BKLN Options History — November 2015

In November 2015, BKLN traded between $22.66 and $23.02. ATM implied volatility averaged 5.5%, placing in the 10.3% IV rank vs the trailing year. The 30-day expected move averaged 1.7%. IV traded above realized volatility by 2.8% (HV 20d: 2.7%). Max pain ranged from $23.00 to $23.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 20 of 20 days. Put/call ratio averaged 3.37.

Notable Days

2015-11-12: Highest Volume — 17,276 contracts
2015-11-25: Largest IV spike — 73.7% change
2015-11-13: Highest IV Rank — 22.4%
2015-11-13: Largest Expected Move — 2.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$22.82	$22.66	$23.02	$23.00	$22.69
Max Pain	$23.00	$23.00	$23.00	$23.00	$23.00
ATM IV	5.5%	3.1%	8.0%	5.9%	6.2%
Expected Move	1.7%	1.0%	2.3%	1.7%	1.8%
HV 20d	2.7%	2.5%	3.2%	2.5%	3.0%
HV 60d	3.4%	3.0%	3.8%	3.6%	3.0%
IV Rank	10.3%	0.0%	22.4%	8.8%	14.1%
IV Percentile	21.2%	0.0%	65.9%	18.7%	31.3%
Term Structure	2.8%	0.8%	7.6%	2.1%	4.0%
VWIV	6.1%	3.1%	7.9%	5.9%	7.3%
Skew 25d	5.0%	-1.7%	32.6%	-0.8%	1.7%
Skew 10d	8.2%	-3.3%	42.0%	-1.7%	-0.5%
Call IV 25d	6.7%	4.0%	9.0%	7.9%	4.8%
Put IV 25d	11.6%	4.9%	38.8%	7.2%	6.5%
Bid-Ask Spread %	21.91	6.10	65.66	18.33	22.63
Gamma HHI	0.46	0.33	0.63	0.57	0.34
Net GEX	-4.6M	-7.2M	-1.3M	-6.6M	-2.4M
Net DEX	52.8M	28.7M	62.7M	57.6M	54.5M
Net VEX	-349.6K	-422.7K	-176.7K	-385.8K	-376.9K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	3.37	0.12	25.25	5.48	1.31
Total Volume	4,749.2	29	17,276	3,988	134
Total OI	65,274.05	57,246	80,604	57,246	68,905

Daily Data (20 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Vol	Put Vol	Call OI	Put OI
2015-11-02	$23.00	$23.00	5.9%	1.7%	2.5%	8.8%	5.9%	-0.8%	2.1%	-6.6M	57.6M	-385.8K	5.48	18.33	615	3,373	1,084	56,162
2015-11-03	$23.02	$23.00	7.4%	2.1%	2.5%	16.3%	7.5%	-1.0%	0.8%	-6.2M	58.0M	-382.2K	5.88	21.62	572	3,361	1,241	56,181
2015-11-04	$22.97	$23.00	4.8%	1.4%	2.5%	3.2%	5.3%	0.4%	1.4%	-6.8M	54.6M	-368.5K	3.84	28.00	439	1,687	1,249	56,189
2015-11-05	$22.99	$23.00	4.4%	1.8%	2.5%	1.3%	6.4%	4.0%	3.4%	-7.2M	56.5M	-372.1K	2.40	9.38	704	1,687	1,263	56,489
2015-11-06	$22.95	$23.00	3.1%	1.9%	2.6%	0.0%	0.0%	-1.4%	2.1%	-3.7M	55.6M	-369.5K	0.94	20.67	50	47	1,523	56,489
2015-11-09	$22.92	$23.00	5.1%	1.7%	2.6%	9.0%	5.8%	32.6%	3.4%	-5.2M	56.0M	-369.0K	25.25	25.35	8	202	1,473	56,442
2015-11-10	$22.93	$23.00	4.5%	1.8%	2.6%	6.3%	6.4%	31.6%	1.9%	-5.8M	56.0M	-365.2K	3.88	13.10	473	1,834	1,481	56,357
2015-11-11	$22.95	$23.00	7.0%	2.0%	2.6%	18.0%	7.0%	30.5%	1.6%	-4.5M	56.2M	-360.5K	3.88	11.15	473	1,834	1,490	56,372
2015-11-12	$22.85	$23.00	5.6%	1.6%	2.8%	11.5%	4.8%	-1.3%	2.8%	-5.9M	59.0M	-370.6K	2.16	9.67	5,472	11,804	1,500	56,440
2015-11-13	$22.74	$23.00	8.0%	2.3%	3.1%	22.4%	6.7%	-1.7%	1.2%	-5.7M	62.4M	-391.2K	0.31	31.75	5,472	1,718	6,500	61,435
2015-11-16	$22.78	$23.00	6.9%	2.0%	3.2%	17.5%	6.9%	-1.6%	1.6%	-5.9M	59.6M	-406.3K	3.00	16.94	80	240	11,505	61,468
2015-11-17	$22.75	$23.00	7.2%	2.1%	2.7%	19.0%	7.2%	-0.7%	0.9%	-5.5M	56.2M	-398.2K	0.12	25.00	10,541	1,303	11,550	61,532
2015-11-18	$22.76	$23.00	5.1%	1.5%	2.7%	9.2%	4.9%	1.0%	3.7%	-4.0M	49.2M	-422.7K	0.12	22.38	10,541	1,273	19,070	61,534
2015-11-19	$22.72	$23.00	3.9%	1.1%	2.8%	3.4%	4.5%	1.3%	5.4%	-4.9M	62.0M	-325.6K	0.22	6.10	10,493	2,279	11,570	61,569
2015-11-20	$22.66	$23.00	5.9%	1.7%	2.7%	12.8%	7.9%	0.7%	0.8%	-3.1M	62.7M	-400.0K	0.20	28.67	10,493	2,066	11,570	62,585
2015-11-23	$22.68	$23.00	4.6%	1.3%	2.8%	6.6%	5.2%	-0.3%	3.5%	-1.3M	28.8M	-176.7K	0.31	65.66	289	90	11,492	57,186
2015-11-24	$22.71	$23.00	3.5%	1.0%	2.9%	1.4%	3.1%	0.9%	5.4%	-2.8M	52.3M	-392.1K	0.00	25.86	0	29	11,647	57,200
2015-11-25	$22.66	$23.00	6.0%	1.7%	2.9%	13.4%	6.3%	0.4%	3.0%	-1.4M	28.7M	-182.3K	1.31	29.33	716	938	11,647	57,222
2015-11-27	$22.68	$23.00	5.7%	1.6%	3.0%	11.7%	7.3%	2.7%	7.6%	-2.3M	31.0M	-176.8K	1.31	6.57	716	938	11,647	57,222
2015-11-30	$22.69	$23.00	6.2%	1.8%	3.0%	14.1%	0.0%	1.7%	4.0%	-2.4M	54.5M	-376.9K	0.00	22.63	0	134	11,647	57,258