BKLN Options History — February 2021

In February 2021, BKLN traded between $22.21 and $22.40. ATM implied volatility averaged 8.1%, placing in the 5.3% IV rank vs the trailing year. The 30-day expected move averaged 2.3%. IV traded above realized volatility by 4.9% (HV 20d: 3.2%). Max pain ranged from $22.00 to $23.00. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 6 of 19 days. Put/call ratio averaged 55.63.

Notable Days

2021-02-12: Highest Volume — 10,029 contracts
2021-02-16: Largest IV spike — 38.4% change
2021-02-17: Highest IV Rank — 7.5%
2021-02-17: Largest Expected Move — 2.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$22.33	$22.21	$22.40	$22.29	$22.22
Max Pain	$22.84	$22.00	$23.00	$22.00	$23.00
ATM IV	8.1%	5.7%	10.0%	9.6%	7.4%
Expected Move	2.3%	1.6%	2.9%	2.8%	2.1%
HV 20d	3.2%	3.1%	3.5%	3.2%	3.1%
HV 60d	3.3%	3.0%	4.1%	4.1%	3.2%
IV Rank	5.3%	2.4%	7.5%	7.4%	4.2%
IV Percentile	37.8%	6.3%	57.5%	54.0%	26.2%
Term Structure	-0.9%	-5.5%	1.6%	-0.4%	0.4%
VWIV	8.1%	4.7%	9.7%	9.4%	8.5%
Skew 25d	5.3%	1.8%	21.8%	5.2%	15.9%
Skew 10d	21.4%	2.7%	53.7%	38.4%	45.5%
Call IV 25d	6.4%	4.9%	8.9%	8.9%	6.4%
Put IV 25d	11.7%	7.5%	29.3%	14.1%	22.2%
Bid-Ask Spread %	64.26	13.53	99.12	38.59	53.45
Gamma HHI	0.51	0.43	0.62	0.46	0.51
Net GEX	-10.1M	-13.2M	-7.1M	-13.2M	-7.2M
Net DEX	9.9M	430.2K	18.4M	18.4M	9.1M
Net VEX	-196.3K	-272.1K	-137.5K	-211.0K	-190.6K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	55.63	0.00	572.00	1.50	3.36
Total Volume	1,002.211	3	10,029	45	61
Total OI	160,407.526	149,596	171,361	160,199	155,640

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
2021-02-01	$22.29	$22.00	9.6%	2.8%	3.2%	7.4%	0.0%	5.2%	-0.4%	-13.2M	18.4M	-211.0K	1.50	38.59	18	27	10,282	149,917
2021-02-02	$22.31	$22.00	8.1%	2.3%	3.2%	5.5%	9.4%	3.0%	0.3%	-8.5M	13.5M	-184.4K	9.57	21.15	30	287	10,283	149,932
2021-02-03	$22.34	$22.00	8.4%	2.4%	3.2%	5.9%	0.0%	2.3%	1.6%	-11.9M	14.5M	-204.9K	4.78	23.71	46	220	10,315	150,121
2021-02-04	$22.40	$23.00	7.6%	2.4%	3.3%	4.9%	0.0%	3.8%	-0.5%	-11.3M	10.3M	-175.4K	2.13	79.24	180	384	10,359	150,284
2021-02-05	$22.38	$23.00	6.6%	2.4%	3.2%	3.6%	0.0%	3.7%	-0.1%	-10.9M	10.2M	-198.9K	1.68	75.43	25	42	10,539	150,533
2021-02-08	$22.38	$23.00	9.2%	2.3%	3.2%	6.8%	0.0%	2.4%	-1.2%	-11.1M	9.5M	-161.6K	0.50	69.54	20	10	10,554	150,533
2021-02-09	$22.36	$23.00	8.1%	1.7%	3.2%	5.5%	4.7%	3.2%	0.1%	-12.1M	9.7M	-168.4K	0.00	85.02	3	0	10,569	150,543
2021-02-10	$22.37	$23.00	6.0%	1.7%	3.1%	2.9%	0.0%	2.4%	0.2%	-13.2M	13.4M	-211.2K	0.09	81.63	57	5	10,572	150,485
2021-02-11	$22.34	$23.00	5.7%	1.6%	3.1%	2.4%	6.6%	2.6%	-0.1%	-12.0M	10.8M	-137.5K	2.86	87.60	7	20	10,629	150,490
2021-02-12	$22.38	$23.00	6.3%	1.8%	3.2%	3.2%	0.0%	4.4%	-0.5%	-11.3M	7.9M	-152.3K	1.00	76.81	5,009	5,020	10,633	150,490
2021-02-16	$22.39	$23.00	8.6%	2.5%	3.2%	5.8%	0.0%	2.5%	-3.9%	-9.0M	2.8M	-173.2K	18.33	96.68	3	55	15,637	155,510
2021-02-17	$22.39	$23.00	10.0%	2.9%	3.1%	7.5%	9.7%	4.9%	-5.5%	-9.0M	430.2K	-162.8K	572.00	96.73	1	572	15,640	155,565
2021-02-18	$22.36	$23.00	7.7%	2.2%	3.1%	4.6%	7.8%	2.4%	-2.6%	-9.5M	3.4M	-177.0K	36.63	91.90	8	293	15,641	155,674
2021-02-19	$22.38	$23.00	8.7%	2.5%	3.1%	5.8%	0.0%	3.3%	-3.6%	-9.1M	3.8M	-230.3K	1.74	99.12	27	47	15,646	155,715
2021-02-22	$22.27	$23.00	8.8%	2.5%	3.5%	5.9%	8.7%	1.8%	0.1%	-8.2M	14.6M	-269.4K	1.79	13.53	120	215	15,336	134,260
2021-02-23	$22.28	$23.00	8.9%	2.6%	3.5%	6.1%	0.0%	3.2%	-0.5%	-9.4M	14.7M	-272.1K	0.00	23.33	32	0	15,450	134,330
2021-02-24	$22.27	$23.00	9.1%	2.6%	3.5%	6.4%	0.0%	11.8%	-0.6%	-8.1M	9.9M	-233.2K	35.50	17.63	10	355	15,463	134,330
2021-02-25	$22.21	$23.00	9.6%	2.7%	3.2%	6.9%	9.6%	21.8%	-0.5%	-7.1M	11.2M	-216.0K	363.56	89.89	16	5,817	15,473	134,370
2021-02-26	$22.22	$23.00	7.4%	2.1%	3.1%	4.2%	8.5%	15.9%	0.4%	-7.2M	9.1M	-190.6K	3.36	53.45	14	47	15,484	140,156