BKLN Options History — May 2021 In May 2021, BKLN traded between $22.12 and $22.22. ATM implied volatility averaged 4.9%, placing in the 6.3% IV rank vs the trailing year. The 30-day expected move averaged 1.4%. IV traded above realized volatility by 2.9% (HV 20d: 2.0%). Max pain ranged from $22.00 to $22.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 17 of 20 days. Put/call ratio averaged 55.25.
Notable Days 2021-05-21 : Highest Volume — 22,104 contracts2021-05-25 : Largest IV drop — 38.1% change2021-05-19 : Highest IV Rank — 17.8%2021-05-19 : Largest Expected Move — 1.9%Monthly Statistics Metric Avg Min Max Open Close Price $22.16 $22.12 $22.22 $22.15 $22.20 Max Pain $22.00 $22.00 $22.00 $22.00 $22.00 ATM IV 4.9% 3.6% 6.5% 4.2% 4.3% Expected Move 1.4% 1.0% 1.9% 1.2% 1.2% HV 20d 2.0% 1.4% 2.3% 2.1% 2.3% HV 60d 2.2% 2.0% 2.2% 2.2% 2.1% IV Rank 6.3% 0.0% 17.8% 0.3% 4.5% IV Percentile 6.6% 0.0% 28.2% 0.4% 2.8% Term Structure 0.8% -1.5% 2.5% 1.9% 1.5% VWIV 5.3% 3.6% 7.4% 6.0% 4.3% Skew 25d 5.9% -2.2% 17.2% -2.2% -1.3% Skew 10d 20.3% 0.4% 37.6% 0.4% 0.6% Call IV 25d 6.0% 5.0% 9.3% 6.4% 6.0% Put IV 25d 11.9% 3.9% 24.1% 4.2% 4.6% Bid-Ask Spread % 51.77 28.49 116.42 29.91 37.59 Gamma HHI 0.63 0.37 0.89 0.81 0.54 Net GEX -11.0M -19.2M -3.8M -11.5M -3.8M Net DEX 12.6M 2.4M 22.0M 14.6M 4.5M Net VEX -166.0K -203.2K -118.2K -163.5K -135.1K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 55.25 0.27 883.16 0.95 4.06 Total Volume 1,377.6 12 22,104 82 86 Total OI 126,616.45 121,406 128,626 128,413 121,862
Daily Data (20 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 2021-05-03 $22.15 $22.00 4.2% 1.2% 2.1% 0.3% 0.0% -2.2% 1.9% -11.5M 14.6M -163.5K 0.95 29.91 42 40 11,612 116,801 2021-05-04 $22.13 $22.00 5.1% 1.5% 2.1% 3.8% 0.0% 1.4% 1.5% -9.8M 17.2M -161.8K 0.27 116.42 91 25 11,653 116,831 2021-05-05 $22.14 $22.00 4.5% 1.3% 2.1% 1.5% 0.0% -1.9% 0.7% -12.2M 16.3M -170.7K 8.50 40.32 10 85 11,744 116,836 2021-05-06 $22.14 $22.00 5.4% 1.5% 2.0% 5.2% 0.0% 13.4% 0.6% -13.1M 16.2M -171.4K 50.00 44.66 1 50 11,754 116,841 2021-05-07 $22.16 $22.00 4.7% 1.5% 2.0% 2.5% 0.0% 13.8% 0.1% -16.1M 15.8M -180.1K 6.43 42.04 14 90 11,754 116,841 2021-05-10 $22.15 $22.00 3.6% 1.5% 2.0% 0.0% 0.0% 12.5% 0.0% -14.0M 15.7M -203.2K 1.00 38.62 10 10 11,754 116,837 2021-05-11 $22.15 $22.00 4.7% 1.3% 2.0% 4.5% 0.0% 7.4% 1.2% -12.9M 13.7M -161.1K 35.00 54.86 50 1,750 11,764 116,842 2021-05-12 $22.12 $22.00 6.0% 1.7% 1.8% 12.0% 6.0% 17.2% 1.1% -19.2M 22.0M -200.1K 12.39 54.25 76 942 11,714 115,805 2021-05-13 $22.14 $22.00 5.5% 1.6% 1.8% 10.4% 0.0% 16.0% 2.3% -13.8M 17.5M -184.1K 5.38 31.13 65 350 11,684 116,027 2021-05-14 $22.18 $22.00 4.2% 1.2% 1.9% 3.4% 0.0% 2.9% 0.8% -17.3M 16.2M -199.6K 7.80 75.52 30 234 11,724 116,237 2021-05-17 $22.19 $22.00 4.6% 1.3% 1.4% 6.3% 0.0% 0.9% 2.2% -13.8M 12.7M -183.0K 0.00 81.70 0 43 11,738 116,247 2021-05-18 $22.20 $22.00 6.0% 1.7% 1.4% 14.4% 5.8% 9.1% -1.5% -10.9M 10.3M -170.6K 5.00 33.69 2 10 11,738 116,284 2021-05-19 $22.14 $22.00 6.5% 1.9% 1.7% 17.8% 7.4% 14.8% 0.4% -13.6M 20.2M -201.8K 12.47 84.00 53 661 11,740 116,294 2021-05-20 $22.21 $22.00 5.1% 1.5% 2.0% 9.5% 5.2% 0.1% -0.3% -11.0M 5.3M -128.8K 2.00 34.27 10 20 11,790 116,816 2021-05-21 $22.22 $22.00 5.4% 1.5% 1.9% 10.7% 6.1% 4.9% 0.0% -9.2M 2.4M -118.2K 883.16 81.23 25 22,079 11,790 116,836 2021-05-24 $22.15 $22.00 5.9% 1.7% 2.2% 13.8% 0.0% 14.0% 0.0% -4.6M 7.9M -153.5K 0.40 57.49 25 10 11,646 109,764 2021-05-25 $22.15 $22.00 3.6% 1.0% 2.2% 0.4% 3.6% -1.5% 2.5% -4.3M 7.6M -153.7K 3.74 36.86 27 101 11,637 109,769 2021-05-26 $22.16 $22.00 4.3% 1.2% 2.2% 4.3% 0.0% -1.8% -0.3% -4.4M 8.1M -140.6K 9.58 28.49 33 316 11,644 109,869 2021-05-27 $22.16 $22.00 3.8% 1.1% 2.2% 1.2% 3.6% -1.8% 0.1% -5.0M 6.8M -138.7K 1.53 32.45 34 52 11,656 110,154 2021-05-28 $22.20 $22.00 4.3% 1.2% 2.3% 4.5% 4.3% -1.3% 1.5% -3.8M 4.5M -135.1K 4.06 37.59 17 69 11,687 110,175
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