BKLN Options History — December 2019

In December 2019, BKLN traded between $22.47 and $22.88. ATM implied volatility averaged 7.1%, placing in the 10.7% IV rank vs the trailing year. The 30-day expected move averaged 1.6%. IV traded above realized volatility by 4.3% (HV 20d: 2.8%). Max pain ranged from $23.00 to $24.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 883.32.

Notable Days

  • 2019-12-11: Highest Volume — 48,871 contracts
  • 2019-12-04: Largest IV spike — 148.0% change
  • 2019-12-04: Highest IV Rank — 33.6%
  • 2019-12-04: Largest Expected Move — 4.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$22.74$22.47$22.88$22.47$22.81
Max Pain$23.14$23.00$24.00$24.00$23.00
ATM IV7.1%3.5%16.4%7.3%4.0%
Expected Move1.6%1.0%4.7%2.1%1.1%
HV 20d2.8%2.2%3.3%2.6%2.8%
HV 60d2.7%2.5%2.8%2.5%2.7%
IV Rank10.7%1.8%33.6%11.0%3.0%
IV Percentile51.8%9.1%94.8%67.9%22.2%
Term Structure-1.1%-14.9%0.5%-2.1%0.2%
VWIV5.2%4.0%5.9%4.0%5.7%
Skew 25d-2.9%-18.4%3.0%-3.4%-18.0%
Skew 10d-1.2%-43.4%20.3%-4.4%-43.4%
Call IV 25d9.0%3.1%24.8%11.0%24.8%
Put IV 25d6.1%4.3%8.9%7.6%6.8%
Bid-Ask Spread %94.6231.43128.65102.8391.18
Gamma HHI0.720.600.970.630.82
Net GEX-34.6M-49.1M-23.6M-31.6M-32.2M
Net DEX99.2M45.7M142.8M138.8M81.0M
Net VEX-537.5K-782.8K-203.2K-629.5K-564.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio883.320.604560.5027.78137.40
Total Volume6,080.619848,87115692
Total OI345,856.381290,049390,041290,049387,885

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2019-12-02$22.47$24.007.3%2.1%2.6%11.0%0.0%-3.4%-2.1%-31.6M138.8M-629.5K0.00102.8301512,243277,806
2019-12-03$22.47$24.006.6%1.9%2.5%9.5%0.0%-16.2%-0.4%-49.1M103.5M-439.4K0.00103.7301,11212,243277,821
2019-12-04$22.55$24.0016.4%4.7%2.8%33.6%0.0%-9.4%-14.9%-39.2M97.3M-460.7K27.78107.132775012,243278,850
2019-12-05$22.65$23.0013.4%2.2%3.2%26.2%0.0%-1.9%-1.1%-29.4M111.4M-558.1K0.00127.6504,66412,270278,826
2019-12-06$22.70$23.0010.7%1.5%3.3%19.5%0.0%-2.0%-0.2%-29.7M101.4M-508.9K0.60128.655312,270282,701
2019-12-09$22.70$23.0011.2%1.0%3.3%20.8%4.0%-1.1%-0.4%-32.2M89.9M-463.4K3.57115.3372512,275282,703
2019-12-10$22.71$23.0014.4%1.2%3.2%28.6%5.9%1.8%-1.2%-23.8M45.7M-203.2K4545.75114.25418,18312,281282,727
2019-12-11$22.73$23.004.1%1.2%3.2%3.2%0.0%-1.1%-0.9%-31.8M108.9M-544.8K0.00127.93048,87112,283300,845
2019-12-12$22.78$23.003.9%1.1%3.3%2.6%0.0%-2.7%-0.7%-35.9M117.5M-641.9K0.00121.9707,08012,283349,206
2019-12-13$22.78$23.005.7%1.6%3.2%7.3%0.0%-18.4%-0.8%-34.7M142.8M-782.8K27.83122.85616712,283355,543
2019-12-16$22.78$23.005.5%1.6%3.3%6.8%0.0%-0.4%-0.3%-36.8M121.6M-682.2K0.00103.95041612,286355,710
2019-12-17$22.78$23.006.1%1.7%2.3%8.1%0.0%1.3%-0.6%-38.4M111.2M-592.1K611.3076.45106,11312,286355,892
2019-12-18$22.81$23.006.3%1.8%2.2%8.6%0.0%2.0%-0.3%-36.1M119.0M-612.0K4560.5058.1629,12112,296356,210
2019-12-19$22.88$23.006.0%1.7%2.2%8.0%0.0%2.0%-0.2%-35.1M122.2M-673.7K1.2092.82101212,296365,336
2019-12-20$22.88$23.005.6%1.6%2.2%7.0%0.0%-0.1%-0.2%-38.8M105.8M-633.3K1539.40101.261015,39412,306371,090
2019-12-23$22.79$23.004.4%1.2%2.8%3.9%0.0%-2.4%0.5%-39.4M83.9M-510.6K24.2385.691331512,090367,899
2019-12-24$22.80$23.006.1%1.7%2.8%8.2%0.0%3.0%0.5%-43.9M76.0M-425.7K2.3331.433712,103377,938
2019-12-26$22.80$23.003.5%1.0%2.8%1.8%0.0%1.6%0.4%-33.4M64.6M-457.7K0.0037.7304,38512,100369,435
2019-12-27$22.80$23.004.2%1.2%2.8%3.5%5.7%3.0%0.3%-23.6M57.7M-407.5K1.2547.874,5005,62412,100368,143
2019-12-30$22.79$23.003.8%1.1%2.8%2.5%0.0%0.7%0.2%-31.4M82.8M-497.0K0.0088.25014716,417371,464
2019-12-31$22.81$23.004.0%1.1%2.8%3.0%0.0%-18.0%0.2%-32.2M81.0M-564.1K137.4091.18568716,417371,468