BKLN Options History — September 2015

In September 2015, BKLN traded between $23.04 and $23.47. ATM implied volatility averaged 14.2%, placing in the 53.7% IV rank vs the trailing year. The 30-day expected move averaged 3.9%. IV traded above realized volatility by 9.8% (HV 20d: 4.4%). 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 67.03.

Notable Days

  • 2015-09-24: Highest Volume — 47,460 contracts
  • 2015-09-09: Largest IV drop — 33.4% change
  • 2015-09-01: Highest IV Rank — 100.0%
  • 2015-09-01: Largest Expected Move — 5.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$23.30$23.04$23.47$23.32$23.04
Max Pain$23.90$23.00$24.00$23.00$24.00
ATM IV14.2%9.9%24.5%18.7%11.3%
Expected Move3.9%2.8%5.4%5.4%3.2%
HV 20d4.4%3.2%4.9%4.5%3.6%
HV 60d3.6%3.5%3.7%3.5%3.7%
IV Rank53.7%28.3%100.0%100.0%35.2%
IV Percentile94.3%85.7%100.0%100.0%88.5%
Term Structure-1.5%-5.9%4.5%-1.8%-1.1%
VWIV13.7%10.2%20.5%18.5%13.3%
Skew 25d6.9%-3.2%35.4%-0.3%0.5%
Skew 10d9.8%-6.3%59.2%-6.3%1.1%
Call IV 25d11.1%6.6%17.8%17.8%11.9%
Put IV 25d18.0%11.9%45.2%17.5%12.4%
Bid-Ask Spread %77.6524.42115.33107.7598.44
Gamma HHI0.460.340.860.340.46
Net GEX-3.1M-5.3M-1.7M-2.6M-4.4M
Net DEX40.5M11.7M54.3M47.0M54.3M
Net VEX-313.2K-408.5K-43.3K-408.5K-386.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio67.0342.7388.2161.9045.18
Total Volume36,799.048047,46044,21725,077
Total OI51,172.61948,56554,25548,56554,255

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2015-09-01$23.32$23.0018.7%5.4%4.5%100.0%18.5%-0.3%-1.8%-2.6M47.0M-408.5K61.90107.7570343,5141,07947,486
2015-09-02$23.35$23.0015.3%4.4%4.6%76.3%14.5%27.2%1.5%-2.6M48.0M-402.9K63.4873.4370344,6271,07947,686
2015-09-03$23.43$24.0017.2%4.3%4.8%89.3%20.5%8.0%-3.7%-2.4M44.8M-371.7K70.8279.8861443,4861,07948,819
2015-09-04$23.42$24.0020.4%4.4%4.7%100.0%16.1%7.4%-4.0%-2.7M49.3M-404.3K72.67104.1561444,6181,08448,819
2015-09-08$23.47$24.0024.5%4.7%4.8%100.0%0.0%4.4%-5.1%-2.5M44.6M-378.2K0.0099.44051,08449,954
2015-09-09$23.42$24.0016.3%4.7%4.9%59.8%16.0%6.6%-2.9%-2.5M44.5M-373.9K72.6571.6461444,6081,08449,949
2015-09-10$23.45$24.0012.4%3.6%4.8%40.7%12.5%4.9%-1.3%-2.6M44.0M-379.8K72.6383.3961444,5931,08449,949
2015-09-11$23.44$24.0012.6%3.6%4.8%41.4%12.4%-0.7%-4.7%-3.1M44.0M-376.6K72.6331.4061444,5931,08450,149
2015-09-14$23.44$24.0012.8%3.7%4.7%42.3%12.7%-0.4%-0.7%-5.3M11.7M-43.3K72.6332.4461444,5941,08450,149
2015-09-15$23.38$24.0012.6%3.6%4.8%41.3%0.0%5.0%-2.0%-2.5M22.4M-128.6K0.0024.42001,01250,122
2015-09-16$23.37$24.0012.5%3.6%4.8%41.2%12.5%5.6%-1.5%-3.4M46.6M-401.8K72.2824.5161444,3781,07850,122
2015-09-17$23.37$24.0014.8%4.2%4.7%52.3%15.1%1.3%-5.9%-1.7M12.7M-50.8K72.28115.3361444,3781,07850,122
2015-09-18$23.26$24.0012.6%3.6%4.9%41.3%11.9%3.0%-1.3%-3.0M46.1M-394.5K70.4329.7661443,2461,07850,122
2015-09-21$23.27$24.0011.5%3.3%4.8%36.0%13.2%1.6%1.4%-2.6M29.3M-178.5K74.8995.8157943,36498249,105
2015-09-22$23.19$24.0013.5%3.9%3.9%45.8%13.0%0.3%-1.5%-2.6M29.0M-178.5K74.8982.6657943,36498249,140
2015-09-23$23.20$24.0012.8%3.7%3.5%42.5%11.8%2.5%-1.3%-3.2M49.2M-396.9K81.2966.9253243,24798249,140
2015-09-24$23.19$24.009.9%2.8%3.4%28.3%10.2%33.8%4.5%-2.8M27.1M-152.8K88.21102.7153246,92898449,142
2015-09-25$23.18$24.0010.6%3.0%3.2%31.6%10.9%35.4%1.8%-4.2M52.3M-383.7K45.86111.8853224,39898453,142
2015-09-28$23.04$24.0013.2%3.8%3.8%44.6%12.8%-3.2%-1.0%-4.2M50.8M-390.0K46.0399.0553224,48698453,137
2015-09-29$23.05$24.0011.9%3.4%3.7%38.2%12.6%2.2%-1.1%-4.3M52.0M-394.6K42.7395.6757324,48598453,247
2015-09-30$23.04$24.0011.3%3.2%3.6%35.2%13.3%0.5%-1.1%-4.4M54.3M-386.9K45.1898.4454324,5341,00853,247