BKLN Options History — April 2018

In April 2018, BKLN traded between $23.08 and $23.18. ATM implied volatility averaged 5.4%, placing in the 3.4% IV rank vs the trailing year. The 30-day expected move averaged 1.6%. IV traded above realized volatility by 3.7% (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 9 of 21 days. Put/call ratio averaged 40.54.

Notable Days

2018-04-03: Highest Volume — 3,082 contracts
2018-04-05: Largest IV drop — 33.6% change
2018-04-04: Highest IV Rank — 5.1%
2018-04-04: Largest Expected Move — 1.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$23.12	$23.08	$23.18	$23.10	$23.12
Max Pain	$23.00	$23.00	$23.00	$23.00	$23.00
ATM IV	5.4%	4.5%	6.8%	5.3%	4.7%
Expected Move	1.6%	1.3%	1.9%	1.5%	1.4%
HV 20d	1.7%	1.4%	1.9%	1.9%	1.4%
HV 60d	2.2%	2.1%	2.3%	2.3%	2.1%
IV Rank	3.4%	2.3%	5.1%	3.2%	2.5%
IV Percentile	69.0%	32.1%	96.0%	73.0%	42.5%
Term Structure	-0.1%	-1.3%	1.5%	0.2%	0.1%
VWIV	5.5%	4.3%	8.0%	5.8%	4.7%
Skew 25d	5.4%	-2.3%	42.5%	1.1%	-1.7%
Skew 10d	11.1%	-3.1%	78.9%	2.7%	0.5%
Call IV 25d	6.4%	4.8%	8.5%	6.5%	6.7%
Put IV 25d	11.9%	4.9%	50.9%	7.5%	4.9%
Bid-Ask Spread %	74.34	7.27	129.09	28.46	41.58
Gamma HHI	0.76	0.52	1.00	0.57	0.53
Net GEX	-746.0K	-1.1M	-327.6K	-769.2K	-539.6K
Net DEX	1.8M	944.1K	2.7M	2.7M	1.7M
Net VEX	-9.5K	-15.3K	-4.9K	-15.3K	-9.5K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	40.54	28.61	49.52	48.84	34.24
Total Volume	2,375.667	2,043	3,082	3,040	2,079
Total OI	6,130.619	5,400	6,908	5,400	5,821

Daily Data (21 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
2018-04-02	$23.10	$23.00	5.3%	1.5%	1.9%	3.2%	5.8%	1.1%	0.2%	-769.2K	2.7M	-15.3K	48.84	28.46	61	2,979	318	5,082
2018-04-03	$23.10	$23.00	6.4%	1.8%	1.8%	4.6%	6.7%	28.3%	-0.4%	-656.6K	1.4M	-6.4K	49.52	46.34	61	3,021	319	5,189
2018-04-04	$23.09	$23.00	6.8%	1.9%	1.9%	5.1%	8.0%	42.5%	-1.3%	-709.3K	2.7M	-12.6K	48.21	83.97	61	2,941	319	5,231
2018-04-05	$23.10	$23.00	4.5%	1.5%	1.9%	2.3%	4.9%	0.3%	0.8%	-780.7K	2.4M	-12.0K	48.21	129.09	61	2,941	319	5,231
2018-04-06	$23.09	$23.00	4.7%	1.5%	1.8%	2.5%	5.2%	0.2%	0.6%	-898.5K	2.4M	-12.1K	48.21	97.11	61	2,941	319	5,231
2018-04-09	$23.11	$23.00	5.3%	1.5%	1.8%	3.2%	5.4%	21.2%	0.5%	-886.0K	2.2M	-11.4K	35.25	90.47	61	2,150	319	5,231
2018-04-10	$23.13	$23.00	6.3%	1.3%	1.9%	4.5%	4.3%	1.1%	1.5%	-896.3K	2.6M	-13.4K	35.64	101.33	61	2,174	319	6,399
2018-04-11	$23.12	$23.00	5.1%	1.5%	1.9%	3.0%	5.1%	-2.3%	0.3%	-943.7K	2.6M	-13.3K	36.02	111.69	61	2,197	319	6,424
2018-04-12	$23.13	$23.00	4.6%	1.3%	1.8%	2.4%	4.6%	-0.0%	0.6%	-1.1M	2.5M	-13.3K	41.63	98.93	52	2,165	319	6,529
2018-04-13	$23.14	$23.00	4.7%	1.3%	1.8%	2.5%	4.7%	-0.0%	0.6%	-1.1M	2.4M	-12.9K	46.30	112.39	47	2,176	320	6,529
2018-04-16	$23.17	$23.00	5.5%	1.6%	1.9%	3.5%	5.6%	1.0%	-0.0%	-816.7K	998.5K	-5.4K	43.49	104.44	49	2,131	320	6,544
2018-04-17	$23.18	$23.00	5.5%	1.6%	1.5%	3.5%	5.1%	0.5%	-0.6%	-784.3K	1.1M	-5.3K	43.49	102.79	49	2,131	320	6,549
2018-04-18	$23.18	$23.00	5.7%	1.6%	1.5%	3.8%	5.8%	0.1%	-0.5%	-805.2K	944.1K	-5.3K	44.08	105.38	49	2,160	315	6,593
2018-04-19	$23.16	$23.00	5.5%	1.6%	1.6%	3.5%	5.5%	0.0%	-0.2%	-871.0K	1.1M	-5.2K	44.08	97.52	49	2,160	315	6,588
2018-04-20	$23.15	$23.00	5.6%	1.6%	1.5%	3.6%	5.6%	1.0%	-0.5%	-1.1M	2.1M	-11.7K	45.96	110.96	47	2,160	315	6,588
2018-04-23	$23.09	$23.00	5.5%	1.6%	1.7%	3.5%	5.5%	21.6%	-0.3%	-327.6K	1.1M	-4.9K	28.61	12.44	69	1,974	88	5,392
2018-04-24	$23.08	$23.00	6.8%	1.9%	1.5%	5.0%	6.8%	1.3%	-1.1%	-329.9K	1.2M	-5.1K	31.14	37.51	69	2,149	89	5,442
2018-04-25	$23.08	$23.00	6.2%	1.8%	1.5%	4.3%	6.2%	1.1%	-0.5%	-365.6K	1.3M	-5.7K	29.71	12.95	69	2,050	89	5,562
2018-04-26	$23.12	$23.00	4.9%	1.4%	1.6%	2.7%	4.9%	-1.6%	-0.8%	-532.0K	1.7M	-9.6K	34.49	7.27	59	2,035	89	5,657
2018-04-27	$23.12	$23.00	4.9%	1.4%	1.5%	2.8%	4.9%	-1.6%	-0.4%	-533.2K	1.5M	-8.4K	34.24	28.46	59	2,020	109	5,692
2018-04-30	$23.12	$23.00	4.7%	1.4%	1.4%	2.5%	4.7%	-1.7%	0.1%	-539.6K	1.7M	-9.5K	34.24	41.58	59	2,020	109	5,712