BKLN Options History — April 2019

In April 2019, BKLN traded between $22.66 and $22.96. ATM implied volatility averaged 3.7%, placing in the 2.6% IV rank vs the trailing year. The 30-day expected move averaged 1.7%. IV traded above realized volatility by 0.3% (HV 20d: 3.4%). 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 17 of 21 days. Put/call ratio averaged 52.58.

Notable Days

  • 2019-04-18: Highest Volume — 73,465 contracts
  • 2019-04-02: Largest IV spike — 59.3% change
  • 2019-04-02: Highest IV Rank — 7.8%
  • 2019-04-01: Largest Expected Move — 8.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$22.87$22.66$22.96$22.66$22.96
Max Pain$23.00$23.00$23.00$23.00$23.00
ATM IV3.7%2.8%5.8%3.6%3.0%
Expected Move1.7%0.8%8.2%8.2%0.8%
HV 20d3.4%2.3%4.1%3.8%2.3%
HV 60d3.5%3.1%5.6%5.6%3.1%
IV Rank2.6%0.4%7.8%2.5%0.8%
IV Percentile13.2%0.8%64.3%7.9%2.4%
Term Structure0.8%-3.0%2.7%-1.4%2.3%
VWIV5.7%2.4%29.6%5.3%4.5%
Skew 25d3.1%-12.0%62.0%-0.1%0.9%
Skew 10d1.7%-27.8%79.0%-4.5%-0.8%
Call IV 25d9.1%4.1%21.5%6.1%5.8%
Put IV 25d12.2%4.7%81.0%6.0%6.7%
Bid-Ask Spread %75.1812.17122.80100.2492.12
Gamma HHI0.630.450.840.720.80
Net GEX-30.7M-60.7M-5.6M-60.7M-5.6M
Net DEX78.6M19.5M177.9M177.9M19.5M
Net VEX-545.1K-968.2K-149.1K-968.2K-149.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio52.580.37621.583.9585.50
Total Volume6,263.1916173,4659,896173
Total OI536,821.619304,943662,340636,565304,943

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-04-01$22.66$23.003.6%8.2%3.8%2.5%0.0%-0.1%-1.4%-60.7M177.9M-968.2K3.95100.242,0007,89620,483616,082
2019-04-02$22.70$23.005.8%2.0%3.9%7.8%5.3%1.0%-3.0%-36.4M106.6M-666.2K1.5692.052,0133,14522,483622,617
2019-04-03$22.70$23.004.4%7.5%3.8%4.2%0.0%-2.8%-0.2%-29.5M105.8M-643.4K2.71118.222,0135,46322,483622,784
2019-04-04$22.79$23.003.5%1.0%4.1%2.2%5.0%-0.9%0.1%-29.3M108.9M-706.6K2.6898.752,0135,39122,483624,555
2019-04-05$22.82$23.003.9%1.1%4.0%3.0%4.5%-0.8%1.5%-23.2M67.6M-412.7K1.8190.892,0063,62122,483624,730
2019-04-08$22.82$23.004.4%1.1%4.0%4.3%0.0%0.7%1.3%-33.4M102.6M-741.8K0.3731.412,50093122,481627,185
2019-04-09$22.85$23.004.8%1.0%4.0%5.3%0.0%-2.5%1.4%-24.1M67.6M-397.7K0.4286.492,5001,05721,477627,952
2019-04-10$22.90$23.004.7%1.3%4.0%5.0%5.0%-1.5%-2.4%-40.4M90.7M-627.9K49.4472.721889021,477634,227
2019-04-11$22.93$23.003.4%1.0%4.0%1.8%2.5%-0.5%1.7%-36.4M59.9M-424.4K42.2496.06331,39421,489634,604
2019-04-12$22.93$23.003.4%1.0%4.0%1.9%2.6%-0.1%1.5%-36.3M54.8M-389.0K10.4662.191331,39121,489635,308
2019-04-15$22.93$23.003.5%1.0%3.6%2.2%2.7%0.3%1.4%-50.4M100.3M-634.3K62.7327.91855,33221,550635,426
2019-04-16$22.94$23.003.1%0.9%3.6%1.2%2.7%-0.5%1.7%-52.7M107.2M-661.5K14.06101.11901,26521,530640,218
2019-04-17$22.93$23.003.7%1.1%3.6%2.5%2.8%-0.5%0.4%-41.5M62.4M-358.0K10.7495.301411,51421,530640,673
2019-04-18$22.96$23.003.3%0.9%3.4%1.6%29.6%-0.4%0.4%-46.7M53.3M-382.3K621.5884.8111873,34721,506640,834
2019-04-22$22.89$23.003.0%0.9%2.5%1.0%2.8%-9.3%1.1%-19.8M90.1M-799.8K12.3112.28131606,160299,477
2019-04-23$22.94$23.003.5%1.0%2.5%2.1%2.4%-2.6%1.8%-26.2M87.1M-814.2K7.91122.801118786,172299,599
2019-04-24$22.90$23.003.2%0.9%2.7%1.3%2.8%-9.3%1.2%-28.0M86.5M-783.9K3.3412.171113716,238300,248
2019-04-25$22.91$23.003.3%0.9%2.6%1.5%2.8%-12.0%1.3%-8.4M33.9M-293.6K3.5546.631013596,239300,323
2019-04-26$22.93$23.002.8%0.8%2.6%0.4%12.5%62.0%2.7%-8.3M32.2M-295.5K6.8173.221016886,241300,461
2019-04-29$22.94$23.003.0%0.9%2.4%1.0%0.0%43.3%2.4%-7.7M36.2M-296.5K160.0061.4611604,241300,773
2019-04-30$22.96$23.003.0%0.8%2.3%0.8%4.5%0.9%2.3%-5.6M19.5M-149.1K85.5092.1221714,240300,703