BKLN Options History — June 2019

In June 2019, BKLN traded between $22.61 and $22.78. ATM implied volatility averaged 4.8%, placing in the 5.3% IV rank vs the trailing year. The 30-day expected move averaged 1.2%. IV traded above realized volatility by 1.8% (HV 20d: 3.0%). Max pain ranged from $23.00 to $23.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 2 of 20 days. Put/call ratio averaged 1499.14.

Notable Days

  • 2019-06-07: Highest Volume — 31,636 contracts
  • 2019-06-04: Largest IV drop — 48.7% change
  • 2019-06-11: Highest IV Rank — 10.0%
  • 2019-06-03: Largest Expected Move — 1.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$22.70$22.61$22.78$22.61$22.65
Max Pain$23.00$23.00$23.00$23.00$23.00
ATM IV4.8%3.2%6.7%6.4%4.1%
Expected Move1.2%0.9%1.8%1.8%1.2%
HV 20d3.0%2.3%3.4%3.3%2.6%
HV 60d3.1%2.8%3.3%3.3%2.9%
IV Rank5.3%1.4%10.0%9.2%3.5%
IV Percentile43.4%6.3%73.4%72.2%29.8%
Term Structure-0.9%-3.1%0.4%-3.1%-1.0%
VWIV6.0%2.4%10.2%2.4%4.4%
Skew 25d1.2%-4.0%4.7%1.6%1.0%
Skew 10d-1.7%-8.3%2.7%-1.1%-8.3%
Call IV 25d6.0%3.5%8.9%6.3%4.6%
Put IV 25d7.1%4.9%10.1%7.8%5.6%
Bid-Ask Spread %91.8110.60142.78108.5493.40
Gamma HHI0.760.650.820.780.74
Net GEX-50.4M-56.8M-41.3M-52.7M-56.8M
Net DEX222.4M192.4M255.6M212.2M237.2M
Net VEX-1.3M-1.5M-1.1M-1.4M-1.3M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1499.140.2114037.002989.00192.00
Total Volume10,457.938631,6362,990386
Total OI480,118.8427,864506,735427,864503,262

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-06-03$22.61$23.006.4%1.8%3.3%9.2%0.0%1.6%-3.1%-52.7M212.2M-1.4M2989.00108.5412,9898,374419,490
2019-06-04$22.65$23.003.3%0.9%3.4%1.6%2.4%0.3%-1.5%-50.7M204.7M-1.4M14037.00104.36114,0378,374422,453
2019-06-05$22.68$23.004.0%1.2%3.4%3.4%4.0%0.8%-1.4%-51.2M228.1M-1.5M2.8110.605,57615,6568,374425,964
2019-06-06$22.69$23.005.9%0.9%3.4%7.9%8.2%2.7%-0.6%-52.0M226.2M-1.4M1.99111.4210,57621,03218,921442,424
2019-06-07$22.70$23.006.1%1.0%3.2%8.5%4.4%4.5%-0.8%-52.2M215.8M-1.4M1.62114.9412,07619,56013,921439,976
2019-06-10$22.69$23.005.9%1.1%3.2%8.1%9.7%4.7%-0.6%-53.4M228.7M-1.4M59.10100.611059115,921444,566
2019-06-11$22.76$23.006.7%1.2%3.2%10.0%5.7%4.5%0.2%-51.2M210.0M-1.3M1.08121.0411,56012,47615,925444,544
2019-06-12$22.73$23.003.6%1.0%3.1%2.3%4.4%2.7%-0.5%-51.3M222.7M-1.4M1.21135.397,0108,48127,425454,775
2019-06-13$22.78$23.003.8%1.1%3.2%2.9%8.7%3.6%0.4%-49.4M210.4M-1.4M0.21141.867,1101,52532,372460,275
2019-06-14$22.74$23.003.2%0.9%3.2%1.4%10.2%4.0%-0.7%-51.4M236.0M-1.5M0.62102.877,1104,37729,472457,373
2019-06-17$22.73$23.003.8%1.1%3.2%2.9%4.6%-4.0%-0.6%-49.7M220.7M-1.4M5903.50113.41211,80729,472457,473
2019-06-18$22.73$23.005.4%1.6%2.7%6.9%7.8%-2.7%-0.6%-48.1M255.6M-1.5M1.88136.832,6695,00532,124473,925
2019-06-19$22.74$23.004.5%1.3%2.7%4.7%6.0%-1.8%-0.6%-47.9M215.9M-1.2M1.33115.832,6693,55732,122474,028
2019-06-20$22.74$23.004.0%1.2%2.7%3.5%5.0%-1.0%-0.7%-48.5M201.3M-1.1M0.3640.822,67196432,122474,482
2019-06-21$22.78$23.004.3%1.2%2.3%4.1%5.7%-2.9%-0.6%-41.3M192.4M-1.1M1.77142.782,6714,72832,122474,613
2019-06-24$22.69$23.004.6%1.3%2.7%4.7%0.0%2.3%-0.7%-46.4M218.0M-1.2M0.0029.36062923,620472,537
2019-06-25$22.64$23.005.0%1.4%2.8%5.9%0.0%1.8%-0.9%-49.4M233.2M-1.3M0.0069.2805,85523,620472,830
2019-06-26$22.63$23.005.8%1.7%2.8%7.7%5.1%0.6%-2.3%-53.9M237.8M-1.3M1968.0030.0211,96823,620477,375
2019-06-27$22.64$23.005.3%1.5%2.8%6.6%5.5%0.4%-2.4%-50.5M240.2M-1.3M1821.0012.7911,82123,620478,490
2019-06-28$22.65$23.004.1%1.2%2.6%3.5%4.4%1.0%-1.0%-56.8M237.2M-1.3M192.0093.40238423,620479,642