BKLN Options History — May 2016

In May 2016, BKLN traded between $22.92 and $23.10. ATM implied volatility averaged 6.4%, placing in the 15.3% IV rank vs the trailing year. The 30-day expected move averaged 1.8%. IV traded above realized volatility by 3.6% (HV 20d: 2.8%). Max pain ranged from $21.00 to $23.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 2.73.

Notable Days

  • 2016-05-03: Highest Volume — 1,663 contracts
  • 2016-05-06: Largest IV spike — 49.3% change
  • 2016-05-06: Highest IV Rank — 20.5%
  • 2016-05-24: Largest Expected Move — 2.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$23.02$22.92$23.10$23.10$23.07
Max Pain$22.71$21.00$23.00$23.00$23.00
ATM IV6.4%5.1%7.5%6.7%5.7%
Expected Move1.8%1.6%2.1%1.9%1.6%
HV 20d2.8%2.4%3.8%3.8%2.4%
HV 60d4.2%3.9%4.4%4.4%3.9%
IV Rank15.3%8.9%20.5%16.5%11.9%
IV Percentile29.5%7.1%43.7%35.7%16.3%
Term Structure-0.3%-1.4%2.0%-0.4%0.6%
VWIV6.4%4.9%8.8%6.7%5.9%
Skew 25d12.6%-1.0%59.1%1.3%-1.0%
Skew 10d18.0%-1.0%91.4%2.2%-1.0%
Call IV 25d7.5%5.7%8.4%7.4%8.1%
Put IV 25d20.1%6.6%67.0%8.6%7.2%
Bid-Ask Spread %93.1331.82123.0077.81107.84
Gamma HHI0.630.390.990.790.66
Net GEX-2.1M-3.1M-1.4M-2.5M-1.8M
Net DEX23.3M18.8M36.1M22.5M22.7M
Net VEX-91.2K-235.5K-46.6K-77.6K-88.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.732.352.832.712.35
Total Volume1,608.5711,4321,6631,6381,432
Total OI63,577.66763,47863,62563,56363,498

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2016-05-02$23.10$23.006.7%1.9%3.8%16.5%6.7%1.3%-0.4%-2.5M22.5M-77.6K2.7177.814421,19676962,794
2016-05-03$23.09$23.006.3%1.8%3.6%14.7%6.3%1.3%0.8%-2.4M22.5M-77.7K2.7631.824421,22176962,794
2016-05-04$23.08$23.007.1%2.0%3.4%18.4%7.1%59.1%-1.0%-1.8M23.9M-91.4K2.76108.744421,22176962,844
2016-05-05$23.07$21.005.1%1.8%3.3%8.9%0.0%38.1%-0.2%-2.7M22.9M-76.0K2.76105.624421,22176962,844
2016-05-06$23.05$21.007.5%1.8%3.3%20.5%0.0%38.7%-0.2%-1.7M23.9M-91.1K2.70103.324481,20876962,844
2016-05-09$23.03$21.006.2%1.9%3.2%14.4%6.5%42.0%-0.6%-2.3M19.8M-46.6K2.83104.514281,21077462,849
2016-05-10$23.05$23.007.0%1.9%2.8%18.0%6.5%42.4%-0.6%-1.9M20.4M-51.1K2.83105.004281,21077462,851
2016-05-11$23.02$23.005.4%1.6%2.6%10.7%4.9%43.3%0.1%-1.4M21.4M-98.7K2.82104.094281,20577462,851
2016-05-12$23.04$23.006.3%1.8%2.5%14.7%8.8%2.2%2.0%-1.7M23.4M-91.6K2.82107.194281,20577462,851
2016-05-13$22.92$23.006.9%2.0%2.9%17.6%6.9%-0.5%-0.7%-3.0M25.3M-81.4K2.8284.424281,20577462,851
2016-05-16$22.95$23.005.9%1.7%2.5%13.1%5.6%-0.4%-0.2%-2.8M24.7M-77.9K2.8234.314281,20577262,851
2016-05-17$22.94$23.006.5%1.9%2.5%15.5%6.0%-0.1%-1.0%-2.6M25.5M-88.7K2.7034.524281,15577262,851
2016-05-18$22.92$23.006.0%1.7%2.5%13.3%5.4%-0.6%-0.6%-2.2M18.8M-80.1K2.70105.224281,15577262,851
2016-05-19$22.96$23.006.8%2.0%2.6%17.3%6.8%-0.2%-1.0%-3.1M36.1M-235.5K2.70105.184281,15577262,851
2016-05-20$22.99$23.006.2%1.8%2.5%14.4%5.8%-0.3%-0.2%-1.6M21.2M-99.3K2.7079.974281,15577262,851
2016-05-23$23.00$23.007.0%2.0%2.5%18.1%7.0%0.0%-0.8%-1.4M21.0M-98.2K2.70106.694271,15277062,708
2016-05-24$23.03$23.007.3%2.1%2.5%19.5%7.3%0.1%-1.4%-2.1M23.4M-91.4K2.70108.354271,15277062,708
2016-05-25$23.06$23.006.4%1.8%2.5%15.1%6.1%-0.0%0.3%-2.0M23.1M-90.5K2.72109.104271,16277062,708
2016-05-26$23.04$23.006.0%1.7%2.5%13.3%5.5%-0.3%0.2%-2.0M22.9M-93.5K2.72109.064271,16277062,728
2016-05-27$23.05$23.006.7%1.9%2.4%16.5%6.0%-0.4%-1.1%-1.9M23.1M-88.0K2.72123.004271,16277062,728
2016-05-31$23.07$23.005.7%1.6%2.4%11.9%5.9%-1.0%0.6%-1.8M22.7M-88.4K2.35107.844271,00577062,728