BKLN Options History — January 2022

In January 2022, BKLN traded between $21.94 and $22.20. ATM implied volatility averaged 5.5%, placing in the 31.8% IV rank vs the trailing year. The 30-day expected move averaged 1.6%. IV traded above realized volatility by 3.5% (HV 20d: 2.0%). Max pain ranged from $22.00 to $23.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 9 of 20 days. Put/call ratio averaged 156.27.

Notable Days

  • 2022-01-24: Highest Volume — 97,807 contracts
  • 2022-01-18: Largest IV spike — 44.2% change
  • 2022-01-31: Highest IV Rank — 51.7%
  • 2022-01-31: Largest Expected Move — 1.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$22.08$21.94$22.20$22.10$21.96
Max Pain$22.55$22.00$23.00$22.00$22.00
ATM IV5.5%4.1%6.8%4.6%6.8%
Expected Move1.6%1.2%1.9%1.3%1.9%
HV 20d2.0%1.7%2.4%1.9%2.3%
HV 60d2.4%2.3%2.5%2.3%2.5%
IV Rank31.8%11.3%51.7%15.5%51.7%
IV Percentile54.5%11.5%85.7%27.0%85.7%
Term Structure0.1%-1.0%1.7%0.3%-0.9%
VWIV5.8%4.5%6.9%6.7%6.9%
Skew 25d22.3%-0.7%66.3%44.3%35.0%
Skew 10d45.9%1.6%124.0%121.4%50.7%
Call IV 25d6.4%4.8%8.2%6.8%7.7%
Put IV 25d28.7%4.4%72.9%51.1%42.7%
Bid-Ask Spread %44.8224.40115.5624.4043.70
Gamma HHI0.880.771.000.870.94
Net GEX-54.7M-77.0M-31.8M-66.0M-39.2M
Net DEX120.6M70.7M170.0M118.3M170.0M
Net VEX-554.9K-664.3K-429.1K-664.3K-549.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio156.2718.06455.8640.15212.55
Total Volume32,108.310,74097,80710,74022,636
Total OI243,817.75218,982282,155240,765282,155

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-01-03$22.10$22.004.6%1.3%1.9%15.5%6.7%44.3%0.3%-66.0M118.3M-664.3K40.1524.4026110,4798,480232,285
2022-01-04$22.11$22.004.3%1.2%1.8%12.7%4.6%33.6%-0.7%-56.2M93.6M-429.1K40.2928.0826110,5158,495232,278
2022-01-05$22.06$22.004.2%1.2%1.9%11.3%4.6%66.3%1.1%-58.2M115.1M-504.3K176.1640.9925544,9208,495232,266
2022-01-06$22.07$23.004.2%1.5%1.8%12.0%5.6%20.2%0.2%-62.3M124.8M-611.0K131.77115.5628337,2908,505232,937
2022-01-07$22.10$23.005.1%1.3%1.8%21.0%4.8%15.7%0.8%-67.1M115.0M-588.2K82.3930.5423819,6108,450232,770
2022-01-10$22.11$23.006.1%1.3%1.7%30.1%5.0%16.8%1.4%-63.5M109.1M-479.2K81.2951.2924319,7548,418233,294
2022-01-11$22.15$23.005.9%1.6%1.8%29.0%5.7%13.6%-1.0%-77.0M99.2M-582.1K80.1744.5223418,7598,425233,516
2022-01-12$22.16$23.004.2%1.2%1.7%16.3%4.9%11.7%1.7%-60.2M89.7M-546.7K81.5748.3923018,7618,433233,485
2022-01-13$22.14$23.005.5%1.6%1.8%34.5%5.6%15.2%-0.9%-63.3M98.6M-599.5K142.4540.4215822,5078,435233,475
2022-01-14$22.20$23.004.1%1.2%2.0%14.5%4.5%-0.7%1.4%-58.9M70.7M-473.4K118.3725.5618822,2538,435230,395
2022-01-18$22.15$23.005.9%1.7%2.2%39.0%6.0%15.1%-0.2%-57.9M93.7M-534.9K106.8124.8321122,5368,431230,471
2022-01-19$22.16$23.005.0%1.4%2.0%27.4%5.9%13.5%1.2%-60.3M88.2M-525.4K111.2924.6220122,3707,443230,931
2022-01-20$22.12$23.006.3%1.8%2.0%44.6%6.3%18.4%-0.9%-63.3M107.6M-583.4K222.2132.8120545,5547,444231,340
2022-01-21$22.10$23.006.2%1.8%2.1%43.9%6.4%18.8%-0.2%-67.2M131.9M-557.1K316.3030.2119160,4137,445254,699
2022-01-24$22.05$22.006.4%1.8%2.2%46.8%6.4%1.2%-0.8%-37.1M145.2M-563.5K18.0626.905,13292,6754,434214,548
2022-01-25$22.01$22.006.5%1.9%2.3%47.0%6.5%28.2%-0.2%-33.2M153.0M-583.7K206.3152.3913427,6459,453226,185
2022-01-26$21.99$22.006.7%1.9%2.3%49.8%6.9%36.9%-0.3%-39.8M163.4M-580.3K218.89104.9712427,1429,465225,663
2022-01-27$21.95$22.005.7%1.6%2.4%36.8%5.8%1.3%0.5%-31.8M160.3M-578.0K282.5825.1413437,8669,469237,634
2022-01-28$21.94$22.006.8%1.9%2.4%51.3%6.8%41.8%-0.2%-31.8M164.1M-564.3K455.8681.0110949,6899,479258,394
2022-01-31$21.96$22.006.8%1.9%2.3%51.7%6.9%35.0%-0.9%-39.2M170.0M-549.5K212.5543.7010622,5309,480272,675