BKLN Options History — April 2017

In April 2017, BKLN traded between $23.23 and $23.32. ATM implied volatility averaged 5.2%, placing in the 8.7% IV rank vs the trailing year. The 30-day expected move averaged 1.4%. IV traded above realized volatility by 3.2% (HV 20d: 2.0%). 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 2 of 19 days. Put/call ratio averaged 22.52.

Notable Days

  • 2017-04-04: Highest Volume — 2,722 contracts
  • 2017-04-12: Largest IV drop — 40.7% change
  • 2017-04-11: Highest IV Rank — 16.6%
  • 2017-04-05: Largest Expected Move — 1.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$23.27$23.23$23.32$23.26$23.28
Max Pain$23.00$23.00$23.00$23.00$23.00
ATM IV5.2%3.8%6.5%4.4%5.3%
Expected Move1.4%1.1%1.7%1.3%1.5%
HV 20d2.0%1.6%2.3%2.2%1.6%
HV 60d1.7%1.6%1.8%1.6%1.7%
IV Rank8.7%0.0%16.6%2.5%9.8%
IV Percentile11.1%0.0%37.7%1.2%10.3%
Term Structure-1.6%-3.1%0.2%0.2%-2.0%
VWIV4.2%3.1%6.0%4.5%4.3%
Skew 25d2.2%-1.4%14.5%0.2%0.7%
Skew 10d7.6%-0.0%33.2%3.1%0.8%
Call IV 25d5.6%4.3%6.9%6.1%6.3%
Put IV 25d7.8%4.3%19.3%6.3%7.0%
Bid-Ask Spread %67.1029.89135.4347.41116.79
Gamma HHI0.990.991.001.000.99
Net GEX-7.7M-10.4M-3.9M-8.9M-4.1M
Net DEX14.8M7.4M20.4M20.4M11.4M
Net VEX-80.2K-99.4K-48.6K-99.4K-71.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio22.5218.3026.2321.1618.57
Total Volume2,695.2112,6412,7222,7032,681
Total OI50,033.21142,36952,79452,75042,419

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2017-04-03$23.26$23.004.4%1.3%2.2%2.5%4.5%0.2%0.2%-8.9M20.4M-99.4K21.1647.411222,5811,80050,950
2017-04-04$23.30$23.005.8%1.7%2.3%11.8%5.5%-0.7%-1.6%-8.3M16.2M-75.2K18.3030.651412,5811,80050,950
2017-04-05$23.31$23.005.9%1.7%2.3%12.7%5.7%-0.6%-2.2%-8.3M15.4M-73.6K21.1694.071222,5811,81950,950
2017-04-06$23.31$23.006.1%1.3%2.1%14.1%5.1%6.0%0.1%-8.7M17.8M-95.6K21.1629.891222,5811,81950,950
2017-04-07$23.28$23.005.7%1.5%2.1%11.0%5.5%12.0%-1.5%-9.1M19.3M-96.6K23.1833.821122,5961,81950,950
2017-04-10$23.31$23.006.2%1.5%2.1%14.5%6.0%11.5%-1.5%-8.9M17.9M-92.4K23.1836.651122,5961,82950,965
2017-04-11$23.32$23.006.5%1.1%2.1%16.6%3.1%14.5%-1.6%-8.8M17.7M-91.0K23.1832.661122,5961,82950,950
2017-04-12$23.31$23.003.8%1.1%2.0%0.0%3.5%0.1%-1.1%-8.5M15.8M-87.3K23.1858.811122,5961,82950,950
2017-04-13$23.24$23.004.7%1.3%2.3%5.8%3.1%-0.9%-2.8%-9.8M16.3M-85.9K22.3894.191162,5961,79050,950
2017-04-17$23.25$23.004.8%1.4%2.3%6.5%4.3%0.2%-1.4%-9.4M14.5M-81.7K22.3932.081162,5971,79550,950
2017-04-18$23.24$23.005.0%1.4%2.3%7.9%3.3%-1.4%-1.9%-10.1M14.3M-79.4K23.1930.481122,5971,82050,953
2017-04-19$23.23$23.004.5%1.3%1.9%4.7%3.3%-0.7%-0.9%-10.4M15.9M-80.4K23.1965.811122,5971,82050,953
2017-04-20$23.25$23.004.8%1.4%1.9%6.9%3.5%-1.4%-2.6%-10.0M14.6M-77.7K23.1943.531122,5971,82050,953
2017-04-21$23.25$23.005.1%1.4%1.8%8.4%3.6%-1.1%-3.1%-5.0M11.3M-73.0K23.19135.431122,5971,82050,953
2017-04-24$23.26$23.004.9%1.4%1.7%7.0%3.8%0.2%-1.3%-4.7M7.4M-48.6K26.2356.45972,5441,79540,574
2017-04-25$23.28$23.004.9%1.4%1.6%7.4%4.0%0.5%-1.7%-4.6M11.0M-72.0K26.23125.82972,5441,79540,574
2017-04-26$23.26$23.005.1%1.5%1.7%8.5%4.0%0.7%-1.5%-3.9M12.0M-72.4K26.23101.01972,5441,79540,574
2017-04-27$23.26$23.005.2%1.5%1.6%9.3%4.1%1.7%-1.3%-4.1M11.4M-70.9K18.57109.271372,5441,79540,574
2017-04-28$23.28$23.005.3%1.5%1.6%9.8%4.3%0.7%-2.0%-4.1M11.4M-71.5K18.57116.791372,5441,84540,574