BKLN Options History — June 2016

In June 2016, BKLN traded between $22.70 and $23.11. ATM implied volatility averaged 7.0%, placing in the 18.0% IV rank vs the trailing year. The 30-day expected move averaged 2.0%. IV traded above realized volatility by 4.0% (HV 20d: 3.0%). Max pain ranged from $23.00 to $26.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 2.23.

Notable Days

  • 2016-06-16: Highest Volume — 1,437 contracts
  • 2016-06-27: Largest IV spike — 21.1% change
  • 2016-06-28: Highest IV Rank — 24.3%
  • 2016-06-28: Largest Expected Move — 2.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$22.98$22.70$23.11$23.10$22.96
Max Pain$24.32$23.00$26.00$23.00$25.00
ATM IV7.0%6.0%8.3%6.0%7.1%
Expected Move2.0%1.6%2.4%1.7%2.0%
HV 20d3.0%1.6%5.2%2.5%5.2%
HV 60d3.7%3.5%4.0%3.8%3.9%
IV Rank18.0%13.4%24.3%13.4%18.3%
IV Percentile36.2%21.0%50.4%21.0%36.9%
Term Structure0.3%-1.1%2.3%0.7%1.9%
VWIV8.0%6.3%12.7%6.3%8.0%
Skew 25d22.8%0.1%53.2%0.1%1.8%
Skew 10d32.4%-2.5%78.7%0.8%-0.6%
Call IV 25d6.8%5.4%8.8%8.4%8.8%
Put IV 25d29.6%8.1%60.7%8.5%10.6%
Bid-Ask Spread %78.3610.38108.20108.2091.23
Gamma HHI0.580.370.980.740.97
Net GEX-2.0M-3.2M-63.8K-1.7M-1.5M
Net DEX25.6M6.5M42.6M22.4M20.3M
Net VEX-126.2K-341.9K-48.6K-90.8K-54.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.232.002.372.352.07
Total Volume1,384.51,2941,4371,4321,322
Total OI63,742.86463,49964,02963,49963,607

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2016-06-01$23.10$23.006.0%1.7%2.5%13.4%6.3%0.1%0.7%-1.7M22.4M-90.8K2.35108.204271,00577062,729
2016-06-02$23.09$26.007.2%1.6%2.5%19.2%6.4%37.0%0.9%-1.7M23.4M-84.5K2.3588.334271,00577062,729
2016-06-03$23.11$26.006.9%1.7%2.5%17.5%6.6%37.2%0.7%-2.2M22.6M-78.6K2.35104.044271,00577062,729
2016-06-06$23.08$26.006.8%1.8%2.5%17.3%7.0%24.4%0.4%-1.7M23.2M-85.0K2.35100.034271,00577062,729
2016-06-07$23.09$26.007.4%2.0%2.5%20.1%8.3%24.1%-0.2%-2.6M42.6M-341.9K2.3541.664271,00577062,729
2016-06-08$23.11$26.006.7%1.9%2.5%16.4%7.9%38.5%-0.0%-1.5M19.4M-63.0K2.35106.024271,00577062,729
2016-06-09$23.10$26.007.1%2.0%2.5%18.7%7.3%24.6%-0.5%-63.8K6.5M-48.6K2.3510.814271,00577062,729
2016-06-10$23.07$26.006.0%1.7%2.5%13.6%6.3%26.6%0.7%-2.7M38.0M-222.4K2.3554.474271,00577062,729
2016-06-13$23.04$26.006.4%1.8%1.6%15.3%6.5%45.7%0.4%-2.7M37.5M-220.9K2.35102.554271,00577062,729
2016-06-14$23.02$26.006.6%1.9%1.6%16.1%7.1%43.1%-0.2%-1.4M21.2M-91.7K2.35101.344271,00577062,729
2016-06-15$22.91$23.006.6%1.9%2.4%16.0%7.0%47.8%-0.9%-2.2M17.8M-75.9K2.3598.514271,0051,18662,729
2016-06-16$22.84$23.006.7%1.9%2.6%16.5%8.9%2.7%1.8%-2.2M18.6M-71.4K2.3739.124271,0101,18662,729
2016-06-17$22.83$23.007.3%2.1%2.5%19.2%9.6%2.8%1.5%-3.2M33.4M-215.1K2.3710.384271,0101,18662,734
2016-06-20$22.93$23.006.9%2.0%3.0%17.4%12.7%7.9%2.3%-3.0M35.5M-213.4K2.03100.664278671,18662,731
2016-06-21$22.98$23.006.6%1.9%3.1%16.2%6.9%36.0%-0.6%-1.5M19.2M-95.2K2.0362.154278671,18662,791
2016-06-22$22.97$23.007.6%2.2%3.0%20.8%7.9%37.7%-1.1%-2.2M22.3M-83.8K2.0066.214328641,18662,791
2016-06-23$22.98$23.006.9%2.0%3.0%17.6%7.3%53.2%-0.8%-2.2M35.3M-223.5K2.00105.684328641,21162,808
2016-06-24$22.82$23.006.6%1.9%3.8%16.3%8.5%2.1%1.7%-1.9M18.5M-65.3K2.11101.724329111,21162,808
2016-06-27$22.70$23.008.0%2.3%4.2%22.8%8.6%2.1%-0.8%-3.1M37.1M-207.2K2.1199.874329111,21162,818
2016-06-28$22.87$23.008.3%2.4%5.1%24.3%11.0%3.7%-0.2%-1.7M24.0M-70.5K2.0626.444328911,21162,818
2016-06-29$22.95$23.008.1%2.3%5.2%23.0%10.0%2.4%-0.3%-1.8M23.3M-74.3K2.07104.474318911,21162,818
2016-06-30$22.96$25.007.1%2.0%5.2%18.3%8.0%1.8%1.9%-1.5M20.3M-54.5K2.0791.2343189178962,818