BKLN Options History — July 2020

In July 2020, BKLN traded between $21.32 and $21.73. ATM implied volatility averaged 10.8%, placing in the 10.0% IV rank vs the trailing year. The 30-day expected move averaged 3.2%. IV traded above realized volatility by 3.0% (HV 20d: 7.8%). Max pain ranged from $21.00 to $22.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 16 of 22 days. Put/call ratio averaged 55.91.

Notable Days

  • 2020-07-14: Highest Volume — 56,219 contracts
  • 2020-07-07: Largest IV spike — 51.7% change
  • 2020-07-01: Highest IV Rank — 18.0%
  • 2020-07-01: Largest Expected Move — 4.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$21.55$21.32$21.73$21.40$21.65
Max Pain$21.09$21.00$22.00$22.00$21.00
ATM IV10.8%6.3%17.2%17.2%6.8%
Expected Move3.2%1.8%4.9%4.9%2.0%
HV 20d7.8%5.2%11.6%11.4%5.3%
HV 60d9.8%8.6%13.6%13.6%8.6%
IV Rank10.0%4.4%18.0%18.0%5.0%
IV Percentile52.4%30.2%69.0%69.0%33.3%
Term Structure2.4%-1.1%6.9%-0.3%5.1%
VWIV14.9%7.6%27.7%17.2%15.8%
Skew 25d7.2%3.9%11.0%6.3%9.8%
Skew 10d8.1%-7.4%15.5%12.8%6.6%
Call IV 25d8.6%5.1%13.0%13.0%5.5%
Put IV 25d15.8%12.8%19.4%19.2%15.2%
Bid-Ask Spread %46.2812.8981.0728.6818.74
Gamma HHI0.320.210.470.210.40
Net GEX-14.8M-20.0M-11.4M-18.8M-11.9M
Net DEX84.2M21.3M146.5M146.5M31.0M
Net VEX-354.9K-569.3K-247.7K-569.3K-279.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio55.910.85539.798.2510.60
Total Volume5,0135456,2191,43458
Total OI313,967.909247,688383,259360,030271,078

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2020-07-01$21.40$22.0017.2%4.9%11.4%18.0%17.2%6.3%-0.3%-18.8M146.5M-569.3K8.2528.681551,27922,310337,720
2020-07-02$21.44$22.0015.5%4.5%11.4%15.9%15.6%7.1%1.5%-19.0M130.6M-467.7K0.0013.75030022,382338,727
2020-07-06$21.56$21.0010.4%3.2%11.5%9.4%15.2%6.3%1.5%-20.0M121.0M-433.2K1.8335.882,0043,67521,727338,705
2020-07-07$21.41$21.0015.7%4.7%11.5%16.2%21.6%8.3%-0.8%-17.7M134.0M-434.3K39.0036.88311721,912338,758
2020-07-08$21.32$21.0016.4%4.4%11.6%17.0%7.6%11.0%0.8%-17.0M137.8M-403.9K24.1056.481024121,914338,836
2020-07-09$21.34$21.0014.2%4.8%11.6%14.2%27.7%10.5%-1.1%-16.5M128.9M-405.6K6.0080.47106021,909334,765
2020-07-10$21.37$21.0015.6%4.3%8.5%16.0%17.8%10.0%-0.9%-15.5M128.6M-413.1K2.5264.67256321,909334,775
2020-07-13$21.43$21.0013.9%4.3%7.4%13.9%16.0%7.2%-0.4%-13.8M117.9M-371.8K142.6745.48685621,914333,817
2020-07-14$21.48$21.0012.9%4.3%7.4%12.6%16.9%7.6%-0.1%-12.4M108.5M-309.1K294.8972.5519056,02921,925332,618
2020-07-15$21.57$21.009.0%2.6%6.9%7.7%15.5%6.3%3.4%-14.5M108.0M-277.3K4.0961.351,2235,00221,836361,423
2020-07-16$21.55$21.009.5%2.7%6.9%8.3%12.6%3.9%1.3%-15.1M110.6M-296.7K14.1463.4279921,816338,000
2020-07-17$21.61$21.0011.6%3.3%6.9%11.0%13.9%8.1%6.2%-15.1M115.1M-352.6K539.7981.07147,55721,816337,884
2020-07-20$21.63$21.009.5%2.7%6.8%8.3%14.8%4.6%1.7%-12.0M45.4M-315.4K2.8120.931353809,065238,670
2020-07-21$21.64$21.007.3%2.1%6.5%5.6%10.2%5.4%6.4%-11.4M35.7M-247.7K3.1945.761695399,115238,573
2020-07-22$21.71$21.007.4%2.1%6.6%5.8%10.2%8.0%6.7%-13.2M37.6M-293.1K4.1112.89361489,176238,852
2020-07-23$21.62$21.007.6%2.2%6.3%5.9%18.9%8.6%6.9%-13.8M47.3M-340.6K62.0015.4721249,212238,952
2020-07-24$21.62$21.007.6%2.2%6.0%5.9%8.1%4.6%3.6%-13.8M43.6M-331.4K1.0074.905,0075,0059,213239,012
2020-07-27$21.68$21.007.0%2.0%5.2%5.2%8.7%5.3%0.9%-14.8M29.0M-303.3K3.9869.232,81711,22514,208242,381
2020-07-28$21.62$21.006.3%1.8%5.4%4.4%0.0%9.8%5.6%-14.9M44.9M-389.5K3.2714.583071,00514,538253,290
2020-07-29$21.73$21.006.8%2.0%5.2%5.0%15.0%5.2%3.8%-12.6M21.3M-275.7K5.0033.0394517,191254,035
2020-07-30$21.68$21.009.1%2.6%5.3%7.9%13.5%4.4%1.3%-12.3M28.4M-297.4K0.8571.922,3472,00317,289254,046
2020-07-31$21.65$21.006.8%2.0%5.3%5.0%15.8%9.8%5.1%-11.9M31.0M-279.1K10.6018.7455315,766255,312