BKLN Options History — August 2020

In August 2020, BKLN traded between $21.55 and $21.88. ATM implied volatility averaged 8.0%, placing in the 6.5% IV rank vs the trailing year. The 30-day expected move averaged 2.4%. IV traded above realized volatility by 3.8% (HV 20d: 4.2%). Max pain ranged from $21.00 to $21.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 20 of 21 days. Put/call ratio averaged 48.59.

Notable Days

  • 2020-08-14: Highest Volume — 1,375 contracts
  • 2020-08-12: Largest IV spike — 35.5% change
  • 2020-08-12: Highest IV Rank — 9.1%
  • 2020-08-07: Largest Expected Move — 2.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$21.76$21.55$21.88$21.61$21.88
Max Pain$21.00$21.00$21.00$21.00$21.00
ATM IV8.0%6.4%10.1%7.4%7.7%
Expected Move2.4%1.8%2.9%2.1%2.2%
HV 20d4.2%3.5%5.0%5.0%3.5%
HV 60d8.0%7.4%8.6%8.6%7.4%
IV Rank6.5%4.4%9.1%5.7%6.1%
IV Percentile44.5%27.4%56.0%39.3%44.4%
Term Structure3.1%-0.9%6.7%4.6%5.9%
VWIV11.7%8.4%20.4%14.9%8.5%
Skew 25d5.4%-1.0%9.8%8.5%2.9%
Skew 10d14.6%-2.0%37.9%10.7%1.3%
Call IV 25d7.7%4.8%9.9%5.8%6.6%
Put IV 25d13.1%8.2%15.4%14.3%9.5%
Bid-Ask Spread %49.0012.47110.8614.3712.47
Gamma HHI0.320.230.420.320.24
Net GEX-6.7M-13.8M-2.9M-13.8M-4.0M
Net DEX15.1M4.0M32.7M32.7M8.4M
Net VEX-264.7K-356.0K-219.7K-339.5K-234.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio48.590.00504.006.80272.00
Total Volume329.286201,37578273
Total OI257,442.476209,521278,525274,972209,581

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2020-08-03$21.61$21.007.4%2.1%5.0%5.7%14.9%8.5%4.6%-13.8M32.7M-339.5K6.8014.37106819,625255,347
2020-08-04$21.55$21.007.6%2.2%4.4%6.0%14.5%7.6%4.7%-12.7M32.5M-319.0K0.0012.7203419,635255,395
2020-08-05$21.62$21.007.4%2.1%4.2%5.7%12.4%8.8%5.3%-11.2M24.8M-288.4K36.3913.661865519,635255,390
2020-08-06$21.68$21.008.3%2.6%4.2%6.9%14.8%5.0%0.0%-10.7M30.5M-356.0K0.5383.971588319,640255,823
2020-08-07$21.65$21.008.5%2.9%4.3%7.1%20.4%4.3%-0.9%-10.1M24.2M-286.7K2.4065.32102419,740255,870
2020-08-10$21.76$21.007.8%2.9%4.5%6.2%9.9%5.2%0.5%-3.7M8.3M-233.7K25.7551.63820619,745255,890
2020-08-11$21.78$21.007.4%2.6%4.5%5.8%9.5%5.0%1.1%-7.3M12.3M-246.0K0.0374.891,2093919,750256,001
2020-08-12$21.86$21.0010.1%2.9%4.4%9.1%0.0%5.3%1.0%-9.4M14.3M-253.6K0.2050.182024118,558256,026
2020-08-13$21.84$21.009.6%2.8%4.4%8.5%8.4%4.6%0.8%-7.4M9.4M-241.8K29.3858.77391,14621,046256,033
2020-08-14$21.81$21.007.6%2.2%4.4%6.0%8.8%3.5%0.8%-2.9M5.1M-229.3K1.4380.4556780821,050257,064
2020-08-17$21.85$21.008.7%2.5%4.4%7.3%9.7%8.0%5.0%-4.1M4.0M-220.8K0.7752.7217413421,066257,459
2020-08-18$21.80$21.007.3%2.1%4.5%5.6%0.0%7.3%4.7%-4.5M5.5M-219.7K0.0035.7520021,037257,381
2020-08-19$21.76$21.008.6%2.5%4.5%7.2%12.5%3.5%2.5%-7.6M14.2M-269.9K2.2795.33153421,015257,387
2020-08-20$21.80$21.008.8%2.5%4.2%7.4%8.5%4.5%1.6%-4.0M7.9M-226.5K2.60110.86102620,658257,398
2020-08-21$21.77$21.008.3%2.4%4.3%6.9%0.0%8.1%6.7%-6.4M15.3M-275.9K8.6780.1565220,658257,397
2020-08-24$21.74$21.007.6%2.2%4.2%6.0%0.0%4.9%3.8%-4.3M16.5M-270.8K71.0031.5617118,606190,966
2020-08-25$21.76$21.007.5%2.2%4.1%5.9%14.1%4.5%2.2%-4.3M14.0M-252.0K2.6952.70328618,606191,030
2020-08-26$21.80$21.007.4%2.1%3.7%5.7%0.0%3.4%5.8%-4.8M11.9M-243.2K504.0014.37150418,638191,091
2020-08-27$21.82$21.006.4%1.8%3.6%4.4%8.9%9.8%6.0%-3.7M14.7M-293.9K2.6219.58266818,638190,883
2020-08-28$21.88$21.008.4%2.4%3.6%7.0%8.5%-1.0%2.2%-3.9M11.1M-257.2K2.3517.44174018,638190,896
2020-08-31$21.88$21.007.7%2.2%3.5%6.1%0.0%2.9%5.9%-4.0M8.4M-234.9K272.0012.47127218,655190,926