BKLN Options History — December 2020

In December 2020, BKLN traded between $22.06 and $22.28. ATM implied volatility averaged 6.9%, placing in the 5.1% IV rank vs the trailing year. The 30-day expected move averaged 2.1%. IV traded above realized volatility by 3.2% (HV 20d: 3.6%). 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 53.52.

Notable Days

  • 2020-12-01: Highest Volume — 22,969 contracts
  • 2020-12-09: Largest IV spike — 45.5% change
  • 2020-12-28: Highest IV Rank — 7.2%
  • 2020-12-28: Largest Expected Move — 2.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$22.19$22.06$22.28$22.06$22.28
Max Pain$22.00$22.00$22.00$22.00$22.00
ATM IV6.9%4.7%8.6%6.8%5.4%
Expected Move2.1%1.5%2.5%2.0%1.5%
HV 20d3.6%2.7%5.3%5.3%3.4%
HV 60d4.6%4.3%5.1%5.1%4.4%
IV Rank5.1%2.4%7.2%5.0%3.2%
IV Percentile28.1%8.7%48.4%23.4%8.7%
Term Structure0.3%-2.2%1.7%0.4%-0.4%
VWIV7.4%6.8%8.6%6.8%6.8%
Skew 25d8.7%-0.5%37.3%0.1%-0.5%
Skew 10d26.8%0.2%87.7%0.2%4.4%
Call IV 25d5.5%4.3%7.1%7.1%5.3%
Put IV 25d14.3%4.8%42.4%7.1%4.8%
Bid-Ask Spread %33.937.8483.8216.717.84
Gamma HHI0.360.270.540.430.29
Net GEX-5.3M-10.5M-2.0M-5.3M-10.5M
Net DEX3.1M-2.5M10.7M5.3M10.1M
Net VEX-101.8K-174.3K-45.2K-158.5K-174.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio53.520.00333.270.980.24
Total Volume2,500.4091022,96922,969119
Total OI272,728.591249,943278,722249,943278,722

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2020-12-01$22.06$22.006.8%2.0%5.3%5.0%6.8%0.1%0.4%-5.3M5.3M-158.5K0.9816.7111,61311,35612,028237,915
2020-12-02$22.13$22.006.8%2.0%5.3%5.0%6.8%0.7%0.3%-8.7M10.7M-130.1K8.6520.442622523,690249,217
2020-12-03$22.13$22.005.8%2.0%5.2%3.7%6.9%3.0%0.1%-5.7M3.8M-119.8K35.0034.701138523,701249,417
2020-12-04$22.19$22.006.6%2.0%5.2%4.7%6.9%35.9%0.4%-2.3M1.3M-114.8K22.0539.97561,23523,704249,724
2020-12-07$22.19$22.004.8%2.2%5.2%2.4%0.0%4.1%-0.2%-7.3M5.5M-144.6K1.2244.30232823,741250,078
2020-12-08$22.20$22.004.7%2.1%2.9%2.4%7.3%33.3%0.3%-2.0M-895.1K-109.7K0.0057.4202223,754250,090
2020-12-09$22.18$22.006.8%2.0%2.8%5.0%6.8%3.1%0.7%-4.2M-525.3K-95.6K5.1033.644925023,754250,107
2020-12-10$22.24$22.006.6%1.9%2.9%4.7%0.0%2.4%1.3%-4.7M-2.5M-101.1K7.5069.5021523,798250,357
2020-12-11$22.20$22.007.6%2.2%2.7%6.0%7.6%3.6%0.4%-3.2M1.0M-120.0K0.0037.1908423,798250,347
2020-12-14$22.20$22.007.5%2.2%2.7%5.9%7.6%37.3%0.5%-2.4M-1.7M-85.1K5.1083.822010223,798250,412
2020-12-15$22.23$22.007.6%2.2%2.7%6.0%0.0%4.1%0.5%-3.7M238.7K-118.9K0.0042.2710023,798250,479
2020-12-16$22.20$22.007.3%2.1%2.7%5.6%0.0%3.8%0.9%-4.6M-878.5K-88.2K0.0063.5901,62023,797250,479
2020-12-17$22.20$22.005.7%1.6%2.7%3.5%0.0%25.7%1.1%-3.3M-1.7M-81.9K333.2728.79154,99923,797252,079
2020-12-18$22.24$22.006.3%1.8%2.8%4.4%7.2%4.2%1.6%-6.1M4.6M-144.6K145.1523.19273,91923,805252,906
2020-12-21$22.12$22.007.5%2.2%3.5%5.9%7.5%4.6%1.3%-8.0M9.8M-84.1K205.4036.58255,13518,681246,876
2020-12-22$22.11$22.007.4%2.1%3.5%5.7%7.4%4.4%1.7%-8.0M10.1M-87.2K82.3815.50342,80118,706248,752
2020-12-23$22.20$22.007.8%2.2%3.7%6.2%7.8%4.3%-1.7%-6.0M5.4M-68.7K108.3316.63665018,736250,411
2020-12-24$22.21$22.007.7%2.2%3.7%6.1%7.7%4.0%-1.6%-5.3M4.2M-59.8K0.0035.4409,55218,741250,343
2020-12-28$22.27$22.008.6%2.5%3.8%7.2%8.6%9.5%-2.2%-5.3M2.2M-55.6K0.9416.48484518,734259,748
2020-12-29$22.22$22.007.8%2.2%3.7%6.3%7.9%2.2%0.1%-4.8M2.2M-52.2K2.079.4413528018,734259,653
2020-12-30$22.26$22.007.7%2.2%3.5%6.1%7.4%2.3%0.7%-5.2M882.7K-45.2K0.0012.9387018,774259,848
2020-12-31$22.28$22.005.4%1.5%3.4%3.2%6.8%-0.5%-0.4%-10.5M10.1M-174.3K0.247.84962318,874259,848