BKLN Options History — January 2019

In January 2019, BKLN traded between $21.86 and $22.69. ATM implied volatility averaged 8.1%, placing in the 42.9% IV rank vs the trailing year. The 30-day expected move averaged 2.2%. IV traded below realized volatility by 2.4% (HV 20d: 10.5%). Max pain ranged from $22.00 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 281.48.

Notable Days

  • 2019-01-03: Highest Volume — 72,904 contracts
  • 2019-01-11: Largest IV spike — 94.5% change
  • 2019-01-07: Highest IV Rank — 68.5%
  • 2019-01-22: Largest Expected Move — 3.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$22.43$21.86$22.69$21.86$22.45
Max Pain$22.76$22.00$23.00$23.00$23.00
ATM IV8.1%4.8%11.3%9.9%7.1%
Expected Move2.2%1.4%3.2%2.8%1.9%
HV 20d10.5%8.3%11.7%8.3%8.5%
HV 60d7.0%5.3%7.3%5.3%7.3%
IV Rank42.9%17.4%68.5%57.3%35.5%
IV Percentile83.2%43.3%97.2%94.8%82.5%
Term Structure-0.3%-2.9%1.8%-0.5%1.3%
VWIV8.5%5.6%12.5%8.4%9.6%
Skew 25d3.0%-2.8%6.9%-2.8%6.1%
Skew 10d2.9%-4.0%55.1%-3.2%1.1%
Call IV 25d6.3%3.8%12.7%12.7%3.8%
Put IV 25d9.3%5.5%12.4%9.8%10.0%
Bid-Ask Spread %98.7434.19128.05116.70103.19
Gamma HHI0.630.420.800.470.75
Net GEX-57.3M-69.3M-46.7M-61.4M-64.7M
Net DEX243.5M166.6M449.8M449.8M199.2M
Net VEX-1.3M-1.8M-1.1M-1.6M-1.1M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio281.481.232703.603.624.75
Total Volume16,298.52446672,90428,92646,516
Total OI668,116.619619,004713,142631,697662,805

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-01-02$21.86$23.009.9%2.8%8.3%57.3%8.4%-2.8%-0.5%-61.4M449.8M-1.6M3.62116.706,26722,65925,359606,338
2019-01-03$21.97$22.009.0%2.8%8.6%49.9%12.5%3.9%-0.7%-64.9M411.0M-1.8M10.96122.706,09766,80729,622589,382
2019-01-04$22.36$22.0010.0%2.8%11.0%58.0%10.1%5.2%-0.7%-55.1M241.8M-1.2M41.68122.9264827,00734,434636,794
2019-01-07$22.60$22.0011.3%1.8%11.7%68.5%9.8%5.1%-2.1%-51.9M215.1M-1.4M0.00126.5106,53634,122642,908
2019-01-08$22.69$22.005.2%1.5%11.7%20.0%11.9%4.5%-1.0%-46.7M166.6M-1.3M17.41128.0562110,81133,822645,376
2019-01-09$22.61$22.004.8%1.4%11.6%17.4%10.3%6.9%0.3%-50.2M179.5M-1.3M29.81115.6155916,66634,267646,721
2019-01-10$22.56$23.005.3%1.5%11.6%20.6%6.8%6.9%-0.7%-48.6M194.5M-1.2M11.11107.845586,19734,269656,550
2019-01-11$22.49$23.0010.2%2.9%11.6%59.7%7.6%5.7%-1.4%-54.3M210.4M-1.3M93.19111.4618517,24034,280656,813
2019-01-14$22.41$23.009.9%2.8%11.7%57.1%6.9%4.2%-0.6%-66.1M293.9M-1.7M0.00110.91076330,260667,014
2019-01-15$22.39$23.009.6%2.8%11.7%54.9%9.8%3.8%-0.1%-69.3M299.1M-1.7M0.0098.93010,43230,260667,658
2019-01-16$22.47$23.008.7%2.5%11.6%47.9%8.1%3.6%0.3%-60.3M226.7M-1.2M311.00112.03262230,260676,710
2019-01-17$22.55$23.006.2%1.8%11.6%28.5%6.5%0.2%-1.1%-57.3M200.3M-1.2M104.33122.1120321,17830,262676,836
2019-01-18$22.55$23.005.8%1.7%11.4%24.9%5.6%-0.5%-2.7%-55.6M234.6M-1.3M2.53118.232,4076,09729,790683,352
2019-01-22$22.40$23.0011.1%3.2%11.5%66.6%8.5%5.6%-2.9%-61.5M230.0M-1.4M2703.6052.99513,51818,233607,514
2019-01-23$22.43$23.009.6%2.8%11.5%55.1%7.0%5.3%1.6%-53.5M233.4M-1.2M1342.0092.69810,73618,238620,170
2019-01-24$22.45$23.006.6%1.9%10.0%31.3%6.6%-0.0%1.5%-53.5M216.1M-1.2M3.7434.193,25212,14918,241620,233
2019-01-25$22.44$23.006.8%2.0%8.9%33.2%6.5%-0.3%1.2%-57.7M226.8M-1.2M3.0663.043,2529,96318,480625,681
2019-01-28$22.43$23.007.5%2.1%8.5%38.3%9.0%-0.3%0.9%-58.3M221.4M-1.2M154.3376.30346317,938634,387
2019-01-29$22.41$23.007.1%2.0%8.6%35.1%8.7%-0.5%1.8%-54.9M237.6M-1.2M228.3359.63368517,935634,540
2019-01-30$22.46$23.007.7%2.2%8.5%40.2%9.6%0.5%-0.0%-57.0M225.5M-1.2M1.2377.505,0116,14317,935634,660
2019-01-31$22.45$23.007.1%1.9%8.5%35.5%0.0%6.1%1.3%-64.7M199.2M-1.1M4.75103.198,08738,42922,943639,862