BKLN Options History — November 2017

In November 2017, BKLN traded between $22.99 and $23.12. ATM implied volatility averaged 4.5%, placing in the 1.5% IV rank vs the trailing year. The 30-day expected move averaged 1.3%. IV traded above realized volatility by 2.8% (HV 20d: 1.7%). Max pain ranged from $23.00 to $23.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 11.78.

Notable Days

  • 2017-11-17: Highest Volume — 4,435 contracts
  • 2017-11-30: Largest IV drop — 33.6% change
  • 2017-11-03: Highest IV Rank — 2.6%
  • 2017-11-24: Largest Expected Move — 1.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$23.05$22.99$23.12$23.12$23.05
Max Pain$23.00$23.00$23.00$23.00$23.00
ATM IV4.5%3.3%5.4%5.0%3.3%
Expected Move1.3%0.9%1.5%1.4%0.9%
HV 20d1.7%1.6%1.8%1.8%1.7%
HV 60d1.8%1.6%2.0%2.0%1.7%
IV Rank1.5%0.0%2.6%2.1%0.0%
IV Percentile19.4%0.0%50.0%30.2%0.0%
Term Structure-0.3%-1.4%1.5%-0.8%1.5%
VWIV4.5%3.4%5.1%4.7%3.4%
Skew 25d3.5%-4.5%30.5%-4.5%-3.3%
Skew 10d6.1%-5.6%52.9%-5.6%-4.3%
Call IV 25d6.8%4.8%11.6%11.6%9.8%
Put IV 25d10.3%5.0%36.5%7.0%6.5%
Bid-Ask Spread %95.2131.11145.74122.82108.63
Gamma HHI0.880.511.000.950.99
Net GEX-3.2M-4.6M-2.4M-2.4M-2.9M
Net DEX9.5M7.1M15.5M7.3M7.1M
Net VEX-44.5K-85.7K-30.8K-41.1K-37.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio11.782.1118.524.2316.29
Total Volume2,542.3811,0664,4351,0663,129
Total OI50,739.38149,53452,14350,26952,143

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2017-11-01$23.12$23.005.0%1.4%1.8%2.1%4.7%-4.5%-0.8%-2.4M7.3M-41.1K4.23122.822048621,85348,416
2017-11-02$23.11$23.004.5%1.4%1.7%1.5%5.0%0.9%-0.4%-4.3M15.5M-85.7K4.2394.482048621,85348,416
2017-11-03$23.09$23.005.4%1.3%1.7%2.6%4.7%-2.0%-0.3%-3.0M7.6M-40.2K8.66144.792041,7671,85348,416
2017-11-06$23.10$23.004.5%1.2%1.7%1.5%4.4%0.2%0.4%-4.1M14.0M-77.1K10.7799.371641,7671,85347,683
2017-11-07$23.11$23.003.8%1.3%1.7%0.6%4.5%0.2%0.4%-4.1M14.1M-76.9K10.7797.201641,7671,85347,683
2017-11-08$23.07$23.005.0%1.4%1.8%2.0%5.0%0.2%-0.3%-2.5M7.1M-35.1K10.7798.621641,7671,85347,683
2017-11-09$23.06$23.004.3%1.2%1.8%1.2%4.3%-2.9%-0.2%-4.6M14.9M-75.1K10.77145.741641,7671,85347,683
2017-11-10$23.03$23.004.6%1.3%1.8%1.6%4.6%-2.9%-0.7%-2.8M8.2M-34.4K16.82139.111642,7581,85347,681
2017-11-13$23.03$23.005.0%1.4%1.8%2.1%5.0%0.9%-0.9%-2.8M8.2M-33.6K10.8898.091641,7851,85348,175
2017-11-14$23.00$23.004.6%1.3%1.7%1.5%4.6%-1.3%0.1%-2.4M8.8M-32.6K10.12142.631741,7611,85348,149
2017-11-15$22.99$23.003.8%1.1%1.6%0.6%3.5%0.8%-0.1%-2.9M8.9M-32.2K10.12102.881741,7611,85048,152
2017-11-16$23.01$23.003.9%1.1%1.6%0.7%3.6%0.8%-0.1%-2.8M9.2M-30.8K10.12100.721741,7611,85048,152
2017-11-17$23.04$23.004.8%1.4%1.7%1.8%4.8%29.4%-0.6%-2.7M8.1M-32.1K2.1198.791,4273,0081,85048,152
2017-11-20$22.99$23.004.2%1.2%1.6%1.0%4.1%-3.1%-0.0%-2.9M9.8M-38.7K2.11119.441,4263,0062,88649,238
2017-11-21$23.03$23.004.8%1.4%1.8%1.7%4.8%0.1%-0.8%-3.7M9.9M-42.4K18.5246.121623,0012,88649,238
2017-11-22$23.04$23.004.8%1.4%1.7%1.8%4.8%30.5%-0.8%-3.1M7.9M-39.6K18.5284.441623,0012,88549,238
2017-11-24$23.02$23.005.1%1.5%1.7%2.1%5.1%0.1%-0.7%-2.9M8.4M-38.8K18.5234.071623,0012,88549,238
2017-11-27$23.02$23.004.5%1.3%1.6%1.4%4.7%0.0%-0.5%-3.4M8.7M-36.9K18.5255.021623,0012,88549,238
2017-11-28$23.04$23.004.3%1.2%1.6%1.2%4.3%29.4%-0.5%-3.4M8.9M-36.9K18.2035.391622,9482,88549,238
2017-11-29$23.02$23.004.9%1.4%1.6%2.0%4.3%-0.7%-1.4%-3.2M7.8M-37.6K16.2931.111812,9482,88549,238
2017-11-30$23.05$23.003.3%0.9%1.7%0.0%3.4%-3.3%1.5%-2.9M7.1M-37.4K16.29108.631812,9482,90549,238