BKLN Options History — January 2021

In January 2021, BKLN traded between $22.21 and $22.45. ATM implied volatility averaged 8.0%, placing in the 5.8% IV rank vs the trailing year. The 30-day expected move averaged 3.0%. IV traded above realized volatility by 4.9% (HV 20d: 3.1%). Max pain ranged from $22.00 to $22.00. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 14 of 19 days. Put/call ratio averaged 204.26.

Notable Days

2021-01-20: Highest Volume — 19,962 contracts
2021-01-13: Largest IV drop — 49.2% change
2021-01-12: Highest IV Rank — 12.6%
2021-01-08: Largest Expected Move — 12.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$22.36	$22.21	$22.45	$22.26	$22.21
Max Pain	$22.00	$22.00	$22.00	$22.00	$22.00
ATM IV	8.0%	5.8%	13.2%	7.3%	9.6%
Expected Move	3.0%	1.9%	12.2%	1.9%	2.8%
HV 20d	3.1%	2.4%	3.4%	3.4%	3.0%
HV 60d	4.1%	3.9%	4.4%	4.3%	4.1%
IV Rank	5.8%	3.7%	12.6%	5.6%	7.4%
IV Percentile	35.4%	10.3%	66.3%	30.6%	54.8%
Term Structure	-4.7%	-71.5%	3.1%	2.8%	-0.5%
VWIV	8.7%	7.8%	9.7%	8.1%	9.7%
Skew 25d	2.9%	-11.2%	13.4%	13.4%	2.5%
Skew 10d	10.5%	-2.8%	43.3%	30.3%	3.8%
Call IV 25d	7.0%	4.6%	20.7%	5.5%	7.3%
Put IV 25d	9.9%	7.1%	18.9%	18.9%	9.9%
Bid-Ask Spread %	70.99	15.49	148.28	115.38	21.71
Gamma HHI	0.44	0.30	0.51	0.45	0.47
Net GEX	-7.3M	-14.1M	-1.9M	-5.9M	-11.3M
Net DEX	3.6M	-12.4M	32.1M	24.1K	32.1M
Net VEX	-116.4K	-322.3K	-30.5K	-37.3K	-322.3K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	204.26	0.00	1176.50	0.19	1176.50
Total Volume	3,824.211	45	19,962	340	2,355
Total OI	217,823.211	114,740	300,619	278,812	158,141

Daily Data (19 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Vol	Put Vol	Call OI	Put OI
2021-01-04	$22.26	$22.00	7.3%	1.9%	3.4%	5.6%	0.0%	13.4%	2.8%	-5.9M	24.1K	-37.3K	0.19	115.38	286	54	18,981	259,831
2021-01-05	$22.30	$22.00	5.8%	2.1%	3.3%	3.7%	0.0%	3.3%	1.8%	-5.7M	-5.0M	-30.5K	0.00	97.76	45	0	19,264	259,881
2021-01-06	$22.34	$22.00	6.3%	2.1%	3.4%	4.4%	0.0%	2.8%	0.7%	-5.8M	-1.7M	-37.4K	19.31	106.39	55	1,062	19,264	259,881
2021-01-07	$22.38	$22.00	6.0%	1.9%	3.4%	3.7%	8.1%	3.0%	1.7%	-6.5M	-2.9M	-49.3K	0.02	105.23	130	2	19,244	259,742
2021-01-08	$22.41	$22.00	8.2%	12.2%	3.4%	6.5%	0.0%	-11.2%	-71.5%	-5.2M	-4.4M	-40.3K	0.00	148.28	140	0	19,164	259,742
2021-01-11	$22.38	$22.00	9.3%	5.9%	3.4%	7.8%	9.0%	0.3%	-31.7%	-2.5M	-4.8M	-31.7K	0.04	91.97	275	10	19,109	259,742
2021-01-12	$22.43	$22.00	13.2%	2.9%	3.3%	12.6%	9.2%	3.7%	-6.0%	-4.1M	-2.4M	-44.4K	0.00	100.74	0	47	19,123	259,741
2021-01-13	$22.43	$22.00	6.7%	1.9%	3.3%	4.5%	0.0%	5.9%	2.8%	-2.2M	-6.9M	-34.6K	1.01	99.36	6,068	6,115	18,798	259,771
2021-01-14	$22.45	$22.00	7.3%	2.1%	3.3%	5.3%	8.6%	6.1%	2.0%	-1.9M	-12.4M	-79.7K	780.00	93.51	13	10,140	24,774	265,865
2021-01-15	$22.43	$22.00	7.0%	2.0%	3.3%	4.8%	8.2%	5.8%	2.3%	-6.7M	-5.7M	-111.5K	16.50	69.18	12	198	24,781	275,838
2021-01-19	$22.45	$22.00	8.9%	2.6%	3.3%	6.8%	8.9%	4.1%	-0.2%	-4.7M	1.7M	-106.0K	861.47	32.48	15	12,922	7,124	107,616
2021-01-20	$22.41	$22.00	8.5%	2.4%	3.3%	6.4%	0.0%	2.5%	0.0%	-6.7M	3.6M	-106.4K	664.40	75.77	30	19,932	7,139	120,407
2021-01-21	$22.37	$22.00	6.9%	2.0%	2.7%	4.3%	0.0%	1.0%	1.3%	-9.7M	7.6M	-143.7K	0.83	15.49	2,466	2,043	7,177	139,315
2021-01-22	$22.37	$22.00	8.0%	2.3%	2.7%	5.7%	0.0%	2.7%	0.4%	-9.7M	7.0M	-153.6K	103.65	17.92	31	3,213	9,878	141,301
2021-01-25	$22.35	$22.00	8.6%	2.5%	2.4%	6.2%	8.5%	2.2%	0.0%	-11.9M	11.1M	-195.2K	0.02	16.19	523	11	9,889	144,371
2021-01-26	$22.35	$22.00	7.0%	2.0%	2.4%	4.1%	7.9%	-0.7%	3.1%	-11.8M	11.7M	-197.9K	5.19	27.76	31	161	10,207	144,382
2021-01-27	$22.24	$22.00	8.3%	2.4%	2.9%	5.7%	9.3%	2.4%	0.9%	-12.3M	18.4M	-227.7K	0.05	30.01	473	23	10,223	144,357
2021-01-28	$22.28	$22.00	8.0%	2.3%	2.8%	5.3%	7.8%	4.7%	0.9%	-14.1M	20.7M	-261.7K	47.45	83.60	78	3,701	10,224	144,354
2021-01-29	$22.21	$22.00	9.6%	2.8%	3.0%	7.4%	9.7%	2.5%	-0.5%	-11.3M	32.1M	-322.3K	1176.50	21.71	2	2,353	10,280	147,861