BKLN Options History — September 2017

In September 2017, BKLN traded between $23.06 and $23.16. ATM implied volatility averaged 5.4%, placing in the 2.5% IV rank vs the trailing year. The 30-day expected move averaged 1.5%. IV traded above realized volatility by 3.4% (HV 20d: 1.9%). Max pain ranged from $23.00 to $24.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 12 of 20 days. Put/call ratio averaged 1.91.

Notable Days

  • 2017-09-29: Highest Volume — 1,432 contracts
  • 2017-09-05: Largest IV spike — 36.6% change
  • 2017-09-12: Highest IV Rank — 4.4%
  • 2017-09-18: Largest Expected Move — 1.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$23.10$23.06$23.16$23.13$23.16
Max Pain$23.05$23.00$24.00$24.00$23.00
ATM IV5.4%3.6%6.9%4.6%3.6%
Expected Move1.5%1.0%1.7%1.3%1.0%
HV 20d1.9%1.5%2.5%2.4%1.7%
HV 60d1.9%1.8%2.0%2.0%1.9%
IV Rank2.5%0.4%4.4%1.6%0.4%
IV Percentile37.4%0.4%71.0%12.7%0.4%
Term Structure0.2%-0.5%1.3%0.6%0.8%
VWIV5.5%4.3%11.8%11.8%4.7%
Skew 25d13.1%-1.8%33.5%-0.8%-1.8%
Skew 10d24.9%-0.5%60.5%1.0%0.7%
Call IV 25d5.8%5.0%7.0%7.0%5.9%
Put IV 25d18.8%4.1%40.3%6.2%4.1%
Bid-Ask Spread %70.289.65142.5163.7419.60
Gamma HHI0.740.700.990.700.71
Net GEX-9.0M-11.1M-7.8M-7.8M-8.5M
Net DEX28.4M15.4M30.5M29.3M24.1M
Net VEX-141.0K-156.3K-70.7K-156.3K-129.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.911.343.311.662.94
Total Volume9207331,4328311,432
Total OI61,266.9560,95361,41261,17560,953

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2017-09-01$23.13$24.004.6%1.3%2.4%1.6%11.8%-0.8%0.6%-7.8M29.3M-156.3K1.6663.743135182,15659,019
2017-09-05$23.08$23.006.3%1.4%2.5%3.7%5.0%0.9%-0.1%-8.5M29.5M-153.6K1.6697.033135182,15659,019
2017-09-06$23.10$23.005.0%1.5%2.5%2.0%5.1%20.0%-0.1%-8.5M29.7M-152.7K1.6696.363135182,15659,019
2017-09-07$23.11$23.005.2%1.5%2.4%2.3%5.1%20.1%0.1%-8.6M30.0M-151.8K1.6696.643135182,15659,019
2017-09-08$23.10$23.005.6%1.6%2.3%2.8%5.6%21.2%-0.4%-8.3M30.5M-151.1K1.6696.103135212,15659,019
2017-09-11$23.11$23.006.0%1.4%2.3%3.3%4.9%0.2%0.1%-9.1M30.0M-148.5K1.6699.973135212,25659,065
2017-09-12$23.12$23.006.9%1.6%2.3%4.4%5.4%21.3%-0.2%-8.7M30.0M-147.8K1.5497.843134812,25659,065
2017-09-13$23.10$23.005.5%1.6%1.9%2.7%5.5%21.8%-0.3%-8.4M30.1M-149.9K1.5497.423134812,25659,065
2017-09-14$23.11$23.005.1%1.5%1.9%2.2%5.1%22.7%0.4%-9.7M29.4M-141.8K1.8296.683135712,25659,065
2017-09-15$23.11$23.005.2%1.5%1.5%2.3%5.2%0.3%0.4%-8.8M30.3M-148.3K1.89101.233135912,25659,155
2017-09-18$23.06$23.005.8%1.7%1.7%3.0%5.9%-0.5%-0.4%-8.3M30.0M-144.2K1.7397.883135412,25659,125
2017-09-19$23.06$23.005.5%1.6%1.7%2.7%5.5%22.0%0.2%-8.9M29.7M-143.6K1.7336.063135412,25659,125
2017-09-20$23.07$23.005.6%1.6%1.7%2.8%5.6%33.5%-0.5%-8.9M30.0M-142.7K1.73142.513135412,25659,125
2017-09-21$23.10$23.005.1%1.4%1.8%2.1%5.0%19.5%0.5%-9.9M28.3M-141.1K1.5645.553134892,25659,125
2017-09-22$23.08$23.005.2%1.5%1.5%2.3%5.2%0.2%-0.0%-9.5M28.6M-140.2K1.5621.853134892,25659,125
2017-09-25$23.06$23.005.5%1.6%1.5%2.7%5.5%0.3%0.2%-9.5M28.3M-136.2K1.3411.573134202,25659,125
2017-09-26$23.09$23.005.6%1.6%1.6%2.8%5.5%24.9%0.2%-9.7M28.7M-136.8K2.7559.173138602,25659,156
2017-09-27$23.13$23.005.1%1.5%1.7%2.1%4.5%19.0%1.3%-11.1M26.1M-134.1K2.7618.843138652,25658,803
2017-09-28$23.14$23.004.7%1.3%1.7%1.7%4.3%16.4%1.1%-10.2M15.4M-70.7K3.319.653131,0372,25658,803
2017-09-29$23.16$23.003.6%1.0%1.7%0.4%4.7%-1.8%0.8%-8.5M24.1M-129.1K2.9419.603631,0692,25658,697