BKLN Options History — October 2017

In October 2017, BKLN traded between $23.11 and $23.26. ATM implied volatility averaged 4.7%, placing in the 1.7% IV rank vs the trailing year. The 30-day expected move averaged 1.3%. 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 22 trading days. Term structure was in contango for 16 of 22 days. Put/call ratio averaged 3.99.

Notable Days

  • 2017-10-09: Highest Volume — 1,555 contracts
  • 2017-10-16: Largest IV spike — 21.9% change
  • 2017-10-09: Highest IV Rank — 3.0%
  • 2017-10-17: Largest Expected Move — 1.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$23.18$23.11$23.26$23.13$23.13
Max Pain$23.00$23.00$23.00$23.00$23.00
ATM IV4.7%3.7%5.8%5.3%4.2%
Expected Move1.3%1.1%1.6%1.5%1.2%
HV 20d1.7%1.4%1.9%1.7%1.8%
HV 60d1.9%1.8%2.0%1.9%2.0%
IV Rank1.7%0.5%3.0%2.5%1.0%
IV Percentile20.3%0.8%56.7%38.9%6.0%
Term Structure0.4%-1.1%1.7%-1.1%0.8%
VWIV4.7%3.1%6.7%6.7%4.0%
Skew 25d1.4%-6.8%19.2%-1.7%-0.5%
Skew 10d6.4%-9.0%59.5%0.6%1.0%
Call IV 25d6.7%4.6%13.9%7.1%6.4%
Put IV 25d8.1%4.7%31.2%5.3%5.8%
Bid-Ask Spread %83.027.73144.5421.0133.54
Gamma HHI0.740.510.980.730.52
Net GEX-6.5M-9.7M-2.2M-8.9M-4.0M
Net DEX17.0M6.1M25.6M25.0M14.4M
Net VEX-90.5K-128.3K-42.3K-128.3K-86.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.992.876.022.874.36
Total Volume1,370.0911,0641,5551,4421,094
Total OI57,363.40950,20860,90860,89850,269

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2017-10-02$23.13$23.005.3%1.5%1.7%2.5%6.7%-1.7%-1.1%-8.9M25.0M-128.3K2.8721.013731,0692,20158,697
2017-10-03$23.15$23.004.8%1.4%1.5%1.8%5.4%-0.9%0.4%-8.5M24.4M-124.0K3.1941.753671,1692,21158,697
2017-10-04$23.13$23.004.3%1.2%1.6%1.2%6.0%-1.5%-0.1%-7.2M25.6M-122.7K3.1962.653671,1692,21558,440
2017-10-05$23.16$23.005.1%1.5%1.6%2.1%5.3%1.0%-0.4%-8.6M24.1M-121.1K3.1997.663671,1692,21558,440
2017-10-06$23.18$23.005.1%1.4%1.6%2.2%4.9%0.9%0.6%-8.3M22.7M-119.5K3.1999.813671,1692,21558,440
2017-10-09$23.18$23.005.8%1.3%1.6%3.0%4.7%0.5%1.4%-8.8M22.2M-115.4K3.0399.003861,1692,21558,440
2017-10-10$23.20$23.005.0%1.3%1.6%2.1%4.8%0.8%0.6%-9.4M21.7M-110.7K3.98100.022941,1692,19558,455
2017-10-11$23.21$23.004.6%1.3%1.6%1.6%4.9%0.5%1.0%-8.3M21.3M-112.8K3.9596.522961,1692,20358,455
2017-10-12$23.21$23.003.7%1.1%1.6%0.5%3.1%0.9%0.5%-8.9M19.8M-106.4K3.95105.262961,1692,19358,455
2017-10-13$23.20$23.004.1%1.2%1.6%0.9%3.8%-5.1%0.6%-6.6M13.8M-56.6K3.95144.542961,1692,19358,455
2017-10-16$23.21$23.005.0%1.4%1.4%2.0%5.2%0.9%0.4%-9.6M20.9M-102.8K3.95112.792961,1692,19358,455
2017-10-17$23.24$23.005.5%1.6%1.4%2.7%5.9%14.1%0.2%-9.0M18.4M-99.9K4.1097.832851,1692,19358,455
2017-10-18$23.26$23.005.1%1.5%1.4%2.2%5.5%10.2%0.7%-8.4M18.6M-98.1K4.1697.342811,1692,19358,455
2017-10-19$23.21$23.004.1%1.2%1.6%1.0%3.3%-1.4%-0.1%-9.7M19.1M-96.0K4.16110.612811,1692,20058,470
2017-10-20$23.22$23.004.7%1.4%1.6%1.7%4.4%0.1%-0.3%-4.0M14.1M-89.4K4.1985.562791,1692,20058,470
2017-10-23$23.16$23.003.9%1.1%1.8%0.7%3.6%-0.0%0.7%-2.2M6.6M-43.4K6.0213.231941,1681,84348,365
2017-10-24$23.17$23.004.5%1.3%1.8%1.4%4.8%0.9%1.7%-2.4M6.1M-42.9K4.487.731948701,84348,365
2017-10-25$23.14$23.005.3%1.5%1.8%2.4%5.5%19.2%0.0%-2.3M6.9M-42.5K4.59130.001948901,84348,366
2017-10-26$23.11$23.004.3%1.2%1.8%1.2%3.4%-0.1%0.1%-2.5M7.2M-42.7K4.5999.991948901,84348,416
2017-10-27$23.15$23.004.3%1.2%1.9%1.2%3.8%-6.8%0.3%-2.2M6.6M-42.3K4.36136.972048901,84348,416
2017-10-30$23.14$23.004.7%1.3%1.9%1.6%4.0%-1.0%-0.2%-4.0M14.4M-87.4K4.3632.572048901,85348,416
2017-10-31$23.13$23.004.2%1.2%1.8%1.0%4.0%-0.5%0.8%-4.0M14.4M-86.7K4.3633.542048901,85348,416