BKLN Options History — July 2017

In July 2017, BKLN traded between $23.11 and $23.28. ATM implied volatility averaged 4.7%, placing in the 1.7% IV rank vs the trailing year. The 30-day expected move averaged 1.4%. IV traded above realized volatility by 3.0% (HV 20d: 1.7%). Max pain ranged from $23.00 to $23.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 7 of 20 days. Put/call ratio averaged 3.40.

Notable Days

  • 2017-07-03: Highest Volume — 1,484 contracts
  • 2017-07-19: Largest IV drop — 25.9% change
  • 2017-07-18: Highest IV Rank — 2.8%
  • 2017-07-18: Largest Expected Move — 1.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$23.20$23.11$23.28$23.12$23.27
Max Pain$23.00$23.00$23.00$23.00$23.00
ATM IV4.7%4.0%5.6%4.3%5.0%
Expected Move1.4%1.2%1.6%1.2%1.4%
HV 20d1.7%1.4%2.1%1.9%1.4%
HV 60d1.8%1.7%1.8%1.8%1.8%
IV Rank1.7%0.8%2.8%1.2%2.0%
IV Percentile12.5%0.8%33.3%2.4%17.9%
Term Structure-0.4%-2.4%1.0%-0.5%-2.4%
VWIV5.1%3.7%7.1%3.7%6.8%
Skew 25d7.7%-1.5%30.9%-1.4%-0.3%
Skew 10d14.5%-4.9%52.9%0.1%-0.0%
Call IV 25d5.8%4.8%7.0%6.8%6.8%
Put IV 25d13.5%4.2%36.1%5.3%6.6%
Bid-Ask Spread %105.6677.69145.49112.0298.05
Gamma HHI0.760.680.850.840.69
Net GEX-9.7M-14.2M-6.0M-13.3M-6.5M
Net DEX35.7M27.2M45.6M43.1M27.3M
Net VEX-198.2K-219.1K-180.4K-219.1K-180.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.401.577.737.731.57
Total Volume975.87911,4841,484973
Total OI67,435.5560,66570,79970,34560,708

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2017-07-03$23.12$23.004.3%1.2%1.9%1.2%3.7%-1.4%-0.5%-13.3M43.1M-219.1K7.73112.021701,3141,83768,508
2017-07-05$23.14$23.004.4%1.3%1.9%1.3%4.0%-1.5%-0.6%-13.8M42.5M-214.5K7.73131.711701,3141,83768,508
2017-07-06$23.11$0.004.0%1.4%1.9%0.8%0.0%21.2%0.5%-9.2M45.6M-212.8K3.6677.691706231,83768,508
2017-07-07$23.15$0.004.6%1.4%2.0%1.5%4.8%21.3%0.4%-14.2M41.8M-211.0K3.7096.901706291,83768,436
2017-07-10$23.16$23.004.5%1.4%2.0%1.4%4.9%30.9%0.4%-9.5M43.3M-208.1K3.65103.981706211,83768,442
2017-07-11$23.17$23.004.7%1.6%2.0%1.7%5.4%26.6%-0.0%-9.8M42.7M-206.7K3.6592.441706211,83768,442
2017-07-12$23.20$23.004.5%1.3%2.1%1.5%4.4%16.7%1.0%-10.7M41.6M-206.7K3.57102.031806421,83768,442
2017-07-13$23.21$23.004.8%1.4%2.0%1.8%4.8%14.0%-0.2%-7.3M42.7M-206.8K3.57110.291806421,84768,442
2017-07-14$23.17$23.005.0%1.4%1.8%2.1%5.0%25.3%0.4%-12.8M36.2M-202.3K3.57124.511806421,84768,442
2017-07-17$23.16$23.005.5%1.6%1.8%2.7%5.5%0.5%-0.2%-13.9M35.3M-196.3K3.5790.281806421,84768,442
2017-07-18$23.16$23.005.6%1.6%1.8%2.8%5.6%0.5%-0.0%-13.9M33.7M-194.4K3.5793.981806421,84768,442
2017-07-19$23.18$23.004.2%1.2%1.7%1.0%4.5%-1.4%-0.1%-12.5M31.9M-191.4K3.5796.951806421,84768,442
2017-07-20$23.22$23.004.1%1.2%1.5%0.9%4.3%0.4%0.5%-10.4M37.3M-193.7K2.42105.783809201,84768,442
2017-07-21$23.24$23.004.7%1.3%1.5%1.7%5.0%-1.5%-0.6%-6.1M29.1M-190.6K2.42128.163809202,05768,742
2017-07-24$23.26$23.004.3%1.2%1.5%1.2%4.4%0.6%0.0%-6.0M28.3M-188.2K2.7896.253188851,96558,700
2017-07-25$23.26$23.004.9%1.4%1.5%2.0%5.2%0.6%-1.8%-6.0M29.0M-187.9K1.8798.263185941,96558,700
2017-07-26$23.27$23.005.0%1.4%1.5%2.1%5.3%0.6%-1.8%-6.4M27.9M-186.5K1.87109.043185941,96558,700
2017-07-27$23.28$23.005.0%1.4%1.5%2.1%7.1%-0.4%-1.6%-6.2M27.5M-182.5K1.87145.493185941,96558,700
2017-07-28$23.28$23.005.2%1.5%1.4%2.4%5.5%0.7%-0.7%-6.4M27.2M-184.2K1.7799.343365941,96558,700
2017-07-31$23.27$23.005.0%1.4%1.4%2.0%6.8%-0.3%-2.4%-6.5M27.3M-180.4K1.5798.053795942,00858,700