BKLN Options History — August 2017

In August 2017, BKLN traded between $23.05 and $23.27. ATM implied volatility averaged 8.5%, placing in the 6.3% IV rank vs the trailing year. The 30-day expected move averaged 1.4%. IV traded above realized volatility by 6.5% (HV 20d: 2.0%). Max pain ranged from $23.00 to $24.00. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 13 of 23 days. Put/call ratio averaged 0.95.

Notable Days

  • 2017-08-02: Highest Volume — 1,145 contracts
  • 2017-08-08: Largest IV spike — 517.0% change
  • 2017-08-08: Highest IV Rank — 94.2%
  • 2017-08-10: Largest Expected Move — 1.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$23.15$23.05$23.27$23.27$23.15
Max Pain$23.60$23.00$24.00$23.00$24.00
ATM IV8.5%3.7%79.8%5.1%4.3%
Expected Move1.4%1.1%1.7%1.5%1.2%
HV 20d2.0%1.4%2.4%1.4%2.4%
HV 60d1.9%1.7%2.0%1.8%2.0%
IV Rank6.3%0.5%94.2%2.2%1.3%
IV Percentile26.2%0.4%99.6%24.2%6.0%
Term Structure0.1%-2.6%1.7%-2.6%1.2%
VWIV8.4%5.9%10.3%7.1%10.3%
Skew 25d6.5%-2.6%24.4%-0.4%-0.6%
Skew 10d15.0%-1.1%45.2%-0.3%1.2%
Call IV 25d5.8%4.5%7.3%7.1%6.6%
Put IV 25d12.4%4.7%30.6%6.6%5.9%
Bid-Ask Spread %74.858.69104.2097.8451.59
Gamma HHI0.690.650.710.690.71
Net GEX-7.2M-8.1M-6.4M-6.7M-7.7M
Net DEX29.4M27.5M32.2M27.5M29.0M
Net VEX-169.6K-182.5K-157.8K-180.3K-158.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.950.351.661.571.66
Total Volume911.1747421,145973831
Total OI60,865.95760,74161,17560,79461,175

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2017-08-01$23.27$23.005.1%1.5%1.4%2.2%7.1%-0.4%-2.6%-6.7M27.5M-180.3K1.5797.843795942,09458,700
2017-08-02$23.27$23.004.6%1.3%1.4%1.6%5.9%-0.5%-1.2%-6.4M27.5M-179.4K1.0896.285515942,09458,700
2017-08-03$23.22$0.005.0%1.3%1.5%2.0%0.0%13.2%-0.0%-6.4M29.3M-182.5K1.0898.075515942,14958,700
2017-08-04$23.23$0.005.1%1.6%1.4%2.2%0.0%0.8%0.1%-6.5M29.2M-178.6K1.0897.035515942,14958,700
2017-08-07$23.22$0.0012.9%1.3%1.4%11.8%0.0%13.6%1.7%-6.5M29.2M-176.6K1.0898.675515942,14958,700
2017-08-08$23.25$0.0079.8%1.6%1.5%94.2%0.0%12.8%-0.9%-6.6M28.9M-178.9K1.0797.895515922,14958,700
2017-08-09$23.21$0.005.1%1.5%1.6%2.1%0.0%1.0%0.6%-6.9M29.9M-174.2K1.07100.035515922,14958,700
2017-08-10$23.16$0.005.8%1.7%1.7%3.1%0.0%22.8%-0.2%-7.0M32.2M-172.8K1.0796.085515922,14958,700
2017-08-11$23.15$0.005.1%1.5%1.6%2.2%0.0%20.0%0.1%-7.0M30.3M-176.0K1.0798.385515922,14958,700
2017-08-14$23.18$0.004.2%1.2%1.7%1.1%0.0%6.6%1.4%-7.3M29.2M-171.7K0.3597.505511932,10958,700
2017-08-15$23.10$0.004.8%1.4%2.1%1.8%0.0%18.4%1.1%-7.0M28.6M-167.8K0.3597.445511932,10958,701
2017-08-16$23.12$0.005.8%1.7%2.1%3.0%0.0%0.5%-0.8%-7.2M27.8M-171.6K0.35103.105511932,04658,701
2017-08-17$23.05$0.005.1%1.5%2.2%2.2%0.0%0.2%0.8%-7.1M29.7M-165.3K0.35104.205511932,04658,701
2017-08-18$23.06$0.005.2%1.5%2.2%2.3%0.0%0.2%0.1%-7.5M30.3M-166.3K0.3837.435512102,04658,701
2017-08-21$23.05$0.005.1%1.5%2.2%2.2%0.0%0.1%-0.1%-7.8M30.5M-165.0K0.7546.404233192,04658,695
2017-08-22$23.07$0.005.2%1.5%2.2%2.3%0.0%23.4%0.3%-7.3M30.8M-166.5K0.7536.764233192,05658,825
2017-08-23$23.06$0.005.3%1.5%2.2%2.4%0.0%24.4%-0.2%-7.7M31.8M-165.8K0.7555.054233192,05658,825
2017-08-24$23.12$0.004.4%1.3%2.4%1.4%0.0%-2.6%-0.6%-8.1M29.5M-161.6K0.7568.264233192,05658,825
2017-08-25$23.13$0.003.7%1.1%2.4%0.5%0.0%-0.6%1.0%-8.1M29.0M-162.4K0.7536.894233192,05658,825
2017-08-28$23.14$0.004.0%1.1%2.4%0.8%9.2%-0.6%1.3%-7.7M29.3M-160.0K1.1156.064234692,05658,825
2017-08-29$23.13$24.004.8%1.4%2.4%1.8%9.1%-1.8%-0.3%-7.7M28.5M-159.8K1.6641.813135182,05658,974
2017-08-30$23.12$24.004.3%1.2%2.4%1.2%8.9%-0.8%0.6%-7.8M28.7M-157.8K1.668.693135182,15659,019
2017-08-31$23.15$24.004.3%1.2%2.4%1.3%10.3%-0.6%1.2%-7.7M29.0M-158.9K1.6651.593135182,15659,019