BKLN Options History — September 2018

In September 2018, BKLN traded between $23.06 and $23.19. ATM implied volatility averaged 4.5%, placing in the 37.3% IV rank vs the trailing year. The 30-day expected move averaged 1.3%. IV traded above realized volatility by 2.9% (HV 20d: 1.5%). Max pain ranged from $23.00 to $23.00. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 13 of 19 days. Put/call ratio averaged 182.16.

Notable Days

2018-09-21: Highest Volume — 32,709 contracts
2018-09-05: Largest IV spike — 62.4% change
2018-09-20: Highest IV Rank — 59.0%
2018-09-20: Largest Expected Move — 1.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$23.13	$23.06	$23.19	$23.08	$23.17
Max Pain	$23.00	$23.00	$23.00	$23.00	$23.00
ATM IV	4.5%	2.9%	5.5%	2.9%	4.1%
Expected Move	1.3%	0.8%	1.6%	0.8%	1.2%
HV 20d	1.5%	1.2%	1.8%	1.5%	1.8%
HV 60d	1.6%	1.5%	1.8%	1.8%	1.6%
IV Rank	37.3%	6.5%	59.0%	6.5%	30.5%
IV Percentile	44.5%	1.6%	85.7%	1.6%	31.3%
Term Structure	0.4%	-0.9%	1.9%	1.9%	0.6%
VWIV	4.5%	3.5%	5.5%	3.6%	4.1%
Skew 25d	1.2%	-27.3%	27.5%	-27.3%	-1.4%
Skew 10d	5.8%	0.3%	53.5%	8.0%	0.5%
Call IV 25d	6.7%	4.6%	31.1%	31.1%	5.7%
Put IV 25d	7.9%	3.8%	34.2%	3.8%	4.3%
Bid-Ask Spread %	43.99	8.93	131.16	20.21	43.04
Gamma HHI	0.99	0.98	1.00	0.99	1.00
Net GEX	-19.0M	-25.7M	-13.4M	-17.3M	-23.1M
Net DEX	52.3M	46.0M	63.5M	51.5M	56.4M
Net VEX	-216.4K	-282.2K	-178.0K	-206.0K	-268.4K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	182.16	29.10	666.53	82.92	465.23
Total Volume	8,815.211	2,014	32,709	2,014	18,183
Total OI	52,646.158	46,631	63,929	46,631	63,889

Daily Data (19 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
2018-09-04	$23.08	$23.00	2.9%	0.8%	1.5%	6.5%	3.6%	-27.3%	1.9%	-17.3M	51.5M	-206.0K	82.92	20.21	24	1,990	703	45,928
2018-09-05	$23.06	$23.00	4.8%	1.4%	1.5%	44.0%	5.0%	27.5%	-0.3%	-17.8M	52.7M	-197.7K	137.58	33.74	24	3,302	688	45,946
2018-09-06	$23.08	$23.00	4.2%	1.1%	1.5%	31.8%	4.0%	21.4%	0.9%	-18.4M	54.4M	-203.8K	137.00	29.85	24	3,288	688	48,068
2018-09-07	$23.07	$23.00	4.0%	1.2%	1.5%	28.7%	4.3%	0.8%	0.9%	-16.9M	55.2M	-210.1K	40.10	41.33	82	3,288	688	48,070
2018-09-10	$23.09	$23.00	4.5%	1.3%	1.5%	38.1%	4.6%	0.9%	-0.2%	-13.4M	48.8M	-203.1K	40.10	29.92	82	3,288	761	48,070
2018-09-11	$23.11	$23.00	4.7%	1.2%	1.6%	41.3%	4.1%	0.7%	1.0%	-18.2M	49.8M	-193.1K	39.61	32.26	83	3,288	761	48,070
2018-09-12	$23.11	$23.00	4.5%	1.3%	1.5%	37.4%	4.5%	0.2%	0.5%	-17.7M	48.4M	-195.1K	34.41	49.50	98	3,372	762	48,070
2018-09-13	$23.13	$23.00	3.7%	1.1%	1.5%	21.5%	3.5%	0.2%	1.3%	-19.4M	49.4M	-203.0K	34.41	131.16	98	3,372	777	48,181
2018-09-14	$23.13	$23.00	3.7%	1.1%	1.5%	22.5%	3.6%	0.2%	1.2%	-19.4M	47.6M	-191.5K	38.76	36.38	87	3,372	777	48,181
2018-09-17	$23.15	$23.00	4.3%	1.2%	1.6%	33.9%	4.3%	-0.1%	0.5%	-18.9M	46.0M	-191.4K	29.10	38.40	117	3,405	811	48,181
2018-09-18	$23.14	$23.00	5.3%	1.5%	1.2%	54.4%	5.3%	0.3%	-0.5%	-17.2M	46.1M	-187.9K	67.59	88.19	54	3,650	811	48,241
2018-09-19	$23.13	$23.00	5.0%	1.4%	1.2%	48.5%	5.0%	0.2%	0.1%	-18.5M	48.6M	-182.5K	68.70	40.21	54	3,710	714	48,481
2018-09-20	$23.17	$23.00	5.5%	1.6%	1.3%	59.0%	5.5%	0.3%	-0.9%	-18.4M	46.5M	-188.9K	68.07	79.36	54	3,676	714	48,601
2018-09-21	$23.19	$23.00	4.9%	1.4%	1.3%	47.1%	5.0%	0.1%	0.3%	-18.2M	46.9M	-178.0K	666.53	61.41	49	32,660	662	48,747
2018-09-24	$23.12	$23.00	5.3%	1.5%	1.8%	53.3%	5.3%	0.1%	-0.3%	-22.0M	63.1M	-280.1K	375.96	9.12	48	18,046	367	63,392
2018-09-25	$23.12	$23.00	5.4%	1.5%	1.7%	55.6%	5.4%	0.1%	-0.8%	-25.7M	63.5M	-280.4K	377.46	14.72	48	18,118	367	63,392
2018-09-26	$23.16	$23.00	4.0%	1.1%	1.8%	27.4%	3.9%	-0.1%	1.0%	-17.7M	63.1M	-282.2K	379.13	48.02	48	18,198	367	63,422
2018-09-27	$23.18	$23.00	4.0%	1.1%	1.8%	27.7%	4.1%	-1.1%	0.8%	-22.9M	54.9M	-269.0K	378.35	8.93	48	18,161	367	63,562
2018-09-28	$23.17	$23.00	4.1%	1.2%	1.8%	30.5%	4.1%	-1.4%	0.6%	-23.1M	56.4M	-268.4K	465.23	43.04	39	18,144	367	63,522