BKLN Options History — October 2016

In October 2016, BKLN traded between $23.15 and $23.24. ATM implied volatility averaged 7.1%, placing in the 26.3% IV rank vs the trailing year. The 30-day expected move averaged 2.0%. IV traded above realized volatility by 5.4% (HV 20d: 1.7%). 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 9 of 21 days. Put/call ratio averaged 23.69.

Notable Days

  • 2016-10-13: Highest Volume — 10,487 contracts
  • 2016-10-18: Largest IV spike — 33.2% change
  • 2016-10-12: Highest IV Rank — 34.0%
  • 2016-10-12: Largest Expected Move — 2.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$23.20$23.15$23.24$23.21$23.19
Max Pain$23.00$23.00$23.00$23.00$23.00
ATM IV7.1%5.9%8.3%6.0%7.8%
Expected Move2.0%1.7%2.4%1.7%2.2%
HV 20d1.7%1.1%1.9%1.9%1.7%
HV 60d2.0%1.8%2.1%2.1%1.8%
IV Rank26.3%18.5%34.0%18.7%30.8%
IV Percentile41.2%11.5%64.3%11.9%60.7%
Term Structure-0.1%-2.0%1.2%-0.8%-0.2%
VWIV7.3%5.2%8.8%5.4%7.9%
Skew 25d6.6%-2.2%28.4%-1.5%1.5%
Skew 10d12.4%0.2%51.4%1.1%3.3%
Call IV 25d7.0%5.6%11.3%7.8%7.4%
Put IV 25d13.6%5.8%39.7%6.4%9.0%
Bid-Ask Spread %56.4331.16107.92100.8235.65
Gamma HHI0.820.440.910.780.91
Net GEX-6.7M-9.6M-2.3M-2.8M-9.3M
Net DEX23.6M15.9M30.0M16.5M26.2M
Net VEX-86.6K-132.5K-65.1K-66.2K-82.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio23.6912.1547.8217.4523.18
Total Volume6,556.0953,92910,4873,9297,132
Total OI72,77364,92977,98264,92976,042

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2016-10-03$23.21$23.006.0%1.7%1.9%18.7%5.4%-1.5%-0.8%-2.8M16.5M-66.2K17.45100.822133,71679964,130
2016-10-04$23.19$23.005.9%1.7%1.9%18.5%5.2%-2.2%-2.0%-3.6M23.6M-132.5K17.4533.462133,71679964,130
2016-10-05$23.20$23.007.7%2.2%1.9%29.9%8.8%0.6%-1.7%-2.7M15.9M-65.8K17.45107.922133,71679964,130
2016-10-06$23.21$0.007.2%2.0%1.9%27.0%0.0%1.2%-0.1%-2.8M16.4M-65.4K17.4532.972133,71679964,130
2016-10-07$23.21$0.006.8%2.0%1.8%23.9%0.0%18.1%-0.1%-2.8M16.3M-65.1K17.4532.562133,71679964,130
2016-10-10$23.22$0.007.6%2.2%1.6%29.6%7.7%20.2%-0.4%-2.7M16.1M-65.1K17.6631.492133,76179964,130
2016-10-11$23.22$23.008.0%2.2%1.5%32.0%7.8%20.4%-0.7%-2.3M16.4M-65.9K47.8231.4021310,18679964,175
2016-10-12$23.22$23.008.3%2.4%1.3%34.0%8.4%28.4%-1.1%-5.3M23.2M-82.1K47.80104.2821310,18179970,645
2016-10-13$23.24$23.007.5%2.1%1.1%28.6%7.6%19.3%-0.6%-8.3M29.2M-99.3K33.2752.0030610,18179977,110
2016-10-14$23.15$23.006.9%2.0%1.8%25.0%6.9%20.7%0.1%-8.9M30.0M-103.8K33.2731.1630610,18187277,110
2016-10-17$23.15$23.006.1%1.8%1.8%19.7%6.1%1.2%1.0%-9.6M28.4M-100.7K33.2732.6530610,18187277,090
2016-10-18$23.17$23.008.2%2.3%1.9%33.1%8.2%1.7%-0.9%-8.1M29.0M-99.6K12.1531.993063,71887277,090
2016-10-19$23.18$23.006.4%1.8%1.8%21.3%6.4%1.2%0.9%-9.5M27.7M-97.3K12.1534.433063,71887277,092
2016-10-20$23.18$23.006.2%1.8%1.8%19.8%6.5%1.6%1.2%-9.1M25.9M-93.8K12.1534.173063,71887277,092
2016-10-21$23.20$23.006.8%1.9%1.8%23.9%7.3%2.1%1.0%-8.6M26.5M-94.7K21.7535.333066,65587277,052
2016-10-24$23.21$23.007.7%2.2%1.8%30.2%8.1%1.2%0.3%-8.3M26.4M-90.5K23.1693.122956,83387175,263
2016-10-25$23.23$23.007.4%2.1%1.8%27.8%7.6%1.8%0.6%-8.6M25.1M-86.8K23.1692.962956,83387175,416
2016-10-26$23.21$23.006.9%2.0%1.7%25.0%7.4%1.3%0.7%-8.9M25.1M-88.0K23.1634.022956,83187175,166
2016-10-27$23.19$23.007.1%2.0%1.7%25.9%7.1%0.3%-0.1%-9.3M26.1M-87.2K23.16101.422956,83187175,166
2016-10-28$23.20$23.007.2%2.1%1.7%27.0%7.3%0.3%0.4%-9.5M26.3M-85.0K23.18101.142956,83787175,166
2016-10-31$23.19$23.007.8%2.2%1.7%30.8%7.9%1.5%-0.2%-9.3M26.2M-82.7K23.1835.652956,83787175,171