BKLN Options History — June 2018

In June 2018, BKLN traded between $22.88 and $23.08. ATM implied volatility averaged 4.7%, placing in the 2.6% IV rank vs the trailing year. The 30-day expected move averaged 1.3%. IV traded above realized volatility by 3.2% (HV 20d: 1.5%). 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 17 of 21 days. Put/call ratio averaged 24.04.

Notable Days

  • 2018-06-25: Highest Volume — 16,024 contracts
  • 2018-06-08: Largest IV spike — 52.1% change
  • 2018-06-08: Highest IV Rank — 5.1%
  • 2018-06-08: Largest Expected Move — 1.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$23.00$22.88$23.08$23.00$22.88
Max Pain$23.00$23.00$23.00$23.00$23.00
ATM IV4.7%3.6%6.8%4.1%3.9%
Expected Move1.3%1.0%1.7%1.2%1.1%
HV 20d1.5%1.2%1.9%1.2%1.9%
HV 60d1.5%1.4%1.6%1.5%1.5%
IV Rank2.6%1.3%5.1%1.8%1.6%
IV Percentile41.6%6.3%97.6%16.3%13.1%
Term Structure0.9%-0.2%3.0%0.2%-0.1%
VWIV5.0%3.0%8.9%3.0%3.9%
Skew 25d5.1%-7.5%29.5%-2.3%-6.5%
Skew 10d6.3%-23.2%43.5%-2.0%-23.2%
Call IV 25d6.3%4.5%13.7%8.5%12.7%
Put IV 25d11.4%5.2%35.2%6.2%6.3%
Bid-Ask Spread %49.036.51109.5598.3115.56
Gamma HHI0.860.601.000.601.00
Net GEX-1.2M-4.4M-472.4K-565.2K-4.3M
Net DEX5.8M1.6M23.7M2.0M23.7M
Net VEX-20.9K-82.2K-6.1K-8.1K-78.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio24.044.4583.1926.2412.03
Total Volume2,575.3331,02116,0241,0351,394
Total OI9,821.0956,83322,2566,88822,256

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2018-06-01$23.00$23.004.1%1.2%1.2%1.8%3.0%-2.3%0.2%-565.2K2.0M-8.1K26.2498.31389971916,697
2018-06-04$23.02$23.005.2%1.5%1.2%3.2%5.8%0.1%0.3%-543.3K1.9M-7.5K26.89109.55381,0221916,717
2018-06-05$23.03$23.004.9%1.5%1.2%2.8%8.9%3.0%-0.2%-601.1K1.9M-8.1K26.8995.57381,0221916,687
2018-06-06$23.05$23.005.1%1.4%1.3%3.0%5.6%0.9%0.5%-497.5K1.7M-7.0K26.3759.12381,0021916,687
2018-06-07$23.06$23.004.5%1.5%1.3%2.2%5.7%0.2%0.4%-479.8K1.7M-6.9K26.37107.95381,0021916,662
2018-06-08$23.05$23.006.8%1.7%1.2%5.1%6.6%-0.4%-0.2%-492.8K1.8M-7.0K25.8798.34389831916,662
2018-06-11$23.07$23.006.3%1.5%1.2%4.5%5.9%0.9%0.3%-487.8K1.7M-6.6K26.0064.42389881916,662
2018-06-12$23.07$23.005.7%1.6%1.2%3.8%6.0%0.9%-0.0%-489.5K1.7M-6.6K26.0076.05389881916,667
2018-06-13$23.07$23.005.5%1.6%1.2%3.5%6.1%0.9%0.2%-472.4K1.6M-6.6K26.0088.60389881916,667
2018-06-14$23.06$23.005.1%1.5%1.2%3.3%5.6%1.1%0.6%-497.6K1.8M-6.4K24.95100.42441,0981916,667
2018-06-15$23.08$23.004.4%1.3%1.2%2.3%4.4%23.6%1.4%-516.7K1.9M-6.1K25.0235.31461,1512016,777
2018-06-18$22.99$23.004.0%1.2%1.9%1.8%4.0%0.1%0.2%-625.8K1.8M-6.6K10.9114.04931,0151476,686
2018-06-19$22.96$23.003.6%1.0%1.8%1.3%3.7%28.9%1.6%-592.4K1.9M-6.5K6.767.271531,0352076,711
2018-06-20$22.95$23.003.7%1.1%1.8%1.4%3.7%29.5%1.2%-529.2K1.9M-7.0K4.456.512331,0363476,736
2018-06-21$22.95$23.003.8%1.1%1.8%1.5%3.8%0.4%1.6%-551.4K1.9M-7.1K4.797.372331,1163476,737
2018-06-22$22.96$23.004.9%1.4%1.7%2.9%4.8%29.5%0.6%-486.6K1.9M-7.3K4.7911.622331,1163476,787
2018-06-25$22.93$23.003.8%1.1%1.8%1.5%4.0%1.6%3.0%-518.7K1.9M-7.2K67.777.6623315,7913476,787
2018-06-26$22.95$23.004.6%1.3%1.8%2.5%4.8%1.3%2.2%-4.3M21.9M-80.9K83.199.5619015,80734721,517
2018-06-27$22.93$23.004.5%1.3%1.8%2.5%4.7%1.1%2.6%-4.4M22.0M-82.2K11.507.961071,23044921,611
2018-06-28$22.89$23.003.8%1.1%1.9%1.5%3.9%-7.5%2.3%-4.2M23.5M-78.4K12.038.411071,28745321,761
2018-06-29$22.88$23.003.9%1.1%1.9%1.6%3.9%-6.5%-0.1%-4.3M23.7M-78.9K12.0315.561071,28745321,803