BKLN Options History — May 2023

In May 2023, BKLN traded between $20.56 and $20.91. ATM implied volatility averaged 21.9%, placing in the 15.3% IV rank vs the trailing year. The 30-day expected move averaged 2.5%. IV traded above realized volatility by 18.4% (HV 20d: 3.5%). Max pain ranged from $22.00 to $22.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 895.53.

Notable Days

  • 2023-05-18: Highest Volume — 24,088 contracts
  • 2023-05-05: Largest IV spike — 258.0% change
  • 2023-05-02: Highest IV Rank — 100.0%
  • 2023-05-02: Largest Expected Move — 4.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$20.76$20.56$20.91$20.91$20.63
Max Pain$22.00$22.00$22.00$22.00$22.00
ATM IV21.9%6.7%110.3%37.0%8.9%
Expected Move2.5%1.7%4.1%2.1%2.3%
HV 20d3.5%3.1%3.8%3.6%3.3%
HV 60d6.0%5.7%6.2%6.2%5.8%
IV Rank15.3%0.5%100.0%32.1%2.7%
IV Percentile42.0%0.4%100.0%89.7%5.6%
Term Structure-3.2%-62.6%25.3%-7.0%0.5%
VWIV10.4%7.1%13.3%13.1%8.0%
Skew 25d10.7%-6.8%94.0%2.6%5.4%
Skew 10d10.9%-14.1%30.0%8.1%9.6%
Call IV 25d8.6%4.4%22.4%8.2%5.5%
Put IV 25d19.2%8.9%106.9%10.8%10.9%
Bid-Ask Spread %74.8524.58138.3750.0846.62
Gamma HHI0.390.320.630.410.41
Net GEX-15.9M-22.4M-7.2M-16.8M-13.1M
Net DEX70.2M49.9M89.7M56.8M58.0M
Net VEX-242.9K-346.2K-129.2K-178.3K-174.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio895.530.7112043.002.86260.24
Total Volume2,017.364824,088155,486
Total OI178,814.5173,084185,658173,084179,356

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2023-05-01$20.91$22.0037.0%2.1%3.6%32.1%0.0%2.6%-7.0%-16.8M56.8M-178.3K0.0050.08015526172,558
2023-05-02$20.87$22.00110.3%4.1%3.7%100.0%0.0%94.0%-62.6%-18.6M78.2M-292.9K2.8644.5558166526172,573
2023-05-03$20.86$22.0028.6%3.2%3.7%21.5%0.0%1.4%1.2%-14.8M78.8M-338.9K1.5378.565787584172,723
2023-05-04$20.80$22.008.7%2.8%3.8%2.4%13.1%4.0%0.3%-20.7M75.5M-277.3K76.8596.88675,149641172,810
2023-05-05$20.81$22.0031.1%2.6%3.8%24.0%13.3%1.0%-4.7%-17.0M77.9M-311.1K0.0078.210674708177,953
2023-05-08$20.81$22.0045.2%2.2%3.6%37.5%0.0%40.3%5.2%-20.0M70.1M-247.4K1.4390.804260707178,600
2023-05-09$20.84$22.0012.6%2.1%3.6%6.2%0.0%1.8%-2.2%-14.5M73.0M-302.3K0.00110.17090744178,660
2023-05-10$20.84$22.006.7%1.8%3.6%0.5%7.1%1.0%-1.3%-7.2M49.9M-164.3K395.33137.6631,186744178,730
2023-05-11$20.79$22.006.7%2.1%3.4%0.5%0.0%7.4%-4.0%-22.4M78.6M-264.2K1378.0068.5822,756745179,920
2023-05-12$20.79$22.0011.9%2.3%3.4%5.5%0.0%-6.8%18.6%-15.4M88.3M-346.2K13.2071.74566747182,802
2023-05-15$20.84$22.009.5%2.5%3.5%3.2%13.0%8.0%-0.0%-20.7M70.9M-237.3K53.0061.632106717182,821
2023-05-16$20.79$22.0017.5%2.2%3.5%10.8%12.7%3.5%11.0%-20.4M89.7M-316.6K19.5078.74239719182,892
2023-05-17$20.80$22.0010.2%2.9%3.5%3.9%12.3%-2.6%-7.6%-17.3M73.2M-233.9K3.00138.3726721182,925
2023-05-18$20.77$22.0026.7%2.1%3.4%19.7%10.8%6.2%25.3%-16.5M76.8M-239.2K12043.0097.57224,086723182,926
2023-05-19$20.81$22.0010.8%1.7%3.5%4.5%7.9%5.5%5.5%-17.6M75.1M-232.0K41.0080.73282705184,953
2023-05-22$20.70$22.0026.9%3.0%3.5%19.9%0.0%30.2%-26.3%-13.1M57.3M-220.0K0.0094.01042697174,801
2023-05-23$20.63$22.0011.2%2.9%3.4%4.8%9.8%6.6%-0.6%-12.1M70.6M-129.2K31.6029.855158697174,827
2023-05-24$20.59$22.0030.7%2.9%3.4%23.6%10.0%5.4%-20.2%-14.2M67.6M-237.2K0.7132.59301213702174,986
2023-05-25$20.56$22.0010.5%2.6%3.1%4.2%0.0%6.3%0.1%-13.7M64.2M-217.8K0.0024.5802,5221,003175,197
2023-05-26$20.62$22.0011.5%2.5%3.4%5.1%8.9%6.9%-0.3%-12.9M58.0M-211.9K0.0048.8403121,003177,719
2023-05-30$20.63$22.009.4%2.3%3.3%3.1%8.0%6.4%-0.0%-11.9M56.5M-171.0K7.1785.8965466905177,923
2023-05-31$20.63$22.008.9%2.3%3.3%2.7%8.0%5.4%0.5%-13.1M58.0M-174.9K260.2446.62215,465866178,490