BKLN Options History — November 2022

In November 2022, BKLN traded between $20.66 and $21.06. ATM implied volatility averaged 13.9%, placing in the 12.6% IV rank vs the trailing year. The 30-day expected move averaged 3.6%. IV traded above realized volatility by 6.8% (HV 20d: 7.2%). Max pain ranged from $21.00 to $21.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 78.02.

Notable Days

  • 2022-11-03: Highest Volume — 137,553 contracts
  • 2022-11-25: Largest IV spike — 51.5% change
  • 2022-11-01: Highest IV Rank — 19.5%
  • 2022-11-02: Largest Expected Move — 5.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$20.81$20.66$21.06$20.71$20.81
Max Pain$21.00$21.00$21.00$21.00$21.00
ATM IV13.9%9.0%19.7%19.7%9.0%
Expected Move3.6%2.4%5.4%4.0%4.2%
HV 20d7.2%6.0%8.1%6.1%8.1%
HV 60d9.0%8.9%9.1%8.9%9.1%
IV Rank12.6%6.7%19.5%19.5%6.7%
IV Percentile61.4%27.4%95.2%95.2%27.4%
Term Structure4.3%-6.5%75.3%-0.0%13.8%
VWIV13.9%9.8%16.6%11.5%11.2%
Skew 25d1.6%-26.5%11.7%1.0%-26.5%
Skew 10d3.1%-67.9%31.2%10.0%-67.9%
Call IV 25d19.1%9.3%101.7%21.6%38.4%
Put IV 25d20.6%11.9%113.5%22.5%11.9%
Bid-Ask Spread %95.2738.93138.08113.08138.08
Gamma HHI0.540.360.760.570.48
Net GEX-34.2M-49.0M-14.4M-46.0M-46.9M
Net DEX194.8M123.9M279.0M276.7M155.6M
Net VEX-788.2K-1.2M-490.9K-1.2M-631.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio78.020.50426.313.53400.56
Total Volume76,446.1433137,553127,29434,133
Total OI608,264.905413,952717,952717,952441,106

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-11-01$20.71$21.0019.7%4.0%6.1%19.5%11.5%1.0%-0.0%-46.0M276.7M-1.2M3.53113.0828,10799,18782,838635,114
2022-11-02$20.67$21.0019.5%5.4%6.1%19.4%14.0%11.7%1.2%-41.8M271.5M-1.1M17.79117.194,18874,49178,010625,626
2022-11-03$20.66$21.0017.8%3.1%6.1%17.1%16.5%-9.3%-1.8%-49.0M279.0M-1.1M36.44121.433,674133,87978,634616,195
2022-11-04$20.76$21.0013.1%3.2%6.3%11.5%12.7%4.1%1.2%-44.9M240.1M-945.4K29.0063.783,664106,25478,634622,801
2022-11-07$20.78$21.0012.6%3.2%6.0%10.9%13.7%4.3%-2.1%-40.3M210.6M-785.3K31.39121.933,376105,98978,528623,249
2022-11-08$20.78$21.0011.7%3.5%6.0%9.8%13.1%1.7%-0.6%-39.0M208.4M-778.4K30.6778.333,442105,56678,550623,354
2022-11-09$20.70$21.0013.2%3.3%6.0%11.7%14.6%3.5%-0.2%-42.9M248.3M-924.9K30.67103.663,442105,56678,610623,415
2022-11-10$20.98$21.0014.3%3.6%7.6%12.9%13.1%5.6%2.9%-24.2M169.1M-777.5K54.26109.301,981107,49678,582623,415
2022-11-11$21.06$21.0013.8%3.8%7.6%12.4%15.2%4.3%3.8%-27.3M123.9M-585.0K53.69104.771,47479,13479,089625,499
2022-11-14$20.88$21.0013.4%3.8%7.9%11.8%16.6%0.2%0.8%-32.6M193.0M-810.4K72.44119.931,25390,77178,533624,924
2022-11-15$20.93$21.0013.5%3.8%7.6%12.0%14.9%-11.2%-1.5%-29.2M194.8M-813.8K69.57115.381,25887,51878,536628,027
2022-11-16$20.96$21.0013.0%3.7%7.4%11.4%14.8%-2.2%-3.7%-20.6M167.5M-707.9K85.58124.611,217104,15378,542628,365
2022-11-17$20.90$21.0015.7%4.6%7.5%14.7%14.9%2.7%0.4%-17.6M158.7M-490.9K77.0166.121,24695,95478,548615,607
2022-11-18$20.91$21.0013.0%3.6%7.4%11.4%15.1%2.3%1.3%-14.4M177.9M-616.0K66.06129.981,43894,99478,593615,651
2022-11-21$20.71$21.0013.1%3.0%7.8%11.6%14.0%8.2%75.3%-27.6M181.1M-816.3K33.0864.442578,50118,775395,177
2022-11-22$20.75$21.0013.5%2.4%7.8%12.0%15.0%7.1%9.8%-30.4M166.1M-716.1K29.6654.143069,07718,792395,295
2022-11-23$20.79$21.009.0%3.6%7.8%6.7%9.8%11.2%0.0%-32.1M162.7M-737.5K19.6338.933066,00618,792395,586
2022-11-25$20.80$21.0013.6%3.4%7.7%12.1%0.0%1.2%-1.3%-32.1M147.1M-648.6K0.5070.612118,842395,567
2022-11-28$20.68$21.0017.2%3.3%7.8%16.4%0.0%6.4%-6.5%-38.7M173.6M-658.0K70.5248.8322015,51418,814395,533
2022-11-29$20.70$21.0013.3%2.8%7.8%11.8%0.0%6.6%-1.3%-39.7M184.7M-658.4K426.3196.1918880,14619,837405,978
2022-11-30$20.81$21.009.0%4.2%8.1%6.7%11.2%-26.5%13.8%-46.9M155.6M-631.0K400.56138.088534,04820,076421,030