-02$24.12$24.006.9%2.0%3.5%30.4%0.0%21.9%-0.7%-4.1M21.7M-140.2K0.0022.740544124,342
2015-06-03$24.11$24.005.1%1.4%2.6%18.6%5.3%21.7%1.6%-4.8M22.8M-149.7K45.1522.421466,59244124,347
2015-06-04$24.04$24.007.0%1.7%2.7%31.4%5.9%21.4%1.0%-4.3M23.1M-137.8K45.1327.501466,58944124,347
2015-06-05$23.99$24.005.1%1.8%2.7%18.9%6.6%3.2%0.5%-5.0M24.9M-149.7K14.38100.001462,09944124,352
2015-06-08$23.99$24.006.2%1.8%2.7%26.3%6.2%3.3%1.2%-5.0M25.1M-146.3K9.7722.812162,11044124,372
2015-06-09$23.97$24.006.0%1.9%2.6%25.0%6.1%1.1%0.6%-4.7M25.2M-147.3K3.4099.076772,30052124,492
2015-06-10$24.00$24.005.9%1.7%2.7%24.2%5.8%0.7%0.7%-4.6M24.4M-149.7K3.78103.206342,3951,00824,647
2015-06-11$23.97$24.005.4%1.6%2.7%21.1%5.3%1.2%1.2%-4.6M25.0M-147.3K3.52104.546542,3001,00924,852
2015-06-12$23.96$24.005.0%1.4%2.5%18.0%5.0%2.9%1.1%-6.6M25.3M-142.1K3.9423.366462,5451,02924,952
2015-06-15$23.84$24.006.1%1.8%2.7%25.5%6.2%46.9%0.5%-4.4M28.0M-141.6K3.73103.866462,4091,04125,137
2015-06-16$23.85$24.005.7%1.6%2.7%22.7%5.7%47.0%0.9%-4.8M28.0M-143.2K3.5397.056752,3841,04125,353
2015-06-17$23.83$24.005.4%1.5%2.7%20.8%5.8%47.7%-0.2%-4.5M28.5M-147.4K3.54104.636752,3871,07125,446
2015-06-18$23.83$24.005.9%1.7%2.6%24.3%5.9%42.7%-0.1%-4.6M28.3M-146.2K8.03104.286755,4191,07125,446
2015-06-19$23.81$24.006.5%1.9%2.6%27.9%6.7%49.8%-0.1%-2.7M25.1M-136.4K7.86103.976755,3061,07123,168
2015-06-22$23.85$24.006.3%1.8%2.7%26.7%6.2%52.4%-0.9%-2.7M22.4M-139.5K10.66103.704865,18299122,090
2015-06-23$23.84$24.005.4%1.5%2.6%20.6%7.3%3.5%2.1%-3.2M10.0M-30.8K28.27106.6650914,3901,39022,032
2015-06-24$23.85$24.006.8%1.9%2.6%29.8%10.1%2.8%2.2%-3.3M33.8M-248.2K30.2822.1050115,1691,78731,224
2015-06-25$23.85$24.006.3%1.8%2.5%26.8%9.1%0.1%1.4%-3.5M34.7M-253.5K30.26102.0950115,1591,79132,235
2015-06-26$23.84$24.004.4%1.3%2.4%14.6%4.7%-52.2%1.3%-3.6M33.1M-215.7K30.26123.8250115,1591,79132,236
2015-06-29$23.75$24.006.4%1.8%2.6%27.2%9.1%-0.4%0.4%-4.2M33.9M-199.2K7.09105.855013,5501,79132,236
2015-06-30$23.79$24.004.7%1.3%2.7%16.0%9.5%-3.2%0.4%-3.6M34.9M-221.5K6.4278.155123,2891,79132,242