BKLN Options History — February 2018

In February 2018, BKLN traded between $23.06 and $23.27. ATM implied volatility averaged 5.0%, placing in the 2.9% IV rank vs the trailing year. The 30-day expected move averaged 1.4%. IV traded above realized volatility by 2.2% (HV 20d: 2.7%). Max pain ranged from $23.00 to $24.00. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 12 of 19 days. Put/call ratio averaged 28.46.

Notable Days

2018-02-02: Highest Volume — 727 contracts
2018-02-08: Largest IV spike — 37.9% change
2018-02-09: Highest IV Rank — 3.9%
2018-02-09: Largest Expected Move — 1.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$23.14	$23.06	$23.27	$23.27	$23.12
Max Pain	$23.24	$23.00	$24.00	$24.00	$23.00
ATM IV	5.0%	3.8%	5.9%	4.4%	4.3%
Expected Move	1.4%	0.9%	1.7%	1.3%	1.2%
HV 20d	2.7%	1.9%	3.1%	1.9%	3.1%
HV 60d	2.0%	1.7%	2.2%	1.7%	2.2%
IV Rank	2.9%	1.4%	3.9%	2.1%	2.1%
IV Percentile	52.9%	8.3%	83.7%	24.2%	23.0%
Term Structure	0.1%	-1.6%	1.0%	-1.6%	0.7%
VWIV	5.7%	4.1%	11.3%	11.3%	4.1%
Skew 25d	14.8%	-5.7%	39.1%	0.3%	-3.5%
Skew 10d	30.9%	-7.8%	68.2%	1.4%	-2.5%
Call IV 25d	7.2%	4.9%	10.4%	5.1%	9.0%
Put IV 25d	22.0%	3.8%	46.4%	5.5%	5.5%
Bid-Ask Spread %	121.69	59.86	143.57	119.34	112.63
Gamma HHI	0.95	0.88	1.00	0.92	0.98
Net GEX	-420.9K	-672.8K	-268.7K	-268.9K	-609.8K
Net DEX	1.1M	567.2K	1.5M	567.2K	1.5M
Net VEX	-4.2K	-5.5K	-2.8K	-3.0K	-5.5K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	28.46	15.94	54.69	54.69	20.17
Total Volume	472.684	271	727	724	508
Total OI	1,600.684	986	2,233	986	2,233

Daily Data (19 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Vol	Put Vol	Call OI	Put OI
2018-02-01	$23.27	$0.00	4.4%	1.3%	1.9%	2.1%	0.0%	0.3%	-1.6%	-268.9K	567.2K	-3.0K	54.69	119.34	13	711	41	945
2018-02-02	$23.24	$0.00	4.7%	1.1%	2.0%	2.5%	11.3%	-5.7%	-0.6%	-302.6K	606.9K	-3.1K	44.44	141.79	16	711	42	945
2018-02-05	$23.24	$24.00	5.3%	1.1%	2.0%	3.3%	6.0%	-1.9%	-1.1%	-268.7K	688.4K	-2.8K	17.56	142.62	16	281	45	945
2018-02-06	$23.18	$24.00	5.1%	0.9%	2.1%	3.1%	0.0%	1.0%	0.8%	-303.4K	744.6K	-3.2K	19.88	126.85	16	318	45	945
2018-02-07	$23.17	$24.00	3.8%	1.1%	2.2%	1.4%	0.0%	-1.3%	-0.4%	-323.9K	803.4K	-3.4K	19.88	112.62	16	318	45	997
2018-02-08	$23.07	$24.00	5.2%	1.5%	2.7%	3.1%	5.2%	36.2%	-1.0%	-338.3K	870.1K	-3.1K	24.69	141.09	16	395	45	997
2018-02-09	$23.06	$23.00	5.9%	1.7%	2.6%	3.9%	5.9%	39.1%	-0.3%	-337.3K	1.2M	-3.8K	37.50	139.94	16	600	45	1,192
2018-02-12	$23.14	$23.00	4.9%	1.4%	2.9%	2.7%	5.5%	-0.5%	0.5%	-386.9K	1.0M	-4.0K	24.69	126.33	16	395	45	1,572
2018-02-13	$23.09	$23.00	5.5%	1.6%	3.0%	3.5%	5.6%	-0.6%	0.9%	-346.7K	1.3M	-4.9K	20.75	140.24	16	332	45	1,637
2018-02-14	$23.13	$23.00	5.1%	1.5%	3.1%	3.0%	5.2%	32.6%	0.6%	-411.0K	1.1M	-4.0K	15.94	139.89	16	255	45	1,686
2018-02-15	$23.15	$23.00	4.5%	1.3%	3.1%	2.3%	4.7%	32.0%	0.8%	-377.7K	1.2M	-4.9K	16.63	141.67	16	266	45	1,704
2018-02-16	$23.16	$23.00	5.6%	1.6%	3.0%	3.7%	5.7%	33.1%	-0.8%	-378.5K	1.1M	-4.9K	28.50	140.72	16	456	45	1,719
2018-02-20	$23.08	$23.00	5.0%	1.4%	3.1%	2.8%	5.2%	35.7%	0.6%	-385.9K	1.1M	-4.2K	43.79	143.57	14	613	43	1,704
2018-02-21	$23.09	$23.00	4.7%	1.3%	3.0%	2.5%	5.1%	0.3%	0.7%	-514.5K	1.3M	-4.8K	38.07	101.05	14	533	43	1,937
2018-02-22	$23.11	$23.00	4.8%	1.4%	3.0%	2.6%	5.2%	23.6%	1.0%	-510.8K	1.2M	-4.9K	36.86	121.45	14	516	43	1,975
2018-02-23	$23.11	$23.00	5.3%	1.5%	3.0%	3.3%	6.0%	26.4%	0.8%	-612.8K	1.5M	-5.5K	35.93	73.70	14	503	43	2,159
2018-02-26	$23.15	$23.00	5.2%	1.5%	3.1%	3.1%	5.5%	16.6%	0.8%	-672.8K	1.4M	-5.3K	20.96	59.86	24	503	43	2,160
2018-02-27	$23.13	$23.00	5.4%	1.5%	3.1%	3.3%	5.8%	17.8%	0.4%	-647.2K	1.4M	-5.3K	19.75	86.77	24	474	53	2,160
2018-02-28	$23.12	$23.00	4.3%	1.2%	3.1%	2.1%	4.1%	-3.5%	0.7%	-609.8K	1.5M	-5.5K	20.17	112.63	24	484	53	2,180