BKLN Options History — July 2018

In July 2018, BKLN traded between $22.91 and $23.06. ATM implied volatility averaged 4.2%, placing in the 2.1% IV rank vs the trailing year. The 30-day expected move averaged 1.2%. IV traded above realized volatility by 2.2% (HV 20d: 2.0%). Max pain ranged from $21.00 to $23.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 18 of 21 days. Put/call ratio averaged 12.85.

Notable Days

  • 2018-07-13: Highest Volume — 26,990 contracts
  • 2018-07-05: Largest IV spike — 40.1% change
  • 2018-07-11: Highest IV Rank — 3.7%
  • 2018-07-05: Largest Expected Move — 1.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$23.02$22.91$23.06$22.91$23.04
Max Pain$22.90$21.00$23.00$23.00$23.00
ATM IV4.2%3.1%5.5%4.3%3.7%
Expected Move1.2%0.9%1.8%1.2%1.1%
HV 20d2.0%1.7%2.3%1.9%1.8%
HV 60d1.6%1.5%1.7%1.5%1.7%
IV Rank2.1%0.6%3.7%2.1%1.4%
IV Percentile29.0%1.6%78.6%23.8%9.1%
Term Structure0.7%-1.1%2.1%-0.1%0.9%
VWIV4.3%3.0%6.2%4.4%4.0%
Skew 25d4.6%-13.5%29.6%1.7%-1.0%
Skew 10d6.8%-27.9%45.1%0.4%-1.0%
Call IV 25d7.5%5.0%27.5%5.2%7.2%
Put IV 25d12.1%4.9%48.9%6.9%6.2%
Bid-Ask Spread %38.247.4099.957.4042.62
Gamma HHI1.000.991.000.990.99
Net GEX-8.8M-12.8M-4.4M-4.4M-12.8M
Net DEX42.1M20.8M59.5M23.0M59.5M
Net VEX-165.5K-235.4K-76.0K-77.8K-231.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio12.853.8081.7911.208.40
Total Volume3,188.2861,30526,9901,3052,943
Total OI36,286.66722,25648,89722,25646,037

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2018-07-02$22.91$23.004.3%1.2%1.9%2.1%4.4%1.7%-0.1%-4.4M23.0M-77.8K11.207.401071,19845321,803
2018-07-03$22.94$23.003.7%1.1%2.0%1.4%3.8%-13.5%2.1%-4.6M23.0M-79.7K13.059.861071,39645321,852
2018-07-05$22.97$21.005.2%1.8%2.0%3.4%6.2%0.4%-1.1%-5.1M24.5M-76.0K13.1432.651071,40645322,108
2018-07-06$23.04$23.005.1%1.4%2.3%3.2%4.7%0.8%0.6%-5.1M23.1M-77.0K12.5037.381071,33845322,115
2018-07-09$23.06$23.005.0%1.4%2.3%3.1%5.0%0.9%0.5%-5.2M22.0M-79.0K12.9621.111071,38745322,165
2018-07-10$23.05$23.004.0%1.4%2.3%1.8%5.1%0.9%0.0%-6.1M20.8M-78.8K13.6645.541071,46245322,275
2018-07-11$23.03$23.005.5%1.6%2.3%3.7%5.5%0.8%-0.0%-5.3M22.2M-77.4K13.3568.181071,42845322,350
2018-07-12$23.04$23.005.1%1.5%2.3%3.2%5.1%0.9%0.4%-5.3M22.2M-78.6K13.3518.761071,42845322,525
2018-07-13$23.03$23.004.2%1.2%2.3%2.0%4.2%0.8%1.0%-5.8M21.7M-77.4K81.7949.4832626,66445322,525
2018-07-16$23.03$23.004.5%1.3%2.3%2.5%4.5%1.0%1.1%-11.0M57.1M-235.1K3.9617.703261,29266747,765
2018-07-17$23.05$23.004.6%1.3%1.8%2.5%4.6%27.9%1.1%-10.8M53.1M-235.4K4.0131.833221,29266747,802
2018-07-18$23.05$23.004.7%1.3%1.8%2.6%4.7%28.4%0.8%-11.2M57.9M-231.6K3.8023.513901,48267848,002
2018-07-19$23.05$23.003.8%1.1%1.7%1.5%3.8%0.9%1.4%-11.5M56.5M-230.0K3.8840.003901,51275448,010
2018-07-20$23.06$23.004.3%1.2%1.7%2.1%4.3%0.9%1.5%-11.1M59.0M-225.8K7.0899.953902,76275448,143
2018-07-23$23.00$23.004.2%1.2%2.0%2.0%4.2%-0.7%0.1%-10.5M56.0M-230.9K11.2260.941741,95260143,639
2018-07-24$23.00$23.003.6%1.0%1.9%1.3%3.6%29.6%0.7%-10.6M55.9M-229.4K12.7614.361612,05467143,664
2018-07-25$23.03$23.003.6%1.0%2.0%1.2%3.6%21.3%1.2%-12.6M57.8M-231.2K6.5889.733212,11168343,874
2018-07-26$23.04$23.003.3%0.9%1.9%0.8%3.5%-3.6%1.8%-11.5M55.3M-228.7K7.3841.493132,31198244,156
2018-07-27$23.01$23.003.1%0.9%1.9%0.6%3.0%-0.9%0.8%-12.7M57.0M-235.2K7.3830.153132,31198244,356
2018-07-30$23.02$23.003.4%1.0%1.9%1.0%3.2%-0.9%0.7%-12.3M57.1M-228.7K8.4020.403132,63098244,356
2018-07-31$23.04$23.003.7%1.1%1.8%1.4%4.0%-1.0%0.9%-12.8M59.5M-231.5K8.4042.623132,63098245,055