BKLN Options History — January 2018

In January 2018, BKLN traded between $23.07 and $23.22. ATM implied volatility averaged 4.2%, placing in the 1.9% IV rank vs the trailing year. The 30-day expected move averaged 1.1%. IV traded above realized volatility by 2.6% (HV 20d: 1.6%). 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 5 of 21 days. Put/call ratio averaged 25.99.

Notable Days

  • 2018-01-19: Highest Volume — 2,400 contracts
  • 2018-01-04: Largest IV spike — 26.1% change
  • 2018-01-04: Highest IV Rank — 3.7%
  • 2018-01-19: Largest Expected Move — 1.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$23.14$23.07$23.22$23.07$23.22
Max Pain$23.00$23.00$23.00$23.00$23.00
ATM IV4.2%3.0%5.7%4.3%3.8%
Expected Move1.1%0.9%1.3%1.2%1.1%
HV 20d1.6%1.3%1.8%1.3%1.8%
HV 60d1.6%1.5%1.6%1.6%1.6%
IV Rank1.9%0.5%3.7%2.1%1.4%
IV Percentile20.7%0.8%71.4%17.5%8.3%
Term Structure-0.5%-2.6%1.2%0.3%-0.4%
VWIV4.5%4.0%5.1%4.3%4.0%
Skew 25d0.1%-17.1%56.5%56.5%-8.0%
Skew 10d5.4%-24.9%85.8%85.8%-8.1%
Call IV 25d8.7%4.7%21.7%6.3%13.4%
Put IV 25d8.9%3.6%62.8%62.8%5.4%
Bid-Ask Spread %128.2276.98147.18143.70147.18
Gamma HHI0.950.801.001.000.94
Net GEX-2.6M-5.7M-264.0K-5.7M-298.8K
Net DEX3.1M-5.1M8.1M8.1M617.2K
Net VEX-11.4K-23.7K-2.8K-23.7K-3.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio25.998.2366.6011.3633.86
Total Volume1,660.196532,4002,249732
Total OI32,897.90581052,61252,607984

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2018-01-02$23.07$23.004.3%1.2%1.3%2.1%4.3%56.5%0.3%-5.7M8.1M-23.7K11.36143.701822,0672,90649,701
2018-01-03$23.07$23.004.5%1.3%1.3%2.3%5.1%-1.7%-2.6%-4.1M6.8M-23.4K11.36131.441822,0672,90649,701
2018-01-04$23.11$0.005.7%1.1%1.4%3.7%0.0%-17.1%-0.3%-3.4M6.2M-23.3K11.36142.741822,0672,90649,701
2018-01-05$23.12$0.004.8%1.2%1.4%2.7%0.0%-10.8%-1.1%-3.3M6.1M-23.3K11.05143.731872,0672,90649,701
2018-01-08$23.09$0.005.3%1.1%1.5%3.2%0.0%-4.0%-0.1%-4.2M6.3M-19.7K11.05141.471872,0672,91149,701
2018-01-09$23.10$0.005.5%1.2%1.5%3.5%0.0%-3.6%-1.1%-4.1M6.3M-19.6K11.05130.651872,0672,91149,701
2018-01-10$23.08$0.004.1%1.2%1.5%1.7%0.0%-4.1%-1.4%-4.1M6.6M-18.2K11.05137.621872,0672,91149,701
2018-01-11$23.10$0.003.6%1.0%1.5%1.2%0.0%-5.0%-0.9%-3.4M6.7M-18.1K11.05144.151872,0672,91149,701
2018-01-12$23.11$0.003.0%0.9%1.5%0.5%0.0%-4.7%0.2%-3.9M5.9M-16.1K11.05146.251872,0672,89449,701
2018-01-16$23.14$0.003.7%1.0%1.5%1.2%0.0%-6.4%-1.7%-4.1M5.0M-11.4K11.95145.691732,0672,85749,701
2018-01-17$23.13$0.004.1%1.2%1.5%1.8%0.0%0.9%1.2%-5.6M-442.5K-7.8K11.95145.391732,0672,85749,681
2018-01-18$23.13$0.004.5%1.3%1.3%2.3%0.0%18.1%0.1%-5.2M497.2K-7.1K11.95123.121732,0672,85749,623
2018-01-19$23.18$0.004.7%1.3%1.4%2.5%0.0%7.9%-1.5%-320.7K-5.1M-2.9K8.23133.402602,1402,85749,623
2018-01-22$23.12$0.004.0%1.1%1.7%1.6%0.0%-1.5%-0.8%-288.0K579.0K-2.8K64.3099.641064326784
2018-01-23$23.16$0.004.0%1.1%1.8%1.6%0.0%0.1%-0.5%-291.8K657.4K-3.3K64.30118.771064330877
2018-01-24$23.17$0.004.0%1.1%1.8%1.7%0.0%0.1%1.1%-274.0K632.7K-3.3K64.40121.471064430877
2018-01-25$23.19$0.003.4%1.0%1.8%0.9%0.0%-2.0%-0.2%-264.3K660.0K-3.3K66.6078.621066630878
2018-01-26$23.20$0.003.4%1.0%1.8%1.0%0.0%-2.1%-0.9%-264.0K710.7K-3.2K35.0576.981966630900
2018-01-29$23.19$0.003.8%1.1%1.8%1.4%0.0%-7.5%-0.5%-302.8K601.9K-3.1K35.32113.401967139900
2018-01-30$23.18$0.003.9%1.1%1.8%1.6%0.0%-2.8%-0.4%-326.0K634.3K-3.1K37.42127.151971139905
2018-01-31$23.22$23.003.8%1.1%1.8%1.4%4.0%-8.0%-0.4%-298.8K617.2K-3.1K33.86147.182171139945