BKLN Options History — February 2016

In February 2016, BKLN traded between $21.78 and $22.12. ATM implied volatility averaged 11.0%, placing in the 36.5% IV rank vs the trailing year. The 30-day expected move averaged 2.9%. IV traded above realized volatility by 6.1% (HV 20d: 4.8%). Max pain ranged from $22.00 to $22.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 9 of 20 days. Put/call ratio averaged 57.18.

Notable Days

  • 2016-02-04: Highest Volume — 52,212 contracts
  • 2016-02-22: Largest IV spike — 51.7% change
  • 2016-02-02: Highest IV Rank — 66.2%
  • 2016-02-02: Largest Expected Move — 5.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$21.98$21.78$22.12$22.12$22.12
Max Pain$22.00$22.00$22.00$22.00$22.00
ATM IV11.0%7.3%17.3%11.9%8.3%
Expected Move2.9%2.1%5.0%3.4%2.4%
HV 20d4.8%3.9%5.8%5.6%3.9%
HV 60d5.4%5.3%5.5%5.4%5.5%
IV Rank36.5%19.5%66.2%41.1%23.9%
IV Percentile71.1%53.6%97.2%79.0%57.5%
Term Structure-0.5%-6.3%2.7%-1.2%0.4%
VWIV9.8%6.3%17.3%12.0%8.3%
Skew 25d12.0%-4.1%49.4%-3.7%46.2%
Skew 10d18.6%-6.6%78.0%-4.7%78.0%
Call IV 25d10.2%6.9%19.8%16.5%9.4%
Put IV 25d22.2%8.0%59.0%12.8%55.7%
Bid-Ask Spread %84.7235.00130.6984.4395.14
Gamma HHI0.290.250.390.350.26
Net GEX-5.0M-7.0M-3.7M-4.0M-3.7M
Net DEX75.3M42.6M89.2M58.1M80.8M
Net VEX-472.7K-580.2K-105.1K-319.1K-529.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio57.181.8297.511.823.68
Total Volume29,448.551,93552,2121,9352,736
Total OI71,346.348,94877,03748,94873,138

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2016-02-01$22.12$22.0011.9%3.4%5.6%41.1%12.0%-3.7%-1.2%-4.0M58.1M-319.1K1.8284.436851,25068948,259
2016-02-02$22.10$22.0017.3%5.0%5.6%66.2%17.3%-4.1%-6.3%-3.8M59.9M-330.3K72.18100.0468549,44298148,505
2016-02-03$22.12$22.0012.8%3.7%5.6%45.3%12.8%-1.5%-4.1%-4.9M77.2M-566.9K66.43111.8475350,02598169,059
2016-02-04$22.11$22.0011.7%2.6%5.6%40.1%9.1%0.8%-0.1%-5.1M79.4M-571.5K97.5174.8553051,6821,12170,188
2016-02-05$22.09$22.0012.6%2.7%5.6%44.3%9.6%0.5%0.1%-5.8M82.6M-580.2K92.0951.7553549,2701,12272,706
2016-02-08$22.01$22.0016.9%2.7%5.7%64.2%9.9%-0.5%-1.1%-5.3M83.9M-573.3K64.2774.9639625,4511,12872,794
2016-02-09$22.00$22.0014.4%2.1%5.6%52.5%7.6%28.3%1.1%-5.8M84.7M-566.4K72.4595.5840629,4131,12872,814
2016-02-10$21.97$22.007.9%2.3%5.6%22.2%7.9%-0.0%1.2%-7.0M89.2M-573.0K72.4569.4840629,4131,13875,899
2016-02-11$21.89$22.007.3%2.1%5.6%19.5%7.5%3.7%2.2%-5.8M87.6M-569.1K67.3175.3440727,3941,13873,899
2016-02-12$21.79$22.008.9%2.6%5.8%26.9%8.8%4.5%1.1%-4.8M85.8M-567.4K55.38130.6950027,6911,13873,899
2016-02-16$21.78$22.009.4%2.7%4.2%29.5%9.1%-0.0%-0.8%-6.0M87.6M-558.8K38.1288.4572627,6761,23173,866
2016-02-17$21.82$22.0012.3%3.5%4.3%42.7%11.6%5.5%-2.3%-5.7M84.7M-555.8K38.1282.1272627,6761,45673,866
2016-02-18$21.83$22.0010.3%3.0%4.3%33.5%10.2%5.1%-0.8%-5.8M87.7M-555.7K35.4065.3472625,6981,45673,866
2016-02-19$21.84$22.008.0%2.3%4.3%22.6%6.3%2.2%2.7%-5.0M88.0M-544.6K35.4085.5272625,6981,45673,855
2016-02-22$21.96$22.0012.1%3.5%3.9%41.9%10.9%35.4%-2.3%-3.9M60.5M-286.2K73.3083.1135025,6561,23771,500
2016-02-23$22.00$22.008.8%2.5%3.9%26.3%9.4%33.3%1.2%-4.9M62.7M-366.8K73.3194.3535025,6581,28771,500
2016-02-24$22.01$22.009.1%2.6%3.9%27.9%9.2%49.4%0.0%-4.0M42.6M-105.1K53.9093.5047625,6581,28771,502
2016-02-25$22.03$22.009.7%2.8%3.9%30.5%9.7%0.7%-0.9%-4.5M63.0M-371.3K65.52102.8239025,5511,41371,502
2016-02-26$22.06$22.009.4%2.7%3.9%29.1%9.4%33.5%-1.0%-4.1M60.5M-363.0K65.0635.0039625,7641,41771,505
2016-02-29$22.12$22.008.3%2.4%3.9%23.9%8.3%46.2%0.4%-3.7M80.8M-529.0K3.6895.145852,1511,41771,721