BKLN Options History — June 2020

In June 2020, BKLN traded between $21.19 and $21.88. ATM implied volatility averaged 14.7%, placing in the 14.9% IV rank vs the trailing year. The 30-day expected move averaged 4.3%. IV traded above realized volatility by 4.5% (HV 20d: 10.2%). Max pain ranged from $22.00 to $22.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 19 of 22 days. Put/call ratio averaged 61.86.

Notable Days

  • 2020-06-04: Highest Volume — 45,387 contracts
  • 2020-06-11: Largest IV spike — 66.0% change
  • 2020-06-11: Highest IV Rank — 21.9%
  • 2020-06-11: Largest Expected Move — 5.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$21.57$21.19$21.88$21.45$21.34
Max Pain$22.00$22.00$22.00$22.00$22.00
ATM IV14.7%7.7%20.3%17.8%19.9%
Expected Move4.3%2.2%5.8%5.1%5.7%
HV 20d10.2%7.4%11.7%8.2%11.6%
HV 60d24.2%13.9%34.9%34.9%13.9%
IV Rank14.9%6.1%21.9%18.7%21.4%
IV Percentile69.3%56.0%77.0%72.2%76.2%
Term Structure1.4%-1.4%4.7%0.2%-1.4%
VWIV17.9%9.1%25.9%19.5%13.1%
Skew 25d8.2%6.0%11.4%9.6%11.4%
Skew 10d15.5%11.1%26.2%15.3%14.0%
Call IV 25d12.5%9.6%15.4%9.9%11.1%
Put IV 25d20.7%17.6%24.2%19.5%22.5%
Bid-Ask Spread %40.2010.4997.4135.0713.87
Gamma HHI0.260.200.330.280.21
Net GEX-19.1M-21.3M-17.0M-19.1M-18.9M
Net DEX122.9M87.1M158.9M132.5M138.8M
Net VEX-521.3K-613.0K-390.1K-574.7K-494.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio61.860.90406.873.231.08
Total Volume9,602.59122845,3872929,493
Total OI368,959.773329,150406,667351,658347,344

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2020-06-01$21.45$22.0017.8%5.1%8.2%18.7%19.5%9.6%0.2%-19.1M132.5M-574.7K3.2335.076922314,643337,015
2020-06-02$21.54$22.007.7%2.2%8.0%6.1%19.2%9.9%4.7%-21.3M119.9M-523.4K29.7110.491441614,734337,088
2020-06-03$21.66$22.0011.3%3.2%8.1%10.6%20.0%7.6%1.8%-19.1M113.2M-539.6K31.3813.8833010,35714,766337,408
2020-06-04$21.67$22.009.8%3.8%8.0%8.7%13.5%6.9%1.4%-19.1M108.7M-490.6K34.2743.161,28744,10015,061342,873
2020-06-05$21.78$22.0011.9%3.8%8.0%11.3%16.7%6.9%2.5%-17.4M102.2M-518.6K135.3668.3430140,74415,311343,243
2020-06-08$21.88$22.0012.4%3.7%7.7%12.0%13.3%7.2%1.3%-19.4M96.1M-525.9K3.0129.0612838515,487383,617
2020-06-09$21.84$22.0012.4%3.8%7.5%12.0%14.1%7.0%0.7%-17.5M87.1M-390.1K42.9573.231727,38715,098383,578
2020-06-10$21.79$22.0012.2%3.5%7.4%11.8%17.7%6.3%1.8%-18.9M105.7M-474.6K7.7997.415240515,198385,782
2020-06-11$21.31$22.0020.3%5.8%11.2%21.9%21.5%8.8%1.5%-20.5M145.6M-583.6K37.6057.912589,70114,744380,880
2020-06-12$21.56$22.0015.4%4.4%11.6%15.8%20.2%7.2%-0.0%-20.2M121.0M-487.5K251.7045.56102,51714,776389,626
2020-06-15$21.53$22.0016.1%4.6%11.7%16.6%20.6%9.3%-0.2%-20.2M134.0M-563.9K406.8735.013012,20614,775391,892
2020-06-16$21.72$22.0013.1%3.7%11.5%12.8%17.7%6.8%3.1%-21.2M112.6M-477.2K1.5989.788814014,800391,834
2020-06-17$21.70$22.0014.1%4.0%11.4%14.1%19.9%6.0%0.4%-19.8M113.0M-487.7K0.9032.1222620414,832385,295
2020-06-18$21.64$22.0012.8%3.7%11.3%12.5%18.8%7.0%2.9%-20.0M115.7M-463.5K2.0435.3315231014,917385,293
2020-06-19$21.71$22.0013.3%3.8%11.3%13.2%25.7%6.5%1.6%-19.1M107.3M-427.5K47.8942.9244721,40614,913385,534
2020-06-22$21.60$22.0014.0%4.0%11.6%14.0%25.9%8.5%1.3%-18.5M125.3M-550.0K185.8018.13417,61812,955317,639
2020-06-23$21.60$22.0013.7%3.9%11.4%13.6%15.3%8.3%2.2%-19.0M128.5M-585.0K5.9040.651,5339,04012,923316,762
2020-06-24$21.45$22.0019.7%5.6%11.6%21.1%9.1%6.5%0.6%-18.1M135.7M-542.8K16.4841.13981,61512,930316,860
2020-06-25$21.35$22.0018.2%5.2%11.7%19.3%23.5%10.8%1.8%-17.6M147.1M-584.9K62.0019.231380612,916316,666
2020-06-26$21.19$22.0018.8%5.4%11.7%20.1%9.6%10.8%1.6%-17.4M158.9M-613.0K1.1626.405,1385,96012,910316,240
2020-06-29$21.20$22.0019.0%5.4%11.4%20.2%19.0%10.1%0.6%-17.0M154.0M-569.5K52.1415.6129815,53917,803318,154
2020-06-30$21.34$22.0019.9%5.7%11.6%21.4%13.1%11.4%-1.4%-18.9M138.8M-494.2K1.0813.874,5704,92318,053329,291