BKLN Options History — October 2018

In October 2018, BKLN traded between $22.99 and $23.21. ATM implied volatility averaged 5.9%, placing in the 65.6% IV rank vs the trailing year. The 30-day expected move averaged 1.6%. IV traded above realized volatility by 4.0% (HV 20d: 1.8%). 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 14 of 23 days. Put/call ratio averaged 117.84.

Notable Days

  • 2018-10-18: Highest Volume — 32,604 contracts
  • 2018-10-18: Largest IV spike — 48.9% change
  • 2018-10-31: Highest IV Rank — 100.0%
  • 2018-10-31: Largest Expected Move — 2.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$23.12$22.99$23.21$23.18$23.03
Max Pain$23.00$23.00$23.00$23.00$23.00
ATM IV5.9%4.1%7.6%4.4%7.6%
Expected Move1.6%1.2%2.2%1.3%2.2%
HV 20d1.8%1.7%2.0%1.8%1.9%
HV 60d1.6%1.5%1.7%1.5%1.7%
IV Rank65.6%30.1%100.0%36.9%100.0%
IV Percentile82.7%29.0%100.0%41.7%100.0%
Term Structure0.0%-1.2%1.0%0.5%-1.2%
VWIV5.7%4.0%7.7%4.5%7.7%
Skew 25d4.1%-1.8%28.2%-1.0%-1.8%
Skew 10d7.7%-2.1%47.4%0.4%-2.1%
Call IV 25d6.4%4.8%11.2%6.1%11.2%
Put IV 25d10.5%4.7%35.4%5.1%9.4%
Bid-Ask Spread %44.076.29133.7115.73105.20
Gamma HHI0.930.631.001.000.64
Net GEX-20.4M-38.6M-6.9M-33.1M-9.7M
Net DEX56.2M36.9M83.3M40.3M61.2M
Net VEX-250.3K-332.5K-174.0K-174.0K-332.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio117.846.82518.31518.3112.92
Total Volume12,264.5651,54432,60420,2534,440
Total OI65,624.65241,32478,31863,90664,167

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2018-10-01$23.18$23.004.4%1.3%1.8%36.9%4.5%-1.0%0.5%-33.1M40.3M-174.0K518.3115.733920,21436763,539
2018-10-02$23.21$23.004.4%1.3%1.7%36.9%4.8%-0.7%1.0%-22.5M57.7M-269.0K265.766.297219,13536765,549
2018-10-03$23.19$23.004.7%1.3%1.7%42.2%4.8%-1.3%0.4%-24.0M58.8M-276.9K334.969.867224,11740066,585
2018-10-04$23.18$23.004.9%1.4%1.7%46.4%4.8%0.9%0.4%-30.6M44.6M-183.4K336.0719.427224,19740072,625
2018-10-05$23.19$23.005.8%1.6%1.7%63.5%5.4%16.8%-0.3%-38.6M45.8M-180.3K353.0845.617225,42240072,745
2018-10-08$23.18$23.006.7%1.4%1.7%82.1%5.1%-1.8%0.7%-25.4M67.5M-292.2K40.01128.111265,04140075,110
2018-10-09$23.17$23.006.1%1.5%1.7%70.3%5.1%0.9%0.4%-24.4M70.6M-317.4K29.5944.391263,72844075,370
2018-10-10$23.14$23.006.3%1.8%1.8%75.8%6.4%21.7%-0.7%-24.3M68.7M-289.1K33.59115.521264,23244075,577
2018-10-11$23.10$23.005.6%1.6%1.9%60.9%5.6%1.0%1.0%-25.4M83.3M-310.6K40.04133.711265,04544076,062
2018-10-12$23.13$23.005.7%1.6%1.9%62.0%5.7%22.2%0.3%-28.8M74.1M-320.4K36.8729.621264,64644077,817
2018-10-15$23.15$23.005.8%1.7%1.9%64.8%5.8%1.1%-0.1%-27.7M75.1M-315.1K21.1556.631713,61643177,837
2018-10-16$23.18$23.005.7%1.6%2.0%61.4%5.7%1.1%0.4%-25.5M76.2M-313.3K21.1515.251713,61648677,832
2018-10-17$23.18$23.004.1%1.2%2.0%30.1%4.0%-0.5%0.9%-27.9M70.7M-305.9K167.2942.2817128,60748677,832
2018-10-18$23.15$23.006.1%1.8%1.9%71.0%6.1%0.5%-0.7%-20.6M45.1M-188.5K189.6755.8517132,43348653,158
2018-10-19$23.15$23.005.2%1.5%1.9%52.6%5.2%0.2%0.0%-21.8M47.3M-210.3K153.3258.3917426,67749157,024
2018-10-22$23.08$23.006.3%1.8%1.9%73.8%6.3%1.1%0.0%-6.9M36.9M-178.6K8.9012.731561,38820441,120
2018-10-23$23.07$23.005.6%1.6%1.9%61.1%5.6%1.0%0.5%-7.7M38.1M-176.5K52.3914.3622011,52621741,383
2018-10-24$23.04$23.005.7%1.6%1.8%62.5%5.7%1.0%0.4%-7.7M37.6M-183.4K37.1614.3331711,78129351,768
2018-10-25$23.04$23.007.2%2.1%1.8%92.7%7.2%28.2%-1.1%-8.3M41.8M-193.8K18.1313.733175,74740554,511
2018-10-26$22.99$23.006.1%1.8%1.9%71.1%6.1%1.1%-0.4%-8.3M42.1M-191.6K26.3118.133178,33940556,604
2018-10-29$23.02$23.007.2%2.1%2.0%93.1%7.2%1.3%-0.9%-10.6M60.0M-322.8K6.8240.683192,17740663,030
2018-10-30$23.03$23.007.4%2.1%1.9%97.8%7.4%1.3%-0.7%-9.1M49.6M-231.2K6.8417.733192,18140863,310
2018-10-31$23.03$23.007.6%2.2%1.9%100.0%7.7%-1.8%-1.2%-9.7M61.2M-332.5K12.92105.203194,12140863,759