BKLN Options History — July 2016

In July 2016, BKLN traded between $22.93 and $23.21. ATM implied volatility averaged 7.7%, placing in the 21.3% IV rank vs the trailing year. The 30-day expected move averaged 1.9%. IV traded above realized volatility by 2.9% (HV 20d: 4.8%). Max pain ranged from $23.00 to $25.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 16 of 20 days. Put/call ratio averaged 2.01.

Notable Days

  • 2016-07-11: Highest Volume — 1,363 contracts
  • 2016-07-13: Largest IV drop — 46.4% change
  • 2016-07-12: Highest IV Rank — 38.7%
  • 2016-07-27: Largest Expected Move — 2.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$23.12$22.93$23.21$22.95$23.20
Max Pain$23.13$23.00$25.00$25.00$23.00
ATM IV7.7%5.9%11.4%7.2%7.2%
Expected Move1.9%1.6%2.3%2.1%2.1%
HV 20d4.8%2.7%5.6%5.2%2.7%
HV 60d3.7%3.6%3.9%3.9%3.7%
IV Rank21.3%12.6%38.7%19.0%18.8%
IV Percentile38.0%11.9%69.8%38.1%34.5%
Term Structure0.5%-2.0%1.8%1.8%0.7%
VWIV7.8%5.9%11.8%8.0%11.7%
Skew 25d8.0%-4.3%37.3%1.7%0.8%
Skew 10d13.4%-5.3%53.2%-0.8%1.4%
Call IV 25d9.3%5.9%12.9%9.1%7.9%
Put IV 25d17.3%7.1%46.8%10.7%8.8%
Bid-Ask Spread %93.5530.14114.11114.11108.62
Gamma HHI0.730.420.980.970.76
Net GEX-2.2M-3.4M-1.5M-1.5M-2.0M
Net DEX22.1M17.0M38.9M20.6M20.4M
Net VEX-95.4K-322.7K-52.7K-53.3K-80.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.011.792.122.031.79
Total Volume1,059.57611,3631,330805
Total OI62,652.4561,66663,70863,60761,689

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2016-07-01$22.95$25.007.2%2.1%5.2%19.0%8.0%1.7%1.8%-1.5M20.6M-53.3K2.03114.1143989178962,818
2016-07-05$22.93$0.008.2%1.8%5.2%23.5%0.0%2.0%-0.1%-1.8M23.6M-75.7K2.03100.1343989179362,818
2016-07-06$22.99$0.008.5%1.8%5.3%25.2%0.0%3.1%-0.1%-2.6M36.2M-209.8K2.03102.9143989179362,818
2016-07-07$22.98$0.009.0%2.0%5.3%27.4%0.0%4.8%0.5%-2.8M37.3M-204.7K2.0335.9443989179362,818
2016-07-08$23.08$0.0010.4%1.9%5.6%33.8%0.0%36.5%0.3%-1.6M19.5M-59.0K2.03105.1743989179362,818
2016-07-11$23.09$0.0010.2%1.9%5.5%33.0%6.5%37.3%0.4%-1.9M22.6M-80.0K2.12105.3543792679362,818
2016-07-12$23.15$23.0011.4%1.6%5.6%38.7%6.3%34.4%1.6%-1.7M19.0M-59.7K2.12105.8143792579362,853
2016-07-13$23.17$23.006.1%1.8%5.6%13.9%6.2%31.4%0.2%-2.3M17.2M-52.7K2.05104.1343990079362,853
2016-07-14$23.17$23.005.9%1.7%5.2%12.6%5.9%30.6%1.0%-3.4M38.9M-322.7K1.98106.0045590079562,863
2016-07-15$23.08$23.007.0%2.0%5.3%17.9%7.3%-3.2%-0.2%-2.1M18.9M-61.8K2.07100.7443590084562,863
2016-07-18$23.14$23.007.3%2.1%5.4%19.3%7.4%-3.3%0.3%-1.9M17.3M-64.1K2.11105.8624551673360,933
2016-07-19$23.15$23.006.3%1.8%5.2%14.5%6.3%1.2%1.5%-1.9M17.3M-63.5K2.1130.1424551673360,933
2016-07-20$23.17$23.007.5%2.1%5.1%20.3%7.6%1.3%0.2%-1.9M17.0M-63.7K2.1131.2524551673360,933
2016-07-21$23.19$23.007.0%2.0%5.1%17.9%7.1%-3.5%0.5%-1.9M17.3M-62.2K2.11108.4124551673360,933
2016-07-22$23.20$23.006.1%1.8%5.1%13.9%6.3%0.3%0.8%-2.0M19.9M-83.4K2.1174.2624551673360,933
2016-07-25$23.20$23.007.1%2.0%4.3%18.6%7.5%-3.7%0.5%-2.1M19.9M-82.6K2.11108.2324551673360,933
2016-07-26$23.18$23.006.7%1.9%3.7%16.6%9.1%-3.7%0.9%-2.3M20.2M-84.5K1.79106.8028951673360,933
2016-07-27$23.21$23.008.0%2.3%2.9%22.6%11.8%-4.3%-2.0%-3.4M18.5M-63.4K1.79109.4528951675660,933
2016-07-28$23.19$23.007.0%2.0%2.7%18.0%10.6%-3.9%0.8%-2.0M20.4M-80.5K1.79107.8028951675660,933
2016-07-29$23.20$23.007.2%2.1%2.7%18.8%11.7%0.8%0.7%-2.0M20.4M-80.1K1.79108.6228951675660,933