BKLN Options History — February 2019

In February 2019, BKLN traded between $22.46 and $22.85. ATM implied volatility averaged 12.3%, placing in the 34.1% IV rank vs the trailing year. The 30-day expected move averaged 3.6%. IV traded above realized volatility by 8.4% (HV 20d: 3.9%). 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 1 of 19 days. Put/call ratio averaged 112.54.

Notable Days

  • 2019-02-28: Highest Volume — 17,157 contracts
  • 2019-02-08: Largest IV spike — 476.2% change
  • 2019-02-06: Highest IV Rank — 100.0%
  • 2019-02-08: Largest Expected Move — 12.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$22.65$22.46$22.85$22.46$22.80
Max Pain$23.00$23.00$23.00$23.00$23.00
ATM IV12.3%3.5%43.4%7.3%3.5%
Expected Move3.6%1.0%12.4%1.6%1.0%
HV 20d3.9%2.7%8.4%8.4%3.0%
HV 60d7.3%7.3%7.4%7.3%7.3%
IV Rank34.1%2.1%100.0%36.9%2.1%
IV Percentile71.7%3.6%100.0%83.7%3.6%
Term Structure-1.6%-2.5%1.8%1.8%-1.2%
VWIV13.4%5.9%24.1%24.1%5.9%
Skew 25d0.3%-6.5%4.3%0.6%3.7%
Skew 10d-5.5%-35.0%3.7%-35.0%-10.1%
Call IV 25d7.0%2.7%16.5%5.0%3.2%
Put IV 25d7.3%5.3%11.1%5.5%6.9%
Bid-Ask Spread %60.7712.93140.70117.4919.39
Gamma HHI0.710.470.810.810.71
Net GEX-51.9M-62.8M-23.6M-62.5M-43.1M
Net DEX156.0M46.7M237.8M237.8M95.1M
Net VEX-969.6K-1.3M-465.8K-1.2M-760.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio112.541.05696.221.0520.26
Total Volume4,424.6847117,15716,67117,157
Total OI608,468.421512,483678,389672,656527,218

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-02-01$22.46$23.007.3%1.6%8.4%36.9%0.0%0.6%1.8%-62.5M237.8M-1.2M1.05117.498,1408,53126,019646,637
2019-02-04$22.46$23.009.3%1.8%5.7%52.1%0.0%0.2%-0.6%-62.8M228.3M-1.2M0.0039.2607126,036644,964
2019-02-05$22.56$23.0010.9%5.0%4.5%65.5%0.0%-0.8%-1.9%-57.1M166.7M-835.1K0.0061.9201,66126,036644,997
2019-02-06$22.62$23.0016.3%4.7%4.4%100.0%0.0%-0.2%-1.9%-51.8M175.9M-1.0M71.2777.12453,20726,036645,276
2019-02-07$22.59$23.007.5%2.2%4.2%35.8%24.1%-0.1%-1.8%-60.0M194.8M-1.2M90.9149.97474,27326,031643,847
2019-02-08$22.59$23.0043.4%12.4%4.2%100.0%10.2%-1.1%-1.9%-59.6M188.5M-1.1M78.6686.01473,69726,033643,846
2019-02-11$22.55$23.0018.8%5.4%4.1%39.7%0.0%-0.4%-2.3%-57.4M188.0M-1.1M0.0066.4303,43726,033644,263
2019-02-12$22.57$23.0015.8%4.5%3.8%32.3%0.0%-6.5%-2.2%-57.4M188.8M-1.1M79.11135.94971226,023646,665
2019-02-13$22.61$23.0028.7%8.2%3.8%64.1%5.9%-5.4%-2.3%-55.6M171.6M-1.1M151.33140.7091,36226,032647,113
2019-02-14$22.63$23.0027.8%8.0%3.6%61.7%0.0%-1.0%-2.4%-55.9M153.1M-974.2K696.2290.0596,26626,032647,422
2019-02-15$22.69$23.006.2%1.8%3.6%8.8%0.0%-1.1%-2.1%-59.6M198.7M-1.3M1.3655.754,7596,47725,641652,748
2019-02-19$22.63$23.005.7%1.6%3.7%7.4%0.0%0.5%-2.2%-54.3M166.8M-1.1M136.0016.34227220,772491,711
2019-02-20$22.65$23.005.9%1.7%2.7%7.9%0.0%1.1%-2.2%-54.0M147.5M-955.6K299.50118.19259920,772491,969
2019-02-21$22.68$23.007.9%2.3%2.7%12.9%0.0%0.8%-2.5%-49.7M162.7M-1.1M25.5519.91822,09520,772500,072
2019-02-22$22.77$23.007.0%2.0%2.9%10.8%0.0%3.8%-0.9%-41.7M85.0M-720.4K27.7915.92822,27920,816501,626
2019-02-25$22.80$23.004.5%1.3%2.9%4.7%0.0%4.1%-1.0%-39.6M82.0M-704.9K0.0015.23027520,753502,189
2019-02-26$22.81$23.004.0%1.2%2.9%3.4%0.0%3.6%-1.0%-41.0M85.2M-718.0K4.1916.107623,19420,753502,138
2019-02-27$22.85$23.003.6%1.0%2.8%2.5%0.0%4.3%-0.9%-23.6M46.7M-465.8K4.9112.937633,74621,367504,242
2019-02-28$22.80$23.003.5%1.0%3.0%2.1%0.0%3.7%-1.2%-43.1M95.1M-760.9K20.2619.3980716,35021,368505,850