BKLN Options History — November 2018

In November 2018, BKLN traded between $22.64 and $23.11. ATM implied volatility averaged 7.0%, placing in the 66.6% IV rank vs the trailing year. The 30-day expected move averaged 2.0%. IV traded above realized volatility by 4.6% (HV 20d: 2.4%). 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 8 of 21 days. Put/call ratio averaged 12.43.

Notable Days

  • 2018-11-15: Highest Volume — 259,517 contracts
  • 2018-11-12: Largest IV spike — 60.2% change
  • 2018-11-12: Highest IV Rank — 100.0%
  • 2018-11-23: Largest Expected Move — 2.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$22.88$22.64$23.11$23.05$22.66
Max Pain$23.00$23.00$23.00$23.00$23.00
ATM IV7.0%4.8%10.4%6.3%6.2%
Expected Move2.0%1.5%2.7%1.8%1.8%
HV 20d2.4%1.9%3.0%1.9%2.8%
HV 60d2.0%1.7%2.3%1.7%2.3%
IV Rank66.6%38.9%100.0%73.3%45.4%
IV Percentile90.8%54.8%100.0%94.4%87.7%
Term Structure-0.2%-2.6%2.6%-0.7%2.6%
VWIV7.6%4.9%11.3%6.1%8.7%
Skew 25d3.2%-6.9%6.0%-0.8%4.2%
Skew 10d5.1%-20.8%27.7%-1.0%-0.5%
Call IV 25d7.5%3.9%18.2%8.7%3.9%
Put IV 25d10.7%7.2%13.1%7.9%8.1%
Bid-Ask Spread %54.899.52122.5625.539.52
Gamma HHI0.640.420.970.970.48
Net GEX-23.3M-45.6M-9.4M-10.2M-45.6M
Net DEX142.5M49.3M286.2M53.0M286.2M
Net VEX-839.1K-1.8M-224.6K-225.3K-1.8M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio12.431.49113.1715.632.44
Total Volume27,212.812,721259,5175,30617,623
Total OI220,106.47666,343440,89866,343440,898

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2018-11-01$23.05$23.006.3%1.8%1.9%73.3%6.1%-0.8%-0.7%-10.2M53.0M-225.3K15.6325.533194,98740865,935
2018-11-02$23.03$23.005.1%1.5%1.9%49.2%4.9%0.1%1.3%-9.4M51.7M-228.9K9.9519.613012,99640866,653
2018-11-05$23.08$23.007.3%2.1%2.1%93.2%7.4%4.7%-1.5%-9.6M50.1M-224.6K12.1717.212763,36055567,103
2018-11-06$23.07$23.005.6%2.0%2.1%60.0%6.9%3.6%-1.2%-10.4M50.4M-227.4K7.0339.893392,38258667,802
2018-11-07$23.11$23.006.7%1.9%2.2%81.3%6.7%4.7%-0.1%-9.6M49.3M-228.9K12.9524.883474,49371367,993
2018-11-08$23.08$23.007.2%1.9%2.1%91.4%6.7%4.0%-0.6%-12.3M62.3M-343.4K8.30117.975674,70574070,048
2018-11-09$23.04$23.004.8%1.8%2.2%43.6%6.6%4.9%0.2%-11.5M71.8M-345.4K13.2189.254425,83798570,331
2018-11-12$23.02$23.007.7%1.8%2.1%100.0%6.2%2.1%0.6%-12.5M66.9M-344.0K4.4592.791,3596,0521,00571,521
2018-11-13$22.99$23.0010.4%2.0%2.1%100.0%7.1%1.5%-0.9%-12.3M67.5M-333.9K4.53122.561,3596,1612,17073,136
2018-11-14$22.98$23.005.8%1.7%2.1%41.2%5.8%4.8%0.0%-11.3M68.4M-341.3K4.6087.031,3196,0672,17073,284
2018-11-15$22.95$23.007.6%2.2%2.1%64.3%7.6%4.6%-1.2%-13.6M74.0M-343.1K113.1791.942,273257,2442,18074,350
2018-11-16$22.89$23.007.4%2.1%2.2%61.2%7.4%-6.9%-0.6%-34.6M228.7M-1.5M5.08103.903,35217,0273,190316,520
2018-11-19$22.76$23.007.5%2.1%2.7%62.4%7.8%4.0%-0.1%-32.8M219.0M-1.4M4.51100.293,20414,4594,389318,858
2018-11-20$22.71$23.007.5%2.2%2.8%63.4%7.3%5.3%-0.3%-28.6M183.5M-1.1M22.2724.103,15970,3434,931324,062
2018-11-21$22.66$23.009.0%2.6%2.8%81.8%9.0%2.9%-2.2%-36.8M261.3M-1.7M3.9670.443,16012,5196,935378,350
2018-11-23$22.64$23.009.3%2.7%2.8%85.4%9.5%2.4%-2.6%-34.5M217.1M-1.3M3.7735.483,16611,9286,939389,296
2018-11-26$22.69$23.008.1%2.3%3.0%70.1%8.8%4.6%-1.4%-41.2M265.2M-1.7M5.1812.773,29317,0546,946389,460
2018-11-27$22.65$23.005.7%1.6%2.9%38.9%10.3%6.0%2.1%-35.9M223.8M-1.3M2.8812.097,24120,8327,105391,090
2018-11-28$22.66$23.006.8%1.9%2.9%53.5%11.3%6.0%1.9%-36.3M224.5M-1.3M3.5439.327,12625,22511,126405,152
2018-11-29$22.66$23.005.7%1.6%2.9%39.3%6.8%5.6%1.3%-39.4M218.2M-1.3M1.4916.187,06010,51311,169425,744
2018-11-30$22.66$23.006.2%1.8%2.8%45.4%8.7%4.2%2.6%-45.6M286.2M-1.8M2.449.525,12612,49713,180427,718