BKLN Options History — October 2015

In October 2015, BKLN traded between $23.00 and $23.15. ATM implied volatility averaged 9.9%, placing in the 28.1% IV rank vs the trailing year. The 30-day expected move averaged 2.9%. IV traded above realized volatility by 6.7% (HV 20d: 3.2%). Max pain ranged from $21.00 to $24.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 13 of 22 days. Put/call ratio averaged 24.86.

Notable Days

  • 2015-10-02: Highest Volume — 27,611 contracts
  • 2015-10-02: Largest IV spike — 24.4% change
  • 2015-10-13: Highest IV Rank — 42.6%
  • 2015-10-06: Largest Expected Move — 3.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$23.08$23.00$23.15$23.03$23.00
Max Pain$22.95$21.00$24.00$24.00$23.00
ATM IV9.9%6.6%12.8%9.4%7.2%
Expected Move2.9%1.9%3.7%2.7%2.1%
HV 20d3.2%2.7%3.5%3.5%2.7%
HV 60d3.6%3.5%3.7%3.6%3.6%
IV Rank28.1%11.9%42.6%26.1%14.9%
IV Percentile75.7%36.5%93.7%81.7%49.2%
Term Structure0.7%-0.8%3.0%2.3%1.7%
VWIV10.0%6.6%13.0%11.1%7.1%
Skew 25d4.2%-4.7%33.9%-0.3%-0.2%
Skew 10d9.1%-8.1%50.4%-0.0%-0.4%
Call IV 25d8.5%6.9%12.1%10.6%7.5%
Put IV 25d12.7%7.0%42.8%10.3%7.3%
Bid-Ask Spread %21.998.8857.8857.8820.61
Gamma HHI0.480.340.760.590.58
Net GEX-4.2M-7.3M-2.6M-4.1M-5.2M
Net DEX45.3M28.9M55.9M31.0M53.7M
Net VEX-319.6K-395.2K-130.3K-145.5K-353.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio24.862.6052.7045.2118.34
Total Volume13,583.4555927,61125,0928,896
Total OI53,812.36449,61557,25254,31055,191

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2015-10-01$23.03$24.009.4%2.7%3.5%26.1%11.1%-0.3%2.3%-4.1M31.0M-145.5K45.2157.8854324,5491,01353,297
2015-10-02$23.05$24.0011.8%3.4%3.2%37.4%11.9%0.1%-0.1%-3.6M28.9M-130.3K50.5137.3053627,0751,01553,322
2015-10-05$23.12$0.0012.4%3.5%3.5%40.4%0.0%33.9%0.1%-4.8M55.9M-387.7K10.8030.235541,02355,879
2015-10-06$23.10$0.0012.3%3.7%3.3%39.8%12.5%6.6%-0.7%-4.9M54.3M-393.3K48.8717.9755026,8791,02855,888
2015-10-07$23.12$23.0010.9%3.6%3.3%33.3%12.6%6.0%-0.4%-5.1M53.7M-395.2K48.8730.4055026,8791,05055,888
2015-10-08$23.15$23.0011.7%3.6%3.3%36.9%12.7%24.3%-0.8%-4.2M30.8M-153.7K49.7030.9454126,8871,05055,888
2015-10-09$23.15$23.0010.4%3.4%3.3%30.8%11.9%6.0%-0.4%-4.6M30.8M-151.2K49.5725.0754126,8201,05355,897
2015-10-12$23.13$21.0011.1%3.2%3.3%34.0%11.1%5.9%0.5%-6.1M53.8M-381.9K44.3012.4255024,3661,05355,913
2015-10-13$23.14$22.0012.8%3.5%3.3%42.6%13.0%7.2%-0.8%-6.3M53.0M-378.1K39.4113.8961824,3551,07555,979
2015-10-14$23.13$23.0012.3%3.5%3.3%39.9%12.4%4.0%-0.8%-7.3M52.5M-375.7K39.6619.8761824,5091,11055,965
2015-10-15$23.05$23.0010.8%3.1%3.4%32.7%11.7%4.7%-0.5%-7.0M30.2M-150.0K52.7019.9146324,3981,10856,108
2015-10-16$23.08$23.0010.9%3.1%3.1%33.4%8.9%0.8%-0.0%-2.9M48.0M-381.4K8.3519.874633,8681,11156,141
2015-10-19$23.04$23.009.6%2.8%3.2%26.8%9.6%-0.2%0.7%-2.6M45.4M-353.7K4.2010.554842,0321,00748,608
2015-10-20$23.13$23.009.7%2.8%3.3%27.1%9.7%-0.0%1.0%-3.1M47.4M-371.8K3.7210.214881,8151,02848,857
2015-10-21$23.09$23.008.0%2.3%3.4%19.1%8.0%-0.5%1.8%-2.9M47.9M-371.2K3.728.884891,8211,03148,908
2015-10-22$23.08$23.008.1%2.3%3.4%19.6%8.1%0.4%1.8%-3.0M47.9M-371.8K3.9818.454641,8471,03148,914
2015-10-23$23.11$23.007.8%2.2%3.4%17.8%7.8%0.5%2.3%-2.6M44.9M-354.7K2.6013.994751,2331,04048,948
2015-10-26$23.07$23.008.3%2.4%2.7%20.4%8.3%0.2%1.7%-3.0M47.7M-369.8K2.6113.224681,2211,05449,012
2015-10-27$23.04$23.007.4%2.1%2.7%15.9%7.7%-0.6%1.4%-3.0M47.8M-361.9K2.6118.484631,2081,06749,027
2015-10-28$23.03$23.007.5%2.2%2.7%16.6%7.5%-4.7%0.7%-2.6M44.9M-351.4K3.1336.914651,4551,07749,028
2015-10-29$23.02$23.006.6%1.9%2.7%11.9%6.6%-0.9%3.0%-2.6M45.5M-348.2K13.9916.624606,4351,08349,107
2015-10-30$23.00$23.007.2%2.1%2.7%14.9%7.1%-0.2%1.7%-5.2M53.7M-353.3K18.3420.614608,4361,08454,107