BKLN Options History — October 2019

In October 2019, BKLN traded between $22.37 and $22.56. ATM implied volatility averaged 8.5%, placing in the 14.1% IV rank vs the trailing year. The 30-day expected move averaged 2.7%. IV traded above realized volatility by 6.0% (HV 20d: 2.4%). Max pain ranged from $22.00 to $24.00. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 4 of 23 days. Put/call ratio averaged 619.34.

Notable Days

  • 2019-10-03: Highest Volume — 28,535 contracts
  • 2019-10-17: Largest IV spike — 245.5% change
  • 2019-10-17: Highest IV Rank — 49.8%
  • 2019-10-03: Largest Expected Move — 11.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$22.46$22.37$22.56$22.56$22.40
Max Pain$22.78$22.00$24.00$23.00$24.00
ATM IV8.5%5.4%23.0%7.0%5.9%
Expected Move2.7%1.5%11.2%2.0%1.7%
HV 20d2.4%2.2%2.7%2.7%2.2%
HV 60d2.5%2.4%2.6%2.5%2.4%
IV Rank14.1%6.3%49.8%10.3%7.8%
IV Percentile68.4%44.0%96.8%66.7%52.0%
Term Structure-2.5%-36.3%1.4%-3.3%-0.1%
VWIV6.9%4.8%12.3%7.3%12.3%
Skew 25d1.7%-11.4%10.0%-0.5%-0.2%
Skew 10d14.3%-9.4%52.5%-4.1%-1.0%
Call IV 25d6.5%3.8%20.3%6.9%6.5%
Put IV 25d8.1%6.2%14.7%6.4%6.3%
Bid-Ask Spread %102.9839.59137.13124.34100.44
Gamma HHI0.840.680.960.800.87
Net GEX-63.8M-115.1M-35.5M-48.4M-45.0M
Net DEX126.9M84.7M182.1M120.0M110.0M
Net VEX-547.6K-759.9K-352.7K-522.9K-515.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio619.347.685018.5039.501442.40
Total Volume3,951.9136428,5351627,217
Total OI370,382.348241,184469,594413,121247,671

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-10-01$22.56$23.007.0%2.0%2.7%10.3%7.3%-0.5%-3.3%-48.4M120.0M-522.9K39.50124.34415812,898400,223
2019-10-02$22.52$23.007.5%2.2%2.6%11.7%6.5%1.3%-0.7%-61.9M138.2M-570.4K20.21109.33951,92012,900415,383
2019-10-03$22.53$22.0011.5%11.2%2.6%21.5%0.0%10.0%-1.0%-59.1M174.7M-759.9K569.70132.075028,48512,993417,134
2019-10-04$22.54$22.008.3%1.9%2.5%13.7%0.0%4.5%-0.7%-70.8M138.5M-568.7K0.0097.8108113,043443,454
2019-10-07$22.48$22.008.1%2.1%2.6%13.1%6.0%5.5%-1.8%-93.2M150.1M-536.6K9.67121.0065813,043443,601
2019-10-08$22.44$22.007.9%2.0%2.5%12.7%0.0%4.4%1.3%-82.3M166.0M-649.3K25.09124.401102,76013,049442,861
2019-10-09$22.40$22.007.6%2.2%2.5%12.0%0.0%3.0%-2.3%-115.1M182.1M-583.0K249.80137.13102,49813,155445,270
2019-10-10$22.37$22.007.2%2.1%2.5%11.0%8.6%6.0%1.2%-97.6M168.3M-646.5K0.00118.7502,11313,165442,761
2019-10-11$22.39$22.006.8%2.0%2.4%9.9%5.4%2.5%-0.4%-96.3M176.3M-670.3K501.00118.01150113,165444,795
2019-10-14$22.40$22.007.6%2.2%2.4%12.0%0.0%2.4%0.4%-84.7M140.4M-509.3K7.68103.091501,15213,165444,783
2019-10-15$22.45$22.005.4%1.5%2.6%6.3%4.8%0.2%-1.1%-90.7M116.6M-390.4K207.4096.90102,07413,145445,751
2019-10-16$22.44$22.006.7%1.9%2.6%9.5%0.0%1.7%-0.7%-84.9M99.5M-352.7K0.0039.59076713,150446,585
2019-10-17$22.45$22.0023.0%6.6%2.6%49.8%6.2%-11.4%-36.3%-69.3M108.1M-438.5K5018.50100.77210,03713,150446,398
2019-10-18$22.51$22.0022.0%6.3%2.7%47.4%0.0%-2.8%-3.1%-35.5M125.1M-627.4K0.00119.6408,01113,150456,444
2019-10-21$22.49$22.005.9%1.7%2.3%7.8%5.8%0.6%1.4%-37.3M102.0M-554.5K24.5688.593278612,230228,954
2019-10-22$22.47$24.006.2%1.8%2.3%8.5%6.2%0.9%-1.4%-42.4M113.9M-621.0K0.00103.1201,08112,261229,347
2019-10-23$22.48$24.006.3%1.8%2.3%8.7%0.0%1.3%-1.3%-52.5M84.7M-437.9K25.7686.43421,08212,261230,189
2019-10-24$22.48$24.006.4%1.8%2.3%9.0%0.0%1.4%-1.2%-39.0M108.1M-578.9K0.0087.44014412,303231,805
2019-10-25$22.51$24.006.6%1.9%2.3%9.3%12.3%2.3%-0.4%-36.6M97.9M-531.8K529.4389.6073,70612,303231,918
2019-10-28$22.48$24.007.2%2.1%2.3%10.8%0.0%1.4%-2.0%-35.7M98.1M-529.5K0.0092.1903,76912,305232,478
2019-10-29$22.44$24.006.9%2.0%2.3%10.1%0.0%1.2%-0.3%-45.3M97.5M-490.4K0.0069.6901,57812,305233,732
2019-10-30$22.43$24.007.2%2.1%2.2%10.9%0.0%2.2%-2.6%-44.6M103.0M-510.7K0.00108.22010,39712,305235,813
2019-10-31$22.40$24.005.9%1.7%2.2%7.8%0.0%-0.2%-0.1%-45.0M110.0M-515.2K1442.40100.4457,21212,305235,366