BKLN Options History — April 2020

In April 2020, BKLN traded between $19.86 and $21.49. ATM implied volatility averaged 36.6%, placing in the 42.3% IV rank vs the trailing year. The 30-day expected move averaged 10.5%. IV traded below realized volatility by 4.7% (HV 20d: 41.3%). Max pain ranged from $21.00 to $23.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 141.51.

Notable Days

  • 2020-04-24: Highest Volume — 173,785 contracts
  • 2020-04-07: Largest IV drop — 15.7% change
  • 2020-04-01: Highest IV Rank — 61.0%
  • 2020-04-01: Largest Expected Move — 14.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$20.85$19.86$21.49$19.98$20.95
Max Pain$21.48$21.00$23.00$23.00$21.00
ATM IV36.6%28.2%51.5%51.5%29.2%
Expected Move10.5%8.1%14.8%14.8%8.4%
HV 20d41.3%19.4%57.5%56.9%19.4%
HV 60d34.2%32.8%34.7%32.8%34.7%
IV Rank42.3%31.8%61.0%61.0%33.1%
IV Percentile89.3%84.1%95.2%95.2%84.1%
Term Structure-3.7%-8.0%-1.0%-2.5%-1.6%
VWIV43.1%27.3%81.0%81.0%27.3%
Skew 25d18.3%10.6%28.0%26.9%18.9%
Skew 10d33.3%9.0%53.2%53.2%22.2%
Call IV 25d28.5%17.1%43.3%43.3%17.1%
Put IV 25d46.9%36.1%70.2%70.2%36.1%
Bid-Ask Spread %75.6936.6590.1487.1865.53
Gamma HHI0.240.200.350.260.24
Net GEX-16.8M-24.1M-10.6M-12.5M-18.1M
Net DEX253.2M137.4M406.8M358.8M200.4M
Net VEX-720.5K-925.8K-596.8K-653.7K-826.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio141.511.051142.32234.242.65
Total Volume28,942.762358173,785154,3191,396
Total OI403,776.857288,148497,262330,922431,560

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2020-04-01$19.98$23.0051.5%14.8%56.9%61.0%81.0%26.9%-2.5%-12.5M358.8M-653.7K234.2487.18656153,66315,646315,276
2020-04-02$19.98$21.0047.9%13.2%56.9%56.5%50.5%27.7%-7.2%-15.6M370.0M-797.6K385.4363.876324,28215,978384,444
2020-04-03$19.86$22.0046.0%13.1%56.9%54.0%51.7%25.4%-7.6%-17.0M406.8M-805.0K304.6160.608927,11015,961425,109
2020-04-06$20.16$21.0044.7%12.8%56.2%52.5%45.5%22.9%-8.0%-17.7M364.8M-751.9K7.2561.6211281216,763413,594
2020-04-07$20.85$21.0037.7%10.7%57.5%43.7%43.3%23.4%-1.4%-20.4M295.9M-738.4K2.3283.796,15514,26516,871416,925
2020-04-08$20.86$21.0039.4%11.3%56.5%45.8%47.1%28.0%-1.7%-19.8M307.5M-812.9K12.7273.741,37017,42622,045427,655
2020-04-09$21.49$21.0036.1%10.3%56.8%41.7%41.6%17.0%-5.6%-23.7M249.5M-725.2K8.4088.464,47237,58722,379426,727
2020-04-13$21.30$21.0036.1%10.4%56.6%41.7%41.4%16.5%-3.4%-23.8M271.6M-640.2K23.7487.191,09525,99224,714429,591
2020-04-14$21.35$22.0035.5%10.2%52.2%41.0%50.7%14.9%-5.3%-24.1M259.3M-636.9K11.3983.991,31514,97625,898429,138
2020-04-15$21.35$22.0035.6%10.2%52.2%41.1%37.3%19.8%-5.5%-22.2M265.6M-611.3K2.9287.721,1453,33825,469443,032
2020-04-16$21.37$22.0035.8%10.2%36.4%41.3%41.6%18.3%-2.9%-16.0M274.7M-615.2K17.5980.921,58127,80826,613444,632
2020-04-17$21.44$22.0033.9%9.7%36.4%39.0%32.8%16.9%-5.3%-10.7M272.5M-596.8K38.2683.2329111,13326,906470,356
2020-04-20$21.19$22.0036.1%10.4%37.1%41.7%40.4%17.7%-4.1%-10.6M137.4M-658.5K69.2084.05745,12119,819268,329
2020-04-21$20.84$22.0033.5%9.6%33.6%38.4%47.7%15.4%-3.5%-11.0M160.3M-684.9K27.6083.9264017,66319,876270,830
2020-04-22$20.87$22.0032.8%9.4%30.1%37.6%39.1%15.0%-2.8%-11.9M158.9M-658.3K1.0585.9517518320,484286,291
2020-04-23$20.73$21.0032.2%9.2%25.3%36.8%32.5%13.1%-1.2%-11.5M160.5M-670.8K1.6880.6815425820,681286,238
2020-04-24$20.78$21.0032.4%9.3%23.2%37.0%48.3%12.7%-2.8%-12.1M164.0M-652.8K1142.3264.07152173,63320,803286,618
2020-04-27$20.80$21.0032.3%9.3%23.2%36.9%36.9%12.5%-3.0%-17.5M214.3M-868.8K600.5536.655130,62820,906380,165
2020-04-28$20.79$21.0032.0%9.2%22.8%36.5%39.3%11.7%-1.9%-18.5M228.4M-925.8K76.3356.17645820,956416,527
2020-04-29$20.99$21.0028.2%8.1%21.6%31.8%28.2%10.6%-1.0%-18.4M195.2M-799.8K1.4990.1418928120,967406,542
2020-04-30$20.95$21.0029.2%8.4%19.4%33.1%27.3%18.9%-1.6%-18.1M200.4M-826.7K2.6565.533821,01421,040410,520