BKLN Options History — November 2019

In November 2019, BKLN traded between $22.41 and $22.60. ATM implied volatility averaged 8.8%, placing in the 14.9% IV rank vs the trailing year. The 30-day expected move averaged 2.0%. IV traded above realized volatility by 6.3% (HV 20d: 2.5%). Max pain ranged from $22.00 to $24.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 3 of 20 days. Put/call ratio averaged 3306.23.

Notable Days

  • 2019-11-19: Highest Volume — 23,568 contracts
  • 2019-11-07: Largest IV spike — 238.6% change
  • 2019-11-07: Highest IV Rank — 57.5%
  • 2019-11-13: Largest Expected Move — 3.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$22.50$22.41$22.60$22.47$22.47
Max Pain$23.20$22.00$24.00$24.00$24.00
ATM IV8.8%5.0%26.1%7.3%6.7%
Expected Move2.0%1.4%3.7%2.1%1.9%
HV 20d2.5%2.0%3.0%2.5%2.8%
HV 60d2.5%2.3%2.7%2.5%2.5%
IV Rank14.9%5.5%57.5%11.1%9.6%
IV Percentile66.0%38.1%96.8%67.9%60.7%
Term Structure-2.7%-12.1%4.5%-3.5%-1.8%
VWIV6.1%5.7%6.4%5.7%6.4%
Skew 25d-3.1%-9.6%1.8%-1.9%-3.3%
Skew 10d3.0%-17.0%40.8%-2.1%-4.0%
Call IV 25d8.8%4.2%14.7%8.2%10.2%
Put IV 25d5.7%4.8%6.9%6.3%6.9%
Bid-Ask Spread %108.0797.48122.0097.48104.85
Gamma HHI0.760.590.900.900.78
Net GEX-36.4M-47.4M-24.2M-34.6M-40.5M
Net DEX107.7M95.5M119.8M100.4M119.8M
Net VEX-546.4K-643.3K-467.7K-488.1K-597.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3306.230.1417112.000.144712.60
Total Volume3,488.61123,5681,405106
Total OI269,316.2248,912289,951248,912289,951

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-11-01$22.47$24.007.3%2.1%2.5%11.1%0.0%-1.9%-3.5%-34.6M100.4M-488.1K0.0097.4801,40512,318236,594
2019-11-04$22.51$22.008.0%2.2%2.4%13.0%0.0%-1.9%-4.4%-37.7M99.9M-522.7K0.14103.682503512,318241,999
2019-11-05$22.51$22.009.6%2.4%2.3%16.7%0.0%-0.9%-3.6%-34.2M109.3M-568.3K86.00120.1718612,568243,964
2019-11-06$22.51$22.007.7%2.4%2.2%12.2%0.0%-3.4%-5.4%-31.7M117.0M-592.6K1007.00110.2211,00712,568244,049
2019-11-07$22.53$22.0026.1%2.3%2.2%57.5%0.0%-2.6%-4.5%-33.4M111.8M-595.0K224.00122.00122412,569245,010
2019-11-08$22.56$22.009.4%1.9%2.2%16.4%5.7%-2.7%-4.7%-30.8M106.2M-555.5K1.90111.08101912,570245,240
2019-11-11$22.59$23.0012.9%2.0%2.2%24.9%0.0%-1.1%-3.7%-35.7M96.2M-540.3K0.00105.2602712,579245,258
2019-11-12$22.57$23.0016.3%2.4%2.1%33.3%0.0%-1.2%-3.8%-38.2M95.5M-477.1K17112.00120.62117,11212,579245,273
2019-11-13$22.56$23.0013.0%3.7%2.1%25.0%0.0%-9.6%-12.1%-24.2M116.0M-643.3K0.00117.81018312,580262,348
2019-11-14$22.59$23.006.0%1.7%2.2%7.9%0.0%1.8%-0.7%-37.2M102.1M-579.2K0.00108.11023112,580262,408
2019-11-15$22.60$23.009.6%2.8%2.0%16.9%0.0%-5.8%-8.7%-34.9M107.1M-571.4K0.00120.6202912,580262,635
2019-11-18$22.47$23.005.4%1.5%2.9%6.4%6.4%-6.8%-0.8%-38.1M107.0M-526.3K0.00101.80016712,238262,435
2019-11-19$22.44$24.005.0%1.4%2.9%5.5%0.0%-2.3%2.1%-37.5M112.6M-531.7K4712.60102.73523,56312,238262,361
2019-11-20$22.41$24.005.3%1.5%2.9%6.2%0.0%-2.8%-0.6%-41.0M117.5M-544.5K0.00107.4802712,243262,694
2019-11-21$22.44$24.005.2%1.5%3.0%6.0%0.0%-2.6%-0.3%-47.4M105.9M-486.9K0.00101.1101112,243262,679
2019-11-22$22.45$24.005.2%1.5%2.9%6.0%0.0%-3.3%0.4%-42.2M107.4M-507.1K0.00103.8205,92012,243262,695
2019-11-25$22.45$24.005.6%1.6%2.9%6.9%0.0%-2.5%4.5%-27.0M113.7M-623.3K0.00101.2209,11512,243267,601
2019-11-26$22.47$24.006.2%1.8%2.9%8.5%0.0%-1.9%-1.4%-42.0M107.7M-508.9K0.00100.57010,13012,243276,685
2019-11-27$22.48$24.006.3%1.8%2.9%8.7%0.0%-6.9%-1.3%-40.6M101.5M-467.7K0.00100.72010612,243268,702
2019-11-29$22.47$24.006.7%1.9%2.8%9.6%0.0%-3.3%-1.8%-40.5M119.8M-597.8K0.00104.85010612,243277,708