BKLN Options History — January 2020

In January 2020, BKLN traded between $22.62 and $22.90. ATM implied volatility averaged 5.4%, placing in the 6.3% IV rank vs the trailing year. The 30-day expected move averaged 1.2%. IV traded above realized volatility by 2.9% (HV 20d: 2.5%). Max pain ranged from $22.00 to $23.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 159.93.

Notable Days

  • 2020-01-23: Highest Volume — 5,134 contracts
  • 2020-01-10: Largest IV spike — 160.6% change
  • 2020-01-14: Highest IV Rank — 32.4%
  • 2020-01-27: Largest Expected Move — 2.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$22.79$22.62$22.90$22.86$22.62
Max Pain$22.67$22.00$23.00$23.00$23.00
ATM IV5.4%2.8%15.9%3.0%6.9%
Expected Move1.2%0.7%2.4%0.9%2.0%
HV 20d2.5%2.2%2.9%2.8%2.8%
HV 60d2.7%2.5%2.9%2.6%2.8%
IV Rank6.3%0.1%32.4%0.6%10.2%
IV Percentile37.8%0.4%93.7%3.2%71.0%
Term Structure-0.6%-2.4%0.4%0.2%-1.1%
VWIV11.0%4.7%26.4%6.9%9.9%
Skew 25d5.5%-4.3%53.5%-4.3%2.5%
Skew 10d6.2%-11.8%69.3%-11.8%-0.0%
Call IV 25d5.3%3.6%10.8%10.8%4.1%
Put IV 25d10.8%4.2%57.3%6.5%6.6%
Bid-Ask Spread %85.6812.38141.2295.2897.49
Gamma HHI0.780.590.940.940.78
Net GEX-19.9M-27.9M-8.3M-23.3M-23.0M
Net DEX68.5M49.6M115.9M60.6M65.1M
Net VEX-439.4K-685.1K-335.3K-400.7K-434.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio159.930.80732.430.80396.80
Total Volume1,015.14305,1342,6253,978
Total OI299,413.19170,139399,935388,441172,689

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2020-01-02$22.86$23.003.0%0.9%2.8%0.6%0.0%-4.3%0.2%-23.3M60.6M-400.7K0.0095.2802,62516,422372,019
2020-01-03$22.86$23.003.9%1.1%2.7%2.7%6.9%-2.4%0.2%-22.0M59.6M-420.6K0.8066.615416,422374,637
2020-01-06$22.87$22.003.6%0.9%2.3%2.0%0.0%-0.0%-1.8%-14.6M70.3M-476.8K174.67110.22352416,422374,633
2020-01-07$22.87$22.002.8%0.7%2.2%0.1%0.0%-0.5%-0.9%-15.8M82.7M-559.2K40.0089.6928016,434374,505
2020-01-08$22.90$22.003.2%0.8%2.2%1.1%0.0%-0.3%-0.3%-15.5M73.4M-516.1K0.00134.52081616,432373,975
2020-01-09$22.88$22.003.3%0.8%2.2%1.2%0.0%-0.4%-1.0%-15.6M60.5M-395.1K412.00112.57141216,432376,036
2020-01-10$22.85$22.008.5%1.0%2.3%14.0%0.0%-0.6%-1.3%-27.9M60.5M-426.3K0.00141.22041616,432375,884
2020-01-13$22.87$22.007.3%1.2%2.2%11.2%0.0%51.1%-2.4%-8.3M115.9M-685.1K1.6243.48426816,432382,270
2020-01-14$22.85$22.0015.9%1.1%2.2%32.4%4.7%53.5%-0.7%-20.5M81.6M-473.7K35.70106.021035716,462382,362
2020-01-15$22.85$23.003.1%0.9%2.2%0.8%0.0%2.0%0.2%-14.5M85.9M-468.0K0.0043.66035116,462382,699
2020-01-16$22.87$23.003.2%0.9%2.3%1.1%0.0%1.1%-0.8%-14.2M88.6M-461.2K9.34103.7810093416,462382,854
2020-01-17$22.86$23.003.7%1.1%2.2%2.3%0.0%1.3%-0.8%-14.7M90.5M-419.6K21.5738.38715116,562383,373
2020-01-21$22.76$23.003.9%1.1%2.5%2.7%0.0%0.8%-0.7%-23.2M50.6M-352.2K5.67102.989511,181172,901
2020-01-22$22.72$23.005.8%1.7%2.5%7.5%26.4%-0.0%-0.8%-23.5M50.8M-376.7K1.0199.431061071,190172,936
2020-01-23$22.77$23.003.5%1.0%2.3%1.7%0.0%0.7%0.4%-21.8M49.6M-335.3K732.4382.4375,1271,222173,042
2020-01-24$22.72$23.006.0%1.7%2.4%7.8%0.0%2.2%0.3%-22.6M52.6M-387.1K0.0031.8808231,223170,623
2020-01-27$22.63$23.008.3%2.4%2.8%13.6%7.1%2.1%-0.9%-22.1M67.1M-453.5K403.75102.1741,6151,223171,320
2020-01-28$22.68$23.004.6%1.3%2.9%4.4%0.0%1.8%0.1%-26.9M51.8M-362.8K3.6012.385181,223171,460
2020-01-29$22.66$23.005.9%1.7%2.9%7.7%0.0%2.7%0.0%-23.3M61.6M-425.4K0.0081.8802,5601,228171,454
2020-01-30$22.66$23.006.1%1.7%2.9%8.1%0.0%2.8%-0.0%-23.8M58.4M-397.1K0.00103.19001,228168,911
2020-01-31$22.62$23.006.9%2.0%2.8%10.2%9.9%2.5%-1.1%-23.0M65.1M-434.0K396.8097.49103,9681,228171,461