BKLN Options History — January 2017

In January 2017, BKLN traded between $23.29 and $23.41. ATM implied volatility averaged 7.6%, placing in the 22.3% IV rank vs the trailing year. The 30-day expected move averaged 2.0%. IV traded above realized volatility by 6.3% (HV 20d: 1.3%). Max pain ranged from $23.00 to $25.00. Net GEX was positive for 1 of 20 trading days. Term structure was in contango for 11 of 20 days. Put/call ratio averaged 5.38.

Notable Days

2017-01-20: Highest Volume — 3,425 contracts
2017-01-04: Largest IV spike — 62.5% change
2017-01-04: Highest IV Rank — 48.9%
2017-01-04: Largest Expected Move — 3.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$23.35	$23.29	$23.41	$23.39	$23.29
Max Pain	$23.40	$23.00	$25.00	$25.00	$23.00
ATM IV	7.6%	5.3%	11.0%	6.8%	7.1%
Expected Move	2.0%	1.5%	3.2%	1.9%	2.0%
HV 20d	1.3%	1.1%	1.6%	1.5%	1.2%
HV 60d	2.2%	2.0%	2.3%	2.3%	2.0%
IV Rank	22.3%	5.0%	48.9%	16.2%	18.4%
IV Percentile	46.6%	3.2%	84.5%	33.7%	49.2%
Term Structure	-0.9%	-10.8%	2.0%	-2.7%	-2.2%
VWIV	8.1%	5.1%	17.2%	10.0%	9.3%
Skew 25d	1.6%	-3.2%	8.6%	-0.8%	-3.2%
Skew 10d	8.1%	-2.9%	32.4%	2.5%	-0.5%
Call IV 25d	6.6%	4.4%	10.9%	6.8%	9.0%
Put IV 25d	8.2%	5.5%	13.5%	6.0%	5.9%
Bid-Ask Spread %	72.12	26.78	104.86	64.13	72.93
Gamma HHI	0.83	0.57	0.98	0.87	0.69
Net GEX	-2.0M	-3.7M	22.1K	-3.4M	-37.8K
Net DEX	4.4M	190.4K	9.1M	8.1M	299.5K
Net VEX	-10.8K	-24.1K	-1.5K	-22.4K	-4.6K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	5.38	1.77	7.54	6.91	2.84
Total Volume	2,130.15	370	3,425	3,020	384
Total OI	52,317.95	27,363	65,802	65,802	27,427

Daily Data (20 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Vol	Put Vol	Call OI	Put OI
2017-01-03	$23.39	$25.00	6.8%	1.9%	1.5%	16.2%	10.0%	-0.8%	-2.7%	-3.4M	8.1M	-22.4K	6.91	64.13	382	2,638	1,181	64,621
2017-01-04	$23.38	$25.00	11.0%	3.2%	1.5%	48.9%	17.2%	-1.9%	-10.8%	-3.2M	9.1M	-24.1K	6.91	66.54	382	2,638	1,181	64,605
2017-01-05	$23.39	$0.00	8.5%	1.8%	1.4%	29.4%	0.0%	2.2%	-1.0%	-3.4M	8.0M	-21.3K	6.91	102.09	382	2,638	1,181	64,605
2017-01-06	$23.41	$0.00	10.3%	1.8%	1.4%	43.1%	0.0%	6.3%	-1.1%	-3.2M	8.4M	-21.4K	6.91	66.92	382	2,640	1,181	64,605
2017-01-09	$23.41	$0.00	10.6%	1.9%	1.4%	45.8%	0.0%	6.5%	1.0%	-3.3M	7.8M	-15.0K	6.91	32.42	382	2,640	1,181	64,607
2017-01-10	$23.38	$0.00	10.5%	1.8%	1.5%	44.7%	0.0%	8.5%	1.2%	-3.6M	7.8M	-16.7K	6.91	99.43	382	2,640	1,181	64,607
2017-01-11	$23.38	$0.00	6.4%	1.8%	1.5%	13.3%	0.0%	8.6%	0.8%	-3.4M	8.5M	-17.3K	6.91	58.31	382	2,640	1,181	64,607
2017-01-12	$23.40	$0.00	9.2%	2.6%	1.4%	34.9%	0.0%	2.1%	-6.4%	-3.0M	6.9M	-12.3K	6.91	78.22	382	2,640	1,181	64,607
2017-01-13	$23.36	$0.00	7.1%	2.0%	1.6%	18.4%	0.0%	2.1%	0.7%	-3.5M	5.2M	-11.7K	6.91	71.25	382	2,640	1,148	64,607
2017-01-17	$23.35	$0.00	7.0%	2.0%	1.1%	18.1%	0.0%	3.0%	1.0%	-3.4M	4.0M	-6.8K	6.73	32.13	391	2,631	1,148	64,607
2017-01-18	$23.33	$0.00	7.1%	2.0%	1.2%	18.9%	0.0%	2.0%	1.2%	-3.5M	6.3M	-8.6K	6.80	102.13	391	2,657	1,187	64,395
2017-01-19	$23.33	$0.00	7.3%	2.1%	1.1%	20.0%	6.6%	2.7%	0.8%	-3.7M	5.4M	-6.8K	6.60	75.22	401	2,647	1,187	64,379
2017-01-20	$23.32	$23.00	7.4%	2.1%	1.1%	20.9%	6.7%	-2.5%	0.3%	22.1K	821.5K	-3.2K	7.54	104.86	401	3,024	1,197	64,379
2017-01-23	$23.33	$23.00	5.8%	1.7%	1.1%	8.5%	6.1%	0.5%	1.5%	-33.7K	283.0K	-4.0K	1.77	26.78	159	281	331	27,032
2017-01-24	$23.33	$23.00	5.3%	1.5%	1.1%	5.0%	5.1%	0.1%	2.0%	-41.4K	278.1K	-4.5K	1.77	102.21	159	281	331	27,059
2017-01-25	$23.34	$23.00	5.4%	1.5%	1.1%	5.5%	6.3%	-0.3%	0.9%	-34.9K	306.9K	-4.1K	1.91	44.09	151	289	331	27,059
2017-01-26	$23.34	$23.00	5.5%	1.6%	1.1%	6.6%	6.5%	-1.6%	-1.0%	-42.7K	321.1K	-4.2K	3.57	37.57	81	289	333	27,067
2017-01-27	$23.32	$23.00	6.3%	1.8%	1.1%	12.8%	6.9%	-0.8%	-1.3%	-35.8K	287.7K	-4.4K	2.97	102.43	100	297	349	27,067
2017-01-30	$23.32	$23.00	6.8%	2.0%	1.1%	16.5%	8.7%	-2.2%	-3.0%	-19.9K	190.4K	-1.5K	2.97	102.72	100	297	349	27,078
2017-01-31	$23.29	$23.00	7.1%	2.0%	1.2%	18.4%	9.3%	-3.2%	-2.2%	-37.8K	299.5K	-4.6K	2.84	72.93	100	284	349	27,078