BKLN Options History — February 2022

In February 2022, BKLN traded between $21.70 and $22.04. ATM implied volatility averaged 6.6%, placing in the 48.6% IV rank vs the trailing year. The 30-day expected move averaged 1.9%. IV traded above realized volatility by 3.8% (HV 20d: 2.7%). Max pain ranged from $22.00 to $23.00. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 6 of 19 days. Put/call ratio averaged 257.95.

Notable Days

  • 2022-02-03: Highest Volume — 147,075 contracts
  • 2022-02-25: Largest IV spike — 72.9% change
  • 2022-02-28: Highest IV Rank — 84.1%
  • 2022-02-28: Largest Expected Move — 2.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$21.90$21.70$22.04$22.00$21.75
Max Pain$22.63$22.00$23.00$22.00$22.00
ATM IV6.6%4.1%9.2%5.9%9.2%
Expected Move1.9%1.2%2.6%1.7%2.6%
HV 20d2.7%2.4%3.1%2.4%3.1%
HV 60d2.6%2.5%2.7%2.5%2.6%
IV Rank48.6%15.2%84.1%38.8%84.1%
IV Percentile75.0%12.7%98.8%68.3%98.8%
Term Structure-0.3%-2.1%3.1%0.5%-1.7%
VWIV7.3%4.8%13.4%5.9%13.1%
Skew 25d18.5%3.8%41.9%41.9%10.6%
Skew 10d30.5%5.0%64.7%64.7%8.9%
Call IV 25d7.1%5.5%9.7%7.3%7.0%
Put IV 25d25.5%11.3%49.2%49.2%17.6%
Bid-Ask Spread %61.5717.52115.8864.6328.75
Gamma HHI0.700.430.940.740.43
Net GEX-61.5M-82.0M-45.7M-45.7M-64.6M
Net DEX230.7M159.1M370.9M162.1M370.9M
Net VEX-651.4K-1.3M-493.8K-549.5K-1.3M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio257.9559.09884.99212.05116.66
Total Volume38,814.4746,490147,07522,58320,591
Total OI390,073.105281,688503,356281,688502,060

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-02-01$22.00$22.005.9%1.7%2.4%38.8%5.9%41.9%0.5%-45.7M162.1M-549.5K212.0564.6310622,4779,482272,206
2022-02-02$22.04$22.005.7%1.6%2.5%37.3%5.8%31.5%-0.2%-52.8M164.4M-690.8K186.2131.0512623,4629,492272,277
2022-02-03$21.98$23.006.1%1.7%2.6%41.9%6.1%24.8%-0.3%-48.9M167.5M-598.4K884.99115.88166146,9099,511282,828
2022-02-04$22.03$23.005.0%1.6%2.7%27.6%5.7%20.6%0.6%-57.1M170.6M-618.6K212.7155.3716635,3109,542311,464
2022-02-07$22.04$23.006.3%1.7%2.7%45.3%6.1%21.1%0.1%-55.5M159.1M-501.9K187.4644.1811621,7459,542308,229
2022-02-08$22.01$23.005.9%1.7%2.7%39.7%6.5%22.1%0.0%-51.5M162.1M-509.3K285.0332.6211633,0639,545322,074
2022-02-09$22.03$23.006.0%1.7%2.6%41.5%6.4%22.1%-0.6%-65.7M174.9M-602.1K250.2040.1710927,2729,545336,479
2022-02-10$21.98$23.006.0%1.7%2.7%40.5%6.2%24.1%-0.0%-64.9M198.9M-651.2K59.0998.771086,3829,545340,689
2022-02-11$21.91$23.007.1%2.0%2.9%55.9%7.2%31.4%-0.3%-47.4M197.2M-534.2K292.3758.5610731,2849,546340,951
2022-02-14$21.86$23.007.2%2.1%2.7%57.7%9.2%28.0%-0.4%-49.8M220.0M-550.8K599.3147.1310864,7269,547366,121
2022-02-15$21.87$23.007.8%2.2%2.6%64.7%13.4%3.8%-1.8%-56.0M241.2M-498.5K291.9237.2617149,9189,557407,615
2022-02-16$21.90$23.007.8%2.2%2.7%65.3%7.8%35.8%-2.1%-61.1M235.0M-493.8K281.19107.4817148,0849,549417,634
2022-02-17$21.86$23.008.0%2.3%2.7%68.2%8.2%4.6%-1.4%-74.3M279.8M-547.7K116.9141.7217119,9929,547432,747
2022-02-18$21.82$23.008.2%2.3%2.7%70.2%8.6%3.8%-1.3%-63.7M283.2M-603.4K80.8359.8923118,6719,547446,913
2022-02-22$21.75$22.007.2%2.1%2.8%57.3%6.1%5.1%-0.9%-69.2M262.6M-654.3K280.9097.7620958,7082,013449,444
2022-02-23$21.75$22.004.1%1.2%2.8%15.2%4.8%7.9%3.0%-81.7M297.4M-792.2K149.3517.5220931,2152,013475,597
2022-02-24$21.70$22.004.1%1.2%2.9%15.3%4.8%7.4%3.1%-82.0M316.5M-821.3K202.72107.6618036,4902,013483,169
2022-02-25$21.76$22.007.1%2.0%3.1%56.3%6.2%4.4%-1.7%-75.9M319.9M-827.8K211.1283.4518238,4241,994501,362
2022-02-28$21.75$22.009.2%2.6%3.1%84.1%13.1%10.6%-1.7%-64.6M370.9M-1.3M116.6628.7517520,4162,012500,048