BKLN Options History — May 2022

In May 2022, BKLN traded between $20.73 and $21.55. ATM implied volatility averaged 14.6%, placing in the 71.0% IV rank vs the trailing year. The 30-day expected move averaged 4.1%. IV traded above realized volatility by 7.9% (HV 20d: 6.7%). 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 9 of 21 days. Put/call ratio averaged 124.72.

Notable Days

  • 2022-05-19: Highest Volume — 142,828 contracts
  • 2022-05-04: Largest IV drop — 47.1% change
  • 2022-05-03: Highest IV Rank — 100.0%
  • 2022-05-03: Largest Expected Move — 5.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$21.08$20.73$21.55$21.46$21.09
Max Pain$22.00$22.00$22.00$22.00$22.00
ATM IV14.6%9.7%19.8%13.7%16.3%
Expected Move4.1%2.8%5.2%3.9%4.7%
HV 20d6.7%5.3%9.1%5.7%9.0%
HV 60d6.3%5.4%7.3%5.4%7.3%
IV Rank71.0%43.6%100.0%70.9%79.4%
IV Percentile95.6%85.3%100.0%97.6%98.0%
Term Structure-0.1%-7.8%12.6%0.1%-1.8%
VWIV15.4%11.9%19.5%14.2%17.3%
Skew 25d5.7%1.2%10.6%8.0%8.1%
Skew 10d18.1%0.3%73.0%3.6%13.0%
Call IV 25d12.0%7.4%17.1%9.4%11.8%
Put IV 25d17.7%14.9%20.3%17.3%19.9%
Bid-Ask Spread %75.8612.55108.36108.3659.05
Gamma HHI0.450.420.470.450.42
Net GEX-77.0M-104.6M-51.8M-57.4M-85.2M
Net DEX465.4M328.1M632.2M344.3M541.7M
Net VEX-1.9M-2.3M-1.6M-1.7M-2.2M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio124.721.03744.9973.3290.21
Total Volume34,894.3816,957142,82812,63415,049
Total OI625,028.381483,642865,060483,642865,060

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-05-02$21.46$22.0013.7%3.9%5.7%70.9%14.2%8.0%0.1%-57.4M344.3M-1.7M73.32108.3617012,4641,636482,006
2022-05-03$21.48$22.0018.3%5.2%5.3%100.0%14.5%3.5%-7.8%-62.8M329.4M-1.7M43.6691.201988,6441,636482,194
2022-05-04$21.55$22.009.7%2.8%5.5%43.6%12.2%10.6%2.5%-54.1M328.1M-1.7M22.66105.982946,6631,634482,378
2022-05-05$21.45$22.0013.8%3.6%5.6%70.8%15.2%4.7%0.9%-68.5M330.2M-1.6M18.80106.973606,7671,748483,959
2022-05-06$21.35$22.0016.0%3.7%5.5%84.7%15.2%3.4%2.5%-61.2M370.7M-1.7M19.67102.013607,0801,828485,052
2022-05-09$21.21$22.0019.8%4.7%5.8%100.0%15.2%5.7%1.1%-53.9M412.5M-1.8M24.83101.283839,5101,828486,200
2022-05-10$21.18$22.0016.2%4.7%5.3%78.7%15.8%5.1%-0.4%-56.6M410.7M-1.8M110.6894.6139243,3881,804489,315
2022-05-11$20.97$22.0014.2%4.1%5.8%66.8%16.7%8.1%12.6%-51.8M349.3M-1.7M78.48107.4932425,4261,799495,023
2022-05-12$20.80$22.0014.0%4.0%5.9%65.5%13.9%5.7%-0.1%-69.1M513.5M-1.7M171.7795.3541971,9721,839498,272
2022-05-13$20.96$22.0012.7%3.6%6.9%58.0%11.9%1.2%0.8%-76.1M498.6M-1.9M1.2092.6615,50718,5711,799553,536
2022-05-16$20.97$22.0013.4%3.8%6.9%62.0%16.9%6.0%0.3%-73.3M489.8M-1.9M37.7580.1141915,81616,833553,693
2022-05-17$21.05$22.0012.5%3.6%7.0%56.6%15.1%5.0%-0.1%-79.1M448.0M-1.7M41.7967.4741917,51116,840553,664
2022-05-18$20.90$22.0011.9%3.4%7.3%53.0%13.0%6.3%-0.3%-85.1M501.4M-1.7M164.3823.3335458,18916,840555,212
2022-05-19$20.84$22.0013.1%3.8%7.3%60.5%13.7%5.8%-1.9%-87.9M543.5M-1.9M577.2534.31247142,58116,840596,095
2022-05-20$20.84$22.0013.8%4.0%7.3%64.5%15.4%5.6%-0.5%-93.7M566.8M-2.1M744.99100.27191142,29416,861720,517
2022-05-23$20.84$22.0014.0%4.0%7.2%65.7%14.5%5.6%0.1%-104.6M589.1M-2.1M87.4781.0720317,75716,723823,797
2022-05-24$20.73$22.0016.0%4.6%7.2%77.3%19.5%5.2%-2.7%-102.3M628.2M-2.2M131.3221.9620326,65816,739825,115
2022-05-25$20.77$22.0015.4%4.4%7.2%74.1%17.4%7.0%-2.4%-100.6M632.2M-2.3M90.8612.5520318,44516,739829,509
2022-05-26$21.02$22.0015.7%4.5%8.7%75.4%17.0%7.5%-1.5%-98.8M502.8M-2.1M1.0326.0615,18715,63416,749831,631
2022-05-27$21.16$22.0017.1%4.9%9.1%84.1%18.2%2.1%-3.3%-94.7M443.2M-2.0M86.9380.8818816,34231,765832,888
2022-05-31$21.09$22.0016.3%4.7%9.0%79.4%17.3%8.1%-1.8%-85.2M541.7M-2.2M90.2159.0516514,88431,753833,307