BKLN Options History — September 2019

In September 2019, BKLN traded between $22.56 and $22.80. ATM implied volatility averaged 5.5%, placing in the 6.8% IV rank vs the trailing year. The 30-day expected move averaged 1.4%. IV traded above realized volatility by 3.2% (HV 20d: 2.3%). 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 12 of 20 days. Put/call ratio averaged 207.56.

Notable Days

  • 2019-09-17: Highest Volume — 50,762 contracts
  • 2019-09-25: Largest IV spike — 59.0% change
  • 2019-09-06: Highest IV Rank — 15.0%
  • 2019-09-27: Largest Expected Move — 2.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$22.68$22.56$22.80$22.56$22.61
Max Pain$23.00$23.00$23.00$23.00$23.00
ATM IV5.5%3.5%8.9%7.7%5.6%
Expected Move1.4%1.0%2.3%2.2%1.6%
HV 20d2.3%1.7%2.8%2.3%2.7%
HV 60d2.5%2.4%2.6%2.5%2.5%
IV Rank6.8%1.9%15.0%12.2%6.9%
IV Percentile44.5%9.9%81.7%77.4%47.6%
Term Structure1.0%-3.4%4.0%-3.4%-1.4%
VWIV7.3%4.3%11.1%9.1%6.8%
Skew 25d-3.6%-53.1%41.1%1.4%1.5%
Skew 10d-11.2%-86.5%64.6%-2.5%-24.1%
Call IV 25d12.4%3.7%58.6%6.8%4.9%
Put IV 25d8.9%4.9%57.8%8.2%6.4%
Bid-Ask Spread %107.2615.43137.03102.52123.17
Gamma HHI0.680.360.770.750.67
Net GEX-42.1M-59.0M-17.9M-49.3M-49.2M
Net DEX140.4M93.8M192.6M166.4M112.2M
Net VEX-672.8K-866.8K-464.7K-796.4K-495.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio207.560.101537.2419.00394.04
Total Volume4,335.3050,76212230,418
Total OI367,314.8339,411397,990339,411397,990

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-09-03$22.56$23.007.7%2.2%2.3%12.2%0.0%1.4%-3.4%-49.3M166.4M-796.4K0.00102.5201223,168336,243
2019-09-04$22.62$23.006.0%1.7%2.5%7.9%9.1%1.6%-1.5%-48.1M161.1M-816.7K19.00111.351193,168336,634
2019-09-05$22.63$23.007.7%1.1%2.4%12.1%0.0%0.8%3.0%-47.0M160.6M-784.8K0.00132.96003,169336,639
2019-09-06$22.66$23.008.9%1.3%2.4%15.0%0.0%-7.6%1.9%-43.1M176.2M-847.6K0.00129.000133,169336,639
2019-09-09$22.69$23.005.9%1.1%2.3%7.7%0.0%5.0%3.3%-42.1M150.4M-771.1K0.1051.69500493,169337,639
2019-09-10$22.72$23.007.4%1.0%2.2%11.4%0.0%-0.1%2.9%-43.7M146.3M-729.2K4.35113.3620873,669337,697
2019-09-11$22.73$23.003.5%1.0%2.2%1.9%0.0%-5.0%2.8%-40.2M173.6M-826.0K0.00135.8301013,689337,656
2019-09-12$22.74$23.003.6%1.0%1.7%2.1%0.0%-53.1%2.8%-36.4M192.6M-866.8K0.00135.97073,689337,655
2019-09-13$22.77$23.003.8%1.1%1.8%2.5%0.0%-0.1%3.7%-37.3M141.9M-592.3K0.0099.2201943,689337,650
2019-09-16$22.79$23.003.5%1.0%1.8%1.9%0.0%-48.0%4.0%-34.8M156.0M-644.9K0.00136.16053,689337,755
2019-09-17$22.80$23.003.6%1.0%1.7%2.1%4.6%-1.9%-0.2%-35.8M105.2M-623.7K1537.24100.353350,72913,689347,752
2019-09-18$22.77$23.004.1%1.2%1.8%3.4%9.5%-4.0%2.2%-50.1M159.3M-699.5K223.56137.0392,01212,951383,726
2019-09-19$22.72$23.004.5%1.3%2.1%4.3%9.8%-15.2%2.1%-59.0M142.8M-664.2K265.50132.43253112,953384,226
2019-09-20$22.76$23.003.7%1.1%2.1%2.2%4.3%41.1%-1.2%-17.9M101.0M-565.3K1.8392.1912422712,955384,705
2019-09-23$22.66$23.004.4%1.3%2.7%4.0%6.0%1.9%0.1%-29.5M93.8M-501.3K0.6115.43181112,934384,665
2019-09-24$22.62$23.004.3%1.2%2.8%3.7%4.9%1.1%0.1%-32.2M99.5M-464.7K39.2892.09291,13912,823384,795
2019-09-25$22.62$23.006.8%1.9%2.8%9.9%0.0%3.9%-0.0%-42.4M110.0M-567.6K0.0092.4801412,849385,020
2019-09-26$22.61$23.007.5%2.1%2.8%11.6%11.1%2.9%-0.0%-49.1M123.2M-572.5K0.83109.89302512,849385,034
2019-09-27$22.59$23.008.2%2.3%2.8%13.3%0.0%2.8%-1.0%-54.3M135.3M-625.1K4.39102.124419312,879385,026
2019-09-30$22.61$23.005.6%1.6%2.7%6.9%6.8%1.5%-1.4%-49.2M112.2M-495.7K394.04123.177730,34112,922385,068