BKLN Options History — August 2019

In August 2019, BKLN traded between $22.54 and $22.80. ATM implied volatility averaged 10.3%, placing in the 18.6% IV rank vs the trailing year. The 30-day expected move averaged 2.5%. IV traded above realized volatility by 7.7% (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 5 of 22 days. Put/call ratio averaged 203.41.

Notable Days

  • 2019-08-02: Highest Volume — 10,063 contracts
  • 2019-08-26: Largest IV spike — 312.6% change
  • 2019-08-13: Highest IV Rank — 66.0%
  • 2019-08-13: Largest Expected Move — 11.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$22.61$22.54$22.80$22.80$22.62
Max Pain$23.18$23.00$25.00$25.00$23.00
ATM IV10.3%4.2%29.6%4.2%5.9%
Expected Move2.5%1.0%11.9%1.2%1.7%
HV 20d2.6%2.1%2.9%2.5%2.1%
HV 60d2.7%2.5%2.9%2.8%2.5%
IV Rank18.6%3.9%66.0%3.9%7.6%
IV Percentile71.4%32.1%98.8%32.1%59.5%
Term Structure-1.5%-22.1%0.5%-0.3%-1.1%
VWIV7.8%6.5%9.1%6.5%9.1%
Skew 25d-6.0%-73.0%5.8%5.0%2.0%
Skew 10d-18.7%-97.2%4.9%-31.4%-2.1%
Call IV 25d14.7%3.1%80.6%3.8%4.4%
Put IV 25d8.7%5.1%28.6%8.7%6.4%
Bid-Ask Spread %110.3910.35137.74114.39111.10
Gamma HHI0.740.610.820.610.72
Net GEX-46.2M-50.8M-28.6M-28.6M-48.8M
Net DEX177.3M143.0M223.2M182.5M158.8M
Net VEX-916.1K-1.1M-717.6K-1.1M-859.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio203.410.001092.0020.2691.00
Total Volume1,501.727410,06389316
Total OI342,421.818335,826349,232343,203339,395

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-08-01$22.80$25.004.2%1.2%2.5%3.9%0.0%5.0%-0.3%-28.6M182.5M-1.1M20.26114.39428515,213337,990
2019-08-02$22.72$25.007.0%2.0%2.7%10.6%0.0%5.8%-1.6%-45.0M159.2M-943.3K0.00110.57010,0635,215338,050
2019-08-05$22.70$23.007.7%1.1%2.7%12.2%0.0%-42.4%-0.4%-44.0M169.3M-921.3K486.29113.84146,8085,215341,715
2019-08-06$22.70$23.008.1%1.2%2.7%13.1%0.0%-73.0%-0.5%-46.5M161.0M-910.2K0.00118.1301805,215340,832
2019-08-07$22.66$23.009.3%1.5%2.7%16.2%0.0%3.7%-0.5%-43.9M149.0M-793.9K0.00112.6106675,215340,928
2019-08-08$22.69$23.008.0%1.0%2.8%13.0%0.0%2.0%0.5%-45.3M173.7M-992.9K0.00118.7201605,215341,233
2019-08-09$22.63$23.009.2%1.2%2.9%15.7%0.0%1.7%0.2%-47.9M174.4M-998.0K0.00106.0106,0135,215341,356
2019-08-12$22.60$23.0029.5%1.4%2.8%65.7%0.0%1.6%-0.6%-49.8M196.5M-1.0M0.0099.04045,215341,801
2019-08-13$22.62$23.0029.6%11.9%2.8%66.0%0.0%-4.6%-0.2%-45.9M191.1M-957.3K103.50137.7422075,215341,799
2019-08-14$22.54$23.005.8%1.7%2.9%7.4%6.5%4.2%-2.0%-50.8M215.0M-1.0M0.00100.4702,6545,215341,810
2019-08-15$22.54$23.006.7%1.9%2.8%9.7%0.0%2.3%0.3%-49.6M223.2M-1.0M19.00106.98203805,215343,830
2019-08-16$22.56$23.006.4%1.8%2.9%9.0%0.0%-1.4%-0.7%-48.8M207.9M-981.4K1092.0080.1411,0925,225344,007
2019-08-19$22.55$23.004.5%1.3%2.5%4.2%0.0%1.8%-0.7%-48.8M172.9M-877.5K17.5410.35264562,722333,104
2019-08-20$22.55$23.004.5%1.3%2.5%4.3%0.0%1.9%0.2%-47.5M154.4M-769.7K0.00106.751002,733333,543
2019-08-21$22.57$23.005.3%1.5%2.5%6.1%0.0%2.5%-0.7%-49.3M174.2M-935.4K1.13117.8615172,735333,543
2019-08-22$22.57$23.007.9%2.3%2.5%12.7%0.0%3.8%0.1%-47.4M143.0M-717.6K0.00132.8605092,745333,558
2019-08-23$22.55$23.006.5%1.8%2.3%9.0%9.1%1.6%-0.8%-48.1M190.3M-951.5K0.00129.0001,8522,745333,617
2019-08-26$22.56$23.0026.6%7.6%2.2%58.7%0.0%-56.3%-0.9%-46.6M169.2M-812.0K91.00137.5132732,745335,283
2019-08-27$22.57$23.007.0%2.0%2.2%10.5%0.0%2.0%-1.0%-49.7M177.0M-914.2K0.00121.7201693,168335,503
2019-08-28$22.56$23.0021.0%6.0%2.2%44.9%0.0%0.9%-22.1%-35.4M192.2M-820.6K0.00131.8705003,168335,671
2019-08-29$22.59$23.006.2%1.8%2.3%8.5%0.0%3.0%-1.1%-49.7M165.3M-867.3K0.00110.930343,168336,195
2019-08-30$22.62$23.005.9%1.7%2.1%7.6%0.0%2.0%-1.1%-48.8M158.8M-859.7K0.00111.100163,168336,227