BKLN Options History — August 2022

In August 2022, BKLN traded between $20.96 and $21.45. ATM implied volatility averaged 12.8%, placing in the 11.6% IV rank vs the trailing year. The 30-day expected move averaged 3.4%. IV traded above realized volatility by 6.8% (HV 20d: 6.0%). Max pain ranged from $22.00 to $25.00. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 14 of 23 days. Put/call ratio averaged 196.35.

Notable Days

  • 2022-08-10: Highest Volume — 70,276 contracts
  • 2022-08-26: Largest IV spike — 38.7% change
  • 2022-08-26: Highest IV Rank — 17.3%
  • 2022-08-02: Largest Expected Move — 4.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$21.16$20.96$21.45$20.96$20.99
Max Pain$24.61$22.00$25.00$22.00$25.00
ATM IV12.8%10.1%17.7%14.5%14.6%
Expected Move3.4%2.7%4.1%3.9%3.5%
HV 20d6.0%3.9%7.9%5.4%7.6%
HV 60d9.9%9.6%10.2%10.2%9.9%
IV Rank11.6%8.4%17.3%13.6%13.7%
IV Percentile71.9%59.1%94.0%82.5%81.7%
Term Structure1.0%-3.5%7.4%-1.3%6.6%
VWIV13.4%10.5%18.9%14.2%12.3%
Skew 25d2.3%-19.9%9.9%3.9%3.7%
Skew 10d6.5%-98.5%55.2%13.7%16.4%
Call IV 25d13.4%7.8%48.2%13.6%14.6%
Put IV 25d15.7%10.2%28.3%17.4%18.3%
Bid-Ask Spread %89.4236.51119.0347.3857.88
Gamma HHI0.560.460.840.490.53
Net GEX-72.5M-121.3M-37.6M-121.3M-65.5M
Net DEX346.8M223.1M552.3M551.8M315.6M
Net VEX-1.4M-2.0M-931.3K-2.0M-1.3M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio196.350.021517.6915.046.09
Total Volume13,513.2611070,27610,8752,375
Total OI1,144,269.7391,044,1411,234,9641,177,0371,053,333

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-08-01$20.96$22.0014.5%3.9%5.4%13.6%14.2%3.9%-1.3%-121.3M551.8M-2.0M15.0447.3867810,19795,2911,081,746
2022-08-02$20.98$22.0013.9%4.1%4.9%12.8%14.3%4.1%2.4%-120.6M552.3M-2.0M1.0587.4910,68811,23695,3031,082,111
2022-08-03$21.09$22.0014.1%3.6%5.1%13.1%12.7%0.4%2.2%-91.7M434.0M-1.6M1.16112.5910,67612,360105,3241,085,241
2022-08-04$21.14$25.0012.9%3.6%5.0%11.7%12.8%3.6%0.2%-100.3M475.1M-1.9M1.0949.9313,19014,321104,3871,085,395
2022-08-05$21.24$25.0012.2%3.7%5.0%10.9%13.0%1.7%1.1%-85.5M434.3M-1.6M4.4841.923,22214,436106,8721,088,800
2022-08-08$21.28$25.0011.6%3.8%4.4%10.1%12.0%4.0%0.4%-71.4M373.1M-1.5M4.3773.113,27214,296106,6501,088,655
2022-08-09$21.29$25.0012.0%3.5%4.5%10.6%17.1%5.1%0.5%-64.9M375.8M-1.5M1.87119.03128239106,6121,088,765
2022-08-10$21.40$25.0011.8%3.5%4.6%10.4%18.5%1.9%-0.0%-70.9M293.7M-1.3M2.5036.5120,06850,208106,6721,088,777
2022-08-11$21.45$25.0010.9%3.0%4.6%9.3%11.5%3.0%1.6%-37.6M249.3M-1.4M631.68113.446641,691126,5611,108,403
2022-08-12$21.44$25.0012.4%3.1%4.5%11.1%13.1%1.8%-3.5%-54.5M286.0M-1.4M1517.6978.313553,119126,6241,069,516
2022-08-15$21.43$25.0011.1%2.7%4.6%9.5%11.7%7.5%2.8%-49.7M244.8M-1.1M472.64109.64115,199126,5941,069,467
2022-08-16$21.41$25.0010.1%2.8%3.9%8.4%0.0%8.4%1.1%-37.7M223.1M-931.3K3.11106.568282,579126,6051,069,500
2022-08-17$21.14$25.0011.0%3.2%6.3%9.4%11.2%-0.0%2.6%-53.7M353.2M-1.6M302.06111.88175,135127,4261,069,501
2022-08-18$21.27$25.0011.6%3.2%6.5%10.2%16.5%3.4%-1.1%-84.2M322.6M-1.2M6.8774.7615103127,4361,074,507
2022-08-19$21.16$25.0013.4%3.6%6.8%12.2%13.2%-0.2%2.2%-59.3M366.4M-1.5M2.75115.7297267127,4411,074,466
2022-08-22$20.96$25.0012.8%3.4%7.7%11.5%12.2%-1.0%-0.6%-88.8M373.4M-1.5M11.71106.502832843,8301,000,311
2022-08-23$21.01$25.0014.9%3.1%7.5%14.0%0.0%3.2%0.5%-60.1M289.7M-1.1M1281.50102.3822,56343,8571,000,447
2022-08-24$21.07$25.0013.2%3.0%7.5%12.0%10.5%3.0%-0.1%-73.0M260.1M-1.0M5.3397.0663243,8581,003,106
2022-08-25$21.11$25.0012.7%3.4%7.5%11.5%0.0%2.1%-1.2%-52.1M237.5M-1.1M0.00104.2401043,8631,003,129
2022-08-26$20.98$25.0017.7%3.2%7.9%17.3%18.9%-19.9%-1.2%-77.1M369.2M-1.6M1.10104.5614515943,8631,003,139
2022-08-29$20.99$25.0012.7%3.6%7.9%11.4%11.3%4.0%-0.3%-77.1M303.0M-1.3M45.68109.92251,14243,7421,003,157
2022-08-30$20.99$25.0012.6%3.3%7.8%11.3%11.1%9.9%7.4%-70.4M292.6M-1.2M0.0295.755,49212143,7671,004,154
2022-08-31$20.99$25.0014.6%3.5%7.6%13.7%12.3%3.7%6.6%-65.5M315.6M-1.3M6.0957.883352,04049,1211,004,212