BKLN Options History — July 2019

In July 2019, BKLN traded between $22.70 and $22.85. ATM implied volatility averaged 8.0%, placing in the 13.1% IV rank vs the trailing year. The 30-day expected move averaged 3.2%. IV traded above realized volatility by 5.4% (HV 20d: 2.6%). Max pain ranged from $23.00 to $25.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 1 of 22 days. Put/call ratio averaged 600.12.

Notable Days

  • 2019-07-02: Highest Volume — 29,093 contracts
  • 2019-07-10: Largest IV spike — 705.0% change
  • 2019-07-11: Highest IV Rank — 97.4%
  • 2019-07-11: Largest Expected Move — 12.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$22.76$22.70$22.85$22.70$22.81
Max Pain$24.73$23.00$25.00$23.00$25.00
ATM IV8.0%3.4%42.4%4.7%4.9%
Expected Move3.2%1.0%12.1%1.4%1.4%
HV 20d2.6%2.4%3.0%2.7%2.5%
HV 60d2.8%2.7%2.9%2.8%2.9%
IV Rank13.1%1.8%97.4%5.1%5.5%
IV Percentile43.4%9.9%99.6%45.6%47.2%
Term Structure-0.7%-2.7%0.0%-1.1%-1.7%
VWIV6.1%5.4%7.3%5.8%7.3%
Skew 25d1.5%-5.1%3.7%2.1%2.4%
Skew 10d-6.1%-46.0%2.6%-5.3%-4.7%
Call IV 25d5.1%2.7%11.7%4.4%4.7%
Put IV 25d6.6%5.1%10.6%6.5%7.1%
Bid-Ask Spread %53.6113.89120.35120.3583.78
Gamma HHI0.620.500.700.650.67
Net GEX-44.0M-53.0M-37.7M-47.7M-39.8M
Net DEX192.2M130.5M244.0M222.8M131.2M
Net VEX-1.0M-1.3M-783.1K-1.2M-783.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio600.124.492908.302705.3047.67
Total Volume5,491.90939329,09327,0631,947
Total OI454,237.909341,881522,736503,282343,533

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-07-01$22.70$23.004.7%1.4%2.7%5.1%5.8%2.1%-1.1%-47.7M222.8M-1.2M2705.30120.351027,05323,621479,661
2019-07-02$22.70$23.005.6%1.6%2.6%7.3%5.9%0.8%-2.7%-52.2M238.0M-1.3M2908.3020.411029,08323,631493,857
2019-07-03$22.74$23.005.3%1.5%2.6%6.4%5.4%1.3%-2.7%-42.5M206.7M-1.2M1623.0048.921016,23023,631494,024
2019-07-05$22.70$25.006.2%1.9%2.7%8.7%0.0%0.4%-0.7%-51.1M238.7M-1.2M1146.9082.801011,46923,631494,026
2019-07-08$22.72$25.007.1%11.7%2.7%10.9%0.0%0.5%-0.0%-53.0M228.1M-1.2M0.0072.49076223,631494,082
2019-07-09$22.71$25.005.2%11.8%2.7%6.3%0.0%-1.1%-0.0%-47.3M244.0M-1.2M0.0091.53076223,631494,348
2019-07-10$22.74$25.0041.8%12.0%2.5%96.1%0.0%-0.4%-0.0%-47.3M199.9M-871.7K0.0043.40046323,631494,348
2019-07-11$22.73$25.0042.4%12.1%2.5%97.4%0.0%0.5%-1.0%-45.2M235.3M-1.1M0.0039.57055823,631494,499
2019-07-12$22.76$25.005.0%1.4%2.4%5.9%7.3%2.9%-1.0%-45.8M229.2M-1.2M7.2159.239266323,635494,689
2019-07-15$22.80$25.004.6%1.3%2.4%4.7%0.0%3.3%0.0%-45.4M190.4M-827.6K584.0042.35158423,801494,794
2019-07-16$22.80$25.003.6%1.0%2.4%2.5%0.0%-5.1%-1.1%-37.7M178.9M-789.5K974.7591.1543,89923,802495,033
2019-07-17$22.85$25.003.4%1.0%2.5%1.8%0.0%2.5%-0.7%-39.2M181.5M-862.8K172.7530.02469123,804498,554
2019-07-18$22.81$25.003.8%1.1%2.6%2.9%0.0%2.4%-0.6%-45.1M219.1M-1.1M423.5022.8841,69423,804498,932
2019-07-19$22.82$25.003.4%1.0%2.6%1.8%0.0%1.8%-0.4%-43.7M214.0M-1.1M4.4916.283,00413,48523,804495,994
2019-07-22$22.72$25.003.5%1.0%3.0%2.2%0.0%1.8%-0.8%-41.7M159.4M-1.0M13.3813.89911,2185,181336,700
2019-07-23$22.72$25.004.8%1.4%2.6%5.3%0.0%2.9%-0.0%-41.9M157.9M-985.8K13.8026.17911,2565,181337,917
2019-07-24$22.72$25.003.7%1.1%2.5%2.6%0.0%1.9%-0.1%-41.6M162.8M-1.0M14.2914.81911,3005,181337,940
2019-07-25$22.72$25.004.4%1.3%2.5%4.3%0.0%2.6%-1.0%-42.0M164.3M-1.0M14.3881.95941,3525,181337,960
2019-07-26$22.78$25.004.1%1.2%2.6%3.7%0.0%3.4%-0.0%-39.6M152.0M-898.0K14.7663.83941,3875,183338,022
2019-07-29$22.80$25.003.9%1.1%2.6%3.0%0.0%3.4%-0.1%-39.4M130.5M-891.2K38.3020.31103835,183338,071
2019-07-30$22.81$25.004.0%1.2%2.5%3.4%0.0%3.7%-0.2%-39.2M142.9M-919.6K95.3093.32109535,193338,279
2019-07-31$22.81$25.004.9%1.4%2.5%5.5%0.0%2.4%-1.7%-39.8M131.2M-783.1K47.6783.78401,9075,193338,340