BKLN Options History — December 2021

In December 2021, BKLN traded between $21.85 and $22.11. ATM implied volatility averaged 4.5%, placing in the 14.5% IV rank vs the trailing year. The 30-day expected move averaged 1.3%. IV traded above realized volatility by 1.7% (HV 20d: 2.8%). 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 17 of 22 days. Put/call ratio averaged 37.21.

Notable Days

  • 2021-12-03: Highest Volume — 49,904 contracts
  • 2021-12-23: Largest IV spike — 32.8% change
  • 2021-12-01: Highest IV Rank — 26.6%
  • 2021-12-06: Largest Expected Move — 1.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$22.02$21.85$22.11$21.85$22.11
Max Pain$22.00$22.00$22.00$22.00$22.00
ATM IV4.5%3.4%5.7%5.7%4.4%
Expected Move1.3%1.0%1.6%1.6%1.3%
HV 20d2.8%1.9%3.1%2.8%1.9%
HV 60d2.3%2.2%2.4%2.2%2.3%
IV Rank14.5%3.5%26.6%26.6%13.7%
IV Percentile22.6%0.8%52.8%52.8%21.4%
Term Structure0.6%-1.3%1.8%-0.6%-0.8%
VWIV5.1%3.4%7.5%5.9%6.3%
Skew 25d49.7%-5.4%72.3%0.2%59.2%
Skew 10d84.6%-25.0%141.8%-0.3%140.0%
Call IV 25d6.3%5.0%14.4%7.3%6.0%
Put IV 25d56.0%7.5%77.7%7.5%65.3%
Bid-Ask Spread %44.2615.0799.8516.6490.11
Gamma HHI0.800.660.940.660.85
Net GEX-47.8M-63.2M-29.8M-29.8M-58.5M
Net DEX126.0M113.9M151.1M125.4M117.0M
Net VEX-582.3K-747.0K-410.0K-476.4K-653.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio37.213.22147.97139.0441.87
Total Volume13,501.7731,63349,90434,45011,188
Total OI228,991.045174,710240,400174,710240,400

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-12-01$21.85$22.005.7%1.6%2.8%26.6%5.9%0.2%-0.6%-29.8M125.4M-476.4K139.0416.6424634,2043,932170,778
2021-12-02$21.90$22.005.6%1.6%2.9%26.0%5.6%-3.0%-0.6%-31.0M120.0M-480.3K78.2899.8534026,6163,953175,562
2021-12-03$21.89$22.004.9%1.4%2.9%19.0%4.1%-5.4%0.2%-30.3M121.2M-410.0K147.9794.7133549,5693,936202,820
2021-12-06$21.94$22.004.9%1.6%2.9%18.3%5.7%54.9%0.5%-38.0M142.0M-632.3K43.5323.6441918,2403,902228,914
2021-12-07$21.99$22.004.2%1.6%3.1%11.9%5.6%51.3%0.3%-42.6M140.6M-685.7K25.3123.0651713,0863,973229,347
2021-12-08$22.02$22.004.7%1.4%3.1%16.2%5.0%52.0%0.6%-42.3M124.9M-527.6K7.4621.374113,0644,171229,451
2021-12-09$22.00$22.004.8%1.5%3.1%17.8%5.2%53.5%0.5%-41.5M131.5M-579.7K11.3624.752843,2274,172229,507
2021-12-10$22.05$22.005.1%1.2%3.1%20.3%5.0%65.5%1.3%-48.6M119.3M-530.1K5.3394.712891,5414,158229,397
2021-12-13$22.06$22.003.9%1.5%3.0%8.7%7.5%55.1%0.3%-45.3M119.9M-543.5K5.9571.752391,4214,158229,487
2021-12-14$22.04$22.004.6%1.3%3.0%15.6%5.2%58.3%0.9%-50.9M140.5M-731.0K5.5324.242501,3834,125229,588
2021-12-15$22.04$22.004.7%1.4%3.0%17.1%6.6%72.3%0.2%-50.0M118.2M-513.3K4.5384.273351,5184,126229,600
2021-12-16$22.03$22.004.5%1.3%3.0%14.7%5.7%52.8%1.0%-48.9M131.3M-619.1K5.0430.653351,6884,032229,668
2021-12-17$22.04$22.003.9%1.1%3.0%9.2%4.0%53.9%1.2%-58.9M122.1M-502.5K37.9629.2731511,9564,030229,716
2021-12-20$22.00$22.004.7%1.3%3.1%16.2%4.8%62.1%1.2%-48.3M151.1M-747.0K48.3819.6024711,9503,874226,142
2021-12-21$22.05$22.004.8%1.4%2.9%17.8%4.8%67.4%-0.1%-41.7M113.9M-512.8K3.2239.245,25216,9363,874226,186
2021-12-22$22.06$22.003.4%1.0%2.9%3.5%3.4%51.8%1.8%-57.9M118.3M-581.7K3.2321.895,25216,9848,619231,189
2021-12-23$22.06$22.004.5%1.3%2.7%14.2%4.5%52.5%0.8%-48.7M115.4M-551.1K48.7418.8624611,9898,579231,497
2021-12-27$22.07$22.003.6%1.0%2.2%6.1%3.5%51.3%1.7%-63.2M116.4M-552.2K46.5821.7224611,4598,582231,497
2021-12-28$22.06$22.003.7%1.1%2.2%7.1%3.7%56.0%1.7%-61.8M129.7M-685.2K29.9615.0736310,8748,582231,543
2021-12-29$22.06$22.004.4%1.3%2.0%13.6%4.7%60.8%-1.3%-49.6M130.0M-652.7K38.1625.2328610,9148,492231,847
2021-12-30$22.07$22.003.5%1.0%2.0%4.9%6.4%71.1%1.8%-63.2M123.5M-643.2K41.2483.0826110,7648,480231,917
2021-12-31$22.11$22.004.4%1.3%1.9%13.7%6.3%59.2%-0.8%-58.5M117.0M-653.8K41.8790.1126110,9278,480231,920