BKLN Options History — August 2021

In August 2021, BKLN traded between $22.01 and $22.14. ATM implied volatility averaged 5.4%, placing in the 19.7% IV rank vs the trailing year. The 30-day expected move averaged 1.6%. IV traded above realized volatility by 3.6% (HV 20d: 1.7%). 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 13 of 22 days. Put/call ratio averaged 22.31.

Notable Days

  • 2021-08-09: Highest Volume — 25,259 contracts
  • 2021-08-09: Largest IV spike — 59.7% change
  • 2021-08-23: Highest IV Rank — 30.9%
  • 2021-08-23: Largest Expected Move — 1.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$22.06$22.01$22.14$22.01$22.14
Max Pain$22.00$22.00$22.00$22.00$22.00
ATM IV5.4%3.5%6.4%5.1%4.3%
Expected Move1.6%1.2%1.8%1.5%1.2%
HV 20d1.7%1.1%2.3%2.3%1.1%
HV 60d1.9%1.7%2.1%2.1%1.7%
IV Rank19.7%1.2%30.9%17.2%9.1%
IV Percentile26.4%0.4%49.6%17.9%7.5%
Term Structure0.2%-0.7%1.3%0.4%-0.3%
VWIV5.6%4.7%6.4%5.1%5.8%
Skew 25d19.4%-3.0%32.4%30.6%-3.0%
Skew 10d34.3%0.1%52.4%49.4%0.1%
Call IV 25d6.3%5.3%7.2%6.8%7.1%
Put IV 25d25.7%4.1%39.6%37.4%4.1%
Bid-Ask Spread %52.4031.1976.7354.6231.19
Gamma HHI0.850.780.880.780.85
Net GEX-20.7M-25.5M-16.1M-17.5M-25.4M
Net DEX58.0M48.9M64.1M61.9M48.9M
Net VEX-245.5K-268.7K-217.3K-268.7K-221.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio22.310.43237.290.432.33
Total Volume1,539.273025,2594340
Total OI120,294.818100,648132,135100,690132,135

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-08-02$22.01$22.005.1%1.5%2.3%17.2%5.1%30.6%0.4%-17.5M61.9M-268.7K0.4354.6230132,79297,898
2021-08-03$22.02$22.004.6%1.3%2.3%11.6%0.0%28.2%0.9%-16.1M58.9M-250.4K52.0052.0552602,74297,910
2021-08-04$22.01$22.005.4%1.6%2.3%20.3%5.6%32.4%0.2%-17.5M60.9M-245.0K1.0034.743653652,73397,915
2021-08-05$22.03$22.004.9%1.6%2.3%14.7%0.0%20.4%0.3%-16.5M58.1M-248.4K0.0068.79002,73398,157
2021-08-06$22.01$22.003.5%1.5%2.3%1.2%5.2%21.5%0.4%-18.3M61.8M-245.5K3.8055.4925953,08898,522
2021-08-09$22.03$22.005.7%1.7%2.3%23.0%6.4%24.6%-0.2%-20.7M64.1M-259.1K237.2957.3910625,1533,08898,522
2021-08-10$22.04$22.005.9%1.3%2.3%25.2%4.7%20.8%0.7%-20.4M63.2M-265.6K4.8070.745243,08398,567
2021-08-11$22.03$22.005.3%1.5%2.2%19.3%0.0%21.0%0.2%-18.9M60.0M-243.5K0.0076.730203,174123,701
2021-08-12$22.04$22.005.4%1.5%2.2%19.8%0.0%21.1%0.1%-19.6M61.7M-262.7K5.2056.5010523,179123,720
2021-08-13$22.05$22.005.4%1.5%2.2%20.2%5.4%21.0%-0.4%-23.6M61.7M-255.2K1.0047.2110103,179123,710
2021-08-16$22.06$22.005.6%1.6%1.4%22.3%5.6%21.6%0.0%-21.1M60.7M-261.5K2.4170.161162803,189123,724
2021-08-17$22.05$22.005.5%1.6%1.3%21.1%5.5%23.0%0.9%-18.5M59.3M-250.1K15.5052.094623,199123,734
2021-08-18$22.05$22.005.8%1.7%1.3%24.7%5.8%26.1%-0.1%-20.2M58.3M-231.3K20.0061.281203,276123,921
2021-08-19$22.05$22.005.9%1.7%1.3%25.7%5.9%23.1%-0.2%-21.6M61.2M-247.8K36.0473.141455,2263,278123,990
2021-08-20$22.06$22.005.5%1.6%1.2%21.7%0.0%22.2%0.2%-21.3M60.4M-250.7K2.8747.941012903,278124,000
2021-08-23$22.06$22.006.4%1.8%1.2%30.9%0.0%22.9%-0.7%-20.6M58.2M-265.4K3.8232.51341302,976128,425
2021-08-24$22.10$22.005.9%1.7%1.3%25.0%5.9%19.7%-0.6%-24.2M54.7M-241.2K8.0036.15252002,993128,685
2021-08-25$22.12$22.005.7%1.6%1.2%23.5%5.8%0.1%-0.3%-22.1M50.0M-223.3K4.1233.68431773,006128,775
2021-08-26$22.10$22.005.0%1.4%1.2%16.1%0.0%0.3%1.3%-20.5M53.1M-228.5K0.0044.060103,041128,755
2021-08-27$22.13$22.005.5%1.6%1.2%20.9%0.0%14.4%-0.0%-25.5M49.9M-217.7K1.0339.111831893,075128,767
2021-08-30$22.13$22.005.5%1.6%1.1%20.8%0.0%16.0%0.6%-25.1M50.0M-217.3K2.3357.1712283,074128,777
2021-08-31$22.14$22.004.3%1.2%1.1%9.1%0.0%-3.0%-0.3%-25.4M48.9M-221.8K0.0031.190403,228128,907