BKLN Options History — April 2022

In April 2022, BKLN traded between $21.58 and $21.92. ATM implied volatility averaged 10.8%, placing in the 51.5% IV rank vs the trailing year. The 30-day expected move averaged 2.9%. IV traded above realized volatility by 5.0% (HV 20d: 5.8%). Max pain ranged from $22.00 to $22.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 7 of 20 days. Put/call ratio averaged 63.07.

Notable Days

  • 2022-04-04: Highest Volume — 185,441 contracts
  • 2022-04-06: Largest IV spike — 37.1% change
  • 2022-04-06: Highest IV Rank — 69.7%
  • 2022-04-29: Largest Expected Move — 3.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$21.75$21.58$21.92$21.81$21.58
Max Pain$22.00$22.00$22.00$22.00$22.00
ATM IV10.8%8.6%13.6%9.7%13.5%
Expected Move2.9%2.4%3.9%2.8%3.9%
HV 20d5.8%5.2%7.0%7.0%5.5%
HV 60d5.1%4.6%5.4%4.6%5.4%
IV Rank51.5%37.0%69.7%44.3%69.1%
IV Percentile91.8%85.7%97.2%92.9%96.8%
Term Structure0.6%-1.9%17.4%-0.2%-1.9%
VWIV11.2%7.9%17.6%9.9%17.6%
Skew 25d14.9%2.3%69.7%69.7%9.9%
Skew 10d37.1%5.4%91.9%91.9%13.9%
Call IV 25d10.1%8.1%12.1%10.1%9.7%
Put IV 25d25.1%12.4%79.8%79.8%19.7%
Bid-Ask Spread %102.6154.02115.29104.69104.11
Gamma HHI0.480.380.850.480.47
Net GEX-72.9M-120.3M-46.5M-102.3M-67.3M
Net DEX271.3M154.8M387.8M371.2M274.5M
Net VEX-1.0M-1.5M-509.9K-878.0K-1.5M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio63.070.38710.071.4971.08
Total Volume45,484.857,589185,44156,55312,254
Total OI528,761.15401,609692,818692,304478,770

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-04-01$21.81$22.009.7%2.8%7.0%44.3%9.9%69.7%-0.2%-102.3M371.2M-878.0K1.49104.6922,73333,82024,436667,868
2022-04-04$21.92$22.009.9%2.4%6.8%45.7%7.9%51.6%-0.4%-85.0M301.3M-538.9K7.14111.0722,772162,66924,458668,360
2022-04-05$21.88$22.009.9%2.5%6.7%45.5%8.4%53.2%-0.1%-60.1M241.4M-509.9K3.98113.9222,90391,22224,516566,396
2022-04-06$21.80$22.0013.6%2.6%6.7%69.7%8.7%3.9%17.4%-79.6M327.2M-980.2K1.71113.1222,77038,99824,682576,383
2022-04-07$21.87$22.0011.6%3.0%6.3%56.5%10.4%4.2%-0.7%-101.6M316.6M-1.1M1.5891.7422,73335,96524,714590,272
2022-04-08$21.86$22.0012.3%2.8%5.4%61.3%9.8%51.2%-0.9%-82.2M261.7M-630.6K1.53111.1322,72534,84524,721601,448
2022-04-11$21.68$22.0011.4%2.7%6.4%55.3%14.0%5.9%0.1%-81.3M387.8M-1.1M0.38115.2922,7228,55924,723611,560
2022-04-12$21.76$22.0011.1%2.4%6.5%53.7%12.0%3.3%0.2%-89.5M375.2M-1.0M1.54113.6522,72535,07324,726616,865
2022-04-13$21.83$22.009.6%2.7%5.3%43.4%11.2%2.5%-0.1%-120.3M361.8M-1.1M0.79113.1422,73618,06224,732622,189
2022-04-14$21.80$22.0010.8%3.1%5.2%51.5%11.8%2.3%-0.7%-111.7M371.4M-1.1M0.82111.8522,73718,60724,763611,468
2022-04-18$21.71$22.009.9%2.8%5.4%45.8%12.3%5.1%-1.5%-49.8M223.3M-1.3M59.46103.841629,6331,484400,125
2022-04-19$21.76$22.0011.3%3.2%5.4%54.7%11.5%3.3%-1.0%-53.4M207.5M-1.2M65.7854.0216410,7881,501403,358
2022-04-20$21.76$22.0010.5%3.0%5.4%49.8%10.7%3.6%0.3%-55.9M154.8M-897.4K53.70103.601618,6461,506404,637
2022-04-21$21.70$22.008.6%2.5%5.5%37.0%8.6%4.2%0.2%-54.4M169.9M-945.9K43.12105.941727,4171,521405,675
2022-04-22$21.66$22.0010.8%3.1%5.5%51.8%11.2%4.2%-0.2%-53.1M210.8M-1.2M37.3397.652067,6891,541407,305
2022-04-25$21.70$22.0011.3%3.2%5.5%54.9%12.3%6.2%0.2%-46.5M187.6M-1.0M42.4191.382068,7371,604410,276
2022-04-26$21.58$22.0010.8%3.1%5.7%51.4%12.4%4.8%-1.1%-52.6M222.7M-1.2M94.4189.7815714,8231,604413,934
2022-04-27$21.61$22.008.8%2.5%5.4%38.4%0.0%6.5%4.0%-57.6M230.1M-1.3M0.0097.1007,9121,612424,999
2022-04-28$21.64$22.0010.6%3.0%5.4%50.4%11.8%3.1%-1.7%-53.2M228.1M-1.3M710.07105.27162115,0321,612432,879
2022-04-29$21.58$22.0013.5%3.9%5.5%69.1%17.6%9.9%-1.9%-67.3M274.5M-1.5M71.08104.1117012,0841,617477,153