BKLN Options History — December 2022

In December 2022, BKLN traded between $20.52 and $20.95. ATM implied volatility averaged 23.4%, placing in the 23.7% IV rank vs the trailing year. The 30-day expected move averaged 2.4%. IV traded above realized volatility by 16.0% (HV 20d: 7.4%). Max pain ranged from $21.00 to $22.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 1231.54.

Notable Days

  • 2022-12-13: Highest Volume — 38,257 contracts
  • 2022-12-08: Largest IV spike — 403.2% change
  • 2022-12-08: Highest IV Rank — 67.9%
  • 2022-12-07: Largest Expected Move — 2.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$20.76$20.52$20.95$20.91$20.52
Max Pain$21.67$21.00$22.00$21.00$21.00
ATM IV23.4%6.2%60.7%39.7%53.1%
Expected Move2.4%1.6%2.9%2.9%2.8%
HV 20d7.4%6.3%8.4%8.2%7.5%
HV 60d8.0%7.3%9.1%9.1%7.3%
IV Rank23.7%3.3%67.9%43.1%58.8%
IV Percentile64.7%13.5%99.6%98.8%98.4%
Term Structure-5.7%-102.8%83.1%83.1%-76.6%
VWIV10.1%4.0%17.9%10.0%7.2%
Skew 25d-8.7%-91.4%62.5%-0.6%-76.0%
Skew 10d9.7%-48.7%107.9%0.7%59.2%
Call IV 25d34.1%4.1%117.4%19.7%105.9%
Put IV 25d25.4%3.1%139.7%19.2%30.0%
Bid-Ask Spread %103.9550.16126.08126.08113.58
Gamma HHI0.450.330.570.410.56
Net GEX-37.5M-61.7M-17.6M-33.2M-57.9M
Net DEX167.4M131.8M219.1M164.6M183.7M
Net VEX-583.0K-779.4K-347.8K-779.4K-536.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1231.540.0022045.005.511.00
Total Volume4,872.952138,2574,5892
Total OI466,991.476441,211493,595441,211461,002

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-12-01$20.91$21.0039.7%2.9%8.2%43.1%10.0%-0.6%83.1%-33.2M164.6M-779.4K5.51126.087053,88420,155421,056
2022-12-02$20.91$21.0015.4%2.6%8.2%14.2%8.2%3.7%-0.0%-35.8M152.8M-625.1K0.0094.40488120,155424,495
2022-12-05$20.87$22.0052.3%2.4%8.0%57.9%14.4%-15.8%-3.9%-17.6M139.4M-553.7K200.22110.445110,21120,329424,450
2022-12-06$20.73$22.0026.8%2.9%8.4%27.8%12.8%4.8%-15.7%-35.3M186.1M-716.5K1002.29101.3377,01620,325434,448
2022-12-07$20.74$22.0012.1%2.9%8.4%10.3%11.9%4.6%16.1%-38.2M190.6M-738.3K0.50107.644220,999441,178
2022-12-08$20.76$22.0060.7%2.8%8.3%67.9%9.4%-22.1%-102.8%-44.0M171.4M-634.8K1.0091.683320,999441,179
2022-12-09$20.77$22.0046.5%2.8%6.7%51.1%9.9%-25.9%-1.5%-42.8M176.0M-693.5K22045.00110.96122,04521,001441,182
2022-12-12$20.80$22.0013.9%2.5%6.5%12.5%11.9%2.9%1.1%-46.9M172.5M-634.8K0.1150.1654621,956463,317
2022-12-13$20.95$22.0020.7%2.2%6.4%20.6%11.5%-83.5%-13.7%-48.8M157.9M-645.8K7.70112.784,39533,86222,642463,320
2022-12-14$20.95$22.0034.0%2.0%6.3%36.3%15.0%42.0%-30.0%-22.8M131.8M-584.5K0.13120.798127,175466,420
2022-12-15$20.87$22.0011.0%2.0%6.4%9.0%6.8%6.0%-1.5%-21.8M146.7M-542.3K24.8498.07812,01227,173466,420
2022-12-16$20.88$22.0020.8%2.2%6.4%20.6%6.9%-91.4%-9.7%-21.4M147.3M-486.1K1.00121.114,9004,91823,782468,031
2022-12-19$20.62$22.0010.0%2.9%7.7%7.9%0.0%1.2%9.1%-45.3M219.1M-775.8K8.37103.401231,0297,284459,220
2022-12-20$20.61$22.006.2%1.6%7.0%3.3%4.0%17.0%23.5%-28.5M185.3M-460.4K0.2475.351,0602527,330456,442
2022-12-21$20.73$22.008.8%2.5%7.3%6.5%9.0%-5.2%-1.6%-55.5M174.3M-559.2K0.19107.591,0482038,390455,595
2022-12-22$20.73$22.008.6%1.6%7.2%6.2%5.8%-3.6%8.9%-32.4M148.7M-347.8K0.08100.302,13516110,377455,745
2022-12-23$20.81$21.009.1%1.7%7.4%6.6%17.9%-1.8%2.1%-43.6M141.0M-505.9K76.00110.0817612,512455,636
2022-12-27$20.71$21.0013.4%2.0%7.3%11.7%0.0%-0.8%-1.5%-28.3M170.1M-451.7K0.00111.560112,267455,587
2022-12-28$20.52$21.0016.0%2.7%8.0%14.8%7.2%-1.1%-2.4%-61.7M191.8M-493.4K0.0099.60038312,267455,598
2022-12-29$20.56$21.0013.1%2.4%7.7%11.4%0.0%62.5%-1.9%-26.4M164.4M-478.3K25.09116.06461,15412,267447,115
2022-12-30$20.52$21.0053.1%2.8%7.5%58.8%0.0%-76.0%-76.6%-57.9M183.7M-536.5K1.00113.581112,313448,689