BKLN Options History — May 2018

In May 2018, BKLN traded between $23.00 and $23.12. ATM implied volatility averaged 5.1%, placing in the 3.0% IV rank vs the trailing year. The 30-day expected move averaged 1.5%. IV traded above realized volatility by 3.8% (HV 20d: 1.3%). Max pain ranged from $23.00 to $23.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 17.65.

Notable Days

  • 2018-05-14: Highest Volume — 1,076 contracts
  • 2018-05-09: Largest IV spike — 42.4% change
  • 2018-05-29: Highest IV Rank — 4.2%
  • 2018-05-29: Largest Expected Move — 1.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$23.07$23.00$23.12$23.12$23.01
Max Pain$23.00$23.00$23.00$23.00$23.00
ATM IV5.1%3.7%6.1%5.5%5.9%
Expected Move1.5%1.3%1.7%1.6%1.7%
HV 20d1.3%1.1%1.4%1.4%1.2%
HV 60d1.7%1.5%2.1%2.1%1.5%
IV Rank3.0%1.3%4.2%3.5%3.9%
IV Percentile60.3%7.1%93.3%79.4%90.9%
Term Structure-0.2%-2.0%1.2%-1.4%-2.0%
VWIV5.3%4.6%6.1%5.5%5.9%
Skew 25d1.4%-3.6%31.6%-1.8%-3.6%
Skew 10d3.2%-4.1%53.1%0.5%-3.5%
Call IV 25d6.6%5.1%10.4%7.4%10.4%
Put IV 25d8.1%5.5%38.0%5.5%6.8%
Bid-Ask Spread %70.8015.28117.9928.7124.96
Gamma HHI0.620.500.990.550.58
Net GEX-592.9K-668.5K-397.0K-541.8K-580.0K
Net DEX1.9M1.6M2.2M1.6M2.0M
Net VEX-8.5K-10.0K-6.6K-8.8K-8.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio17.6510.2626.9715.7526.18
Total Volume1,000.0459311,0769881,033
Total OI6,578.7735,8166,8635,8166,863

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2018-05-01$23.12$23.005.5%1.6%1.4%3.5%5.5%-1.8%-1.4%-541.8K1.6M-8.8K15.7528.71599291095,707
2018-05-02$23.11$23.005.3%1.5%1.4%3.3%5.3%-1.8%-0.9%-600.7K1.8M-9.7K16.7669.96599891096,401
2018-05-03$23.10$0.004.5%1.7%1.4%2.3%0.0%1.1%-0.3%-397.0K1.6M-6.8K16.0587.80599471096,455
2018-05-04$23.09$0.005.0%1.6%1.4%2.8%0.0%1.0%-0.0%-607.4K2.0M-10.0K14.7884.36598721096,500
2018-05-07$23.08$0.003.7%1.5%1.4%1.3%0.0%0.2%-0.1%-655.6K2.0M-9.5K15.1293.56598921096,495
2018-05-08$23.09$0.003.9%1.6%1.4%1.5%0.0%0.9%0.1%-425.2K1.7M-6.9K15.1290.31598921096,495
2018-05-09$23.10$0.005.5%1.6%1.4%3.5%0.0%31.6%-0.4%-639.9K1.9M-9.0K15.12117.99598921096,495
2018-05-10$23.12$0.006.0%1.7%1.4%4.1%6.0%1.1%-0.8%-455.0K1.7M-6.6K14.9794.00598831096,495
2018-05-11$23.10$23.004.6%1.3%1.4%2.4%4.6%0.8%0.6%-655.3K1.9M-8.9K14.9797.35598831096,505
2018-05-14$23.11$23.005.1%1.5%1.3%3.1%5.2%0.9%0.2%-668.5K1.9M-8.8K17.2495.76591,0171096,505
2018-05-15$23.10$23.004.9%1.4%1.3%2.7%4.9%-0.1%0.8%-662.8K2.0M-9.1K17.24115.85591,0171096,465
2018-05-16$23.08$23.004.9%1.4%1.3%2.8%4.9%0.8%0.2%-655.6K1.9M-8.5K17.2497.76591,0171096,485
2018-05-17$23.09$23.004.7%1.3%1.3%2.5%4.7%0.8%0.4%-657.7K1.9M-8.2K16.9896.87591,0021096,485
2018-05-18$23.09$23.004.8%1.4%1.3%2.6%4.8%0.8%0.3%-663.4K1.9M-8.5K15.9797.99599421096,510
2018-05-21$23.04$23.005.5%1.6%1.2%3.4%5.5%0.9%0.2%-561.3K1.8M-8.5K16.8017.75549071046,388
2018-05-22$23.03$23.005.5%1.6%1.2%3.5%5.6%-0.1%-0.9%-616.6K1.9M-8.0K25.9121.63359071046,423
2018-05-23$23.02$23.004.9%1.4%1.2%2.7%4.9%-2.9%1.2%-616.2K2.2M-9.3K23.6752.69399231156,448
2018-05-24$23.00$23.004.9%1.4%1.1%2.8%4.9%-0.0%0.4%-611.9K2.0M-8.6K10.2615.28909231336,481
2018-05-25$23.00$23.005.5%1.6%1.1%3.4%5.5%0.9%-0.3%-581.2K1.9M-8.6K10.93113.74899731856,481
2018-05-29$23.01$23.006.1%1.7%1.1%4.2%6.1%1.1%-0.7%-575.0K2.0M-8.3K24.3923.34389271906,531
2018-05-30$23.03$23.005.8%1.7%1.1%3.9%5.8%-1.0%-0.4%-614.8K2.1M-8.9K26.9719.93381,0251916,572
2018-05-31$23.01$23.005.9%1.7%1.2%3.9%5.9%-3.6%-2.0%-580.0K2.0M-8.5K26.1824.96389951916,672