BKLN Options History — May 2019

In May 2019, BKLN traded between $22.61 and $22.98. ATM implied volatility averaged 4.6%, placing in the 4.9% IV rank vs the trailing year. The 30-day expected move averaged 1.1%. IV traded above realized volatility by 1.9% (HV 20d: 2.7%). Max pain ranged from $18.00 to $23.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 2853.71.

Notable Days

  • 2019-05-16: Highest Volume — 40,786 contracts
  • 2019-05-15: Largest IV drop — 68.1% change
  • 2019-05-14: Highest IV Rank — 21.4%
  • 2019-05-31: Largest Expected Move — 1.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$22.83$22.61$22.98$22.97$22.61
Max Pain$22.45$18.00$23.00$23.00$23.00
ATM IV4.6%2.9%11.3%3.8%5.2%
Expected Move1.1%0.8%1.5%1.1%1.5%
HV 20d2.7%1.9%3.3%2.3%3.3%
HV 60d3.1%3.0%3.3%3.1%3.3%
IV Rank4.9%0.6%21.4%2.8%6.3%
IV Percentile33.9%1.2%94.8%18.7%55.2%
Term Structure-0.1%-1.1%2.1%-0.2%-1.1%
VWIV6.3%3.4%20.0%3.6%7.9%
Skew 25d-4.2%-31.0%2.8%-21.7%1.4%
Skew 10d-14.1%-79.2%0.7%-35.3%-0.1%
Call IV 25d9.9%2.4%36.8%28.1%4.6%
Put IV 25d5.6%4.3%7.2%6.3%6.0%
Bid-Ask Spread %82.2810.14144.6329.06111.61
Gamma HHI0.640.480.770.520.74
Net GEX-35.2M-52.2M-7.1M-7.1M-52.2M
Net DEX153.9M34.4M226.4M34.4M226.4M
Net VEX-1.1M-1.5M-297.0K-297.0K-1.5M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2853.711.2422809.005552.0016.78
Total Volume9,146.63653640,78611,1062,756
Total OI375,755.545304,955426,096304,955425,651

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-05-01$22.97$23.003.8%1.1%2.3%2.8%3.6%-21.7%-0.2%-7.1M34.4M-297.0K5552.0029.06211,1044,241300,714
2019-05-02$22.97$23.003.9%1.1%2.3%3.1%5.0%0.3%1.4%-8.5M48.2M-369.1K5967.0014.74211,9344,240311,592
2019-05-03$22.98$23.004.2%1.2%1.9%3.7%4.1%-23.9%0.1%-13.4M47.6M-400.3K837.6480.341411,7274,240312,357
2019-05-06$22.97$18.003.1%1.0%1.9%1.2%0.0%-1.3%0.1%-26.0M119.9M-929.4K22809.0084.08122,8094,229313,228
2019-05-07$22.90$18.004.8%1.0%2.3%5.3%0.0%-0.8%0.9%-28.2M126.6M-1.0M553.6759.5331,6614,228335,975
2019-05-08$22.91$22.005.1%1.2%2.2%6.0%0.0%-1.0%-0.9%-26.4M108.3M-877.2K7318.0087.79321,9544,226337,026
2019-05-09$22.84$22.005.0%0.9%2.4%5.9%5.2%-0.5%2.1%-34.8M145.9M-1.1M1043.6791.8133,1314,226348,527
2019-05-10$22.87$23.005.5%1.0%2.4%7.2%3.4%-2.0%-0.4%-34.0M149.6M-1.1M1.24142.744,0004,9584,226350,097
2019-05-13$22.79$23.008.0%1.1%2.6%13.1%0.0%-2.3%-0.8%-35.0M159.6M-1.2M0.00142.1705364,226350,097
2019-05-14$22.83$23.0011.3%1.0%2.7%21.4%3.5%-31.0%-0.5%-30.8M184.4M-1.3M3.08144.634,25213,0908,143354,721
2019-05-15$22.87$23.003.6%1.0%2.8%2.4%0.0%-0.8%-0.5%-34.8M170.0M-1.3M0.0082.0203,3048,285363,509
2019-05-16$22.90$23.003.3%0.9%2.9%1.6%0.0%-1.4%-0.5%-33.7M160.7M-1.2M0.0091.63040,7868,285366,884
2019-05-17$22.89$23.003.3%0.9%2.8%1.6%3.7%-0.9%-0.5%-40.0M189.7M-1.4M0.0070.5903,2168,285407,175
2019-05-20$22.78$23.002.9%0.8%3.1%0.6%0.0%2.5%0.4%-45.8M172.9M-1.3M0.0010.1401,6358,254395,719
2019-05-21$22.81$23.003.0%0.9%3.0%0.9%0.0%-5.3%0.5%-41.3M178.1M-1.4M95.3542.43201,9078,254397,131
2019-05-22$22.80$23.003.6%1.0%3.0%2.3%3.8%1.1%-0.6%-42.8M189.5M-1.4M80.3085.07231,8478,274397,329
2019-05-23$22.71$23.004.4%1.3%3.3%4.3%4.7%1.2%-0.9%-46.0M185.2M-1.4M730.3062.262316,7978,277397,459
2019-05-24$22.72$23.003.9%1.1%3.2%3.1%5.1%2.4%0.2%-48.2M193.7M-1.4M628.7873.662314,4628,277411,352
2019-05-28$22.73$23.004.3%1.2%3.2%4.0%0.0%2.8%0.1%-47.7M193.3M-1.4M0.00106.6901,0758,275417,821
2019-05-29$22.69$23.004.8%1.4%3.2%5.2%20.0%-14.3%0.0%-49.5M202.5M-1.4M13.9185.53659048,275417,821
2019-05-30$22.68$23.004.8%1.4%3.2%5.4%11.8%2.1%-0.9%-48.3M199.8M-1.4M8.59111.591251,0748,340417,131
2019-05-31$22.61$23.005.2%1.5%3.3%6.3%7.9%1.4%-1.1%-52.2M226.4M-1.5M16.78111.611552,6018,350417,301