BKLN Options History — December 2016

In December 2016, BKLN traded between $23.19 and $23.37. ATM implied volatility averaged 6.8%, placing in the 15.9% IV rank vs the trailing year. The 30-day expected move averaged 1.7%. IV traded above realized volatility by 4.6% (HV 20d: 2.2%). Max pain ranged from $23.00 to $25.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 5.72.

Notable Days

  • 2016-12-08: Highest Volume — 3,389 contracts
  • 2016-12-13: Largest IV spike — 50.3% change
  • 2016-12-13: Highest IV Rank — 60.7%
  • 2016-12-14: Largest Expected Move — 2.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$23.32$23.19$23.37$23.19$23.37
Max Pain$24.81$23.00$25.00$23.00$25.00
ATM IV6.8%5.0%13.0%6.8%5.6%
Expected Move1.7%1.4%2.5%1.9%1.6%
HV 20d2.2%1.5%2.9%2.9%1.5%
HV 60d2.3%2.2%2.3%2.3%2.3%
IV Rank15.9%2.1%60.7%15.2%6.6%
IV Percentile27.7%0.8%86.5%29.4%6.3%
Term Structure-0.9%-5.3%1.9%-0.8%-0.5%
VWIV7.9%5.1%11.4%6.7%9.1%
Skew 25d2.8%-1.7%19.2%-1.7%-0.4%
Skew 10d7.2%-0.4%35.2%-0.4%1.9%
Call IV 25d6.1%4.7%10.6%10.0%6.0%
Put IV 25d8.9%4.3%24.4%8.4%5.6%
Bid-Ask Spread %54.9927.66101.90101.9082.54
Gamma HHI0.870.540.980.980.84
Net GEX-3.2M-4.4M-1.5M-3.0M-3.4M
Net DEX9.0M5.3M24.6M10.4M8.8M
Net VEX-41.6K-223.3K-24.1K-41.0K-25.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio5.724.536.914.936.91
Total Volume3,207.193,0023,3893,3563,020
Total OI66,821.14365,80767,59767,56565,818

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2016-12-01$23.19$23.006.8%1.9%2.9%15.2%6.7%-1.7%-0.8%-3.0M10.4M-41.0K4.93101.905662,7902,80764,758
2016-12-02$23.22$23.005.3%1.5%2.8%4.4%5.6%-0.1%0.6%-3.0M9.3M-40.5K4.9333.785662,7902,80764,758
2016-12-05$23.25$25.006.6%1.7%2.7%14.3%5.6%14.8%0.9%-3.5M8.3M-38.1K4.9373.375662,7902,80764,758
2016-12-06$23.29$25.007.6%1.6%2.4%21.7%5.1%15.9%1.9%-3.0M8.1M-37.4K4.9366.175662,7902,80764,758
2016-12-07$23.31$25.007.0%1.7%2.4%16.8%5.5%1.6%1.3%-3.0M6.9M-36.1K4.8938.255702,7902,80764,758
2016-12-08$23.31$25.007.4%1.7%2.4%19.9%5.8%0.7%1.2%-3.0M7.0M-35.7K4.9583.215702,8192,81164,758
2016-12-09$23.33$25.0010.7%1.6%2.2%44.4%5.5%1.3%-0.7%-3.3M6.1M-31.0K4.9545.815702,8192,81164,774
2016-12-12$23.34$25.008.6%1.5%2.1%28.9%5.4%19.2%1.7%-1.5M8.7M-34.7K4.9730.465672,8192,81164,774
2016-12-13$23.37$25.0013.0%2.3%2.1%60.7%10.1%12.5%-3.9%-1.7M8.3M-34.2K4.9176.445702,8012,81264,774
2016-12-14$23.37$25.008.6%2.5%2.1%29.0%11.4%2.1%-5.3%-3.0M5.3M-31.9K4.9177.015702,8012,81164,786
2016-12-15$23.30$25.005.8%1.6%2.4%7.9%8.7%-0.6%-0.6%-3.1M6.9M-31.3K4.5373.275962,7002,71164,786
2016-12-16$23.30$25.005.8%1.7%2.4%8.5%8.8%-0.6%-0.6%-3.8M6.0M-33.1K4.5327.665962,7002,74164,782
2016-12-19$23.32$25.006.2%1.8%2.4%11.3%9.9%-0.5%-2.6%-3.8M9.6M-29.8K6.8629.903822,6201,18164,657
2016-12-20$23.33$25.005.7%1.6%2.3%7.5%9.9%0.3%-1.6%-3.3M10.6M-34.6K6.8628.693822,6201,18164,657
2016-12-21$23.32$25.005.7%1.6%2.3%7.2%9.3%-1.3%-2.5%-3.9M9.1M-27.9K6.8671.083822,6201,18164,657
2016-12-22$23.32$25.005.3%1.5%2.1%4.8%7.4%-1.4%-1.7%-4.0M8.3M-24.1K6.8641.493822,6201,18164,657
2016-12-23$23.33$25.005.0%1.4%2.0%2.1%8.6%-0.5%-0.8%-3.5M9.8M-31.0K6.8637.183822,6211,18164,657
2016-12-27$23.35$25.005.8%1.7%1.9%8.4%9.7%-0.7%-2.3%-4.4M24.6M-223.3K6.8835.663822,6271,18164,658
2016-12-28$23.36$25.005.9%1.7%1.9%9.1%9.6%-0.6%-2.0%-3.4M9.1M-27.5K6.8863.333822,6271,18164,642
2016-12-29$23.36$25.005.5%1.6%1.8%5.8%9.0%-0.5%-1.0%-3.5M8.8M-25.7K6.9137.573822,6381,18164,626
2016-12-30$23.37$25.005.6%1.6%1.5%6.6%9.1%-0.4%-0.5%-3.4M8.8M-25.2K6.9182.543822,6381,18164,637