BKLN Options History — February 2017

In February 2017, BKLN traded between $23.26 and $23.37. ATM implied volatility averaged 7.6%, placing in the 21.9% IV rank vs the trailing year. The 30-day expected move averaged 2.1%. IV traded above realized volatility by 6.5% (HV 20d: 1.0%). Max pain ranged from $23.00 to $23.00. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 4 of 19 days. Put/call ratio averaged 100.30.

Notable Days

2017-02-23: Highest Volume — 32,004 contracts
2017-02-27: Largest IV spike — 100.9% change
2017-02-27: Highest IV Rank — 100.0%
2017-02-27: Largest Expected Move — 5.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$23.30	$23.26	$23.37	$23.30	$23.37
Max Pain	$23.00	$23.00	$23.00	$23.00	$23.00
ATM IV	7.6%	5.0%	18.4%	7.4%	10.1%
Expected Move	2.1%	1.4%	5.3%	2.1%	2.9%
HV 20d	1.0%	0.9%	1.1%	1.1%	1.1%
HV 60d	1.6%	1.4%	2.0%	2.0%	1.4%
IV Rank	21.9%	2.4%	100.0%	20.7%	39.2%
IV Percentile	44.7%	1.2%	100.0%	60.3%	90.5%
Term Structure	-3.2%	-23.2%	1.1%	-2.2%	-8.9%
VWIV	6.5%	3.6%	9.6%	8.3%	7.0%
Skew 25d	-0.9%	-51.0%	18.4%	-1.3%	-9.6%
Skew 10d	12.4%	-8.7%	74.8%	0.3%	-8.7%
Call IV 25d	12.2%	5.0%	62.3%	8.9%	16.6%
Put IV 25d	11.3%	5.1%	24.1%	7.6%	7.0%
Bid-Ask Spread %	76.46	30.06	138.06	105.78	111.62
Gamma HHI	0.90	0.74	1.00	0.74	1.00
Net GEX	-3.2M	-7.4M	-40.8K	-40.8K	-7.2M
Net DEX	8.6M	326.0K	21.4M	341.4K	12.9M
Net VEX	-47.2K	-111.5K	-4.2K	-4.4K	-87.1K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	100.30	3.14	363.58	3.47	15.52
Total Volume	14,712.526	378	32,004	398	21,923
Total OI	37,490.842	27,429	50,602	27,429	50,602

Daily Data (19 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
2017-02-01	$23.30	$23.00	7.4%	2.1%	1.1%	20.7%	8.3%	-1.3%	-2.2%	-40.8K	341.4K	-4.4K	3.47	105.78	89	309	351	27,078
2017-02-02	$23.29	$23.00	6.9%	1.9%	1.1%	17.2%	7.6%	2.5%	0.7%	-49.3K	364.8K	-4.2K	3.68	30.06	84	309	353	27,106
2017-02-03	$23.27	$23.00	5.8%	2.0%	1.1%	8.4%	7.7%	-2.2%	0.6%	-49.6K	326.0K	-4.5K	3.68	100.77	84	309	352	27,106
2017-02-06	$23.29	$23.00	8.1%	1.9%	1.1%	26.2%	7.5%	2.5%	0.6%	-55.0K	401.3K	-4.2K	3.50	31.72	84	294	352	27,106
2017-02-07	$23.28	$23.00	8.5%	1.8%	1.1%	29.4%	7.0%	14.1%	1.1%	-55.7K	350.7K	-4.6K	3.74	30.65	84	314	357	27,116
2017-02-08	$23.28	$23.00	6.4%	1.8%	1.1%	13.1%	7.0%	14.1%	-0.9%	-70.1K	412.3K	-4.4K	3.14	33.76	96	301	357	27,146
2017-02-09	$23.29	$23.00	6.5%	1.9%	1.1%	13.8%	7.1%	10.5%	-1.0%	-67.0K	389.4K	-4.6K	3.14	51.16	96	301	383	27,146
2017-02-10	$23.29	$23.00	6.6%	1.9%	1.0%	14.5%	7.2%	12.6%	-1.0%	-66.7K	389.2K	-4.6K	3.56	105.28	96	342	383	27,146
2017-02-13	$23.30	$23.00	7.4%	2.1%	0.9%	20.8%	8.3%	18.4%	-1.5%	-74.8K	467.9K	-4.9K	3.56	31.81	96	342	383	27,201
2017-02-14	$23.29	$23.00	8.9%	2.6%	0.9%	32.7%	7.6%	1.6%	-3.8%	-84.1K	433.3K	-4.9K	108.01	36.76	96	10,369	383	27,201
2017-02-15	$23.26	$23.00	6.1%	1.8%	0.9%	11.3%	6.5%	8.8%	-1.0%	-6.9M	16.0M	-69.5K	306.85	103.26	96	29,458	383	44,751
2017-02-16	$23.27	$23.00	5.0%	1.4%	1.0%	2.4%	3.6%	-6.8%	-1.6%	-6.8M	21.4M	-103.6K	323.63	90.59	91	29,450	381	47,711
2017-02-17	$23.27	$23.00	5.1%	1.5%	1.0%	3.2%	3.6%	-1.8%	-1.8%	-6.8M	21.2M	-102.8K	323.63	50.57	91	29,450	386	47,701
2017-02-21	$23.28	$23.00	5.5%	1.6%	1.0%	6.2%	4.0%	-5.7%	-2.2%	-7.1M	20.9M	-100.1K	363.58	93.34	81	29,450	374	47,701
2017-02-22	$23.30	$23.00	6.1%	1.7%	1.0%	10.9%	4.2%	-7.1%	-2.7%	-7.4M	18.7M	-97.1K	363.58	110.23	81	29,450	374	47,701
2017-02-23	$23.31	$23.00	6.2%	1.8%	1.0%	11.7%	4.4%	-6.9%	-2.6%	-6.7M	20.4M	-97.9K	23.34	93.94	1,315	30,689	374	47,701
2017-02-24	$23.33	$23.00	9.2%	2.6%	1.1%	34.6%	4.7%	-8.9%	-8.5%	-7.2M	18.2M	-111.5K	23.10	103.41	1,325	30,606	1,629	48,951
2017-02-27	$23.36	$23.00	18.4%	5.3%	1.1%	100.0%	9.6%	-51.0%	-23.2%	-4.6M	10.6M	-81.7K	23.03	138.06	1,327	30,560	1,639	48,961
2017-02-28	$23.37	$23.00	10.1%	2.9%	1.1%	39.2%	7.0%	-9.6%	-8.9%	-7.2M	12.9M	-87.1K	15.52	111.62	1,327	20,596	1,641	48,961