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 3 x 10/sup -5/ 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.