BKLN Options History — January 2024

In January 2024, BKLN traded between $21.01 and $21.19. ATM implied volatility averaged 5.7%, placing in the 3.5% IV rank vs the trailing year. The 30-day expected move averaged 1.6%. IV traded above realized volatility by 3.0% (HV 20d: 2.7%). 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 12 of 21 days. Put/call ratio averaged 41.06.

Notable Days

  • 2024-01-24: Highest Volume — 20,156 contracts
  • 2024-01-03: Largest IV spike — 41.0% change
  • 2024-01-19: Highest IV Rank — 4.6%
  • 2024-01-19: Largest Expected Move — 1.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$21.12$21.01$21.19$21.16$21.01
Max Pain$21.00$21.00$21.00$21.00$21.00
ATM IV5.7%3.3%6.8%3.3%4.8%
Expected Move1.6%0.9%1.9%0.9%1.4%
HV 20d2.7%1.7%3.1%3.0%2.3%
HV 60d3.4%3.0%3.6%3.6%3.0%
IV Rank3.5%1.3%4.6%1.3%2.7%
IV Percentile34.0%4.0%52.0%4.0%20.6%
Term Structure1.5%-2.6%27.6%3.5%1.6%
VWIV7.9%2.7%35.0%2.7%5.2%
Skew 25d9.3%-3.7%45.9%-1.5%4.0%
Skew 10d27.0%-32.4%89.0%-32.4%9.1%
Call IV 25d8.7%6.0%31.5%31.5%7.3%
Put IV 25d18.0%5.4%52.7%30.0%11.3%
Bid-Ask Spread %97.0627.58135.2890.56127.36
Gamma HHI0.870.430.990.950.89
Net GEX-14.3M-23.7M-4.2M-13.4M-11.0M
Net DEX10.9M-18.7M59.2M-18.7M20.1M
Net VEX-117.3K-281.3K-53.7K-92.9K-114.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio41.060.02267.000.0212.20
Total Volume3,040.5714920,1562,04466
Total OI131,844.38120,532191,714191,17247,685

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-01-02$21.16$21.003.3%0.9%3.0%1.3%2.7%-1.5%3.5%-13.4M-18.7M-92.9K0.0290.562,0034124,674166,498
2024-01-03$21.16$21.004.6%1.3%3.0%2.6%35.0%4.3%-2.3%-14.9M59.2M-281.3K141.00110.06114122,863166,524
2024-01-04$21.13$21.005.3%1.8%3.1%3.2%0.0%30.3%-1.7%-16.5M52.1M-253.3K3.90101.69103922,863166,598
2024-01-05$21.14$21.004.9%1.6%3.1%2.9%0.0%17.8%-1.5%-19.1M-1.5M-119.8K2.2793.706214122,873166,624
2024-01-08$21.18$21.006.3%1.8%3.1%4.1%0.0%14.6%-1.0%-16.9M44.8M-199.2K48.00110.8729622,904166,719
2024-01-09$21.16$21.005.6%1.6%3.1%3.5%0.0%19.4%2.0%-18.0M-3.4M-123.3K0.96106.031,7951,72322,904166,780
2024-01-10$21.18$21.006.5%1.9%3.1%4.3%6.7%15.0%-0.5%-17.2M-5.3M-124.7K0.0483.281,0074523,781167,933
2024-01-11$21.18$21.006.3%1.8%3.1%4.1%0.0%8.9%-1.9%-18.0M-15.9M-90.4K0.0083.9508422,783167,967
2024-01-12$21.19$21.005.7%1.6%3.0%3.6%5.5%-3.7%-0.5%-23.7M-3.8M-103.8K0.00135.28011822,783168,036
2024-01-16$21.18$21.006.6%1.9%2.8%4.4%6.3%6.5%-2.6%-21.6M-2.3M-101.5K0.00132.73012,13522,783168,154
2024-01-17$21.16$21.005.2%1.5%2.8%3.1%5.3%-3.4%-0.6%-16.2M-17.2M-84.3K1.8562.392,0503,78722,783163,290
2024-01-18$21.16$21.006.5%1.9%2.0%4.3%6.0%-3.4%27.6%-20.4M-8.9M-82.5K267.00133.48126720,833163,702
2024-01-19$21.16$21.006.8%1.9%1.7%4.6%8.0%23.2%0.6%-19.3M-4.7M-65.9K27.0060.8738120,558163,774
2024-01-22$21.05$21.005.9%1.7%2.6%3.8%6.5%2.3%1.4%-4.2M15.5M-55.1K17.58119.42264571,46119,071
2024-01-23$21.05$21.006.1%1.7%2.5%3.9%6.1%6.1%1.1%-4.6M16.5M-53.7K0.00120.94015,3571,48719,442
2024-01-24$21.02$21.006.2%1.8%2.5%4.0%6.2%7.0%1.9%-10.2M28.7M-88.0K1.02117.9810,00110,1551,48733,595
2024-01-25$21.05$21.006.4%1.8%2.5%4.2%0.0%1.3%1.3%-6.7M15.7M-99.7K47.6027.58523811,49333,607
2024-01-26$21.05$21.006.2%1.8%2.3%4.0%6.2%1.4%0.0%-7.9M18.3M-101.6K74.7344.61151,12111,49034,876
2024-01-29$21.05$21.004.5%1.3%2.3%2.5%4.6%45.9%2.7%-10.2M18.8M-113.6K11.83129.1367111,50535,998
2024-01-30$21.05$21.005.2%1.5%2.3%3.2%5.2%0.0%1.5%-9.9M19.9M-114.6K0.0046.43070211,51036,041
2024-01-31$21.01$21.004.8%1.4%2.3%2.7%0.0%4.0%1.6%-11.0M20.1M-114.4K12.20127.3656111,51036,175