BKLN Options History — May 2024

In May 2024, BKLN traded between $21.06 and $21.21. ATM implied volatility averaged 8.7%, placing in the 7.8% IV rank vs the trailing year. The 30-day expected move averaged 1.5%. IV traded above realized volatility by 6.0% (HV 20d: 2.7%). 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 12 of 22 days. Put/call ratio averaged 595.27.

Notable Days

  • 2024-05-07: Highest Volume — 93,159 contracts
  • 2024-05-13: Largest IV spike — 929.8% change
  • 2024-05-13: Highest IV Rank — 59.4%
  • 2024-05-16: Largest Expected Move — 6.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$21.14$21.06$21.21$21.07$21.11
Max Pain$21.00$21.00$21.00$21.00$21.00
ATM IV8.7%3.3%54.0%4.0%3.5%
Expected Move1.5%0.9%6.8%1.1%1.0%
HV 20d2.7%2.4%3.0%2.6%2.7%
HV 60d2.7%2.3%2.8%2.7%2.6%
IV Rank7.8%1.3%59.4%2.0%1.9%
IV Percentile38.0%4.0%99.6%10.7%7.1%
Term Structure3.2%-40.9%31.4%4.6%0.4%
VWIV7.6%3.2%43.3%4.2%3.2%
Skew 25d-2.3%-43.5%21.0%14.3%-43.5%
Skew 10d34.7%-24.1%81.9%81.9%-1.5%
Call IV 25d12.2%3.1%57.6%5.5%54.8%
Put IV 25d9.9%3.9%24.1%19.8%11.3%
Bid-Ask Spread %134.06126.86148.53135.12130.49
Gamma HHI0.990.991.000.991.00
Net GEX-124.7M-190.1M-87.4M-101.6M-140.9M
Net DEX177.1M143.7M255.6M188.0M157.2M
Net VEX-662.6K-871.2K-521.2K-659.5K-569.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio595.270.334558.252.20252.08
Total Volume8,727.091893,1593115,185
Total OI265,878.955230,119338,474230,119245,951

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-05-01$21.07$21.004.0%1.1%2.6%2.0%0.0%14.3%4.6%-101.6M188.0M-659.5K0.00135.12031908229,211
2024-05-02$21.12$21.003.3%0.9%2.6%1.3%0.0%-36.5%9.8%-103.8M151.5M-596.2K0.00138.050156908229,225
2024-05-03$21.16$21.004.7%1.3%2.7%3.2%4.2%2.8%-1.5%-143.8M147.6M-521.2K2.20128.9083183908229,231
2024-05-06$21.19$21.005.4%2.0%2.7%4.1%8.3%-1.6%-9.3%-91.9M143.7M-575.9K4558.25139.51418,233991229,140
2024-05-07$21.20$21.005.6%1.9%2.7%4.3%5.8%16.6%-5.2%-87.4M158.7M-613.6K0.00137.14093,159993247,213
2024-05-08$21.20$21.0015.9%1.3%2.6%16.0%5.0%4.1%-2.0%-122.3M255.6M-871.2K4016.20134.621040,162993337,481
2024-05-09$21.20$21.005.3%1.1%2.6%3.9%4.1%2.6%-1.2%-190.1M173.0M-710.7K11.13134.13242671,002301,576
2024-05-10$21.20$21.005.2%1.1%2.6%3.9%3.3%21.0%-0.2%-109.9M198.3M-815.8K16.00132.75132081,003301,613
2024-05-13$21.20$21.0054.0%1.1%2.6%59.4%4.1%0.2%2.4%-121.1M211.0M-754.9K4.90134.57211031,017301,595
2024-05-14$21.20$21.0017.3%1.2%2.6%17.6%4.4%0.9%2.0%-167.7M185.7M-697.6K3.86136.347271,034301,536
2024-05-15$21.21$21.004.1%1.2%2.5%2.6%4.4%0.5%-1.3%-99.2M225.0M-758.2K104.50132.4622091,034301,534
2024-05-16$21.20$21.0023.8%6.8%2.5%25.0%43.3%-12.2%-40.9%-136.9M203.0M-696.3K0.33148.53621,034301,623
2024-05-17$21.21$21.007.3%2.1%2.4%6.2%0.0%-0.7%2.4%-133.8M156.1M-663.4K11.11133.389100950301,621
2024-05-20$21.07$21.004.4%1.3%3.0%2.9%4.4%3.2%-0.1%-130.8M203.9M-729.6K0.00126.86010,073734252,401
2024-05-21$21.07$21.004.3%1.2%2.8%2.8%4.6%1.8%-0.9%-126.8M168.8M-662.7K457.39135.392310,520777248,895
2024-05-22$21.07$21.003.6%1.0%2.8%2.0%3.2%0.4%14.0%-125.4M171.8M-663.6K5.50140.6022121800244,994
2024-05-23$21.06$21.004.4%1.3%2.8%3.0%0.0%1.8%17.0%-117.6M167.3M-643.8K0.00131.050229819244,981
2024-05-24$21.09$21.004.5%1.3%2.8%3.0%0.0%2.5%12.4%-112.4M153.8M-617.3K2.20133.811022819245,083
2024-05-28$21.09$21.003.6%1.0%2.8%2.0%0.0%-0.4%31.4%-131.7M165.9M-597.7K75.29128.28342,560829245,081
2024-05-29$21.09$21.004.2%1.2%2.8%2.7%0.0%2.0%25.2%-125.5M160.1M-593.5K0.00128.77074859245,069
2024-05-30$21.09$21.003.7%1.1%2.8%2.2%0.0%-31.2%11.1%-122.8M151.2M-563.7K3.33128.482480859245,012
2024-05-31$21.11$21.003.5%1.0%2.7%1.9%0.0%-43.5%0.4%-140.9M157.2M-569.7K252.08130.496015,125879245,072