BKLN Options History — September 2021

In September 2021, BKLN traded between $22.11 and $22.21. ATM implied volatility averaged 5.0%, placing in the 16.7% IV rank vs the trailing year. The 30-day expected move averaged 1.4%. IV traded above realized volatility by 3.5% (HV 20d: 1.5%). 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 13 of 21 days. Put/call ratio averaged 741.59.

Notable Days

  • 2021-09-21: Highest Volume — 35,641 contracts
  • 2021-09-27: Largest IV spike — 61.2% change
  • 2021-09-20: Highest IV Rank — 35.0%
  • 2021-09-20: Largest Expected Move — 2.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$22.17$22.11$22.21$22.16$22.12
Max Pain$22.00$22.00$22.00$22.00$22.00
ATM IV5.0%3.4%6.8%3.6%5.8%
Expected Move1.4%1.0%2.0%1.0%1.6%
HV 20d1.5%1.1%2.0%1.1%1.9%
HV 60d1.8%1.7%1.9%1.7%1.9%
IV Rank16.7%0.0%35.0%2.3%24.0%
IV Percentile26.3%0.0%61.9%2.0%42.5%
Term Structure0.9%-1.6%2.7%-0.7%-1.6%
VWIV7.7%3.5%40.5%4.3%5.8%
Skew 25d8.3%-2.3%20.4%-2.3%-1.9%
Skew 10d30.7%0.5%45.9%33.9%0.5%
Call IV 25d5.8%4.5%8.0%6.8%8.0%
Put IV 25d14.1%4.2%27.3%4.5%6.1%
Bid-Ask Spread %43.069.2989.3139.6925.41
Gamma HHI0.930.880.970.890.96
Net GEX-32.0M-44.0M-13.7M-28.0M-41.9M
Net DEX52.0M13.7M88.1M44.1M88.1M
Net VEX-249.6K-429.8K-59.5K-204.8K-429.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio741.591.217541.003.291.40
Total Volume4,424.2861935,641103120
Total OI136,922.19112,912162,267132,139162,137

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-09-01$22.16$22.003.6%1.0%1.1%2.3%4.3%-2.3%-0.7%-28.0M44.1M-204.8K3.2939.6924793,233128,906
2021-09-02$22.19$22.003.4%1.2%1.2%0.0%4.9%0.6%2.7%-35.8M39.2M-204.4K2.2472.9141923,233128,931
2021-09-03$22.21$22.003.5%1.3%1.1%1.2%5.2%7.1%2.6%-21.5M40.4M-216.3K2.0046.29501003,236128,931
2021-09-07$22.19$22.005.4%1.1%1.2%20.0%4.4%2.6%2.3%-39.2M35.0M-180.9K12.0061.743363,278129,006
2021-09-08$22.21$22.004.7%1.3%1.2%13.3%0.0%7.8%0.2%-13.7M14.5M-68.7K1.5040.1610153,284129,019
2021-09-09$22.20$22.004.3%1.2%1.2%9.4%0.0%10.9%2.7%-24.5M40.6M-197.6K1.3860.4966913,289128,999
2021-09-10$22.20$22.004.4%1.3%1.2%10.0%5.9%11.0%2.7%-24.7M40.2M-193.7K7541.0055.5317,5413,294129,009
2021-09-13$22.20$22.004.6%1.3%1.2%12.1%0.0%11.6%1.9%-29.4M39.7M-198.8K13.2966.047933,318129,055
2021-09-14$22.18$22.004.7%1.3%1.3%12.8%0.0%12.7%1.8%-29.8M45.5M-200.7K37.6042.7851883,320134,727
2021-09-15$22.20$22.004.7%1.4%1.2%13.6%6.4%11.9%1.7%-32.0M42.9M-201.3K9.2956.297653,327134,790
2021-09-16$22.21$22.004.6%1.3%1.2%12.0%3.5%1.6%2.5%-25.8M13.7M-59.5K9.2789.31555103,332134,803
2021-09-17$22.20$22.005.7%1.6%1.3%23.9%5.6%2.2%-0.0%-39.1M37.8M-168.7K4.5140.331767933,337134,863
2021-09-20$22.11$22.006.8%2.0%2.0%35.0%6.8%20.4%-0.6%-25.7M55.0M-209.3K7.3915.55513773,102109,816
2021-09-21$22.12$22.006.3%1.8%2.0%29.7%6.3%18.3%-1.1%-26.6M54.5M-231.4K3563.1022.131035,6313,105110,126
2021-09-22$22.14$22.006.3%1.8%1.9%29.7%40.5%19.1%-0.8%-29.1M50.9M-219.4K18.0044.091183,095109,817
2021-09-23$22.14$22.005.8%1.7%1.9%24.3%5.9%14.0%-0.2%-39.1M87.5M-429.1K36.009.2931083,105144,682
2021-09-24$22.16$22.003.8%1.1%1.9%4.4%4.0%-1.7%1.8%-43.4M75.2M-401.1K1.2117.845,0156,0633,106144,692
2021-09-27$22.15$22.006.2%1.8%1.9%28.5%6.4%13.2%0.1%-40.7M82.2M-385.4K3461.8022.931034,6183,064144,708
2021-09-28$22.13$22.006.6%1.9%1.9%33.1%6.7%17.0%-0.8%-38.9M83.9M-417.5K105.5017.5266338,078149,946
2021-09-29$22.15$22.004.5%1.3%1.9%10.7%0.0%-1.8%1.0%-44.0M80.6M-423.2K0.0057.9101988,088154,179
2021-09-30$22.12$22.005.8%1.6%1.9%24.0%5.8%-1.9%-1.6%-41.9M88.1M-429.8K1.4025.4150708,083154,054