BKLN Options History — December 2015

In December 2015, BKLN traded between $22.09 and $22.81. ATM implied volatility averaged 11.1%, placing in the 37.3% IV rank vs the trailing year. The 30-day expected move averaged 3.3%. IV traded above realized volatility by 5.6% (HV 20d: 5.6%). Max pain ranged from $23.00 to $23.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 12 of 22 days. Put/call ratio averaged 4.59.

Notable Days

  • 2015-12-01: Highest Volume — 10,176 contracts
  • 2015-12-11: Largest IV spike — 45.1% change
  • 2015-12-31: Highest IV Rank — 70.9%
  • 2015-12-31: Largest Expected Move — 5.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$22.42$22.09$22.81$22.71$22.40
Max Pain$23.00$23.00$23.00$23.00$23.00
ATM IV11.1%5.0%18.3%5.0%18.3%
Expected Move3.3%1.4%5.3%1.4%5.3%
HV 20d5.6%3.1%7.0%3.1%6.9%
HV 60d4.0%3.0%4.6%3.0%4.5%
IV Rank37.3%8.6%70.9%8.6%70.9%
IV Percentile73.2%9.1%98.8%9.1%98.8%
Term Structure0.5%-7.0%5.0%3.4%-6.9%
VWIV11.0%5.5%17.6%5.5%17.6%
Skew 25d8.1%0.9%20.9%1.2%16.5%
Skew 10d19.0%-1.8%59.9%-1.8%59.9%
Call IV 25d9.1%5.1%17.8%5.1%17.8%
Put IV 25d17.2%6.2%34.3%6.2%34.3%
Bid-Ask Spread %40.4412.49103.6512.4998.22
Gamma HHI0.470.350.510.350.48
Net GEX-3.1M-5.0M-1.3M-2.6M-3.5M
Net DEX58.2M34.6M70.9M54.1M54.8M
Net VEX-354.5K-388.8K-163.6K-381.3K-371.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio4.590.3533.141.620.61
Total Volume4,917.7271,86310,17610,1766,827
Total OI70,265.54567,70477,38669,02777,386

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2015-12-01$22.71$23.005.0%1.4%3.1%8.6%5.5%1.2%3.4%-2.6M54.1M-381.3K0.0012.49010,17611,64757,380
2015-12-02$22.76$23.005.5%1.6%3.2%10.9%9.3%0.9%5.0%-1.9M51.7M-388.8K1.6213.847161,16011,64757,383
2015-12-03$22.81$23.006.0%2.5%3.3%13.2%10.0%3.4%1.2%-2.1M50.7M-388.4K4.2119.227163,01411,64757,384
2015-12-04$22.78$23.005.2%2.5%3.2%9.7%9.5%3.0%1.0%-1.7M51.6M-384.5K4.2722.187163,05911,64756,085
2015-12-07$22.72$23.006.3%2.2%3.3%14.7%8.4%4.3%2.2%-1.7M53.2M-383.2K33.1415.081625,36811,64756,057
2015-12-08$22.52$23.008.5%2.5%4.4%25.1%11.0%1.2%-0.8%-2.9M56.6M-377.8K4.9719.166793,37711,80956,070
2015-12-09$22.49$23.0012.1%3.5%4.4%42.0%10.7%5.1%0.1%-3.0M58.9M-366.8K4.9714.396793,37711,80956,115
2015-12-10$22.53$23.009.9%2.8%4.5%31.4%11.2%7.2%3.8%-1.3M34.6M-163.6K5.3216.756803,62011,80956,105
2015-12-11$22.29$23.0014.3%4.1%5.6%52.2%14.0%8.0%-1.6%-3.0M63.8M-366.5K5.5921.077554,21811,81056,167
2015-12-14$22.09$23.0014.4%4.1%6.1%52.7%14.3%7.1%-0.8%-3.8M70.9M-354.7K5.5771.777554,20711,90058,178
2015-12-15$22.16$23.0015.4%4.4%6.2%57.2%12.2%9.4%-0.7%-3.6M67.9M-355.0K2.7450.697552,07011,90058,387
2015-12-16$22.26$23.009.8%2.8%6.5%31.0%9.6%13.6%3.9%-5.0M68.6M-330.8K2.7092.117532,03011,90058,284
2015-12-17$22.19$23.0012.9%3.7%6.6%45.7%10.5%2.8%-0.9%-3.5M64.5M-361.6K4.0225.587533,02911,90158,385
2015-12-18$22.17$23.0014.1%4.0%6.6%51.2%11.3%1.7%-0.9%-3.7M67.6M-339.6K4.0463.807533,04411,90158,395
2015-12-21$22.22$23.0013.5%3.9%6.6%48.5%11.6%20.9%-2.0%-3.6M64.0M-340.2K3.0244.956621,99811,38257,213
2015-12-22$22.33$23.0010.5%3.0%6.9%34.3%11.1%14.4%2.7%-4.5M63.2M-335.1K2.11103.656811,43911,38257,213
2015-12-23$22.36$23.0011.3%3.2%7.0%38.0%10.9%15.7%2.2%-3.4M59.3M-348.8K3.3925.394241,43911,39257,215
2015-12-24$22.36$23.0010.4%3.0%6.9%34.1%9.4%12.6%4.5%-3.5M59.1M-345.4K1.2418.844,2345,24911,39257,225
2015-12-28$22.35$23.0011.6%3.3%6.9%39.4%11.5%13.2%3.5%-3.4M56.9M-365.9K1.2462.204,2345,23015,20261,035
2015-12-29$22.40$23.0016.1%4.6%7.0%60.7%11.2%7.7%-7.0%-2.4M54.6M-381.5K1.2357.894,2345,20715,20261,025
2015-12-30$22.40$23.0013.8%3.9%7.0%49.6%10.7%9.0%-0.7%-3.2M54.5M-366.8K0.3520.494,2341,47715,20261,027
2015-12-31$22.40$23.0018.3%5.3%6.9%70.9%17.6%16.5%-6.9%-3.5M54.8M-371.7K0.6198.224,2342,59315,20262,184