BKLN Options History — April 2024

In April 2024, BKLN traded between $20.99 and $21.16. ATM implied volatility averaged 5.6%, placing in the 3.5% IV rank vs the trailing year. The 30-day expected move averaged 1.4%. IV traded above realized volatility by 3.0% (HV 20d: 2.6%). Max pain ranged from $21.00 to $21.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 14 of 22 days. Put/call ratio averaged 1606.33.

Notable Days

  • 2024-04-30: Highest Volume — 83,796 contracts
  • 2024-04-08: Largest IV spike — 307.7% change
  • 2024-04-08: Highest IV Rank — 14.5%
  • 2024-04-01: Largest Expected Move — 2.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$21.09$20.99$21.16$21.14$21.05
Max Pain$21.00$21.00$21.00$21.00$21.00
ATM IV5.6%3.6%17.5%7.4%4.8%
Expected Move1.4%1.0%2.1%2.1%1.4%
HV 20d2.6%2.2%2.9%2.8%2.6%
HV 60d2.7%2.5%2.7%2.7%2.7%
IV Rank3.5%1.6%14.5%5.2%2.7%
IV Percentile34.6%6.7%89.3%72.2%28.6%
Term Structure1.2%-4.3%7.2%-1.8%4.5%
VWIV5.3%3.6%7.0%5.5%4.8%
Skew 25d18.1%-6.9%42.8%7.1%14.0%
Skew 10d43.2%10.6%78.5%15.6%29.9%
Call IV 25d8.4%5.0%12.1%6.7%6.0%
Put IV 25d26.4%4.0%52.5%13.8%20.0%
Bid-Ask Spread %135.14129.36142.94138.33136.94
Gamma HHI0.970.780.990.780.99
Net GEX-44.9M-97.4M-3.0M-3.0M-95.1M
Net DEX58.1M1.6M134.2M18.7M134.2M
Net VEX-225.9K-355.6K-90.2K-90.2K-341.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1606.331.025479.50178.572916.33
Total Volume10,682.364083,7965,02883,796
Total OI99,184.09129,974151,63229,974145,887

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-04-01$21.14$21.007.4%2.1%2.8%5.2%0.0%7.1%-1.8%-3.0M18.7M-90.2K178.57138.33285,0004,23025,744
2024-04-02$21.13$21.005.5%1.6%2.8%3.4%5.5%4.7%-1.9%-15.0M18.8M-104.9K1.02134.2510,02510,1974,33030,744
2024-04-03$21.13$21.006.6%1.9%2.8%4.4%0.0%7.6%-4.3%-5.7M14.6M-144.9K0.00133.180014,35539,681
2024-04-04$21.09$21.004.1%1.0%2.8%2.1%4.0%17.7%-0.1%-18.0M8.5M-116.2K3.48137.134,02514,01114,35539,681
2024-04-05$21.11$21.004.3%1.0%2.8%2.3%3.6%-6.9%0.7%-42.7M1.6M-146.1K5000.00138.7015,00018,38053,692
2024-04-08$21.14$21.0017.5%1.2%2.8%14.5%6.3%23.3%2.3%-12.4M28.2M-180.6K0.00133.0105,02218,37958,692
2024-04-09$21.16$21.007.0%1.2%2.8%4.8%6.4%24.5%2.9%-19.3M14.2M-153.6K0.00131.08041518,37963,713
2024-04-10$21.13$21.004.7%1.3%2.8%2.7%7.0%34.5%2.4%-15.7M26.4M-189.2K0.00142.9401,07918,37964,125
2024-04-11$21.12$21.005.8%1.7%2.8%3.7%5.8%27.6%-2.8%-22.1M23.9M-175.7K0.00137.1508,67718,37965,204
2024-04-12$21.09$21.003.6%1.0%2.9%1.6%3.6%-5.4%-0.5%-97.4M12.4M-151.7K417.42134.01125,00918,37973,790
2024-04-15$21.09$21.004.1%1.2%2.9%2.1%4.0%17.5%0.4%-69.8M31.4M-171.0K303.48137.776620,03018,36778,791
2024-04-16$21.09$21.006.0%1.7%2.2%3.8%5.9%36.1%-2.5%-37.6M62.1M-238.7K0.00136.26010,04218,36998,779
2024-04-17$21.07$21.004.3%1.2%2.2%2.3%5.4%36.8%0.1%-45.8M79.1M-275.7K3359.67135.61620,15818,369108,797
2024-04-18$21.11$21.004.5%1.3%2.2%2.4%6.8%36.7%7.2%-46.1M83.6M-324.9K0.00133.8303,72818,352128,939
2024-04-19$21.09$21.006.5%1.9%2.2%4.3%6.7%42.8%-0.3%-50.8M93.7M-296.2K8.79132.391916718,352133,280
2024-04-22$20.99$21.004.7%1.3%2.5%2.6%6.1%8.0%4.3%-51.6M107.5M-314.0K0.00135.3804841113,977
2024-04-23$21.05$21.004.2%1.2%2.7%2.2%5.0%4.9%3.9%-65.6M105.0M-289.1K1.40138.741014841113,982
2024-04-24$21.06$21.004.9%1.4%2.7%2.8%4.9%37.8%2.2%-67.2M104.3M-296.3K0.00129.3606851114,496
2024-04-25$21.04$21.004.6%1.3%2.6%2.5%4.7%2.6%2.9%-67.1M98.2M-289.4K5479.50130.59210,959901114,995
2024-04-26$21.06$21.004.4%1.3%2.6%2.4%4.5%18.8%3.0%-70.0M101.0M-323.6K2916.33134.12617,498903125,483
2024-04-29$21.06$21.004.0%1.2%2.6%2.0%0.0%6.4%4.0%-70.1M110.4M-355.6K0.00132.2300908144,979
2024-04-30$21.05$21.004.8%1.4%2.6%2.7%4.8%14.0%4.5%-95.1M134.2M-341.1K0.00136.94083,796908144,979