BKLN Options History — March 2017

In March 2017, BKLN traded between $23.15 and $23.43. ATM implied volatility averaged 8.3%, placing in the 27.5% IV rank vs the trailing year. The 30-day expected move averaged 1.7%. IV traded above realized volatility by 6.5% (HV 20d: 1.8%). Max pain ranged from $23.00 to $23.00. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 2 of 23 days. Put/call ratio averaged 9.27.

Notable Days

  • 2017-03-01: Highest Volume — 2,892 contracts
  • 2017-03-15: Largest IV drop — 65.8% change
  • 2017-03-14: Highest IV Rank — 82.5%
  • 2017-03-03: Largest Expected Move — 3.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$23.28$23.15$23.43$23.41$23.25
Max Pain$23.00$23.00$23.00$23.00$23.00
ATM IV8.3%4.1%16.0%10.9%5.5%
Expected Move1.7%1.2%3.3%3.1%1.6%
HV 20d1.8%1.1%2.3%1.1%2.2%
HV 60d1.4%1.3%1.6%1.3%1.6%
IV Rank27.5%0.0%82.5%45.3%9.7%
IV Percentile44.5%0.0%97.6%94.0%9.5%
Term Structure-2.3%-7.2%0.2%-7.0%-0.4%
VWIV5.5%3.4%8.3%7.6%6.0%
Skew 25d2.5%-6.3%20.3%-2.0%10.5%
Skew 10d10.4%-8.1%45.9%-2.2%41.8%
Call IV 25d6.9%4.4%11.1%9.4%6.1%
Put IV 25d9.4%4.3%26.2%7.4%16.6%
Bid-Ask Spread %64.4722.46108.91108.5322.46
Gamma HHI0.990.991.001.001.00
Net GEX-7.8M-11.2M-4.2M-10.0M-11.2M
Net DEX19.2M14.7M23.8M19.8M20.4M
Net VEX-105.2K-134.3K-82.1K-134.3K-102.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio9.270.1424.201.0421.16
Total Volume1,493.0872942,8922,8922,703
Total OI51,741.39150,32060,64260,64252,685

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2017-03-01$23.41$23.0010.9%3.1%1.1%45.3%7.6%-2.0%-7.0%-10.0M19.8M-134.3K1.04108.531,4171,4751,64159,001
2017-03-02$23.41$23.0011.3%3.2%1.1%47.9%7.9%-1.1%-6.9%-5.2M17.4M-113.9K0.1787.521,4172351,74149,001
2017-03-03$23.43$23.0011.5%3.3%1.1%50.0%8.3%-2.1%-7.2%-5.4M17.2M-112.6K0.1499.041,4272051,74149,011
2017-03-06$23.41$23.009.8%1.9%1.1%37.0%3.9%0.2%-3.8%-4.2M19.5M-114.9K0.1454.681,4272051,75149,019
2017-03-07$23.39$23.0010.3%1.3%1.2%41.1%4.5%0.1%-0.3%-5.7M17.1M-110.8K0.1473.371,4272051,75149,019
2017-03-08$23.37$23.0013.7%1.5%1.2%65.5%4.6%-0.0%-1.7%-5.7M18.2M-110.5K1.1188.411852051,75149,019
2017-03-09$23.31$23.0012.9%1.4%1.6%60.1%5.1%-5.3%-2.4%-6.1M19.8M-112.4K2.09100.38951991,75949,019
2017-03-10$23.27$23.0013.1%1.5%1.7%61.2%4.9%6.6%-2.2%-7.2M15.1M-84.4K2.0945.37951991,76949,023
2017-03-13$23.30$23.0015.8%1.8%1.7%81.0%6.0%11.0%-3.1%-7.9M19.4M-108.8K1.9548.821021991,76949,023
2017-03-14$23.30$23.0016.0%2.3%1.7%82.5%7.3%0.3%-4.6%-7.1M14.7M-82.1K2.8843.991022941,77649,023
2017-03-15$23.27$23.005.5%1.6%1.8%5.9%5.7%12.7%-1.4%-8.9M17.3M-106.6K2.92108.911022981,77449,123
2017-03-16$23.29$23.004.4%1.3%1.8%0.0%4.6%-6.1%-2.4%-6.7M17.5M-104.4K2.9281.901022981,77449,123
2017-03-17$23.26$23.004.5%1.3%1.8%0.9%4.6%-6.3%-2.3%-6.1M19.2M-107.3K2.92102.461022981,77449,123
2017-03-20$23.27$23.004.7%1.4%1.8%2.2%4.5%-0.5%-1.7%-6.4M18.5M-103.6K2.8830.901002881,77248,548
2017-03-21$23.19$23.004.6%1.3%2.2%1.3%3.4%-1.5%-1.8%-8.1M20.1M-104.3K2.6228.861102881,77248,548
2017-03-22$23.19$23.005.6%1.6%2.1%8.3%5.8%-0.3%-1.5%-9.2M20.8M-102.1K23.1075.931102,5411,78248,548
2017-03-23$23.15$23.005.1%1.5%2.2%5.0%5.5%0.6%-0.7%-11.1M20.0M-90.8K23.1026.631102,5411,78250,898
2017-03-24$23.19$23.006.0%1.7%2.3%11.0%6.1%0.5%-0.4%-10.4M22.0M-109.8K23.1032.501102,5411,78250,900
2017-03-27$23.17$23.005.5%1.6%2.2%8.0%5.9%20.3%-0.2%-10.3M23.8M-108.5K24.2028.331052,5411,78250,900
2017-03-28$23.19$23.005.6%1.6%2.2%8.7%6.0%20.0%-0.9%-10.4M23.6M-106.3K24.2057.561052,5411,78550,900
2017-03-29$23.22$23.004.1%1.2%2.2%0.0%4.3%-0.4%0.1%-8.3M19.1M-82.8K24.2061.921052,5411,78550,900
2017-03-30$23.23$23.004.1%1.2%2.2%0.3%4.4%-0.3%0.2%-8.4M22.2M-105.3K24.2074.271052,5411,78550,900
2017-03-31$23.25$23.005.5%1.6%2.2%9.7%6.0%10.5%-0.4%-11.2M20.4M-102.5K21.1622.461222,5811,78550,900