BKLN Options History — October 2022

In October 2022, BKLN traded between $20.38 and $20.80. ATM implied volatility averaged 18.3%, placing in the 18.0% IV rank vs the trailing year. The 30-day expected move averaged 4.5%. IV traded above realized volatility by 8.6% (HV 20d: 9.7%). 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 8 of 21 days. Put/call ratio averaged 5.74.

Notable Days

  • 2022-10-27: Highest Volume — 314,952 contracts
  • 2022-10-24: Largest IV spike — 328.5% change
  • 2022-10-24: Highest IV Rank — 59.8%
  • 2022-10-13: Largest Expected Move — 5.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$20.61$20.38$20.80$20.38$20.72
Max Pain$23.29$21.00$25.00$21.00$21.00
ATM IV18.3%11.6%53.7%16.8%15.6%
Expected Move4.5%3.1%5.9%4.2%3.8%
HV 20d9.7%7.7%12.4%11.2%7.9%
HV 60d8.8%8.4%9.0%8.4%9.0%
IV Rank18.0%10.2%59.8%16.3%14.7%
IV Percentile82.9%49.2%99.2%87.3%76.2%
Term Structure-3.7%-84.2%8.1%-1.4%-2.8%
VWIV16.3%11.5%20.8%13.8%13.6%
Skew 25d-0.7%-53.9%8.5%3.1%5.3%
Skew 10d6.8%-81.0%90.7%7.0%2.4%
Call IV 25d22.1%10.4%103.0%11.1%11.2%
Put IV 25d21.4%13.9%49.1%14.2%16.4%
Bid-Ask Spread %78.9334.38126.6247.8840.35
Gamma HHI0.570.430.810.550.53
Net GEX-57.4M-72.4M-38.8M-59.2M-47.6M
Net DEX346.1M250.8M458.4M396.3M250.8M
Net VEX-1.0M-1.2M-659.6K-1.2M-1.1M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio5.741.2634.9334.933.43
Total Volume85,193.814,528314,95253,856101,821
Total OI666,312.333537,010740,374611,554717,921

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-10-03$20.38$21.0016.8%4.2%11.2%16.3%13.8%3.1%-1.4%-59.2M396.3M-1.2M34.9347.881,49952,35728,987582,567
2022-10-04$20.67$21.0019.3%4.4%12.4%19.2%16.3%3.3%-2.4%-52.7M323.5M-1.2M7.33107.508,22660,27829,480590,337
2022-10-05$20.71$21.0013.6%4.7%12.3%12.5%14.9%3.5%0.7%-67.2M282.5M-1.0M5.4638.259,75253,28536,862598,009
2022-10-06$20.69$21.0016.3%3.4%12.3%15.7%11.5%1.0%-1.0%-70.2M281.8M-961.0K25.4396.732,27657,89036,301598,931
2022-10-07$20.63$21.0015.5%4.5%12.1%14.7%17.2%3.3%-3.9%-44.6M332.3M-1.0M2.0962.5527,96058,47936,316604,307
2022-10-10$20.53$25.0016.5%4.9%12.1%16.0%19.0%4.6%-2.1%-70.3M415.0M-1.1M1.9557.0628,60355,87861,620634,408
2022-10-11$20.55$25.0015.2%4.7%11.9%14.4%16.7%3.0%2.9%-71.0M401.9M-1.0M1.7062.6928,60348,50863,194636,243
2022-10-12$20.49$25.0017.2%5.7%10.3%16.8%20.8%5.4%4.0%-61.0M438.1M-1.2M1.6493.9027,81545,58063,192641,224
2022-10-13$20.49$25.0022.4%5.9%10.2%22.8%19.6%7.6%-1.4%-58.5M458.4M-1.2M1.4956.5522,82034,05763,224641,747
2022-10-14$20.49$25.0016.7%5.5%7.7%16.2%19.5%5.7%5.1%-64.2M457.0M-1.1M1.3583.8922,93630,95273,233651,791
2022-10-17$20.66$25.0015.3%4.4%8.3%14.5%18.8%4.3%-1.0%-60.1M397.4M-948.1K1.3434.3822,94130,79573,343650,332
2022-10-18$20.80$25.0020.3%4.8%8.5%20.4%17.1%5.5%8.1%-56.9M366.5M-880.8K1.3269.6423,72431,20873,385650,778
2022-10-19$20.70$25.0016.0%4.6%8.7%15.3%16.6%5.8%-1.1%-69.5M365.4M-788.1K1.4659.9523,34834,04173,705651,110
2022-10-20$20.71$25.0011.6%3.2%8.6%10.2%15.4%5.6%0.6%-72.4M354.1M-781.3K3.23105.2512,93841,74973,314649,658
2022-10-21$20.66$25.0012.5%3.1%7.8%11.2%15.9%3.4%3.1%-60.4M373.5M-659.6K1.74117.4812,68822,09473,054667,320
2022-10-24$20.51$25.0053.7%4.9%8.2%59.8%14.8%-5.5%-84.2%-48.0M296.0M-818.7K1.86125.971,5842,94442,091494,919
2022-10-25$20.56$25.0017.4%4.1%8.3%17.0%15.3%5.8%-2.7%-50.3M278.5M-815.0K1.2689.0745,85757,94442,108495,404
2022-10-26$20.56$21.0017.2%4.7%8.3%16.6%15.3%8.5%-0.3%-38.8M269.8M-1.0M2.3070.7247,807109,85181,508500,422
2022-10-27$20.61$21.0016.3%4.1%7.8%15.6%15.4%-40.0%-0.8%-39.4M261.8M-1.0M12.69111.0323,011291,94182,795510,806
2022-10-28$20.72$21.0017.7%5.1%8.0%17.2%14.0%-53.9%2.1%-42.5M268.1M-1.2M6.52126.6223,019150,01182,804633,809
2022-10-31$20.72$21.0015.6%3.8%7.9%14.7%13.6%5.3%-2.8%-47.6M250.8M-1.1M3.4340.3522,99178,83082,763635,158