BKLN Options History — January 2023

In January 2023, BKLN traded between $20.66 and $21.18. ATM implied volatility averaged 24.9%, placing in the 21.8% IV rank vs the trailing year. The 30-day expected move averaged 3.4%. IV traded above realized volatility by 17.5% (HV 20d: 7.3%). Max pain ranged from $21.00 to $21.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 5 of 20 days. Put/call ratio averaged 5467.22.

Notable Days

  • 2023-01-25: Highest Volume — 49,278 contracts
  • 2023-01-06: Largest IV spike — 285.6% change
  • 2023-01-06: Highest IV Rank — 100.0%
  • 2023-01-20: Largest Expected Move — 6.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$21.02$20.66$21.18$20.66$21.09
Max Pain$21.00$21.00$21.00$21.00$21.00
ATM IV24.9%8.4%102.0%21.0%8.4%
Expected Move3.4%2.3%6.0%5.1%3.4%
HV 20d7.3%5.1%8.6%8.0%5.1%
HV 60d7.3%7.1%7.6%7.4%7.1%
IV Rank21.8%4.4%100.0%20.3%4.4%
IV Percentile62.8%10.3%100.0%94.0%10.3%
Term Structure-8.3%-92.3%26.0%-12.1%4.9%
VWIV12.1%7.7%42.2%8.7%9.0%
Skew 25d-6.4%-86.7%21.8%-43.0%5.9%
Skew 10d7.2%-104.7%46.4%-59.9%10.5%
Call IV 25d37.8%7.7%141.3%69.7%7.7%
Put IV 25d31.4%9.4%150.8%26.7%13.5%
Bid-Ask Spread %100.2741.58139.97107.3853.27
Gamma HHI0.470.350.560.350.54
Net GEX-42.6M-67.2M-20.7M-26.9M-32.6M
Net DEX135.7M99.8M185.4M162.6M99.8M
Net VEX-657.8K-770.4K-519.6K-519.6K-645.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio5467.222.2641306.0012.4168.33
Total Volume16,081.859249,27834,861208
Total OI474,881.9288,579603,242462,974344,302

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2023-01-03$20.66$21.0021.0%5.1%8.0%20.3%8.7%-43.0%-12.1%-26.9M162.6M-519.6K12.41107.382,60032,26112,340450,634
2023-01-04$20.70$21.0030.4%4.1%8.0%31.5%42.2%-80.5%-3.0%-41.8M175.7M-723.0K2.26116.457,11516,05214,942459,008
2023-01-05$20.74$21.0026.5%4.0%7.7%26.7%12.5%-37.4%-7.8%-47.8M185.4M-662.8K13.68120.416994422,049470,418
2023-01-06$20.94$21.00102.0%5.1%8.4%100.0%11.3%9.5%-11.5%-41.3M145.9M-527.5K0.00127.50045,22022,115470,894
2023-01-09$21.04$21.0055.1%2.6%8.5%52.2%10.8%11.3%-5.2%-50.4M145.9M-624.4K49.74139.97613,03422,115515,929
2023-01-10$20.99$21.0023.9%3.0%8.6%20.3%9.8%15.2%-0.5%-52.5M151.9M-599.8K41306.00132.93141,30622,108517,405
2023-01-11$21.05$21.0054.6%3.1%8.6%51.6%0.0%14.8%-92.3%-54.5M150.4M-606.9K0.00130.15035,07622,109558,664
2023-01-12$21.12$21.0010.4%2.9%8.4%6.5%7.7%5.1%0.6%-67.2M159.0M-720.3K16.17116.6869722,109580,625
2023-01-13$21.13$21.0011.9%2.6%8.4%8.0%7.9%1.1%-3.1%-51.6M142.2M-658.2K28.4093.55514222,491580,669
2023-01-17$21.16$21.0029.2%2.7%8.2%25.7%7.9%15.8%0.1%-64.6M145.7M-719.8K287.5092.28257522,498580,744
2023-01-18$21.18$21.0011.5%3.3%8.2%7.6%9.2%18.2%-1.4%-47.4M115.0M-593.2K5.1363.47157721,837580,939
2023-01-19$21.13$21.0011.9%2.5%6.7%8.0%0.0%21.8%26.0%-63.6M124.3M-579.5K0.0087.7001,93021,309581,036
2023-01-20$21.14$21.0018.1%6.0%6.7%14.2%0.0%11.4%-23.0%-57.0M129.1M-559.3K8.8880.622522221,309581,858
2023-01-23$21.05$21.0014.6%3.7%6.7%10.7%10.7%3.9%-1.6%-20.7M103.1M-676.3K35096.0097.20135,0961,048287,531
2023-01-24$21.04$21.0013.6%4.5%6.7%9.7%17.6%-8.0%-1.2%-25.7M120.0M-770.4K23.50116.89102351,049322,570
2023-01-25$21.06$21.0011.5%2.3%6.6%7.6%8.1%-2.0%-6.4%-26.6M119.2M-759.0K158.4841.5830948,9691,059322,806
2023-01-26$21.09$21.0011.1%2.6%6.3%7.1%10.3%-3.9%-2.9%-27.0M117.6M-743.1K2671.25110.01410,6851,358330,738
2023-01-27$21.07$21.0012.2%3.2%5.1%8.3%9.3%-86.7%0.5%-24.2M112.6M-756.3K13043.00110.82339,1291,358341,449
2023-01-30$21.04$21.0019.1%2.3%5.2%15.3%9.0%-0.5%-26.4%-28.8M107.8M-712.2K152.0066.4611521,357342,859
2023-01-31$21.09$21.008.4%3.4%5.1%4.4%0.0%5.9%4.9%-32.6M99.8M-645.0K68.3353.2732051,358342,944