BKLN Options History — March 2023

In March 2023, BKLN traded between $20.44 and $21.05. ATM implied volatility averaged 26.5%, placing in the 21.4% IV rank vs the trailing year. The 30-day expected move averaged 2.8%. IV traded above realized volatility by 19.4% (HV 20d: 7.1%). Max pain ranged from $21.00 to $21.00. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 7 of 23 days. Put/call ratio averaged 1147.48.

Notable Days

  • 2023-03-15: Highest Volume — 52,711 contracts
  • 2023-03-13: Largest IV spike — 294.9% change
  • 2023-03-13: Highest IV Rank — 56.9%
  • 2023-03-28: Largest Expected Move — 4.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$20.74$20.44$21.05$20.95$20.81
Max Pain$21.00$21.00$21.00$21.00$21.00
ATM IV26.5%9.8%60.7%53.5%13.6%
Expected Move2.8%1.5%4.0%1.9%3.2%
HV 20d7.1%4.6%9.1%4.8%8.9%
HV 60d6.4%5.9%7.0%6.0%6.5%
IV Rank21.4%4.6%56.9%49.9%7.7%
IV Percentile65.4%8.3%98.8%97.2%43.3%
Term Structure1.7%-71.8%85.0%0.1%-2.8%
VWIV13.3%4.4%17.6%4.4%16.2%
Skew 25d1.6%-17.0%25.9%-5.2%-9.1%
Skew 10d-2.9%-94.7%31.0%-14.7%-94.7%
Call IV 25d18.5%6.9%63.6%19.0%29.8%
Put IV 25d20.1%6.6%70.8%13.8%20.7%
Bid-Ask Spread %97.1832.54130.9934.1084.74
Gamma HHI0.490.360.860.390.38
Net GEX-27.9M-40.4M-16.3M-29.0M-28.0M
Net DEX128.9M59.0M238.8M109.2M121.7M
Net VEX-517.9K-728.1K-270.9K-551.0K-539.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1147.480.4511029.002.13130.40
Total Volume6,290.522252,71147163
Total OI326,960.696258,975381,407346,963313,928

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2023-03-01$20.95$21.0053.5%1.9%4.8%49.9%0.0%-5.2%0.1%-29.0M109.2M-551.0K2.1334.10153211,070335,893
2023-03-02$20.96$21.009.8%1.5%4.6%4.7%4.4%-9.5%-0.6%-30.6M110.5M-571.8K0.4532.5420911,085335,923
2023-03-03$21.05$21.0010.8%1.9%4.9%5.7%0.0%-17.0%-2.2%-20.8M61.9M-272.5K0.00103.690211,085335,923
2023-03-06$21.05$21.0010.0%2.0%4.9%4.9%13.1%-1.2%-1.3%-21.3M74.9M-435.3K0.00110.260611,082335,999
2023-03-07$21.01$21.0013.0%1.9%4.9%8.0%6.9%-1.1%-2.0%-16.3M59.9M-273.3K2039.80105.05510,19911,082335,994
2023-03-08$21.02$21.0010.4%1.7%4.9%4.6%0.0%-1.0%-0.0%-20.6M59.0M-276.6K7.2096.73107211,077335,989
2023-03-09$20.95$21.0027.9%1.7%4.9%22.7%0.0%-0.4%0.8%-20.0M66.9M-270.9K66.50107.80213311,087336,059
2023-03-10$20.87$21.0015.4%1.9%5.0%9.6%6.7%7.7%-0.6%-31.0M104.4M-454.3K0.0091.00010,21011,088336,150
2023-03-13$20.59$21.0060.7%3.2%6.8%56.9%14.1%3.6%-45.6%-40.4M148.3M-524.4K379.89120.206223,55311,084347,385
2023-03-14$20.73$21.0030.4%2.2%7.4%25.3%15.1%2.4%-38.2%-34.9M139.8M-509.2K105.00111.38222,31011,141343,939
2023-03-15$20.52$21.0039.5%3.0%7.9%34.8%12.1%7.2%-25.1%-31.9M238.8M-728.1K1053.22130.995052,66111,163345,324
2023-03-16$20.63$21.0016.9%3.6%8.3%11.2%12.8%1.0%-5.6%-34.6M173.9M-536.5K0.00114.43016,55711,213370,194
2023-03-17$20.55$21.0023.7%3.7%8.3%18.3%17.6%11.6%-13.3%-25.4M147.6M-592.4K30.36120.67501,51811,213342,027
2023-03-20$20.44$21.0014.7%4.0%8.4%8.9%14.4%6.4%29.1%-24.7M180.0M-627.8K0.0086.2202,00110,533248,442
2023-03-21$20.61$21.0013.4%3.8%8.3%7.5%14.4%5.0%0.0%-25.2M133.5M-562.6K864.7577.0443,45910,533249,368
2023-03-22$20.59$21.0012.2%3.5%8.3%6.3%15.1%5.3%81.0%-24.8M123.3M-524.3K0.00109.81091610,535252,075
2023-03-23$20.52$21.0041.0%3.5%8.3%36.3%16.0%4.9%83.3%-32.2M172.1M-638.0K11029.00101.31111,02910,535286,177
2023-03-24$20.46$21.0056.8%3.6%8.3%52.8%15.3%-1.6%85.0%-29.1M180.2M-718.0K2.53109.5621554310,547295,699
2023-03-27$20.56$21.0051.6%3.5%8.6%47.4%14.5%2.4%-71.8%-30.6M155.0M-637.6K0.0096.5201,98310,741296,122
2023-03-28$20.59$21.0025.2%4.0%8.6%19.8%11.4%25.9%-22.5%-32.7M154.5M-616.2K353.4687.61134,59510,741297,665
2023-03-29$20.71$21.0018.6%3.8%8.9%12.9%15.1%-1.5%-4.7%-30.4M133.0M-534.6K130.40108.37565210,754301,660
2023-03-30$20.81$21.0040.1%2.3%9.1%35.4%16.9%0.8%-4.0%-26.7M117.0M-515.9K0.0095.0401,60510,757302,015
2023-03-31$20.81$21.0013.6%3.2%8.9%7.7%16.2%-9.1%-2.8%-28.0M121.7M-539.9K0.0084.74016310,757303,171