BKLN Options History — November 2021

In November 2021, BKLN traded between $21.82 and $22.17. ATM implied volatility averaged 4.3%, placing in the 12.6% IV rank vs the trailing year. The 30-day expected move averaged 1.3%. IV traded above realized volatility by 2.3% (HV 20d: 2.0%). 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 11 of 21 days. Put/call ratio averaged 37.15.

Notable Days

  • 2021-11-30: Highest Volume — 43,196 contracts
  • 2021-11-24: Largest IV spike — 38.7% change
  • 2021-11-26: Highest IV Rank — 35.6%
  • 2021-11-26: Largest Expected Move — 1.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$22.07$21.82$22.17$22.08$21.82
Max Pain$22.00$22.00$22.00$22.00$22.00
ATM IV4.3%3.1%6.6%3.7%4.9%
Expected Move1.3%0.9%1.9%1.1%1.4%
HV 20d2.0%1.7%2.7%1.7%2.7%
HV 60d1.8%1.7%2.2%1.7%2.2%
IV Rank12.6%1.0%35.6%7.0%18.9%
IV Percentile16.4%0.4%71.4%4.0%31.7%
Term Structure-0.1%-1.9%1.1%0.2%0.3%
VWIV4.9%3.2%9.5%5.3%6.2%
Skew 25d6.2%-25.2%20.6%-3.6%0.5%
Skew 10d20.8%-5.5%50.6%-1.9%-5.5%
Call IV 25d7.0%4.6%30.5%8.2%6.1%
Put IV 25d13.2%4.0%26.0%4.6%6.6%
Bid-Ask Spread %42.2625.80110.0738.16110.07
Gamma HHI0.940.770.980.950.77
Net GEX-35.2M-56.3M-23.0M-31.2M-23.0M
Net DEX69.2M19.6M113.4M74.3M113.4M
Net VEX-333.4K-435.1K-150.4K-376.5K-435.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio37.1512.21146.8813.61144.93
Total Volume13,998.7628,89943,1969,11943,196
Total OI143,954.81129,350154,102145,691154,102

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-11-01$22.08$22.003.7%1.1%1.7%7.0%5.3%-3.6%0.2%-31.2M74.3M-376.5K13.6138.166248,4958,551137,140
2021-11-02$22.10$22.003.1%0.9%1.7%1.0%3.8%-25.2%0.6%-30.0M65.3M-343.8K12.5639.4779810,0218,563137,300
2021-11-03$22.10$22.003.9%1.1%1.7%8.7%5.3%11.8%-0.6%-28.0M67.7M-371.9K13.5585.3975210,1908,737138,152
2021-11-04$22.13$22.003.9%1.5%1.7%8.9%5.7%12.8%-0.8%-34.0M62.8M-362.4K14.3630.6870810,1648,741138,639
2021-11-05$22.17$22.003.9%1.2%1.8%8.4%4.9%10.2%-0.6%-42.6M54.1M-341.9K15.3925.8067310,3608,742138,334
2021-11-08$22.16$22.004.4%1.2%1.8%14.0%3.7%11.4%-0.6%-23.4M19.6M-150.4K13.5535.886689,0498,824138,380
2021-11-09$22.15$22.003.8%1.4%1.7%7.6%4.8%12.3%-0.3%-40.2M54.3M-307.2K14.9849.686179,2418,826138,865
2021-11-10$22.12$22.003.8%1.1%1.8%8.1%3.7%12.5%1.1%-33.2M62.2M-354.3K14.9233.916269,3398,831139,090
2021-11-11$22.17$22.004.2%1.2%1.9%11.9%3.9%9.5%-0.7%-42.4M54.1M-342.5K14.9237.186269,3398,826139,117
2021-11-12$22.12$22.004.3%1.2%2.1%12.8%4.1%14.9%0.8%-33.6M63.4M-356.5K15.2934.796119,3448,836139,117
2021-11-15$22.14$22.003.4%1.0%1.9%3.9%3.2%-1.1%0.2%-56.3M53.3M-313.4K12.2129.707328,9358,841139,113
2021-11-16$22.13$22.004.2%1.2%1.9%11.4%4.0%12.2%0.6%-37.6M61.1M-353.9K12.2957.947258,9128,951139,118
2021-11-17$22.13$22.004.2%1.2%1.9%12.2%4.4%13.2%-1.3%-48.9M57.8M-329.5K13.5149.386648,9688,960139,118
2021-11-18$22.11$22.004.1%1.2%1.9%10.7%4.3%16.0%-0.7%-48.3M63.5M-331.1K13.5943.036608,9688,966139,118
2021-11-19$22.08$22.003.6%1.0%2.0%6.4%3.8%20.6%1.0%-47.7M68.1M-294.5K13.2132.176778,9429,004139,118
2021-11-22$22.00$22.004.3%1.2%2.3%13.3%4.4%0.1%0.5%-30.8M83.0M-317.3K146.8827.3518927,7613,782125,568
2021-11-23$22.00$22.004.4%1.3%2.3%14.2%4.4%0.2%0.4%-29.3M85.1M-341.9K46.3427.601888,7123,809125,943
2021-11-24$21.95$22.006.2%1.8%2.4%31.1%6.3%0.1%-1.9%-29.6M92.1M-311.2K46.3431.161888,7113,809126,056
2021-11-26$21.86$22.006.6%1.9%2.6%35.6%9.5%1.1%-0.9%-24.9M101.7M-347.2K62.0137.0827116,8043,841126,071
2021-11-29$21.87$22.005.0%1.4%2.6%19.3%6.4%0.7%0.4%-23.8M95.6M-319.4K125.7830.9729637,2303,933134,219
2021-11-30$21.82$22.004.9%1.4%2.7%18.9%6.2%0.5%0.3%-23.0M113.4M-435.1K144.93110.0729642,9003,932150,170