BKLN Options History — June 2017

In June 2017, BKLN traded between $23.05 and $23.31. ATM implied volatility averaged 8.9%, placing in the 7.9% IV rank vs the trailing year. The 30-day expected move averaged 1.6%. IV traded above realized volatility by 7.1% (HV 20d: 1.8%). 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 12 of 22 days. Put/call ratio averaged 56.88.

Notable Days

  • 2017-06-07: Highest Volume — 14,896 contracts
  • 2017-06-13: Largest IV spike — 1261.2% change
  • 2017-06-13: Highest IV Rank — 100.0%
  • 2017-06-13: Largest Expected Move — 6.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$23.17$23.05$23.31$23.29$23.12
Max Pain$23.00$23.00$23.00$23.00$23.00
ATM IV8.9%3.3%84.5%5.4%3.3%
Expected Move1.6%1.0%6.9%1.5%1.0%
HV 20d1.8%1.6%1.9%1.8%1.9%
HV 60d1.8%1.7%1.9%1.9%1.8%
IV Rank7.9%0.0%100.0%4.9%0.0%
IV Percentile23.4%0.0%100.0%17.5%0.0%
Term Structure-1.7%-34.9%1.1%-2.1%1.1%
VWIV4.8%2.7%8.3%2.7%3.1%
Skew 25d4.3%-2.3%24.0%-1.3%-0.1%
Skew 10d10.1%-2.1%44.3%-2.1%-0.1%
Call IV 25d5.6%4.5%7.3%7.3%6.3%
Put IV 25d9.9%3.9%30.1%6.1%6.1%
Bid-Ask Spread %82.8634.65135.79128.68100.05
Gamma HHI0.790.721.000.720.75
Net GEX-10.9M-13.8M-7.7M-7.7M-8.3M
Net DEX42.0M30.4M47.3M36.3M45.6M
Net VEX-234.6K-244.0K-193.9K-241.1K-223.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio56.881.02102.4498.417.38
Total Volume9,013.77342414,89614,3151,492
Total OI70,601.40969,05371,05669,05370,545

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2017-06-01$23.29$0.005.4%1.5%1.8%4.9%0.0%-1.3%-2.1%-7.7M36.3M-241.1K98.41128.6814414,1711,87367,180
2017-06-02$23.31$0.005.5%1.6%1.8%5.1%0.0%-2.3%-1.3%-8.0M36.3M-240.1K101.7444.3814414,6511,87367,180
2017-06-05$23.29$23.006.3%1.1%1.8%7.7%2.7%-0.6%-1.7%-8.0M38.4M-241.5K99.6585.9314414,3501,87367,680
2017-06-06$23.25$23.006.0%1.3%1.8%6.7%3.3%-0.5%-0.4%-8.3M40.5M-243.6K102.44108.3114414,7511,87367,957
2017-06-07$23.22$23.006.4%1.4%1.9%8.2%5.0%12.4%0.0%-10.5M41.0M-243.8K101.7378.7514514,7511,87368,536
2017-06-08$23.23$23.005.9%1.3%1.8%6.4%5.1%12.9%1.1%-10.6M41.0M-244.0K98.2877.8614514,2511,87168,636
2017-06-09$23.23$23.007.3%1.3%1.8%10.8%5.1%13.1%1.1%-10.6M41.0M-243.1K101.0469.3914514,6511,87168,636
2017-06-12$23.25$23.006.2%1.4%1.8%7.5%5.4%13.8%0.8%-9.5M30.4M-193.9K101.04116.4414514,6511,87169,136
2017-06-13$23.25$23.0084.5%6.9%1.6%100.0%8.3%4.8%-34.9%-8.4M38.1M-237.6K101.0478.5914514,6511,87169,136
2017-06-14$23.22$23.005.4%1.6%1.6%2.0%5.3%17.0%-2.2%-11.8M41.8M-240.5K79.63135.7918414,6511,87169,136
2017-06-15$23.15$23.005.2%1.5%1.9%1.7%5.3%0.4%0.3%-11.1M41.5M-239.5K79.6374.1318414,6511,91269,136
2017-06-16$23.14$23.004.7%1.3%1.9%1.0%5.0%0.6%0.7%-11.8M42.6M-238.7K79.6394.7118414,6511,89169,136
2017-06-19$23.15$23.005.5%1.6%1.9%2.1%5.6%0.5%-0.9%-11.2M43.5M-235.2K79.6369.4818414,6511,89169,136
2017-06-20$23.10$23.004.6%1.3%1.7%0.9%4.6%0.1%0.4%-13.0M45.1M-234.8K3.7334.651947241,89169,136
2017-06-21$23.05$23.004.1%1.2%1.8%0.4%4.1%0.1%0.6%-13.8M47.3M-233.6K1.0261.742342391,90169,155
2017-06-22$23.07$23.004.7%1.3%1.9%1.0%4.7%0.1%0.1%-12.7M46.2M-235.3K1.0265.962342391,82069,155
2017-06-23$23.08$23.004.8%1.4%1.8%1.2%4.8%0.1%0.4%-12.9M45.7M-234.9K1.4569.261782581,82069,165
2017-06-26$23.10$23.005.1%1.5%1.9%1.6%5.1%0.1%-0.1%-12.7M46.3M-230.8K1.3877.391782461,83769,165
2017-06-27$23.12$23.005.2%1.5%1.9%1.7%5.2%24.0%-0.6%-12.8M46.1M-229.6K1.3853.721782461,83769,165
2017-06-28$23.11$23.004.5%1.3%1.9%0.8%4.1%-0.7%-0.1%-13.1M44.5M-229.7K2.6699.101784741,83769,165
2017-06-29$23.09$23.004.9%1.4%1.9%1.4%4.9%0.1%0.1%-13.5M45.6M-226.7K7.3898.541781,3141,83768,765
2017-06-30$23.12$23.003.3%1.0%1.9%0.0%3.1%-0.1%1.1%-8.3M45.6M-223.9K7.38100.051781,3141,83768,708