BKLN Options History — July 2022

In July 2022, BKLN traded between $20.33 and $20.98. ATM implied volatility averaged 19.7%, placing in the 59.9% IV rank vs the trailing year. The 30-day expected move averaged 4.4%. IV traded above realized volatility by 10.2% (HV 20d: 9.6%). Max pain ranged from $21.00 to $22.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 3 of 20 days. Put/call ratio averaged 12.51.

Notable Days

  • 2022-07-15: Highest Volume — 280,379 contracts
  • 2022-07-27: Largest IV spike — 525.6% change
  • 2022-07-11: Highest IV Rank — 100.0%
  • 2022-07-05: Largest Expected Move — 5.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$20.68$20.33$20.98$20.43$20.98
Max Pain$21.80$21.00$22.00$22.00$22.00
ATM IV19.7%12.6%87.8%17.1%14.5%
Expected Move4.4%3.6%5.2%4.9%4.3%
HV 20d9.6%5.7%14.5%14.1%5.7%
HV 60d10.2%10.0%10.3%10.1%10.3%
IV Rank59.9%13.4%100.0%75.7%13.6%
IV Percentile88.6%76.6%100.0%94.8%82.5%
Term Structure-1.3%-14.3%2.5%2.5%-0.1%
VWIV16.3%11.5%20.5%17.5%14.3%
Skew 25d4.3%1.2%8.8%6.8%3.1%
Skew 10d12.2%-19.9%29.7%5.7%-19.9%
Call IV 25d20.5%10.7%140.4%10.7%14.7%
Put IV 25d24.8%15.7%149.2%17.6%17.9%
Bid-Ask Spread %77.2324.36108.9424.36108.59
Gamma HHI0.490.450.550.490.48
Net GEX-119.3M-165.8M-93.8M-149.4M-104.4M
Net DEX795.4M513.3M1.09B1.04B554.9M
Net VEX-2.6M-3.1M-2.1M-3.1M-2.3M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio12.510.3982.083.6624.72
Total Volume49,614.41,590280,37925,76713,373
Total OI1,277,6641,126,1981,533,4731,398,0121,177,478

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-07-01$20.43$22.0017.1%4.9%14.1%75.7%17.5%6.8%2.5%-149.4M1.04B-3.1M3.6624.365,52820,23962,1411,335,871
2022-07-05$20.33$22.0019.1%5.2%14.1%85.9%18.8%4.5%0.6%-147.3M1.09B-3.0M2.4780.425,52913,63462,1971,335,554
2022-07-06$20.36$22.0018.3%5.1%14.2%81.7%16.7%5.0%-1.3%-137.4M1.06B-3.1M6.1078.695,52933,72362,1981,335,893
2022-07-07$20.43$22.0020.0%5.1%14.3%91.1%19.0%5.0%-3.3%-152.6M997.9M-2.9M4.0283.915,60922,54362,1481,337,151
2022-07-08$20.54$22.0014.0%3.6%14.5%59.1%13.0%4.6%-0.5%-155.1M932.5M-2.7M1.8396.357,54013,78862,2261,339,035
2022-07-11$20.45$21.0025.6%4.7%14.5%100.0%16.8%4.4%-0.6%-165.8M970.3M-2.6M8.6040.767,54064,85964,2371,338,682
2022-07-12$20.49$21.0017.1%4.7%14.0%62.1%16.5%2.5%-0.5%-130.9M874.9M-2.4M2.7688.5417,53848,46964,2371,320,191
2022-07-13$20.52$21.0012.6%3.6%9.9%42.2%16.3%2.6%-1.2%-107.3M872.7M-2.3M5.4148.5817,44994,36474,2371,330,255
2022-07-14$20.54$21.0014.5%4.2%7.9%50.8%16.5%3.3%-0.5%-95.0M898.6M-2.4M1.7785.1770,311124,14474,2371,354,623
2022-07-15$20.65$22.0015.7%4.5%7.8%56.1%11.5%2.7%-1.2%-93.8M956.6M-2.4M2.9992.8170,306210,073127,2801,406,193
2022-07-18$20.65$22.0015.9%4.6%6.7%56.9%20.5%5.0%-1.4%-102.1M750.4M-2.8M82.0897.9644836,77175,2191,050,979
2022-07-19$20.83$22.0013.7%3.9%7.1%47.1%18.6%5.8%-0.4%-102.8M666.1M-2.6M9.3693.896836,39475,2441,052,516
2022-07-20$20.87$22.0015.2%4.4%7.1%54.1%18.4%4.8%-1.5%-104.4M629.8M-2.5M13.1197.654535,94175,4471,052,656
2022-07-21$20.94$22.0013.6%3.8%6.6%47.0%13.5%4.2%1.3%-110.8M575.4M-2.2M2.5142.274531,13775,5021,052,475
2022-07-22$20.90$22.0014.9%4.2%6.6%52.7%14.4%4.8%-0.2%-106.0M665.6M-2.6M3.1037.064531,40675,5021,052,554
2022-07-25$20.95$22.0016.4%4.0%6.5%59.3%17.6%4.8%-2.7%-102.0M612.2M-2.4M15.48101.034306,65875,5021,052,560
2022-07-26$20.86$22.0014.0%4.3%6.7%48.8%14.7%1.2%-0.0%-111.3M613.5M-2.3M0.3930.1720,4758,03675,5151,055,815
2022-07-27$20.93$22.0087.8%4.5%6.7%100.0%17.2%8.8%-14.3%-107.1M513.3M-2.1M35.07107.5549217,25495,5551,061,402
2022-07-28$20.96$22.0014.3%4.1%6.5%13.4%15.0%2.9%-1.2%-100.2M625.2M-2.6M24.74108.9449412,22295,6091,077,164
2022-07-29$20.98$22.0014.5%4.3%5.7%13.6%14.3%3.1%-0.1%-104.4M554.9M-2.3M24.72108.5952012,85395,3001,082,178