BKLN Options History — August 2024

In August 2024, BKLN traded between $20.70 and $21.05. ATM implied volatility averaged 8.9%, placing in the 8.0% IV rank vs the trailing year. The 30-day expected move averaged 2.3%. IV traded above realized volatility by 3.4% (HV 20d: 5.4%). Max pain ranged from $21.00 to $21.00. Net GEX was positive for 4 of 22 trading days. Term structure was in contango for 17 of 22 days. Put/call ratio averaged 50.61.

Notable Days

  • 2024-08-28: Highest Volume — 762 contracts
  • 2024-08-02: Largest IV spike — 327.8% change
  • 2024-08-05: Highest IV Rank — 27.2%
  • 2024-08-06: Largest Expected Move — 6.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$20.95$20.70$21.05$20.98$21.05
Max Pain$21.00$21.00$21.00$21.00$21.00
ATM IV8.9%1.9%25.7%3.5%4.5%
Expected Move2.3%0.6%6.1%1.0%1.3%
HV 20d5.4%2.7%6.0%2.7%5.8%
HV 60d3.7%2.5%4.0%2.5%4.0%
IV Rank8.0%0.1%27.2%1.9%3.1%
IV Percentile53.7%0.8%99.2%9.1%36.1%
Term Structure3.5%-18.7%23.4%3.9%-1.2%
VWIV6.4%2.1%21.4%3.5%4.1%
Skew 25d6.9%-29.4%49.2%13.0%1.3%
Skew 10d12.0%-47.6%77.3%43.4%2.5%
Call IV 25d10.8%3.8%54.0%54.0%5.2%
Put IV 25d17.7%4.8%67.0%67.0%6.5%
Bid-Ask Spread %141.72116.35150.53143.17137.17
Gamma HHI0.640.350.850.690.73
Net GEX-988.3K-2.6M1.4M698.3K-1.3M
Net DEX10.4M7.6M12.4M8.3M10.7M
Net VEX-50.5K-59.0K-41.3K-51.8K-59.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio50.610.12450.004.100.12
Total Volume195.864876250134
Total OI14,026.09112,88614,71213,35814,707

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-08-01$20.98$21.003.5%1.0%2.7%1.9%3.5%13.0%3.9%698.3K8.3M-51.8K0.00143.170502,31311,045
2024-08-02$20.89$21.0015.1%4.3%3.0%15.1%17.8%15.0%-5.2%-1.1M9.9M-45.6K0.00147.2203382,31311,095
2024-08-05$20.70$21.0025.7%6.1%4.3%27.2%10.3%5.2%9.2%-458.4K9.5M-54.1K0.00150.0805272,31311,433
2024-08-06$20.88$21.0015.1%6.1%5.5%15.1%0.0%7.7%2.8%-1.1M10.6M-51.9K4.10149.2820822,31311,955
2024-08-07$20.89$21.0018.0%2.1%5.5%18.4%0.0%4.9%4.2%-1.2M10.4M-51.1K13.50148.906812,31311,991
2024-08-08$20.96$21.0015.9%3.4%5.6%16.0%21.4%16.2%23.4%-610.1K9.4M-52.9K0.00145.770492,31911,996
2024-08-09$20.95$21.0011.1%1.9%5.6%10.6%0.0%4.3%3.3%-64.9K9.5M-46.9K7.00133.75172,31912,045
2024-08-12$20.98$21.005.7%2.2%5.6%4.4%0.0%4.7%21.6%34.4K10.2M-42.4K6.70150.5310672,31912,050
2024-08-13$20.99$21.0018.1%4.9%5.6%18.5%0.0%7.3%2.6%-970.9K9.9M-48.1K4.50139.634182,32812,078
2024-08-14$21.01$21.006.6%1.9%5.7%5.4%0.0%3.4%5.2%-798.1K9.9M-51.0K235.00149.2312352,33212,092
2024-08-15$21.02$21.005.5%1.6%5.7%4.2%6.2%49.2%6.6%1.4M8.2M-53.4K6.60136.2610662,33312,160
2024-08-16$21.05$21.0018.1%5.2%5.7%18.5%6.3%29.2%-18.7%439.1K7.6M-47.5K4.44145.9118802,34312,226
2024-08-19$20.88$21.004.9%1.4%5.9%3.5%0.0%1.1%0.9%-1.3M11.2M-54.3K0.00143.4203086312,023
2024-08-20$20.89$21.003.4%1.0%5.9%1.8%2.1%1.7%3.7%-1.3M11.2M-52.7K17.79116.353358786312,053
2024-08-21$20.91$21.002.1%0.6%5.9%0.3%2.2%9.9%9.8%-1.4M11.2M-46.8K450.00135.13145089512,534
2024-08-22$20.91$21.001.9%0.6%5.9%0.1%2.2%-29.4%1.6%-2.6M12.4M-54.2K5.07132.44157689612,982
2024-08-23$20.94$21.004.0%1.1%6.0%2.4%2.6%3.0%2.8%-1.9M12.1M-48.4K1.35144.48233191112,957
2024-08-26$20.95$21.003.4%1.0%6.0%1.8%2.6%1.5%-0.3%-2.2M12.2M-41.3K2.75141.1610428691312,988
2024-08-27$20.96$21.003.9%1.1%6.0%2.3%4.7%1.6%0.2%-2.3M11.7M-55.1K0.00138.160401,01713,097
2024-08-28$21.02$21.002.6%0.8%6.0%0.9%3.2%0.9%3.9%-1.8M11.3M-44.9K0.25143.916121501,01713,122
2024-08-29$21.05$21.005.9%1.7%6.0%4.6%0.0%-0.6%-3.0%-1.9M10.4M-57.1K0.00145.790671,62913,083
2024-08-30$21.05$21.004.5%1.3%5.8%3.1%4.1%1.3%-1.2%-1.3M10.7M-59.0K0.12137.17120141,62913,078