BKLN Options History — December 2017

In December 2017, BKLN traded between $22.97 and $23.08. ATM implied volatility averaged 3.9%, placing in the 0.9% IV rank vs the trailing year. The 30-day expected move averaged 1.1%. IV traded above realized volatility by 2.4% (HV 20d: 1.4%). 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 11 of 20 days. Put/call ratio averaged 14.97.

Notable Days

  • 2017-12-13: Highest Volume — 3,509 contracts
  • 2017-12-29: Largest IV spike — 37.5% change
  • 2017-12-08: Highest IV Rank — 3.1%
  • 2017-12-08: Largest Expected Move — 1.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$23.03$22.97$23.08$23.05$23.04
Max Pain$23.00$23.00$23.00$23.00$23.00
ATM IV3.9%2.6%5.8%3.4%3.7%
Expected Move1.1%0.8%1.4%1.0%1.1%
HV 20d1.4%1.2%1.7%1.7%1.2%
HV 60d1.6%1.6%1.7%1.7%1.6%
IV Rank0.9%0.0%3.1%0.2%1.3%
IV Percentile12.8%0.0%70.2%0.8%5.2%
Term Structure0.3%-1.3%1.5%1.0%0.4%
VWIV3.9%2.8%5.1%3.5%3.7%
Skew 25d13.4%-14.6%42.0%-1.3%-14.6%
Skew 10d19.9%-26.0%61.7%-1.2%-26.0%
Call IV 25d6.1%4.3%20.5%7.8%20.5%
Put IV 25d19.4%5.0%46.4%6.6%5.9%
Bid-Ask Spread %113.5292.32142.2892.3299.48
Gamma HHI0.860.431.000.991.00
Net GEX-3.8M-5.6M-3.1M-3.1M-5.6M
Net DEX9.0M6.3M14.4M7.9M8.3M
Net VEX-37.6K-60.1K-25.8K-36.2K-25.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio14.9711.3618.2816.2911.36
Total Volume2,902.22,2493,5093,1292,249
Total OI52,408.452,14352,62752,14352,607

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2017-12-01$23.05$23.003.4%1.0%1.7%0.2%3.5%-1.3%1.0%-3.1M7.9M-36.2K16.2992.321812,9482,90549,238
2017-12-04$23.06$23.003.8%1.2%1.7%0.7%4.1%21.5%-0.0%-3.4M7.2M-35.8K16.2997.611812,9482,90549,238
2017-12-05$23.05$23.004.0%1.2%1.7%0.9%4.1%24.7%-0.0%-3.5M7.1M-35.2K16.29107.321812,9482,90549,238
2017-12-06$23.05$23.004.3%1.2%1.7%1.2%4.2%21.9%-0.1%-3.4M7.2M-34.6K16.2997.191812,9482,90549,238
2017-12-07$23.06$23.004.5%1.3%1.6%1.5%4.7%33.4%-0.5%-3.1M7.9M-34.3K15.87128.621822,8882,90549,238
2017-12-08$23.07$23.005.8%1.4%1.6%3.1%4.7%12.9%-0.5%-3.1M8.0M-34.1K15.87100.411822,8882,90649,278
2017-12-11$23.07$23.005.0%1.2%1.5%2.1%3.9%22.2%0.2%-3.8M6.7M-33.2K15.8796.641822,8882,90649,278
2017-12-12$23.08$23.005.7%1.3%1.5%3.0%4.6%23.8%-1.3%-3.4M7.2M-31.9K15.87124.441822,8882,90649,278
2017-12-13$23.05$23.004.5%1.3%1.5%1.6%4.5%38.5%-0.6%-3.5M7.2M-32.0K18.28139.791823,3272,90649,278
2017-12-14$23.04$23.004.1%1.2%1.5%1.0%4.1%41.5%-0.2%-4.0M8.7M-33.3K18.28132.431823,3272,90649,721
2017-12-15$23.05$23.003.2%0.9%1.5%0.0%3.3%42.0%1.0%-4.8M9.1M-32.2K18.28142.281823,3272,90649,721
2017-12-18$23.01$23.004.0%1.2%1.5%1.0%3.6%-0.3%-0.1%-4.0M6.9M-32.1K18.17114.521823,3072,90649,701
2017-12-19$22.98$23.003.3%1.0%1.4%0.2%3.3%1.7%0.9%-5.1M6.3M-30.6K18.1799.401823,3072,90649,701
2017-12-20$22.97$23.003.4%1.0%1.2%0.2%3.4%0.3%0.8%-5.1M8.6M-30.7K11.36141.501822,0672,90649,701
2017-12-21$22.98$23.003.3%0.9%1.2%0.1%3.5%-0.2%0.7%-3.3M14.4M-59.2K11.36100.351822,0672,90649,701
2017-12-22$22.99$23.003.4%1.0%1.2%0.2%3.5%-0.1%1.2%-3.5M14.3M-60.1K11.36103.951822,0672,90649,701
2017-12-26$23.01$23.003.1%0.9%1.3%0.0%5.1%-0.3%0.9%-3.4M12.5M-49.6K11.36133.531822,0672,90649,701
2017-12-27$23.00$23.002.6%0.8%1.2%0.0%3.3%0.0%1.5%-3.4M12.1M-46.3K11.36114.391822,0672,90649,701
2017-12-28$23.02$23.002.7%0.8%1.2%0.1%2.8%0.1%0.4%-3.4M11.8M-45.7K11.36104.281822,0672,90649,701
2017-12-29$23.04$23.003.7%1.1%1.2%1.3%3.7%-14.6%0.4%-5.6M8.3M-25.8K11.3699.481822,0672,90649,701