BKLN Options History — June 2021

In June 2021, BKLN traded between $22.14 and $22.27. ATM implied volatility averaged 4.7%, placing in the 7.5% IV rank vs the trailing year. The 30-day expected move averaged 1.3%. IV traded above realized volatility by 2.7% (HV 20d: 2.0%). Max pain ranged from $22.00 to $22.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 12 of 22 days. Put/call ratio averaged 241.81.

Notable Days

  • 2021-06-23: Highest Volume — 47,832 contracts
  • 2021-06-18: Largest IV spike — 68.6% change
  • 2021-06-08: Highest IV Rank — 19.9%
  • 2021-06-18: Largest Expected Move — 1.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$22.21$22.14$22.27$22.18$22.15
Max Pain$22.00$22.00$22.00$22.00$22.00
ATM IV4.7%3.4%6.8%3.4%4.5%
Expected Move1.3%1.0%1.8%1.0%1.3%
HV 20d2.0%1.0%2.4%2.3%1.0%
HV 60d2.0%1.9%2.1%2.1%1.9%
IV Rank7.5%0.0%19.9%0.0%6.2%
IV Percentile8.7%0.0%35.3%0.0%7.5%
Term Structure0.3%-1.8%3.4%0.8%-0.1%
VWIV4.9%3.9%6.3%4.4%4.4%
Skew 25d1.9%-3.6%12.8%-3.6%-2.2%
Skew 10d23.9%0.2%41.1%20.8%0.3%
Call IV 25d5.8%4.3%8.0%7.9%6.9%
Put IV 25d7.7%3.8%17.9%4.3%4.6%
Bid-Ask Spread %55.6631.37110.6433.7147.13
Gamma HHI0.740.430.960.430.96
Net GEX-10.4M-15.4M-4.3M-4.5M-12.5M
Net DEX14.8M1.6M23.6M5.9M17.5M
Net VEX-187.0K-225.4K-121.5K-139.0K-173.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio241.810.003717.0010.001.65
Total Volume4,423.773447,83211373
Total OI138,386.455121,799145,495121,806145,495

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-06-01$22.18$22.003.4%1.0%2.3%0.0%0.0%-3.6%0.8%-4.5M5.9M-139.0K10.0033.7111011,608110,198
2021-06-02$22.23$22.004.8%1.4%2.4%7.9%0.0%-2.4%-0.2%-4.7M4.4M-149.0K0.0031.374011,609110,193
2021-06-03$22.22$22.005.0%1.4%2.4%9.3%0.0%4.2%2.1%-5.1M1.9M-125.3K1.6750.0461011,606110,193
2021-06-04$22.23$22.004.3%1.5%2.4%4.9%0.0%8.3%1.9%-4.3M1.6M-121.5K131.27110.6413918,24611,611110,198
2021-06-07$22.26$22.005.5%1.3%2.4%12.2%0.0%2.6%1.0%-10.3M15.1M-199.4K0.1546.2720311,644126,916
2021-06-08$22.26$22.006.8%1.6%2.4%19.9%0.0%0.5%0.3%-11.0M14.2M-213.0K0.7355.66151111,644126,914
2021-06-09$22.27$22.004.7%1.3%2.4%7.5%4.4%9.1%3.4%-10.6M17.8M-225.4K1.3091.9012516211,664126,914
2021-06-10$22.27$22.004.1%1.2%2.3%4.2%0.0%-1.1%0.8%-10.7M12.4M-203.5K0.7943.61282211,694126,868
2021-06-11$22.26$22.004.2%1.2%2.3%4.8%5.1%0.8%-1.8%-12.7M14.5M-203.1K1.1063.65303311,717126,890
2021-06-14$22.26$22.004.4%1.3%2.3%6.0%0.0%12.8%-1.1%-12.9M16.3M-204.5K5.7359.192212611,772126,939
2021-06-15$22.26$22.005.2%1.5%2.3%10.8%0.0%1.0%-1.1%-13.7M12.9M-185.1K1079.0070.4922,15811,792126,935
2021-06-16$22.24$22.004.1%1.2%2.3%4.1%0.0%3.3%0.5%-15.4M18.9M-207.6K0.0076.9623011,790130,940
2021-06-17$22.22$22.003.7%1.1%2.1%1.6%0.0%0.6%-0.6%-13.4M17.5M-201.7K0.0054.2830011,791128,940
2021-06-18$22.20$22.006.2%1.8%1.8%17.0%6.3%5.3%-0.8%-12.0M17.0M-187.9K3717.0067.74726,01911,801128,940
2021-06-21$22.18$22.005.3%1.5%1.8%11.1%4.7%10.6%0.2%-10.7M20.6M-202.5K2.6751.16369611,418133,669
2021-06-22$22.15$22.005.4%1.6%1.5%12.1%6.0%0.7%1.0%-9.5M23.6M-215.8K0.0059.42011211,442133,765
2021-06-23$22.14$22.004.6%1.3%1.5%7.2%4.5%-1.8%-0.5%-11.9M18.8M-183.9K117.1046.8140547,42711,441133,823
2021-06-24$22.14$22.004.4%1.3%1.5%6.1%5.1%-1.3%-0.8%-9.5M21.9M-201.6K5.0043.0121011,503133,900
2021-06-25$22.15$22.003.9%1.1%1.5%2.7%3.9%-2.0%0.9%-10.3M19.1M-197.0K0.9647.17747111,503133,915
2021-06-28$22.16$22.004.2%1.2%1.4%4.4%0.0%-1.9%1.3%-11.9M17.3M-192.3K0.6234.9316510311,527133,915
2021-06-29$22.16$22.004.3%1.2%1.3%5.1%4.4%-1.8%-1.0%-11.8M17.0M-181.3K1.2239.3454065711,470133,995
2021-06-30$22.15$22.004.5%1.3%1.0%6.2%4.4%-2.2%-0.1%-12.5M17.5M-173.2K1.6547.1314123211,480134,015