BKLN Options History — July 2015

In July 2015, BKLN traded between $23.67 and $23.95. ATM implied volatility averaged 6.0%, placing in the 19.5% IV rank vs the trailing year. The 30-day expected move averaged 1.6%. IV traded above realized volatility by 3.0% (HV 20d: 2.9%). Max pain ranged from $23.00 to $24.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 14 of 22 days. Put/call ratio averaged 8.45.

Notable Days

  • 2015-07-27: Highest Volume — 8,102 contracts
  • 2015-07-13: Largest IV spike — 38.6% change
  • 2015-07-14: Highest IV Rank — 54.9%
  • 2015-07-15: Largest Expected Move — 1.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$23.82$23.67$23.95$23.81$23.70
Max Pain$23.82$23.00$24.00$24.00$24.00
ATM IV6.0%4.4%10.6%4.9%5.1%
Expected Move1.6%1.3%1.9%1.4%1.5%
HV 20d2.9%2.3%3.4%2.7%3.0%
HV 60d2.9%2.7%3.1%2.8%2.7%
IV Rank19.5%3.8%54.9%17.6%7.0%
IV Percentile25.2%0.8%96.8%11.1%8.7%
Term Structure0.1%-1.5%2.0%0.2%-1.4%
VWIV6.6%5.4%9.9%9.9%7.5%
Skew 25d3.8%-3.6%8.9%-3.6%6.8%
Skew 10d8.8%-9.5%31.3%-7.5%5.9%
Call IV 25d6.3%4.1%11.8%11.8%5.2%
Put IV 25d10.1%6.0%14.5%8.2%12.0%
Bid-Ask Spread %72.426.55107.69107.2996.49
Gamma HHI0.610.440.730.600.72
Net GEX-2.8M-5.9M-1.6M-3.9M-2.5M
Net DEX34.8M26.7M40.3M33.1M37.2M
Net VEX-252.4K-343.6K-201.7K-201.7K-264.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio8.451.7916.394.3516.14
Total Volume4,853.4091,6828,1022,7417,988
Total OI33,006.40925,88034,94434,07132,491

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2015-07-01$23.81$24.004.9%1.4%2.7%17.6%9.9%-3.6%0.2%-3.9M33.1M-201.7K4.35107.295122,2291,77632,295
2015-07-02$23.84$24.005.2%1.5%2.7%19.8%7.6%-1.3%0.2%-4.1M33.2M-205.4K4.57107.695122,3421,77632,298
2015-07-06$23.84$24.006.1%1.7%2.6%25.5%5.4%2.7%0.8%-2.7M33.5M-254.3K4.5699.385142,3421,77632,608
2015-07-07$23.91$24.005.1%1.7%2.9%18.9%5.7%1.2%0.6%-2.7M32.7M-251.1K4.56102.295142,3421,77732,608
2015-07-08$23.87$24.006.0%1.8%2.9%24.9%6.0%3.6%1.1%-3.1M36.3M-257.8K3.8887.626032,3421,77732,633
2015-07-09$23.86$24.006.3%1.7%2.8%27.0%5.4%4.5%0.7%-2.3M33.5M-251.9K3.8813.966032,3421,87732,633
2015-07-10$23.90$24.006.0%1.8%2.9%24.7%6.0%1.8%0.4%-3.0M33.1M-249.5K4.06104.516032,4461,87732,633
2015-07-13$23.94$23.008.3%1.4%3.0%39.7%5.5%8.9%0.9%-3.3M32.8M-247.8K4.1317.006032,4921,87732,718
2015-07-14$23.95$23.0010.6%1.7%2.3%54.9%5.8%3.9%-0.0%-3.5M31.1M-242.6K4.0426.036032,4351,87732,752
2015-07-15$23.85$23.006.6%1.9%2.8%28.8%6.4%3.5%-0.3%-4.6M34.6M-220.1K2.2079.666031,3281,87732,807
2015-07-16$23.90$23.006.1%1.7%2.9%25.2%6.0%2.5%0.2%-5.9M33.5M-212.0K2.3199.286031,3901,87632,908
2015-07-17$23.92$24.006.2%1.8%2.9%19.3%6.0%4.3%0.3%-1.6M37.2M-247.1K8.0633.185964,8061,87632,962
2015-07-20$23.90$24.004.8%1.4%2.9%8.9%5.4%0.3%1.0%-1.8M26.7M-206.6K1.7994.706021,0801,32924,551
2015-07-21$23.86$24.005.5%1.6%2.9%11.5%5.5%4.7%0.5%-1.8M28.2M-217.4K9.9519.096025,9921,36124,556
2015-07-22$23.81$24.006.2%1.8%3.0%16.7%6.2%3.4%-0.7%-2.3M40.3M-343.6K9.9249.236025,9711,36133,583
2015-07-23$23.70$24.004.4%1.3%3.4%3.8%6.4%6.3%1.8%-2.0M37.9M-291.0K15.9882.144667,4461,36129,604
2015-07-24$23.68$24.004.9%1.4%3.4%7.3%6.9%6.0%2.0%-2.4M37.0M-264.3K16.2399.164667,5611,36530,881
2015-07-27$23.67$24.005.1%1.5%3.4%8.7%7.5%5.6%-1.3%-2.1M39.8M-294.2K16.396.554667,6361,36531,016
2015-07-28$23.68$24.006.5%1.9%3.2%18.8%8.5%6.0%-1.4%-2.4M37.7M-268.2K16.3996.474667,6361,36531,116
2015-07-29$23.68$24.005.4%1.6%3.1%9.6%7.7%6.3%-1.3%-2.0M39.3M-295.4K16.39103.764667,6361,36531,116
2015-07-30$23.69$24.005.6%1.6%3.1%10.6%7.7%6.4%-1.5%-2.5M37.3M-266.1K16.1467.724667,5221,36531,116
2015-07-31$23.70$24.005.1%1.5%3.0%7.0%7.5%6.8%-1.4%-2.5M37.2M-264.0K16.1496.494667,5221,36531,126