BKLN Options History — November 2023

In November 2023, BKLN traded between $20.81 and $21.05. ATM implied volatility averaged 4.0%, placing in the 1.8% IV rank vs the trailing year. The 30-day expected move averaged 1.1%. IV traded below realized volatility by 0.1% (HV 20d: 4.1%). Max pain ranged from $21.00 to $21.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 140.72.

Notable Days

  • 2023-11-27: Highest Volume — 25,689 contracts
  • 2023-11-29: Largest IV drop — 45.7% change
  • 2023-11-01: Highest IV Rank — 3.6%
  • 2023-11-01: Largest Expected Move — 1.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$20.95$20.81$21.05$20.81$20.89
Max Pain$21.00$21.00$21.00$21.00$21.00
ATM IV4.0%1.8%5.9%5.9%1.9%
Expected Move1.1%0.5%1.7%1.7%0.5%
HV 20d4.1%3.7%4.4%3.7%4.0%
HV 60d3.5%3.2%3.7%3.2%3.7%
IV Rank1.8%0.0%3.6%3.6%0.1%
IV Percentile5.2%0.0%18.3%18.3%0.4%
Term Structure-0.3%-2.2%3.5%3.5%0.5%
VWIV7.6%2.6%31.5%9.2%31.5%
Skew 25d22.5%-8.3%60.1%5.1%60.1%
Skew 10d30.5%-21.5%69.6%1.1%63.5%
Call IV 25d6.8%4.5%15.8%4.5%9.0%
Put IV 25d29.2%4.8%69.1%9.7%69.1%
Bid-Ask Spread %82.7936.27140.3536.2756.50
Gamma HHI0.860.661.000.850.83
Net GEX-88.1M-130.9M-48.7M-52.1M-111.2M
Net DEX129.9M53.6M208.7M208.7M183.8M
Net VEX-393.7K-644.0K-259.1K-343.5K-416.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio140.720.031212.003.13348.50
Total Volume6,100.0486725,68925,187699
Total OI363,738.81298,641408,070366,482326,985

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2023-11-01$20.81$21.005.9%1.7%3.7%3.6%9.2%5.1%3.5%-52.1M208.7M-343.5K3.1336.276,10619,08133,231333,251
2023-11-02$20.94$21.004.9%1.4%4.3%2.6%4.9%31.7%-0.9%-63.0M152.4M-397.0K3.7563.1511342435,336344,028
2023-11-03$20.98$21.005.2%1.6%4.4%2.9%5.8%2.3%-1.9%-96.0M139.7M-495.5K208.7566.86163,34035,449344,354
2023-11-06$20.96$21.005.1%1.3%4.3%2.8%0.0%28.3%-0.9%-83.3M148.8M-378.7K1.0273.9412,51312,77535,460347,376
2023-11-07$20.99$21.004.1%1.3%4.2%1.9%3.9%27.3%-0.7%-100.2M142.0M-396.5K0.0379.655,00313646,973354,593
2023-11-08$21.02$21.004.0%1.2%4.3%1.8%3.5%25.1%0.8%-111.2M110.2M-410.4K10.50100.3366351,976354,662
2023-11-09$20.98$21.003.9%1.1%4.3%1.7%0.0%29.4%0.0%-92.4M131.3M-396.5K0.0095.1307851,976354,683
2023-11-10$21.01$21.004.1%1.2%4.4%1.9%3.7%27.5%-0.7%-101.7M141.4M-644.0K5.0096.69126051,976354,732
2023-11-13$21.04$21.003.4%1.0%4.3%1.2%0.0%31.9%2.0%-87.4M86.5M-367.4K118.50104.50223751,986354,783
2023-11-14$21.05$21.003.9%1.1%4.3%1.7%15.0%41.9%-0.4%-100.6M119.5M-534.4K64.71140.351490651,988354,807
2023-11-15$21.05$21.003.9%1.1%4.2%1.7%4.1%29.6%-0.7%-130.9M111.9M-475.8K0.0054.0406851,998355,531
2023-11-16$21.04$21.005.1%1.5%4.1%2.8%0.0%23.9%-1.7%-126.4M80.0M-277.0K0.00117.75052751,995355,598
2023-11-17$21.05$21.003.3%0.9%4.0%1.2%4.1%27.8%-0.2%-130.7M53.6M-312.1K1.03100.044,0054,11551,995356,075
2023-11-20$20.89$21.003.6%1.0%4.0%1.5%13.4%0.3%0.4%-55.0M116.2M-265.8K45.5060.5829110,237288,404
2023-11-21$20.88$21.004.2%1.2%4.0%2.0%3.4%-0.4%-1.1%-48.7M116.1M-259.1K0.0053.14025,55910,238288,495
2023-11-22$20.89$21.003.9%1.1%4.0%1.7%0.0%-1.3%-2.0%-53.5M93.5M-339.4K98.50116.38219710,238291,552
2023-11-24$20.93$21.004.6%1.3%4.0%2.4%4.6%0.5%-2.2%-56.8M113.2M-319.6K0.0050.9906710,240291,621
2023-11-27$20.88$21.003.6%1.0%4.1%1.5%4.6%-8.3%0.1%-60.6M140.5M-390.9K1.57125.0410,00215,68710,240291,686
2023-11-28$20.88$21.003.4%1.0%4.0%1.2%2.6%34.6%-1.6%-74.9M162.7M-449.4K129.0066.79112917,690303,143
2023-11-29$20.89$21.001.8%0.5%4.0%0.0%0.0%54.5%0.8%-113.8M176.3M-397.8K1212.0080.4756,06017,691303,243
2023-11-30$20.89$21.001.9%0.5%4.0%0.1%31.5%60.1%0.5%-111.2M183.8M-416.0K348.5056.50269717,692309,293