BKLN Options History — September 2022

In September 2022, BKLN traded between $20.25 and $21.26. ATM implied volatility averaged 17.1%, placing in the 16.7% IV rank vs the trailing year. The 30-day expected move averaged 3.6%. IV traded above realized volatility by 7.6% (HV 20d: 9.5%). Max pain ranged from $21.00 to $25.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 122.39.

Notable Days

  • 2022-09-27: Highest Volume — 129,222 contracts
  • 2022-09-19: Largest IV spike — 332.6% change
  • 2022-09-19: Highest IV Rank — 62.4%
  • 2022-09-29: Largest Expected Move — 5.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$20.74$20.25$21.26$20.88$20.30
Max Pain$21.38$21.00$25.00$25.00$21.00
ATM IV17.1%7.0%55.9%17.0%18.6%
Expected Move3.6%2.0%5.8%4.1%3.7%
HV 20d9.5%7.3%11.1%7.7%11.0%
HV 60d8.4%6.8%10.0%9.9%8.4%
IV Rank16.7%4.8%62.4%16.5%18.4%
IV Percentile79.5%40.5%99.6%90.9%94.0%
Term Structure7.7%-23.4%85.0%-4.3%-5.2%
VWIV13.3%10.0%20.0%12.4%12.6%
Skew 25d3.0%-7.0%10.2%3.6%10.2%
Skew 10d2.1%-25.8%34.9%2.5%2.1%
Call IV 25d14.4%7.1%34.5%18.5%19.9%
Put IV 25d17.4%11.5%30.1%22.2%30.1%
Bid-Ask Spread %79.5816.79136.4456.5520.91
Gamma HHI0.520.470.600.600.51
Net GEX-56.5M-87.6M-35.0M-78.1M-61.3M
Net DEX304.5M218.1M425.6M347.8M425.6M
Net VEX-1.0M-1.3M-715.8K-1.3M-1.3M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio122.390.98998.29153.6067.96
Total Volume38,111.381195129,2221,54662,476
Total OI774,306.857379,8391,073,5081,053,796597,735

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-09-01$20.88$25.0017.0%4.1%7.7%16.5%12.4%3.6%-4.3%-78.1M347.8M-1.3M153.6056.55101,53649,1211,004,675
2022-09-02$20.82$25.0022.7%3.5%7.5%23.2%12.2%3.1%-23.4%-60.9M327.3M-1.3M59.3581.13171,00949,1311,005,755
2022-09-06$20.84$21.0021.0%3.9%7.5%21.3%14.0%4.8%-1.7%-70.7M339.8M-1.2M13.37114.492493,32949,0581,006,655
2022-09-07$20.91$21.0014.8%3.7%7.6%13.9%12.8%5.2%2.2%-69.5M310.0M-1.1M1.94100.772,2414,35649,1151,006,753
2022-09-08$20.91$21.0011.5%3.3%7.3%10.1%11.5%6.3%0.8%-66.6M285.5M-993.1K1.02101.9810,01010,22349,1161,006,709
2022-09-09$21.04$21.0014.5%3.1%7.6%13.6%10.8%-6.8%-4.5%-48.2M222.5M-878.9K1.00110.935,0395,02659,1861,006,915
2022-09-12$21.07$21.0012.4%3.1%7.7%11.1%10.7%1.9%0.9%-57.0M218.1M-879.6K0.98108.8314,50814,23559,8961,008,407
2022-09-13$20.89$21.0012.5%3.6%8.2%11.2%13.8%6.8%0.8%-57.0M292.1M-927.3K3.02113.846,22618,77258,0311,006,601
2022-09-14$21.20$21.0012.9%2.5%9.9%11.6%10.0%5.7%-0.7%-87.6M239.1M-715.8K4.62102.505525463,7131,009,741
2022-09-15$21.26$21.0014.4%3.7%8.9%13.4%0.0%7.2%-5.0%-62.0M301.1M-1.0M0.0093.95086963,7671,009,679
2022-09-16$20.84$21.0012.9%3.2%11.1%11.7%11.1%2.7%-3.1%-58.0M303.6M-866.3K1.5292.745,4058,20063,7671,009,741
2022-09-19$20.80$21.0055.9%4.2%11.0%62.4%18.1%-7.0%76.7%-35.0M241.8M-1.1M128.05136.4423830,47527,223355,711
2022-09-20$20.70$21.0013.8%3.8%10.7%12.7%13.5%7.0%28.4%-43.9M265.9M-971.8K1.4194.618111427,481371,060
2022-09-21$20.71$21.007.0%2.0%10.6%4.8%13.1%3.0%85.0%-39.1M246.3M-999.0K166.75118.2618230,34827,557371,172
2022-09-22$20.63$21.0013.2%3.6%10.6%12.0%14.0%0.4%4.7%-53.1M257.6M-853.6K998.2929.348988,84827,739352,100
2022-09-23$20.43$21.0014.0%3.4%11.0%13.0%12.5%-0.0%8.9%-45.7M313.7M-944.8K40.5130.7748319,56727,826376,317
2022-09-26$20.39$21.0015.6%2.9%10.8%14.9%14.5%-1.9%11.5%-44.0M333.8M-986.4K169.1991.68668113,01727,942392,598
2022-09-27$20.37$21.0018.7%3.6%10.8%18.5%14.0%2.9%-5.8%-46.5M345.8M-1.0M274.5316.79469128,75327,992435,010
2022-09-28$20.39$21.0017.2%4.5%10.8%16.7%15.3%7.1%-2.5%-48.0M370.9M-1.1M230.7419.33475109,60028,151515,740
2022-09-29$20.25$21.0019.2%5.8%11.0%19.0%20.0%0.3%-2.7%-53.3M407.0M-1.2M129.9035.23786102,10128,286547,272
2022-09-30$20.30$21.0018.6%3.7%11.0%18.4%12.6%10.2%-5.2%-61.3M425.6M-1.3M67.9620.9190661,57028,487569,248