BKLN Options History — October 2020

In October 2020, BKLN traded between $21.49 and $21.90. ATM implied volatility averaged 7.4%, placing in the 5.8% IV rank vs the trailing year. The 30-day expected move averaged 2.4%. IV traded above realized volatility by 2.7% (HV 20d: 4.7%). 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 17 of 22 days. Put/call ratio averaged 107.62.

Notable Days

  • 2020-10-28: Highest Volume — 29,129 contracts
  • 2020-10-30: Largest IV spike — 110.5% change
  • 2020-10-30: Highest IV Rank — 12.0%
  • 2020-10-30: Largest Expected Move — 3.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$21.73$21.49$21.90$21.76$21.49
Max Pain$22.00$22.00$22.00$22.00$22.00
ATM IV7.4%4.9%12.4%9.2%12.4%
Expected Move2.4%1.4%3.5%2.6%3.5%
HV 20d4.7%3.7%5.9%5.9%3.8%
HV 60d4.6%4.4%4.7%4.6%4.5%
IV Rank5.8%2.6%12.0%8.0%12.0%
IV Percentile31.1%8.7%61.5%47.2%61.5%
Term Structure1.8%-8.1%23.5%1.9%23.5%
VWIV11.3%6.6%22.2%9.1%15.6%
Skew 25d4.4%-0.5%8.4%4.8%5.5%
Skew 10d8.5%-3.7%43.1%5.6%43.1%
Call IV 25d8.1%4.6%14.1%9.5%9.7%
Put IV 25d12.5%7.7%15.5%14.3%15.2%
Bid-Ask Spread %73.5615.11140.5658.5090.31
Gamma HHI0.330.260.390.380.39
Net GEX-7.2M-11.2M-5.4M-7.3M-11.2M
Net DEX26.5M15.9M37.9M27.4M37.9M
Net VEX-262.8K-341.7K-188.4K-263.8K-341.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio107.620.021508.75201.201508.75
Total Volume2,853.0913429,1291,0116,039
Total OI181,914.409167,427197,958183,546196,694

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2020-10-01$21.76$22.009.2%2.6%5.9%8.0%9.1%4.8%1.9%-7.3M27.4M-263.8K201.2058.5051,00612,401171,145
2020-10-02$21.77$22.007.4%2.1%5.7%5.7%7.9%5.9%3.6%-7.2M27.5M-248.5K47.8647.06703,35012,401172,057
2020-10-05$21.81$22.007.0%3.2%5.7%5.3%15.5%6.5%-0.4%-6.8M29.7M-282.1K92.6742.70655612,411175,331
2020-10-06$21.80$22.007.8%3.1%5.7%6.2%15.1%7.0%0.1%-6.9M29.4M-269.4K20.90103.793062712,416175,881
2020-10-07$21.86$22.006.4%2.9%5.1%4.5%12.2%0.5%0.4%-7.5M32.4M-322.0K6.8381.337752612,426176,521
2020-10-08$21.84$22.007.9%2.9%5.1%6.3%11.0%2.2%-8.1%-5.4M27.3M-320.3K13.67112.9468212,434176,718
2020-10-09$21.82$22.006.3%2.9%5.1%4.3%22.2%4.4%0.1%-6.4M26.7M-242.3K5.6181.212815712,439176,730
2020-10-12$21.90$22.005.3%2.7%5.1%3.1%9.4%-0.5%0.5%-6.3M23.3M-243.5K0.04121.25151612,447176,669
2020-10-13$21.80$22.008.6%2.7%5.3%7.2%9.4%-0.4%0.7%-7.2M26.4M-231.9K0.21109.5728612,525176,675
2020-10-14$21.82$22.007.9%2.3%5.3%6.4%12.6%8.4%4.3%-5.5M24.0M-234.9K0.02129.572,1973912,538176,681
2020-10-15$21.79$22.008.0%2.3%5.3%6.5%19.5%3.7%0.1%-7.3M24.6M-232.3K103.82117.57687,06014,514176,719
2020-10-16$21.78$22.009.9%2.9%5.3%8.9%0.0%0.8%7.6%-6.0M29.1M-277.0K24.00140.561024014,546183,412
2020-10-19$21.72$22.005.5%1.6%4.4%3.3%6.6%3.1%0.2%-6.9M24.7M-272.0K17.0047.27813611,651155,776
2020-10-20$21.76$22.004.9%1.4%4.4%2.6%7.4%7.3%3.1%-6.9M20.0M-237.9K34.8226.932897511,652155,882
2020-10-21$21.70$22.007.1%2.0%4.0%5.3%7.3%5.3%0.8%-7.0M28.6M-286.3K23.2515.11818611,647156,663
2020-10-22$21.73$22.007.5%2.2%4.0%5.9%0.0%4.8%-0.2%-6.8M21.4M-249.9K1.6727.00305011,652156,812
2020-10-23$21.72$22.006.3%1.8%3.8%4.4%7.6%4.5%0.7%-6.7M15.9M-188.4K13.9331.666185011,629156,782
2020-10-26$21.62$22.005.5%1.6%3.7%3.4%10.1%7.0%1.5%-7.1M20.0M-212.9K10.0097.9599011,670157,958
2020-10-27$21.60$22.009.6%2.7%3.7%8.5%10.1%4.9%-3.6%-8.4M21.4M-214.6K13.0027.2456511,679158,019
2020-10-28$21.51$22.007.0%2.0%3.7%5.2%9.8%3.1%-0.4%-7.9M34.6M-322.4K0.0092.20029,12911,684158,074
2020-10-29$21.53$22.005.9%1.7%3.7%3.8%8.0%7.6%2.4%-9.8M31.1M-287.9K120.7816.65728,69611,684176,472
2020-10-30$21.49$22.0012.4%3.5%3.8%12.0%15.6%5.5%23.5%-11.2M37.9M-341.7K1508.7590.3146,03511,720184,974