BKLN Options History — October 2021

In October 2021, BKLN traded between $22.05 and $22.18. ATM implied volatility averaged 5.3%, placing in the 20.0% IV rank vs the trailing year. The 30-day expected move averaged 1.4%. IV traded above realized volatility by 3.4% (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 8 of 21 days. Put/call ratio averaged 38.02.

Notable Days

  • 2021-10-28: Highest Volume — 28,775 contracts
  • 2021-10-11: Largest IV spike — 64.5% change
  • 2021-10-11: Highest IV Rank — 55.3%
  • 2021-10-13: Largest Expected Move — 1.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$22.12$22.05$22.18$22.16$22.08
Max Pain$22.00$22.00$22.00$22.00$22.00
ATM IV5.3%3.0%8.8%4.7%5.1%
Expected Move1.4%0.9%1.7%1.3%1.5%
HV 20d1.9%1.7%2.1%2.0%1.7%
HV 60d1.7%1.6%1.9%1.9%1.7%
IV Rank20.0%0.0%55.3%13.3%20.4%
IV Percentile32.4%0.0%93.3%18.3%27.8%
Term Structure0.0%-1.0%1.2%0.9%-0.2%
VWIV4.9%3.6%6.6%4.5%5.1%
Skew 25d9.6%-3.4%19.9%-1.7%19.9%
Skew 10d23.8%-3.8%42.7%0.3%42.7%
Call IV 25d5.8%4.7%9.3%7.2%6.5%
Put IV 25d15.4%3.6%26.3%5.5%26.3%
Bid-Ask Spread %38.4617.2985.0635.5646.76
Gamma HHI0.970.901.000.990.93
Net GEX-41.4M-62.5M-28.6M-45.9M-29.6M
Net DEX70.9M59.7M85.5M74.1M73.6M
Net VEX-365.6K-408.0K-337.8K-397.5K-378.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio38.021.18161.834.8039.49
Total Volume7,982.4762928,7752928,424
Total OI154,250.476143,677164,775162,335145,510

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-10-01$22.16$22.004.7%1.3%2.0%13.3%4.5%-1.7%0.9%-45.9M74.1M-397.5K4.8035.565248,083154,252
2021-10-04$22.13$22.005.6%1.5%2.0%22.8%0.0%14.7%-0.4%-43.4M85.5M-408.0K0.0060.700408,113154,278
2021-10-05$22.13$22.005.7%1.5%2.0%23.7%0.0%16.3%-0.3%-49.0M80.7M-386.8K0.0041.3604568,113154,278
2021-10-06$22.13$22.006.0%1.5%2.0%26.9%0.0%15.2%-0.1%-50.8M80.1M-380.5K30.0029.851308,113154,284
2021-10-07$22.16$22.007.2%1.3%2.0%39.3%3.6%13.0%-0.3%-53.4M73.3M-357.8K75.0050.5221508,113154,284
2021-10-08$22.18$22.005.3%1.2%2.1%19.9%0.0%3.7%-0.3%-54.8M59.7M-337.8K96.5037.8121938,113154,267
2021-10-11$22.16$22.008.8%1.3%2.1%55.3%0.0%11.8%-0.5%-50.1M70.4M-359.2K0.0033.1601,0608,115154,417
2021-10-12$22.13$22.007.1%1.6%2.1%37.6%5.4%15.3%-1.0%-57.7M74.2M-361.9K1.1839.084124888,115154,409
2021-10-13$22.14$22.005.8%1.7%2.1%24.7%0.0%15.4%-0.9%-52.8M78.8M-355.8K4.6885.061507028,115156,228
2021-10-14$22.15$22.004.4%1.3%2.1%9.8%6.6%9.3%1.2%-62.5M65.8M-368.0K71.9626.9222115,9048,174156,011
2021-10-15$22.16$22.003.9%1.1%2.1%5.3%0.0%8.8%-0.5%-46.3M60.2M-363.2K1.5742.612173408,283156,492
2021-10-18$22.10$22.004.8%1.4%1.8%14.5%4.8%0.1%-0.0%-28.8M69.7M-390.3K2.4718.6715377,797135,880
2021-10-19$22.11$22.004.2%1.2%1.8%8.1%4.6%14.5%1.0%-31.2M66.0M-352.2K35.4417.2993198,007136,083
2021-10-20$22.12$22.004.3%1.2%1.8%8.7%4.2%14.3%0.9%-29.6M65.1M-351.4K161.8328.4410316,6688,028136,330
2021-10-21$22.12$22.005.1%1.5%1.8%17.2%5.1%0.1%0.1%-29.1M64.6M-349.3K27.2939.0060716,5638,037136,336
2021-10-22$22.12$22.005.2%1.5%1.7%18.1%5.3%-3.4%-0.3%-30.7M63.9M-350.1K13.9661.406108,5188,423136,341
2021-10-25$22.09$22.003.0%0.9%1.8%0.0%4.1%-2.1%1.0%-28.6M66.4M-350.7K13.4530.276438,6498,443136,396
2021-10-26$22.08$22.004.8%1.4%1.8%17.2%4.8%18.6%0.5%-30.4M69.6M-346.1K14.2624.636048,6128,444136,454
2021-10-27$22.05$22.004.8%1.4%1.8%17.8%4.8%-0.1%0.5%-31.1M77.4M-390.6K44.9620.1061127,4688,446136,584
2021-10-28$22.09$22.004.9%1.4%1.9%18.8%5.0%18.6%-0.6%-34.4M68.8M-343.3K45.5638.5461828,1578,466136,605
2021-10-29$22.08$22.005.1%1.5%1.7%20.4%5.1%19.9%-0.2%-29.6M73.6M-378.0K39.4946.7670227,7228,470137,040