BKLN Options History — August 2016

In August 2016, BKLN traded between $23.10 and $23.26. ATM implied volatility averaged 7.3%, placing in the 19.3% IV rank vs the trailing year. The 30-day expected move averaged 2.0%. IV traded above realized volatility by 4.8% (HV 20d: 2.5%). Max pain ranged from $23.00 to $23.00. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 12 of 23 days. Put/call ratio averaged 13.35.

Notable Days

  • 2016-08-05: Highest Volume — 4,159 contracts
  • 2016-08-10: Largest IV drop — 20.5% change
  • 2016-08-09: Highest IV Rank — 26.3%
  • 2016-08-02: Largest Expected Move — 2.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$23.19$23.10$23.26$23.17$23.23
Max Pain$23.00$23.00$23.00$23.00$23.00
ATM IV7.3%6.4%8.8%7.7%7.0%
Expected Move2.0%1.8%2.3%2.2%2.0%
HV 20d2.5%2.1%3.0%2.8%2.1%
HV 60d3.7%3.6%3.8%3.7%3.7%
IV Rank19.3%15.0%26.3%21.4%17.8%
IV Percentile34.5%17.9%51.6%41.3%31.0%
Term Structure-0.0%-2.0%1.6%-0.1%-2.0%
VWIV7.8%5.1%12.6%12.2%5.4%
Skew 25d2.9%-4.8%31.2%-4.3%-3.7%
Skew 10d6.5%-6.8%52.1%-5.9%-2.5%
Call IV 25d10.6%6.3%14.2%13.7%12.4%
Put IV 25d13.6%6.8%40.8%9.4%8.7%
Bid-Ask Spread %98.6930.72111.33110.60110.39
Gamma HHI0.590.420.890.760.48
Net GEX-2.7M-4.5M-892.1K-2.0M-3.2M
Net DEX26.7M19.3M40.6M20.4M32.6M
Net VEX-150.9K-354.7K-77.5K-79.9K-180.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio13.351.7918.771.7918.77
Total Volume2,978.52204,1598054,113
Total OI64,300.1361,68965,07661,68964,961

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2016-08-01$23.17$23.007.7%2.2%2.8%21.4%12.2%-4.3%-0.1%-2.0M20.4M-79.9K1.79110.6028951675660,933
2016-08-02$23.10$23.008.1%2.3%3.0%23.1%12.6%-4.6%-1.2%-2.0M20.9M-77.5K1.79111.3328951675660,933
2016-08-03$23.12$23.007.3%2.1%2.9%19.6%11.2%-4.8%-0.1%-2.0M20.4M-78.7K1.79110.8828951675660,933
2016-08-04$23.17$0.007.6%2.0%3.0%20.9%0.0%-3.1%-0.1%-2.0M20.2M-79.7K1.79105.2528951675660,933
2016-08-05$23.18$0.006.9%2.0%2.6%17.3%7.2%-2.9%-0.2%-2.0M20.2M-79.2K13.39110.242893,87075660,933
2016-08-08$23.22$23.007.6%1.8%2.6%21.0%7.0%31.2%1.6%-2.1M19.6M-79.1K13.39105.362893,87075664,292
2016-08-09$23.25$23.008.8%2.0%2.5%26.3%7.5%30.1%0.5%-2.2M19.7M-78.4K13.18105.642893,80875664,292
2016-08-10$23.22$23.007.0%2.0%2.6%17.9%7.6%1.0%1.2%-2.9M40.6M-354.7K14.93105.642553,80875664,292
2016-08-11$23.23$23.007.7%2.2%2.6%21.4%7.9%28.8%0.1%-4.5M37.6M-333.8K14.93108.582553,80875664,292
2016-08-12$23.26$23.006.4%1.8%2.1%15.0%6.7%23.6%1.3%-892.1K23.0M-275.0K14.99108.332543,80875664,292
2016-08-15$23.17$23.007.4%2.1%2.4%19.7%7.4%-3.2%-0.0%-3.4M31.1M-179.4K14.99108.202543,80875764,292
2016-08-16$23.17$23.006.9%2.0%2.4%17.3%6.9%1.3%0.5%-2.9M19.6M-86.7K14.9930.722543,80873464,292
2016-08-17$23.20$23.007.0%2.0%2.5%17.8%0.0%-3.1%0.3%-2.9M20.3M-84.6K0.00108.720078364,292
2016-08-18$23.18$23.007.1%2.0%2.5%18.3%0.0%-3.1%0.4%-2.8M20.2M-87.3K0.00108.940078364,292
2016-08-19$23.17$23.007.2%2.1%2.5%18.8%7.2%-3.6%0.0%-3.5M30.6M-164.0K14.99108.782543,80878464,292
2016-08-22$23.17$23.007.6%2.2%2.5%20.8%7.6%-3.8%-0.2%-3.1M33.4M-186.4K18.26108.742083,79878464,247
2016-08-23$23.19$23.007.3%2.1%2.5%19.3%7.5%-3.8%0.4%-3.2M33.3M-183.2K18.26108.662083,79878464,247
2016-08-24$23.18$23.006.8%2.0%2.4%17.2%0.0%-1.6%0.7%-3.2M32.3M-179.0K0.00108.310078364,247
2016-08-25$23.18$23.007.0%2.0%2.4%18.0%7.4%1.8%0.3%-2.5M19.3M-79.2K18.6235.232083,87378464,247
2016-08-26$23.20$23.007.8%2.2%2.4%21.6%8.0%-1.8%-1.1%-3.2M33.7M-182.5K18.62108.702083,87378464,152
2016-08-29$23.23$23.006.6%1.9%2.4%15.9%5.1%0.5%-1.2%-3.1M33.0M-181.0K18.7432.222083,89778464,152
2016-08-30$23.24$23.006.7%1.9%2.1%16.7%5.4%-3.3%-1.5%-3.1M32.9M-180.2K18.74110.352083,89778464,177
2016-08-31$23.23$23.007.0%2.0%2.1%17.8%5.4%-3.7%-2.0%-3.2M32.6M-180.1K18.77110.392083,90578464,177