BKLN Options History — March 2018

In March 2018, BKLN traded between $23.05 and $23.20. ATM implied volatility averaged 5.3%, placing in the 3.2% IV rank vs the trailing year. The 30-day expected move averaged 1.4%. IV traded above realized volatility by 3.2% (HV 20d: 2.1%). 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 14 of 21 days. Put/call ratio averaged 21.07.

Notable Days

  • 2018-03-28: Highest Volume — 2,939 contracts
  • 2018-03-14: Largest IV drop — 44.2% change
  • 2018-03-13: Highest IV Rank — 6.0%
  • 2018-03-21: Largest Expected Move — 1.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$23.14$23.05$23.20$23.13$23.13
Max Pain$23.00$23.00$23.00$23.00$23.00
ATM IV5.3%3.8%7.5%5.7%4.6%
Expected Move1.4%0.9%1.8%1.6%1.3%
HV 20d2.1%1.6%3.0%3.0%1.9%
HV 60d2.2%2.1%2.3%2.2%2.3%
IV Rank3.2%1.4%6.0%3.8%2.4%
IV Percentile61.5%9.9%96.8%84.5%38.1%
Term Structure0.4%-1.3%3.5%0.2%-0.8%
VWIV5.4%3.7%7.1%6.2%5.3%
Skew 25d8.3%-5.4%32.6%30.9%-3.7%
Skew 10d20.1%-6.1%84.1%82.1%-2.3%
Call IV 25d7.6%5.4%11.1%8.5%8.3%
Put IV 25d15.9%4.4%42.5%39.4%4.7%
Bid-Ask Spread %106.8143.15143.43133.35106.02
Gamma HHI0.930.821.000.980.95
Net GEX-550.0K-718.1K-286.1K-648.4K-529.2K
Net DEX1.2M882.1K1.5M1.5M1.2M
Net VEX-6.5K-7.6K-5.4K-5.4K-6.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio21.071.4656.5816.6347.98
Total Volume1,323.3814232,9394232,939
Total OI3,243.9052,2435,4002,2435,400

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2018-03-01$23.13$23.005.7%1.6%3.0%3.8%6.2%30.9%0.2%-648.4K1.5M-5.4K16.63133.3524399532,190
2018-03-02$23.12$23.006.0%1.7%2.9%4.1%6.6%32.6%0.1%-671.9K1.5M-5.4K1.56123.02256399532,240
2018-03-05$23.15$23.005.9%1.3%2.9%4.0%4.6%0.1%0.5%-687.4K1.0M-5.7K1.46108.712774042792,240
2018-03-06$23.15$23.004.5%1.6%2.9%2.2%5.5%-2.5%-0.1%-633.7K1.1M-7.1K1.86139.322775143092,265
2018-03-07$23.16$23.004.6%1.4%2.8%2.4%4.7%0.1%1.3%-635.2K992.7K-6.6K3.2997.502779123092,236
2018-03-08$23.18$23.004.8%1.5%2.8%2.6%5.4%19.9%0.2%-582.3K1.1M-6.5K3.29105.992779123092,646
2018-03-09$23.19$23.005.0%1.6%2.3%2.8%5.7%0.3%0.4%-539.0K882.1K-6.3K16.58102.17559123092,646
2018-03-12$23.19$23.006.6%0.9%2.3%4.8%5.2%-1.4%3.5%-445.9K1.1M-6.4K17.40129.35539223092,646
2018-03-13$23.20$23.007.5%1.4%1.9%6.0%4.1%-2.4%-0.3%-511.9K912.7K-6.1K22.96109.01531,2173112,656
2018-03-14$23.17$23.004.2%1.2%1.8%1.9%3.7%-1.5%0.3%-718.1K1.1M-6.4K22.96111.14531,2173112,976
2018-03-15$23.17$23.004.2%1.2%1.7%1.9%3.8%-5.0%1.7%-709.6K1.3M-7.6K22.96143.43531,2173112,976
2018-03-16$23.18$23.003.8%1.1%1.7%1.4%5.5%-1.8%1.7%-286.1K1.2M-6.5K18.81141.27539973112,976
2018-03-19$23.11$23.005.3%1.5%2.0%3.2%5.3%27.4%0.3%-471.5K1.2M-6.6K18.94103.98509473082,710
2018-03-20$23.12$23.005.8%1.7%1.6%3.9%5.7%31.3%-0.6%-489.9K1.2M-6.5K15.9443.15507973082,690
2018-03-21$23.11$23.006.4%1.8%1.6%4.6%6.6%31.9%-0.5%-429.3K1.2M-6.6K15.9496.07507973082,705
2018-03-22$23.09$23.005.1%1.5%1.6%3.0%5.2%28.6%0.4%-559.0K1.3M-6.5K15.94108.43507973082,705
2018-03-23$23.05$23.005.8%1.7%1.7%3.9%5.9%1.1%-0.4%-472.1K1.4M-7.5K16.9451.03508473082,702
2018-03-26$23.10$23.005.5%1.6%1.8%3.6%7.1%-0.3%0.5%-502.1K1.3M-6.5K56.38107.07502,8193082,825
2018-03-27$23.09$23.004.1%1.2%1.8%1.8%4.5%-5.1%1.7%-542.8K1.2M-6.6K56.5888.03502,8293085,022
2018-03-28$23.09$23.005.7%1.6%1.8%3.7%7.1%-5.4%-1.3%-483.8K1.4M-6.7K47.9895.03602,8793085,032
2018-03-29$23.13$23.004.6%1.3%1.9%2.4%5.3%-3.7%-0.8%-529.2K1.2M-6.3K47.98106.02602,8793185,082