BKLN Options History — December 2023

In December 2023, BKLN traded between $20.91 and $21.23. ATM implied volatility averaged 4.1%, placing in the 2.1% IV rank vs the trailing year. The 30-day expected move averaged 1.2%. IV traded above realized volatility by 0.9% (HV 20d: 3.2%). Max pain ranged from $21.00 to $21.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 17 of 20 days. Put/call ratio averaged 93.91.

Notable Days

  • 2023-12-13: Highest Volume — 28,297 contracts
  • 2023-12-27: Largest IV spike — 48.6% change
  • 2023-12-15: Highest IV Rank — 3.7%
  • 2023-12-15: Largest Expected Move — 1.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$21.07$20.91$21.23$20.91$21.19
Max Pain$21.00$21.00$21.00$21.00$21.00
ATM IV4.1%3.1%5.8%3.3%4.4%
Expected Move1.2%0.9%1.7%1.0%1.3%
HV 20d3.2%2.7%4.0%3.4%2.9%
HV 60d3.6%3.4%3.7%3.7%3.6%
IV Rank2.1%1.2%3.7%1.4%2.4%
IV Percentile10.3%2.4%30.2%2.8%15.5%
Term Structure3.5%-1.7%30.8%-1.7%2.4%
VWIV8.1%3.4%19.3%4.0%19.2%
Skew 25d14.9%-0.6%46.2%46.2%2.4%
Skew 10d27.9%2.4%54.1%54.1%2.4%
Call IV 25d5.5%3.1%17.6%17.6%4.2%
Put IV 25d20.4%4.7%63.8%63.8%6.5%
Bid-Ask Spread %78.9733.72125.6975.6240.76
Gamma HHI0.810.431.000.800.94
Net GEX-60.1M-185.3M-11.9M-87.4M-12.9M
Net DEX70.9M-15.2M148.5M148.5M-10.8M
Net VEX-246.3K-397.3K-130.6K-397.3K-133.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio93.911.02325.3835.2521.60
Total Volume3,546.76228,297145188
Total OI265,111.75170,635335,551327,270191,083

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2023-12-01$20.91$21.003.3%1.0%3.4%1.4%4.0%46.2%-1.7%-87.4M148.5M-397.3K35.2575.62414117,692309,578
2023-12-04$20.93$21.004.7%1.3%3.3%2.7%7.1%5.4%1.5%-77.6M147.2M-388.4K0.0076.29019617,696309,622
2023-12-05$20.95$21.004.6%1.1%3.3%2.6%0.0%35.1%0.4%-84.7M126.5M-241.3K117.00110.01111717,696309,774
2023-12-06$20.95$21.004.7%1.1%3.3%2.6%16.6%33.1%30.8%-79.7M119.8M-245.9K30.9082.981030917,697309,886
2023-12-07$20.98$21.004.5%1.2%3.3%2.5%5.8%32.2%2.9%-85.1M114.9M-244.7K9.33105.2565617,687310,133
2023-12-08$21.01$21.003.3%1.3%3.3%1.4%6.9%28.3%0.8%-115.4M98.8M-238.7K0.0087.68045017,693310,176
2023-12-11$20.99$21.004.5%1.6%3.2%2.5%8.2%6.2%0.6%-114.1M127.9M-326.1K0.00123.9405,06317,693310,577
2023-12-12$21.01$21.003.2%1.2%3.2%1.3%6.4%5.5%2.7%-185.3M98.1M-257.0K230.00125.69123017,693315,640
2023-12-13$21.05$21.004.3%1.2%3.3%2.3%4.4%28.8%-0.5%-137.6M54.9M-181.1K1.8184.2210,06818,22917,694315,852
2023-12-14$21.12$21.004.4%1.3%3.5%2.4%7.2%25.6%18.4%-45.1M80.7M-184.1K8.4088.6110789917,699317,045
2023-12-15$21.16$21.005.8%1.7%3.5%3.7%5.9%17.6%-0.1%-57.8M37.6M-142.9K12.71112.5478917,765317,786
2023-12-18$21.05$21.004.9%1.4%4.0%2.9%4.9%27.4%0.3%-21.4M45.6M-158.6K320.50116.8182,56412,101158,534
2023-12-19$21.11$21.003.2%0.9%3.0%1.3%3.4%1.1%1.7%-14.1M58.0M-260.6K1.0270.9212,54912,77612,109159,826
2023-12-20$21.11$21.003.7%1.1%3.0%1.8%5.9%-0.5%2.2%-12.7M49.8M-319.6K325.3846.75134,23024,653159,494
2023-12-21$21.13$21.003.1%0.9%3.0%1.2%0.0%-0.0%2.0%-14.4M47.4M-319.9K132.6740.47679624,663165,583
2023-12-22$21.16$21.003.4%1.0%2.9%1.4%0.0%2.6%1.7%-13.9M53.6M-345.1K77.0053.91430824,669166,122
2023-12-26$21.18$21.003.2%0.9%2.7%1.3%0.0%-0.6%2.3%-11.9M-15.2M-130.6K85.0034.9018524,673166,121
2023-12-27$21.23$21.004.7%1.4%2.8%2.7%19.3%-0.4%0.8%-16.1M-4.5M-146.7K0.0033.7201,19724,674166,186
2023-12-28$21.20$21.004.3%1.2%2.9%2.3%4.2%2.5%1.1%-14.5M38.9M-263.9K21.6068.381021624,674166,296
2023-12-29$21.19$21.004.4%1.3%2.9%2.4%19.2%2.4%2.4%-12.9M-10.8M-133.1K0.0040.76018824,674166,409