BKLN Options History — August 2015

In August 2015, BKLN traded between $23.11 and $23.64. ATM implied volatility averaged 11.0%, placing in the 51.1% IV rank vs the trailing year. The 30-day expected move averaged 3.0%. IV traded above realized volatility by 8.0% (HV 20d: 3.0%). Max pain ranged from $23.00 to $24.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 18.23.

Notable Days

  • 2015-08-27: Highest Volume — 44,105 contracts
  • 2015-08-11: Largest IV spike — 43.3% change
  • 2015-08-31: Highest IV Rank — 100.0%
  • 2015-08-31: Largest Expected Move — 5.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$23.44$23.11$23.64$23.64$23.39
Max Pain$23.14$23.00$24.00$24.00$23.00
ATM IV11.0%6.0%17.8%6.4%17.8%
Expected Move3.0%1.4%5.1%1.8%5.1%
HV 20d3.0%2.0%4.4%3.1%4.4%
HV 60d2.9%2.6%3.4%2.8%3.4%
IV Rank51.1%13.8%100.0%17.0%100.0%
IV Percentile85.9%21.8%100.0%33.3%100.0%
Term Structure-0.8%-2.4%2.1%-2.4%-1.2%
VWIV10.1%5.9%16.5%8.6%16.5%
Skew 25d7.6%0.6%37.7%0.6%4.7%
Skew 10d10.0%-3.2%63.6%3.4%-3.2%
Call IV 25d7.9%4.7%16.5%6.7%11.8%
Put IV 25d15.5%7.3%54.2%7.3%16.5%
Bid-Ask Spread %96.3755.26114.6894.3655.26
Gamma HHI0.670.450.980.730.45
Net GEX-4.0M-17.1M-851.9K-2.1M-851.9K
Net DEX38.4M9.0M58.6M39.2M9.0M
Net VEX-249.6K-393.0K-33.5K-288.0K-33.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio18.230.3261.7419.7461.61
Total Volume10,510.81044,10520044,017
Total OI39,948.09532,49169,11432,49148,575

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2015-08-03$23.64$24.006.4%1.8%3.1%17.0%0.0%0.6%-2.4%-2.1M39.2M-288.0K0.0094.3602001,36531,126
2015-08-04$23.64$24.006.0%1.7%2.9%13.8%8.6%6.1%-2.0%-2.6M38.1M-262.3K19.7494.603817,5221,36531,267
2015-08-05$23.61$24.006.9%2.0%2.9%20.4%9.2%7.1%-2.3%-2.2M40.4M-292.5K19.7764.673817,5331,38031,267
2015-08-06$23.62$23.009.5%1.4%2.9%40.0%5.9%5.8%-0.7%-2.2M40.4M-291.8K19.7787.583817,5331,38031,280
2015-08-07$23.58$23.007.8%1.5%2.8%27.7%6.0%6.3%-0.9%-2.2M40.6M-290.3K16.32100.954978,1101,37831,280
2015-08-10$23.58$23.007.5%1.5%2.7%25.1%6.3%12.5%2.1%-3.0M43.5M-297.6K16.72100.874978,3101,44237,934
2015-08-11$23.56$23.0010.8%1.5%2.6%49.3%0.0%13.0%-0.9%-2.5M44.5M-335.3K0.3298.8878251,44238,139
2015-08-12$23.50$23.0010.8%3.1%2.4%49.6%7.0%7.3%-0.9%-2.9M43.0M-272.2K9.5899.995605,3641,52038,164
2015-08-13$23.47$23.0010.2%2.9%2.2%45.3%6.6%5.6%-0.7%-2.5M43.0M-281.2K9.3198.155755,3521,52038,204
2015-08-14$23.42$23.0011.1%3.2%2.1%52.1%9.6%6.7%-1.1%-6.1M30.5M-151.3K9.0393.665995,4061,53638,225
2015-08-17$23.47$23.0010.4%3.0%2.4%47.0%8.9%5.3%0.1%-8.0M16.8M-69.1K8.9598.275995,3631,57538,281
2015-08-18$23.48$23.0010.6%3.0%2.4%48.3%8.2%4.7%-0.4%-4.1M41.3M-265.6K8.8694.215995,3061,57538,305
2015-08-19$23.43$23.0011.6%3.3%2.4%55.2%0.0%5.3%-1.3%-2.6M44.2M-320.4K0.0094.18001,57438,320
2015-08-20$23.38$23.0010.8%3.1%2.0%49.6%8.8%3.7%-0.4%-7.8M31.0M-139.6K7.1799.515894,2211,57538,320
2015-08-21$23.31$23.0012.0%3.4%2.2%58.7%11.9%6.7%-1.0%-2.9M42.3M-281.2K9.1798.655745,2611,59038,316
2015-08-24$23.11$23.0014.5%4.2%3.5%77.0%14.7%5.8%-1.2%-2.7M46.1M-300.6K2.25109.567001,5721,07939,103
2015-08-25$23.22$23.0014.8%4.2%4.1%79.3%13.8%7.6%-1.2%-2.9M47.9M-307.0K2.16111.987001,5111,07639,054
2015-08-26$23.26$23.0014.8%4.2%4.2%79.6%14.9%37.7%-2.4%-17.1M18.4M-51.4K2.16114.687001,5111,07639,056
2015-08-27$23.33$23.0011.3%3.2%4.4%53.6%10.9%1.8%1.3%-2.9M47.3M-316.6K61.74111.8270343,4021,07639,056
2015-08-28$23.34$23.0015.5%4.5%4.4%84.9%14.2%5.8%1.3%-3.5M58.6M-393.0K61.72101.9170343,3921,07968,035
2015-08-31$23.39$23.0017.8%5.1%4.4%100.0%16.5%4.7%-1.2%-851.9K9.0M-33.5K61.6155.2670343,3141,07947,496