BKLN Options History — August 2023

In August 2023, BKLN traded between $20.93 and $21.09. ATM implied volatility averaged 9.8%, placing in the 5.0% IV rank vs the trailing year. The 30-day expected move averaged 1.6%. IV traded above realized volatility by 6.9% (HV 20d: 3.0%). Max pain ranged from $20.00 to $23.00. Net GEX was positive for 8 of 23 trading days. Term structure was in contango for 12 of 23 days. Put/call ratio averaged 37.24.

Notable Days

  • 2023-08-22: Highest Volume — 30,057 contracts
  • 2023-08-31: Largest IV spike — 550.7% change
  • 2023-08-31: Highest IV Rank — 80.6%
  • 2023-08-28: Largest Expected Move — 2.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$21.01$20.93$21.09$20.98$21.09
Max Pain$21.83$20.00$23.00$21.00$20.00
ATM IV9.8%4.3%89.7%6.0%89.7%
Expected Move1.6%1.2%2.2%1.8%1.5%
HV 20d3.0%2.6%3.4%3.4%2.6%
HV 60d3.5%3.3%3.7%3.6%3.3%
IV Rank5.0%0.0%80.6%1.1%80.6%
IV Percentile11.0%0.0%99.2%2.4%99.2%
Term Structure0.3%-2.4%8.3%0.0%0.7%
VWIV8.1%4.9%23.9%6.2%5.4%
Skew 25d17.1%-5.2%40.7%1.1%1.3%
Skew 10d30.1%-10.4%63.6%13.9%5.7%
Call IV 25d8.9%6.1%13.0%6.3%7.2%
Put IV 25d26.0%6.1%51.3%7.4%8.5%
Bid-Ask Spread %58.8115.47121.6167.5949.26
Gamma HHI0.530.371.000.370.57
Net GEX-852.7K-8.3M22.0M-3.9M5.0M
Net DEX15.5M-50.2M43.4M38.9M-31.7M
Net VEX-173.1K-259.1K-6.4K-223.6K-172.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio37.240.00156.504.0524.15
Total Volume2,864.9133830,05796503
Total OI82,953.30463,871120,97163,871120,971

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2023-08-01$20.98$21.006.0%1.8%3.4%1.1%6.2%1.1%0.0%-3.9M38.9M-223.6K4.0567.59197746963,402
2023-08-02$20.94$21.006.0%1.8%3.4%1.1%6.2%26.2%-0.3%-3.7M38.3M-219.4K13.2015.471013248863,444
2023-08-03$20.95$23.006.1%1.8%3.3%1.2%23.9%25.6%-0.1%-4.5M41.5M-229.1K0.0055.7203849863,530
2023-08-04$20.98$23.006.3%1.5%3.4%1.4%0.0%22.3%-1.0%-4.0M37.4M-213.9K0.0052.7704549863,534
2023-08-07$20.98$23.006.2%1.5%3.4%1.3%0.0%23.2%-0.5%-8.0M35.2M-166.3K2.8871.70246948763,557
2023-08-08$20.98$23.005.7%1.7%3.3%0.8%0.0%-1.7%0.1%-4.5M37.7M-207.5K61.0055.5216151063,626
2023-08-09$21.02$23.006.0%1.5%3.0%1.1%0.0%-2.0%-1.8%-7.9M43.0M-188.7K11.6191.914653451063,732
2023-08-10$21.05$23.005.7%1.6%3.0%0.8%5.7%28.8%-0.0%-4.0M37.4M-215.0K156.5053.33231355663,761
2023-08-11$21.05$23.005.7%1.6%3.0%0.8%5.7%29.0%1.7%-4.4M42.0M-200.7K0.00100.6301,41655763,617
2023-08-14$21.06$23.005.1%1.5%3.0%0.3%0.0%20.9%0.5%-1.3M11.8M-7.7K0.0084.05054354265,352
2023-08-15$21.05$23.005.1%1.5%3.0%0.3%0.0%24.6%0.3%-7.8M34.8M-159.1K0.0064.21040354265,357
2023-08-16$21.05$23.005.2%1.5%3.0%0.3%5.4%20.3%-1.1%-7.3M40.7M-199.2K1.1152.38182055265,372
2023-08-17$21.04$23.004.3%1.2%2.9%0.0%0.0%38.3%0.5%-1.7M11.9M-6.4K0.00121.61010956865,387
2023-08-18$21.05$23.005.4%1.5%2.9%1.0%0.0%38.3%-0.2%-8.3M37.0M-177.3K71.00120.6417156865,434
2023-08-21$20.93$23.004.8%1.4%2.7%0.5%4.9%-1.6%0.9%-7.9M43.4M-164.4K0.0032.0725,0086144065,037
2023-08-22$20.93$21.005.2%1.5%2.6%0.9%14.0%-5.2%0.4%4.2M16.6M-168.5K1.0085.3315,00215,05525,44765,060
2023-08-23$20.96$20.005.6%1.6%2.7%1.3%0.0%40.7%1.5%3.4M-17.5M-169.6K0.0026.43013740,44980,070
2023-08-24$20.95$20.007.2%1.4%2.6%2.7%0.0%1.5%8.3%6.8M-16.7M-239.0K15.6526.01771,20540,44980,188
2023-08-25$20.98$20.005.3%1.6%2.7%1.0%5.4%3.1%-0.2%11.2M-19.2M-259.1K93.3925.85464,29640,52680,193
2023-08-28$21.02$20.009.3%2.2%2.7%4.7%0.0%0.6%-2.4%702.1K-28.7M-162.8K7.4333.3975240,56880,286
2023-08-29$21.06$20.006.2%1.4%2.7%1.8%0.0%28.3%-0.9%22.0M-50.2M-49.7K42.6032.56521340,57480,305
2023-08-30$21.07$20.0013.8%1.7%2.6%8.9%5.9%30.1%0.3%6.4M-27.5M-183.5K90.3334.15327140,58180,332
2023-08-31$21.09$20.0089.7%1.5%2.6%80.6%5.4%1.3%0.7%5.0M-31.7M-172.0K24.1549.262048340,58480,387