BKLN Options History — May 2017

In May 2017, BKLN traded between $23.22 and $23.32. ATM implied volatility averaged 7.6%, placing in the 16.1% IV rank vs the trailing year. The 30-day expected move averaged 2.1%. IV traded above realized volatility by 5.9% (HV 20d: 1.7%). Max pain ranged from $23.00 to $23.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 0 of 22 days. Put/call ratio averaged 126.28.

Notable Days

  • 2017-05-12: Highest Volume — 31,629 contracts
  • 2017-05-11: Largest IV spike — 208.8% change
  • 2017-05-11: Highest IV Rank — 100.0%
  • 2017-05-12: Largest Expected Move — 10.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$23.27$23.22$23.32$23.26$23.31
Max Pain$23.00$23.00$23.00$23.00$23.00
ATM IV7.6%4.3%35.8%5.7%5.1%
Expected Move2.1%1.1%10.3%1.6%1.5%
HV 20d1.7%1.2%1.9%1.6%1.8%
HV 60d1.8%1.7%1.9%1.7%1.9%
IV Rank16.1%1.5%100.0%13.0%4.0%
IV Percentile23.1%1.2%100.0%20.2%12.7%
Term Structure-5.9%-50.6%-0.3%-1.7%-1.7%
VWIV4.6%4.5%4.8%4.5%4.6%
Skew 25d-0.1%-7.2%12.3%0.3%-1.9%
Skew 10d1.9%-8.5%32.3%0.2%1.4%
Call IV 25d7.3%4.6%12.9%6.9%6.9%
Put IV 25d7.2%4.4%17.7%7.2%5.0%
Bid-Ask Spread %99.7351.12135.44115.30107.28
Gamma HHI0.850.690.990.990.72
Net GEX-7.6M-11.0M-4.4M-4.4M-8.2M
Net DEX25.7M9.0M36.6M10.8M35.3M
Net VEX-175.4K-254.1K-58.0K-67.8K-237.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio126.2820.67256.1520.6798.41
Total Volume16,389.1822,66531,6292,66514,315
Total OI59,242.31842,41971,37142,41969,053

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2017-05-01$23.26$23.005.7%1.6%1.6%13.0%4.5%0.3%-1.7%-4.4M10.8M-67.8K20.67115.301232,5421,84540,574
2017-05-02$23.28$23.005.2%1.5%1.7%9.1%4.8%0.6%-0.3%-4.4M10.7M-68.5K20.6789.861232,5421,84640,574
2017-05-03$23.25$23.005.5%1.6%1.6%11.3%4.6%1.3%-1.0%-4.7M11.0M-67.5K20.67133.361232,5421,84640,574
2017-05-04$23.24$0.006.8%1.5%1.6%20.4%0.0%0.9%-0.9%-5.2M11.6M-68.8K20.6783.841232,5421,84640,574
2017-05-05$23.24$0.005.9%1.4%1.6%14.2%0.0%12.3%-0.6%-5.1M11.2M-67.7K20.7664.261232,5541,84640,574
2017-05-08$23.28$0.005.5%1.5%1.7%11.8%0.0%11.4%-0.5%-4.8M10.8M-65.8K20.7653.881232,5541,84640,606
2017-05-09$23.28$0.005.3%1.1%1.6%10.0%0.0%0.6%-0.7%-5.0M10.2M-64.4K20.7685.641232,5541,84640,574
2017-05-10$23.30$0.008.2%2.4%1.6%30.1%0.0%-4.4%-9.5%-5.1M9.0M-58.0K102.15130.1312312,5641,84640,574
2017-05-11$23.30$0.0025.4%7.3%1.6%100.0%0.0%0.0%-43.5%-8.4M20.5M-124.6K236.2693.9112329,0601,84650,584
2017-05-12$23.32$0.0035.8%10.3%1.2%100.0%0.0%-0.5%-50.6%-7.6M33.8M-247.0K256.1599.9812331,5061,84669,525
2017-05-15$23.26$0.004.8%1.4%1.5%2.9%0.0%0.1%-2.0%-10.6M35.7M-254.1K256.15102.0812331,5061,84669,525
2017-05-16$23.27$0.004.3%1.2%1.5%1.5%0.0%-7.2%-1.0%-10.6M35.2M-251.9K215.50135.4412326,5071,84669,525
2017-05-17$23.27$0.004.4%1.3%1.5%1.7%0.0%-3.0%-1.0%-10.4M35.6M-251.1K215.50134.5712326,5071,84569,525
2017-05-18$23.24$0.004.5%1.3%1.6%2.3%0.0%-3.5%-2.0%-11.0M36.4M-249.1K215.50131.1412326,5071,84569,525
2017-05-19$23.22$0.004.7%1.3%1.6%2.7%0.0%0.4%-2.4%-9.9M36.4M-248.0K215.6685.7312326,5261,84569,525
2017-05-22$23.28$0.004.8%1.4%1.9%3.1%0.0%-0.1%-1.4%-9.2M35.4M-249.7K196.5551.1212324,1761,84567,175
2017-05-23$23.27$0.005.5%1.6%1.8%5.2%0.0%-0.3%-2.7%-9.8M34.3M-245.8K167.8991.4114424,1761,84567,175
2017-05-24$23.27$0.005.0%1.4%1.8%3.8%0.0%-1.2%-1.6%-9.9M34.1M-244.1K162.25122.4614924,1761,86667,175
2017-05-25$23.30$0.004.4%1.3%1.9%1.8%0.0%-3.4%-1.1%-7.4M36.6M-243.5K98.41102.5114414,1711,87267,175
2017-05-26$23.30$0.004.5%1.3%1.8%2.1%0.0%-1.7%-1.2%-8.0M35.8M-242.3K98.41107.5614414,1711,87367,180
2017-05-30$23.30$0.005.0%1.4%1.8%3.6%0.0%-2.2%-1.6%-8.4M35.6M-241.8K98.4172.5814414,1711,87367,180
2017-05-31$23.31$0.005.1%1.5%1.8%4.0%0.0%-1.9%-1.7%-8.2M35.3M-237.2K98.41107.2814414,1711,87367,180