BKLN Options History — July 2021

In July 2021, BKLN traded between $22.02 and $22.20. ATM implied volatility averaged 5.6%, placing in the 19.8% IV rank vs the trailing year. The 30-day expected move averaged 1.4%. IV traded above realized volatility by 3.7% (HV 20d: 1.9%). 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 87.03.

Notable Days

  • 2021-07-21: Highest Volume — 23,399 contracts
  • 2021-07-19: Largest IV spike — 55.9% change
  • 2021-07-13: Highest IV Rank — 47.7%
  • 2021-07-20: Largest Expected Move — 1.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$22.10$22.02$22.20$22.20$22.02
Max Pain$22.00$22.00$22.00$22.00$22.00
ATM IV5.6%3.6%8.4%5.1%4.7%
Expected Move1.4%1.0%1.7%1.5%1.3%
HV 20d1.9%1.3%2.5%1.3%2.3%
HV 60d2.0%1.8%2.1%2.0%2.1%
IV Rank19.8%2.0%47.7%12.2%12.9%
IV Percentile26.3%0.8%77.4%14.7%11.5%
Term Structure0.3%-2.5%1.9%-1.6%0.6%
VWIV5.0%3.4%5.8%5.3%5.1%
Skew 25d8.3%-1.8%27.9%-1.5%27.9%
Skew 10d18.5%0.4%45.6%0.4%45.6%
Call IV 25d5.7%4.7%7.4%7.1%6.3%
Put IV 25d14.1%5.6%34.2%5.6%34.2%
Bid-Ask Spread %60.4834.65109.1045.9437.75
Gamma HHI0.800.660.880.760.87
Net GEX-13.9M-18.1M-8.4M-11.9M-16.7M
Net DEX33.6M14.5M59.0M17.2M59.0M
Net VEX-205.1K-265.9K-154.0K-206.4K-247.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio87.030.001522.001.290.05
Total Volume1,826.19023,39939239
Total OI120,579.14369,842145,995145,514100,676

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-07-01$22.20$22.005.1%1.5%1.3%12.2%0.0%-1.5%-1.6%-11.9M17.2M-206.4K1.2945.94172211,471134,043
2021-07-02$22.19$22.005.3%1.5%1.3%14.8%5.3%-1.8%-2.5%-14.1M15.1M-176.9K1.0045.02232311,488134,065
2021-07-06$22.15$22.006.5%1.3%1.3%23.9%4.4%10.4%0.9%-12.7M22.0M-209.6K1.5151.06456811,511134,068
2021-07-07$22.13$22.007.2%1.3%1.4%29.2%4.6%12.9%0.9%-11.3M23.5M-178.2K1.6078.675811,536134,132
2021-07-08$22.11$22.006.5%1.5%1.3%23.6%0.0%15.6%0.5%-12.1M23.7M-181.7K0.6554.00312011,541134,136
2021-07-09$22.13$22.006.8%1.5%1.4%28.1%0.0%14.6%0.7%-12.2M22.2M-196.2K1.1870.35516011,554134,156
2021-07-12$22.13$22.007.6%1.5%1.4%34.1%0.0%15.1%0.0%-13.3M20.0M-177.1K2.1681.45194111,568134,216
2021-07-13$22.16$22.008.4%1.2%1.5%47.7%3.4%10.5%1.6%-13.8M14.5M-160.7K0.0060.407011,579134,246
2021-07-14$22.14$22.005.0%1.4%1.5%15.9%0.0%13.1%0.1%-14.0M19.7M-185.1K0.0075.7311011,575134,246
2021-07-15$22.12$22.004.2%1.2%1.5%8.4%0.0%14.7%0.2%-16.3M19.7M-156.5K4.1277.643414011,575134,246
2021-07-16$22.13$22.003.6%1.0%1.5%2.0%0.0%7.8%1.9%-13.6M16.2M-183.1K0.0377.141,8466011,609134,386
2021-07-19$22.02$22.005.7%1.6%2.3%22.9%5.7%1.0%-0.2%-8.4M31.7M-155.9K1522.0048.0757,6102,53767,305
2021-07-20$22.04$22.005.8%1.7%2.3%24.2%5.8%1.1%-0.1%-9.7M31.4M-154.0K0.3370.00206672,54274,916
2021-07-21$22.06$22.005.3%1.5%2.3%18.8%0.0%0.9%0.7%-11.5M33.2M-174.2K55.1138.0641722,9822,74374,971
2021-07-22$22.07$22.005.4%1.5%2.3%20.2%5.4%24.4%0.2%-16.2M55.2M-265.9K0.08104.744842,81197,739
2021-07-23$22.09$22.004.4%1.3%2.4%10.2%0.0%0.9%1.3%-17.2M53.3M-264.4K0.0036.29002,81797,743
2021-07-26$22.07$22.004.7%1.3%2.4%12.7%0.0%0.6%0.9%-18.1M55.2M-261.9K0.0035.82002,81797,743
2021-07-27$22.05$22.005.5%1.6%2.4%20.8%5.5%1.0%0.5%-16.2M56.7M-253.8K60.6334.65674,0622,81797,743
2021-07-28$22.02$22.005.1%1.5%2.4%16.8%5.1%3.2%0.4%-15.9M58.9M-262.2K0.28109.1071202,81797,743
2021-07-29$22.05$22.004.9%1.4%2.5%15.4%0.0%2.3%0.2%-17.3M57.0M-255.9K1.6338.298132,85797,878
2021-07-30$22.02$22.004.7%1.3%2.3%12.9%0.0%27.9%0.6%-16.7M59.0M-247.7K0.0537.75227122,78897,888