BKLN Options History — April 2016

In April 2016, BKLN traded between $22.52 and $23.09. ATM implied volatility averaged 9.0%, placing in the 27.1% IV rank vs the trailing year. The 30-day expected move averaged 1.9%. IV traded above realized volatility by 4.0% (HV 20d: 5.0%). Max pain ranged from $22.00 to $35.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 8.68.

Notable Days

  • 2016-04-15: Highest Volume — 5,969 contracts
  • 2016-04-05: Largest IV spike — 77.5% change
  • 2016-04-11: Highest IV Rank — 64.8%
  • 2016-04-07: Largest Expected Move — 2.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$22.84$22.52$23.09$22.70$23.09
Max Pain$23.29$22.00$35.00$35.00$23.00
ATM IV9.0%4.7%17.0%6.0%6.6%
Expected Move1.9%1.3%2.8%1.7%1.9%
HV 20d5.0%4.4%5.4%4.4%4.5%
HV 60d4.8%4.4%5.3%4.9%4.4%
IV Rank27.1%7.1%64.8%13.3%16.2%
IV Percentile47.2%4.4%96.4%25.8%34.9%
Term Structure0.2%-4.6%3.3%-0.4%-1.1%
VWIV8.3%5.2%11.1%10.2%6.6%
Skew 25d6.0%0.9%37.3%4.3%37.3%
Skew 10d7.9%-2.5%56.6%-0.7%56.6%
Call IV 25d5.6%4.4%8.4%4.8%7.2%
Put IV 25d11.6%6.9%44.4%9.2%44.4%
Bid-Ask Spread %62.5927.69104.9436.0382.63
Gamma HHI0.550.340.910.650.79
Net GEX-2.7M-4.4M-741.6K-2.5M-2.4M
Net DEX34.1M20.9M54.2M35.6M22.5M
Net VEX-142.9K-268.4K-8.3K-16.8K-78.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio8.682.7012.716.592.71
Total Volume4,233.4761,6375,9693,2771,638
Total OI67,561.09563,52974,45573,45563,567

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2016-04-01$22.70$35.006.0%1.7%4.4%13.3%10.2%4.3%-0.4%-2.5M35.6M-16.8K6.5936.034322,8451,06472,391
2016-04-04$22.57$22.008.5%2.3%4.9%25.0%9.9%4.7%-1.1%-4.4M54.2M-267.6K12.3735.394325,3441,06473,391
2016-04-05$22.52$22.0015.1%2.4%4.9%55.7%11.1%5.3%-1.1%-3.7M51.3M-260.8K12.5192.574325,4051,06470,905
2016-04-06$22.63$22.0015.5%2.3%5.1%57.9%10.8%5.3%-1.3%-3.6M48.9M-265.2K12.4798.784325,3871,06470,842
2016-04-07$22.59$22.0016.3%2.8%5.2%61.4%10.5%2.8%-4.6%-3.6M49.1M-264.1K12.44103.964335,3871,06470,844
2016-04-08$22.63$22.0013.3%2.3%5.1%47.5%9.0%6.0%-1.0%-3.5M44.9M-268.4K12.4434.514335,3871,06570,844
2016-04-11$22.72$22.0017.0%1.7%5.1%64.8%7.6%6.1%-0.9%-741.6K27.5M-8.3K12.7130.724335,5041,06568,444
2016-04-12$22.82$23.0016.8%1.6%5.3%63.8%7.5%6.6%-0.6%-1.8M27.3M-83.4K12.7132.894335,5041,06568,499
2016-04-13$22.91$23.005.6%1.6%5.2%11.3%8.0%7.0%2.6%-2.1M20.9M-45.8K12.4237.774435,5041,06568,499
2016-04-14$22.86$23.006.9%2.0%5.2%17.3%9.9%3.5%2.6%-2.0M21.0M-45.6K12.4229.214435,5011,07568,499
2016-04-15$22.78$23.006.3%1.8%5.3%14.7%8.6%6.8%-1.1%-2.6M43.7M-251.2K12.4768.114435,52691068,559
2016-04-18$22.87$23.006.2%1.8%5.4%14.4%9.3%7.6%3.3%-2.9M43.0M-228.1K6.1127.694402,69076262,767
2016-04-19$22.90$23.005.4%1.5%5.4%10.5%6.7%6.2%2.0%-3.3M42.3M-221.2K6.1137.974402,69076762,772
2016-04-20$22.92$23.005.9%1.7%5.4%12.6%7.5%6.5%1.5%-3.0M25.1M-77.7K6.1137.324402,69076762,772
2016-04-21$22.93$23.004.7%1.3%5.0%7.1%5.2%1.6%2.2%-2.8M24.5M-75.8K6.0997.304422,69076762,772
2016-04-22$22.98$23.005.7%1.6%4.7%11.8%7.3%2.6%2.5%-3.3M40.7M-224.3K6.0755.904422,68576962,772
2016-04-25$23.00$23.006.2%1.8%4.7%14.2%8.2%3.1%2.1%-2.4M23.4M-76.6K4.9589.084422,19076962,792
2016-04-26$23.02$23.006.7%1.9%4.7%16.6%6.7%0.9%-1.1%-1.8M24.2M-90.1K4.9583.584422,19076962,793
2016-04-27$23.06$23.007.0%2.0%4.6%18.0%7.0%1.1%-0.6%-2.5M23.3M-74.0K4.95104.944422,19076962,793
2016-04-28$23.05$23.006.6%1.9%4.5%15.9%6.5%1.0%0.5%-2.3M22.7M-77.6K2.7097.994421,19576962,793
2016-04-29$23.09$23.006.6%1.9%4.5%16.2%6.6%37.3%-1.1%-2.4M22.5M-78.4K2.7182.634421,19676962,798