BKLN Options History — August 2018

In August 2018, BKLN traded between $23.02 and $23.09. ATM implied volatility averaged 3.8%, placing in the 20.8% IV rank vs the trailing year. The 30-day expected move averaged 1.1%. IV traded above realized volatility by 2.4% (HV 20d: 1.4%). Max pain ranged from $23.00 to $23.00. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 22 of 23 days. Put/call ratio averaged 12.07.

Notable Days

  • 2018-08-03: Highest Volume — 2,616 contracts
  • 2018-08-13: Largest IV spike — 34.8% change
  • 2018-08-13: Highest IV Rank — 48.3%
  • 2018-08-22: Largest Expected Move — 1.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$23.05$23.02$23.09$23.03$23.04
Max Pain$23.00$23.00$23.00$23.00$23.00
ATM IV3.8%2.6%5.0%3.2%3.9%
Expected Move1.1%0.8%1.3%0.9%1.1%
HV 20d1.4%1.3%1.8%1.8%1.4%
HV 60d1.7%1.6%1.7%1.7%1.7%
IV Rank20.8%0.0%48.3%0.7%26.1%
IV Percentile20.0%0.0%60.7%2.0%21.4%
Term Structure0.8%-0.2%2.3%0.4%0.4%
VWIV3.9%2.8%4.6%3.2%4.0%
Skew 25d7.2%-2.8%27.0%-1.4%-0.7%
Skew 10d14.9%0.2%48.0%18.7%0.5%
Call IV 25d8.6%4.4%30.9%29.6%6.9%
Put IV 25d15.8%4.5%33.4%28.2%6.2%
Bid-Ask Spread %31.534.9079.689.2817.52
Gamma HHI0.990.981.000.991.00
Net GEX-13.7M-16.6M-8.5M-13.1M-16.6M
Net DEX54.5M50.4M58.3M57.5M50.4M
Net VEX-221.8K-239.6K-206.6K-237.1K-207.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio12.074.4761.736.8860.73
Total Volume2,025.6521,4282,6162,4671,852
Total OI46,018.56545,71146,58046,06246,580

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2018-08-01$23.03$23.003.2%0.9%1.8%0.7%3.2%-1.4%0.4%-13.1M57.5M-237.1K6.889.283132,15498245,080
2018-08-02$23.03$23.002.6%0.8%1.8%0.0%2.8%-2.8%2.3%-13.3M58.3M-238.0K5.887.943642,13998245,080
2018-08-03$23.02$23.002.7%0.8%1.4%0.1%2.9%0.4%1.4%-13.2M58.2M-228.7K4.484.904772,1391,03445,090
2018-08-06$23.04$23.003.0%1.2%1.4%0.5%4.2%0.8%0.5%-13.0M58.0M-231.3K6.8140.023142,1391,12645,090
2018-08-07$23.05$23.004.0%1.3%1.4%1.8%4.6%0.8%0.1%-10.4M54.1M-237.0K6.7922.523152,1391,12845,090
2018-08-08$23.04$23.004.3%1.1%1.4%2.1%3.9%23.5%0.9%-13.1M58.1M-229.1K6.8055.563152,1431,12845,090
2018-08-09$23.06$23.003.5%1.2%1.4%17.9%4.4%22.5%0.5%-9.8M54.4M-238.7K6.8457.273152,1541,12845,096
2018-08-10$23.07$23.003.7%1.0%1.4%22.0%3.6%22.9%1.3%-8.5M53.6M-239.6K6.6517.803152,0941,12845,107
2018-08-13$23.06$23.005.0%0.9%1.4%48.3%3.3%0.1%1.0%-14.7M54.8M-224.0K4.6572.053151,4651,12845,067
2018-08-14$23.08$23.004.0%1.3%1.4%28.5%4.6%0.1%-0.2%-14.4M53.6M-220.6K4.6552.763151,4661,12845,048
2018-08-15$23.07$23.004.1%1.2%1.4%29.5%4.1%0.1%0.4%-11.8M52.3M-227.8K5.0537.523151,59191945,049
2018-08-16$23.08$23.003.5%1.0%1.4%17.0%3.5%0.1%1.0%-15.4M54.0M-215.1K5.0560.763151,5911,01645,084
2018-08-17$23.09$23.003.5%1.0%1.4%18.0%3.5%23.6%1.0%-15.1M52.9M-219.3K5.0479.683151,5871,01645,084
2018-08-20$23.03$23.004.5%1.3%1.4%38.1%4.5%0.1%0.5%-14.0M53.2M-217.0K4.7613.133091,47168345,028
2018-08-21$23.02$23.004.2%1.2%1.4%31.6%4.2%0.1%0.2%-15.1M53.0M-217.7K4.7710.723091,47468345,038
2018-08-22$23.03$23.004.7%1.3%1.4%41.0%4.6%0.1%0.1%-14.4M54.2M-214.4K4.6512.473091,43868345,041
2018-08-23$23.03$23.004.3%1.2%1.3%34.5%4.3%23.9%0.5%-14.4M53.9M-213.9K4.6512.383091,43868345,050
2018-08-24$23.03$23.004.4%1.3%1.3%36.0%4.4%27.0%0.8%-14.3M53.9M-206.6K4.4734.583091,38068345,041
2018-08-27$23.06$23.003.5%1.0%1.3%17.6%3.9%26.2%1.8%-14.5M54.0M-210.8K4.7912.823091,48068345,054
2018-08-28$23.04$23.003.6%1.0%1.3%20.7%3.8%-0.6%0.8%-15.8M56.4M-211.0K4.7915.583091,48068345,154
2018-08-29$23.06$23.003.7%1.1%1.4%21.7%4.0%-0.7%1.5%-14.9M52.1M-207.6K46.6026.91301,39870345,179
2018-08-30$23.04$23.003.8%1.1%1.4%24.2%4.0%-0.0%0.5%-16.1M51.6M-210.0K61.7350.91301,85270345,177
2018-08-31$23.04$23.003.9%1.1%1.4%26.1%4.0%-0.7%0.4%-16.6M50.4M-207.3K60.7317.52301,82270345,877