BKLN Options History — April 2021

In April 2021, BKLN traded between $22.11 and $22.24. ATM implied volatility averaged 5.7%, placing in the 4.9% IV rank vs the trailing year. The 30-day expected move averaged 1.5%. IV traded above realized volatility by 3.6% (HV 20d: 2.1%). Max pain ranged from $22.00 to $22.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 17 of 21 days. Put/call ratio averaged 34.03.

Notable Days

  • 2021-04-16: Highest Volume — 15,556 contracts
  • 2021-04-19: Largest IV spike — 42.6% change
  • 2021-04-12: Highest IV Rank — 12.8%
  • 2021-04-19: Largest Expected Move — 2.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$22.17$22.11$22.24$22.14$22.13
Max Pain$22.00$22.00$22.00$22.00$22.00
ATM IV5.7%4.5%8.2%5.4%4.7%
Expected Move1.5%1.2%2.0%1.5%1.4%
HV 20d2.1%1.8%2.4%1.9%2.2%
HV 60d2.6%2.3%2.7%2.6%2.3%
IV Rank4.9%1.3%12.8%2.7%2.4%
IV Percentile9.6%0.4%50.0%2.8%1.2%
Term Structure0.3%-1.1%1.5%-1.1%0.1%
VWIV8.0%3.7%29.4%4.9%3.7%
Skew 25d8.7%-2.0%21.1%-2.0%-1.6%
Skew 10d28.2%0.5%43.6%0.6%0.5%
Call IV 25d5.7%4.5%7.6%7.6%6.6%
Put IV 25d14.4%5.0%27.4%5.6%5.0%
Bid-Ask Spread %62.8719.99123.2326.7858.36
Gamma HHI0.560.440.780.460.64
Net GEX-14.9M-19.3M-10.1M-17.4M-11.1M
Net DEX16.4M2.5M26.0M26.0M18.7M
Net VEX-239.9K-334.9K-187.4K-334.9K-187.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio34.030.00431.114.091.07
Total Volume1,140.571215,55651426
Total OI150,420.762127,003171,636170,608128,414

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-04-01$22.14$22.005.4%1.5%1.9%2.7%0.0%-2.0%-1.1%-17.4M26.0M-334.9K4.0926.7810141317,291153,317
2021-04-05$22.18$22.005.2%1.3%1.9%2.4%0.0%7.7%1.5%-18.8M21.1M-331.0K0.0087.230217,310153,474
2021-04-06$22.20$22.006.3%1.7%1.8%5.1%0.0%10.1%-0.3%-18.7M18.5M-302.1K1.3264.8820426917,318153,475
2021-04-07$22.23$22.005.3%1.2%1.8%2.9%4.9%0.5%0.3%-14.4M2.5M-227.9K135.8054.73567917,522153,690
2021-04-08$22.21$22.005.8%1.3%1.8%4.8%4.4%7.1%0.1%-17.5M6.4M-215.3K20.4163.062244917,527153,383
2021-04-09$22.23$22.006.0%1.2%1.8%5.4%0.0%0.7%0.1%-15.3M4.3M-229.4K13.8258.241115217,512153,488
2021-04-12$22.21$22.008.2%1.3%1.8%12.8%0.0%7.4%0.0%-17.2M11.1M-243.6K5.8061.113017417,511153,599
2021-04-13$22.24$22.006.9%1.3%1.9%8.6%6.0%8.2%1.5%-14.4M4.3M-227.8K3.8566.367883,03717,536153,694
2021-04-14$22.19$22.005.6%1.6%2.0%4.8%5.6%10.3%0.2%-15.8M14.6M-259.8K3.3760.15196417,620153,889
2021-04-15$22.22$22.004.5%1.3%2.1%1.3%0.0%1.1%-0.8%-19.3M5.9M-223.5K0.5877.02603517,635153,901
2021-04-16$22.21$22.004.8%1.4%2.1%2.3%8.7%7.8%0.2%-16.1M11.0M-255.5K431.1196.143615,52017,695153,941
2021-04-19$22.13$22.006.9%2.0%2.4%8.7%29.4%1.5%0.3%-10.1M22.6M-239.4K0.5325.84703711,179115,824
2021-04-20$22.11$22.005.6%1.6%2.2%4.6%5.6%16.6%0.3%-10.3M23.4M-233.7K6.2253.255534211,235115,860
2021-04-21$22.12$22.005.6%1.6%2.1%5.2%5.6%16.4%0.6%-13.1M20.9M-207.6K0.0047.4960011,287116,001
2021-04-22$22.12$22.006.3%1.8%2.1%7.6%0.0%21.1%-0.4%-10.8M20.8M-192.9K0.53117.22754011,337116,001
2021-04-23$22.16$22.005.0%1.4%2.2%3.2%0.0%11.7%1.4%-14.1M21.4M-212.9K1.8647.9710519511,367116,016
2021-04-26$22.13$22.005.5%1.6%2.3%4.8%0.0%16.2%0.7%-12.2M22.0M-213.2K7.1751.944230111,472116,171
2021-04-27$22.13$22.005.6%1.6%2.2%5.2%5.6%14.3%0.3%-15.8M22.8M-225.4K0.5859.21643711,506116,450
2021-04-28$22.14$22.004.8%1.4%2.2%2.5%0.0%13.3%0.9%-13.7M23.1M-244.7K8.38123.234033511,547116,477
2021-04-29$22.14$22.005.8%1.7%2.2%6.5%0.0%14.0%0.2%-16.1M23.7M-230.9K1.0719.99283011,587116,777
2021-04-30$22.13$22.004.7%1.4%2.2%2.4%3.7%-1.6%0.1%-11.1M18.7M-187.4K0.0058.3602611,612116,802