BKLN Options History — October 2024

In October 2024, BKLN traded between $20.99 and $21.18. ATM implied volatility averaged 9.3%, placing in the 14.3% IV rank vs the trailing year. The 30-day expected move averaged 3.1%. IV traded above realized volatility by 6.1% (HV 20d: 3.2%). Max pain ranged from $21.00 to $24.00. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 7 of 23 days. Put/call ratio averaged 15.06.

Notable Days

  • 2024-10-02: Highest Volume — 30,043 contracts
  • 2024-10-17: Largest IV spike — 116.7% change
  • 2024-10-17: Highest IV Rank — 44.8%
  • 2024-10-17: Largest Expected Move — 7.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$21.06$20.99$21.18$20.99$21.01
Max Pain$22.35$21.00$24.00$21.00$21.00
ATM IV9.3%2.2%25.2%7.4%3.6%
Expected Move3.1%0.6%7.2%2.1%1.0%
HV 20d3.2%3.0%3.3%3.0%3.3%
HV 60d4.1%3.3%4.3%4.1%3.3%
IV Rank14.3%0.7%44.8%10.6%3.3%
IV Percentile68.1%1.6%99.2%83.7%11.5%
Term Structure-7.7%-36.8%11.0%11.0%3.2%
VWIV14.6%2.4%62.7%5.7%39.6%
Skew 25d0.1%-17.4%41.2%5.3%-13.3%
Skew 10d16.2%-14.9%102.3%7.2%-14.9%
Call IV 25d18.1%5.4%50.1%6.8%21.4%
Put IV 25d18.3%5.9%52.5%12.1%8.1%
Bid-Ask Spread %142.28132.87149.11142.64148.37
Gamma HHI0.800.460.990.920.77
Net GEX-11.2M-19.7M-1.8M-18.7M-3.9M
Net DEX20.0M7.1M41.4M34.3M9.2M
Net VEX-65.2K-121.6K-33.1K-103.6K-53.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio15.060.0095.6740.001.00
Total Volume1,485.087030,043412
Total OI51,075.82618,48875,14244,83021,475

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-10-01$20.99$21.007.4%2.1%3.0%10.6%5.7%5.3%11.0%-18.7M34.3M-103.6K40.00142.641402,20242,628
2024-10-02$20.99$21.0013.7%3.9%3.0%22.8%5.4%-6.7%-16.1%-18.5M26.3M-95.7K0.00139.80030,0432,20242,648
2024-10-03$20.99$24.0012.8%2.1%3.0%21.0%0.0%7.2%3.8%-10.2M41.4M-121.6K0.00142.860172,20272,747
2024-10-04$21.06$24.005.9%7.0%3.2%7.9%0.0%2.7%-35.1%-14.5M31.5M-99.0K0.00132.872002,20272,747
2024-10-07$21.04$24.006.2%3.3%3.2%8.5%0.0%4.5%-8.8%-19.7M30.0M-74.0K0.00144.70012,20472,747
2024-10-08$21.05$24.006.7%6.4%3.2%9.4%0.0%-0.1%-32.8%-17.6M31.8M-94.7K0.00148.97092,20472,747
2024-10-09$21.09$24.0010.8%3.1%3.2%17.3%0.0%3.2%-2.2%-9.8M38.7M-102.9K0.00135.95102,20472,756
2024-10-10$21.11$24.0011.9%3.4%3.2%19.4%0.0%-7.2%-9.8%-16.5M26.0M-78.5K0.00147.693502,20572,756
2024-10-11$21.13$24.004.4%1.3%3.2%5.0%4.5%16.9%-0.4%-19.6M21.1M-68.0K95.67146.9632872,19572,756
2024-10-14$21.14$24.006.5%1.9%3.2%9.0%7.3%23.6%-3.7%-16.9M22.9M-66.2K2.15142.86851832,20572,803
2024-10-15$21.14$22.0012.5%3.6%3.1%20.4%0.0%19.4%-11.5%-18.5M20.7M-37.6K5.50138.592112,27572,858
2024-10-16$21.14$22.0011.6%3.3%3.1%18.8%0.0%9.0%-13.2%-19.4M21.1M-46.3K9.00137.603272,27572,867
2024-10-17$21.16$22.0025.2%7.2%3.1%44.8%2.8%-16.3%-36.8%-16.9M22.6M-52.2K0.00148.040102,27372,860
2024-10-18$21.18$22.0023.9%6.9%3.2%42.4%62.7%-3.1%-16.6%-14.7M14.9M-38.5K3.79139.3514532,27372,860
2024-10-21$21.02$24.0012.0%3.4%3.3%19.5%0.0%-3.1%-13.5%-1.8M9.2M-46.8K0.00144.130221,89417,102
2024-10-22$21.02$21.006.1%1.8%3.2%8.3%0.0%-12.2%-0.7%-1.8M8.1M-43.7K0.00142.82001,89416,594
2024-10-23$20.99$21.007.6%2.2%3.3%11.1%12.1%-12.8%-2.8%-2.0M8.0M-33.1K51.72138.05583,0001,89416,594
2024-10-24$21.01$21.0010.3%3.0%3.3%16.4%3.3%-15.1%-8.9%-2.2M9.2M-47.0K0.50142.09421,89519,594
2024-10-25$21.02$21.002.2%0.6%3.3%0.7%2.4%-17.4%4.8%-4.9M7.1M-37.9K0.49138.37101501,89919,593
2024-10-28$21.02$21.003.9%1.1%3.3%4.0%0.0%41.2%4.4%-4.4M7.6M-47.5K0.00140.310111,87419,593
2024-10-29$21.01$21.004.0%1.2%3.3%4.3%39.6%-11.1%4.6%-3.2M9.4M-55.7K0.00149.11011,87419,600
2024-10-30$21.02$21.004.2%1.2%3.3%4.5%0.0%-11.8%4.6%-3.3M9.1M-54.4K1.03140.3130311,87419,600
2024-10-31$21.01$21.003.6%1.0%3.3%3.3%0.0%-13.3%3.2%-3.9M9.2M-53.6K1.00148.37111,87419,601