A total of 85 UBVRI observations of BL Lac objects is presented. For most of them, an average continuum can be traced by means of well-defined color indices. These continua are always well reproduced by power laws, strongly supporting the hypothesis of a synchrotron origin of the radiation output, as well as the conclusion that there is no dust in such objects. The analysis of the variability leads to a rough estimate of the value of the magnetic field, which is of the same order for all the objects, around 0.00003 G. The optical continua can be considered to correspond to the broken part of the synchrotron spectrum. Relativistic effects are needed in order to avoid the Compton paradox.