BKLN Options History — October 2023

In October 2023, BKLN traded between $20.77 and $21.05. ATM implied volatility averaged 4.6%, placing in the 1.2% IV rank vs the trailing year. The 30-day expected move averaged 1.3%. IV traded above realized volatility by 1.2% (HV 20d: 3.3%). Max pain ranged from $21.00 to $22.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 14 of 22 days. Put/call ratio averaged 190.95.

Notable Days

  • 2023-10-25: Highest Volume — 66,710 contracts
  • 2023-10-25: Largest IV spike — 99.5% change
  • 2023-10-19: Highest IV Rank — 2.5%
  • 2023-10-10: Largest Expected Move — 2.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$20.91$20.77$21.05$20.95$20.80
Max Pain$21.14$21.00$22.00$21.00$21.00
ATM IV4.6%2.0%6.5%4.9%4.1%
Expected Move1.3%0.6%2.0%1.4%1.2%
HV 20d3.3%2.8%3.9%3.2%3.7%
HV 60d3.1%2.8%3.2%3.1%3.2%
IV Rank1.2%0.0%2.5%1.0%1.9%
IV Percentile5.6%0.0%22.6%2.4%3.2%
Term Structure0.9%-3.1%3.6%0.6%2.4%
VWIV10.9%2.3%43.3%4.9%5.6%
Skew 25d30.3%-3.9%70.3%3.7%7.9%
Skew 10d37.9%-12.6%80.1%5.3%-12.6%
Call IV 25d7.7%1.7%21.6%5.9%2.9%
Put IV 25d38.0%6.0%80.4%9.6%10.7%
Bid-Ask Spread %76.8718.43128.3939.0618.94
Gamma HHI0.800.531.000.710.99
Net GEX-78.3M-188.0M-43.5M-66.7M-52.2M
Net DEX145.3M62.6M257.3M126.1M220.3M
Net VEX-369.8K-518.2K-231.8K-494.9K-351.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio190.951.661268.50106.76141.07
Total Volume15,126.9554166,7102,6945,144
Total OI257,601.545214,258366,288237,047366,288

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2023-10-02$20.95$21.004.9%1.4%3.2%1.0%4.9%3.7%0.6%-66.7M126.1M-494.9K106.7639.06252,66922,170214,877
2023-10-03$20.88$21.005.2%1.5%3.3%1.3%5.4%61.0%-0.1%-67.5M141.1M-404.4K1268.50100.0445,07422,195217,522
2023-10-04$20.88$21.004.0%1.1%3.3%0.2%3.8%47.3%-0.6%-64.5M127.4M-380.6K192.5462.10132,50322,199222,578
2023-10-05$20.89$21.005.3%1.1%3.3%1.4%0.0%34.8%2.1%-58.3M132.1M-417.5K26.8581.21401,07422,212225,840
2023-10-06$20.89$21.005.7%1.4%3.2%1.7%25.1%-3.9%0.5%-68.1M125.7M-351.0K0.00109.40026,48622,242226,789
2023-10-09$20.95$21.006.2%1.1%3.4%2.3%18.3%33.4%-0.5%-46.1M129.1M-489.6K16.0072.1146422,242240,077
2023-10-10$20.99$21.004.7%2.0%3.5%0.8%31.2%5.3%2.5%-91.6M121.2M-453.2K80.29128.39312,48922,245239,746
2023-10-11$20.98$21.005.0%1.4%3.4%1.1%7.1%28.1%3.2%-100.9M121.9M-336.3K59.1088.6444426,23922,282240,618
2023-10-12$20.98$21.005.9%1.7%3.4%2.0%5.9%30.3%-2.2%-109.1M112.6M-287.8K40.0085.9014022,720222,427
2023-10-13$20.99$21.004.7%1.3%3.4%0.8%0.0%45.2%0.3%-67.0M113.8M-411.7K0.00113.0209022,721222,457
2023-10-16$21.05$21.004.1%1.2%2.8%0.2%43.3%26.3%-0.4%-188.0M62.6M-231.8K0.0079.01014122,721222,547
2023-10-17$21.04$21.004.1%1.2%2.8%0.3%0.0%30.1%1.5%-117.0M90.2M-288.6K0.0076.6508322,721222,688
2023-10-18$21.02$21.006.3%1.8%2.8%2.3%7.5%32.3%-2.7%-100.6M106.3M-369.0K61.5282.32251,53822,721222,761
2023-10-19$20.95$22.006.5%1.9%2.8%2.5%6.9%37.2%-3.1%-123.2M159.6M-377.5K0.0084.98050,33222,750223,089
2023-10-20$20.98$22.004.4%1.3%2.8%0.6%0.0%40.6%-1.9%-56.7M98.1M-301.1K726.3579.895539,94922,750239,444
2023-10-23$20.82$22.004.9%1.4%3.9%1.0%5.3%-0.2%0.2%-47.0M175.7M-294.1K3.3791.3227912,655211,603
2023-10-24$20.84$21.002.0%0.6%3.8%0.0%2.3%50.5%3.1%-62.6M171.3M-290.3K239.6542.46204,7932,682211,687
2023-10-25$20.80$21.004.1%1.2%3.8%1.9%6.0%5.5%3.6%-43.5M176.1M-255.9K1.6694.0325,09841,6122,682216,346
2023-10-26$20.80$21.002.8%0.8%3.8%0.7%11.3%43.0%3.6%-52.3M190.5M-368.8K5.3418.435,00026,72127,757237,057
2023-10-27$20.77$21.002.8%0.8%3.8%0.7%3.0%39.0%3.6%-58.6M236.6M-461.6K86.1731.9250343,34532,757269,677
2023-10-30$20.80$21.003.1%0.9%3.8%1.0%3.6%70.3%2.9%-81.0M257.3M-518.2K141.07111.2914820,87833,206312,486
2023-10-31$20.80$21.004.1%1.2%3.7%1.9%5.6%7.9%2.4%-52.2M220.3M-351.4K0.0018.9405,14433,231333,057