BKLN Options History — September 2016

In September 2016, BKLN traded between $23.13 and $23.27. ATM implied volatility averaged 8.0%, placing in the 30.7% IV rank vs the trailing year. The 30-day expected move averaged 1.9%. IV traded above realized volatility by 6.2% (HV 20d: 1.8%). Max pain ranged from $23.00 to $23.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 17.39.

Notable Days

  • 2016-09-07: Highest Volume — 4,029 contracts
  • 2016-09-14: Largest IV drop — 64.7% change
  • 2016-09-13: Highest IV Rank — 95.5%
  • 2016-09-09: Largest Expected Move — 2.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$23.20$23.13$23.27$23.22$23.22
Max Pain$23.00$23.00$23.00$23.00$23.00
ATM IV8.0%4.9%17.6%7.2%5.5%
Expected Move1.9%1.4%2.3%2.1%1.6%
HV 20d1.8%1.6%2.0%2.0%1.9%
HV 60d3.1%2.3%3.7%3.7%2.3%
IV Rank30.7%11.5%95.5%18.9%15.6%
IV Percentile38.0%3.2%99.6%38.1%6.7%
Term Structure-0.6%-3.3%2.3%-2.1%-2.2%
VWIV6.8%5.1%8.4%5.5%8.2%
Skew 25d3.4%-4.0%30.9%-4.0%-0.3%
Skew 10d6.6%-2.7%61.6%-2.7%3.0%
Call IV 25d6.7%5.2%13.2%12.8%7.2%
Put IV 25d10.1%6.3%36.8%8.9%6.9%
Bid-Ask Spread %86.8726.84110.63110.40105.76
Gamma HHI0.790.420.990.490.76
Net GEX-2.5M-3.8M-54.1K-3.4M-2.7M
Net DEX17.5M1.8M32.2M32.2M16.2M
Net VEX-77.6K-173.4K-412-173.4K-68.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio17.3916.5718.3018.1817.45
Total Volume3,937.3813,8894,0293,9893,929
Total OI64,986.8164,91765,05064,96164,929

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2016-09-01$23.22$23.007.2%2.1%2.0%18.9%5.5%-4.0%-2.1%-3.4M32.2M-173.4K18.18110.402083,78178464,177
2016-09-02$23.24$23.007.4%2.1%2.0%20.0%5.9%-3.9%-2.6%-3.4M30.4M-167.7K18.30110.452083,80678464,227
2016-09-06$23.25$23.007.0%2.0%1.9%18.0%7.5%2.5%0.8%-2.1M15.8M-57.1K18.30102.232083,80678464,227
2016-09-07$23.26$23.007.3%1.9%1.9%19.4%7.3%2.5%-1.4%-2.3M16.1M-56.0K17.07102.042233,80678464,227
2016-09-08$23.25$23.008.8%1.9%1.8%37.3%7.4%2.6%-1.4%-2.3M16.2M-55.9K16.70102.102233,72479964,227
2016-09-09$23.22$23.0013.5%2.3%1.9%68.4%8.4%1.9%-3.3%-54.1K1.8M-41216.70110.632233,72479964,229
2016-09-12$23.27$23.0016.3%2.0%2.0%86.6%6.7%30.9%-2.7%-2.4M16.6M-53.6K16.57104.732233,69479964,229
2016-09-13$23.22$23.0017.6%1.8%1.6%95.5%6.2%1.6%-1.8%-83.7K1.8M-45517.34104.272133,69479964,249
2016-09-14$23.18$23.006.2%1.8%1.7%20.3%7.0%1.8%0.4%-2.6M19.0M-70.2K17.26104.512133,67679964,249
2016-09-15$23.14$23.007.3%2.1%1.7%27.4%7.9%1.7%-0.2%-3.8M28.6M-154.0K17.26103.132133,67679964,251
2016-09-16$23.13$23.007.0%2.0%1.7%25.1%7.1%0.9%0.1%-3.8M28.5M-153.2K17.2695.502133,67679964,251
2016-09-19$23.14$23.007.2%2.1%1.7%27.0%7.2%27.4%0.1%-3.8M26.6M-149.5K17.4332.192133,71279964,190
2016-09-20$23.14$23.004.9%1.4%1.7%11.5%5.1%0.9%2.3%-2.4M14.7M-56.5K17.4499.942133,71479964,161
2016-09-21$23.18$23.007.5%2.2%1.8%28.7%8.0%1.3%-1.5%-2.7M17.5M-73.2K17.44102.422133,71479964,163
2016-09-22$23.19$23.005.8%1.7%1.8%17.5%5.8%0.5%1.3%-2.4M14.0M-55.2K17.4499.052133,71479964,163
2016-09-23$23.19$23.006.1%1.7%1.8%19.4%6.1%0.7%0.6%-2.3M13.7M-55.2K17.4433.132133,71479964,138
2016-09-26$23.18$23.006.2%1.8%1.8%20.3%6.3%0.6%0.5%-2.3M14.3M-54.2K17.3926.842133,70479964,138
2016-09-27$23.20$23.006.2%1.8%1.8%20.3%6.4%1.2%0.7%-2.3M14.0M-53.9K17.3939.922133,70479964,118
2016-09-28$23.23$23.007.0%2.0%1.8%25.0%7.1%1.2%0.6%-2.3M13.5M-54.5K17.4534.402133,71679964,130
2016-09-29$23.20$23.006.5%1.9%1.9%22.0%6.4%0.2%0.0%-2.7M16.0M-67.7K17.45100.722133,71679964,130
2016-09-30$23.22$23.005.5%1.6%1.9%15.6%8.2%-0.3%-2.2%-2.7M16.2M-68.3K17.45105.762133,71679964,130