BKLN Options History — March 2022

In March 2022, BKLN traded between $21.30 and $21.80. ATM implied volatility averaged 11.9%, placing in the 65.6% IV rank vs the trailing year. The 30-day expected move averaged 3.2%. IV traded above realized volatility by 6.6% (HV 20d: 5.4%). Max pain ranged from $20.00 to $23.00. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 7 of 23 days. Put/call ratio averaged 12.69.

Notable Days

2022-03-07: Highest Volume — 136,463 contracts
2022-03-08: Largest IV spike — 190.5% change
2022-03-02: Highest IV Rank — 100.0%
2022-03-08: Largest Expected Move — 6.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$21.61	$21.30	$21.80	$21.73	$21.76
Max Pain	$21.55	$20.00	$23.00	$22.00	$21.00
ATM IV	11.9%	5.3%	18.1%	6.0%	11.0%
Expected Move	3.2%	1.5%	6.6%	1.7%	2.5%
HV 20d	5.4%	2.9%	7.1%	3.1%	7.1%
HV 60d	3.7%	2.5%	4.6%	2.5%	4.6%
IV Rank	65.6%	29.3%	100.0%	40.8%	53.0%
IV Percentile	93.3%	51.2%	100.0%	74.6%	94.0%
Term Structure	-1.0%	-5.7%	3.1%	3.0%	-3.1%
VWIV	14.7%	7.6%	21.7%	7.6%	8.6%
Skew 25d	13.1%	3.6%	71.3%	9.7%	5.0%
Skew 10d	27.0%	5.5%	95.6%	8.2%	17.6%
Call IV 25d	10.6%	4.9%	13.7%	4.9%	12.4%
Put IV 25d	23.7%	10.7%	82.6%	14.6%	17.4%
Bid-Ask Spread %	86.14	36.54	112.01	95.53	100.98
Gamma HHI	0.43	0.34	0.74	0.74	0.48
Net GEX	-91.2M	-108.8M	-51.9M	-51.9M	-92.9M
Net DEX	472.0M	281.8M	646.5M	312.2M	401.4M
Net VEX	-1.2M	-1.8M	-358.4K	-358.4K	-1.0M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	12.69	1.10	241.44	241.44	1.55
Total Volume	73,239.304	32,730	136,463	32,730	58,076
Total OI	676,818.13	504,543	769,696	504,543	695,044

Daily Data (23 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
2022-03-01	$21.73	$22.00	6.0%	1.7%	3.1%	40.8%	7.6%	9.7%	3.0%	-51.9M	312.2M	-358.4K	241.44	95.53	135	32,595	2,012	502,531
2022-03-02	$21.77	$22.00	10.7%	3.1%	3.1%	100.0%	11.1%	3.6%	0.6%	-78.3M	281.8M	-594.1K	2.80	55.58	22,628	63,408	2,031	529,830
2022-03-03	$21.75	$22.00	9.5%	2.7%	2.9%	84.3%	12.6%	35.8%	2.4%	-73.9M	368.3M	-863.5K	3.26	110.22	22,637	73,719	24,533	546,015
2022-03-04	$21.70	$22.00	5.3%	1.5%	2.9%	29.3%	20.5%	33.0%	0.2%	-75.3M	366.5M	-653.7K	3.28	47.40	22,641	74,279	24,526	558,777
2022-03-07	$21.56	$22.00	5.9%	1.7%	3.4%	37.8%	21.7%	10.1%	-0.5%	-86.8M	444.8M	-1.2M	5.03	55.99	22,627	113,836	24,515	591,626
2022-03-08	$21.50	$22.00	17.2%	6.6%	3.4%	100.0%	9.3%	9.5%	-5.7%	-81.6M	499.4M	-1.3M	4.89	106.74	22,630	110,655	24,515	630,015
2022-03-09	$21.60	$22.00	7.9%	2.9%	3.9%	34.7%	14.7%	7.5%	-0.9%	-105.5M	488.1M	-1.3M	2.80	102.62	22,877	63,959	24,519	673,493
2022-03-10	$21.47	$22.00	18.1%	4.9%	4.3%	100.0%	14.1%	6.9%	-3.8%	-90.0M	591.0M	-1.8M	2.07	36.54	22,866	47,379	24,767	682,927
2022-03-11	$21.30	$22.00	14.9%	5.6%	4.9%	78.4%	20.5%	9.5%	-2.8%	-99.4M	646.5M	-1.6M	2.29	79.03	22,875	52,477	24,811	692,818
2022-03-14	$21.32	$23.00	14.9%	3.2%	4.9%	78.8%	12.5%	20.6%	-3.5%	-102.9M	632.4M	-1.5M	1.52	80.24	22,883	34,768	24,821	699,756
2022-03-15	$21.30	$23.00	15.6%	3.1%	4.9%	83.3%	9.9%	7.1%	-2.4%	-107.8M	623.0M	-1.3M	3.29	63.29	22,753	74,897	24,830	707,368
2022-03-16	$21.54	$23.00	12.9%	3.3%	6.6%	65.2%	18.6%	5.8%	1.4%	-73.8M	501.7M	-742.7K	3.24	102.09	22,794	73,963	24,866	705,427
2022-03-17	$21.63	$0.00	14.6%	3.2%	6.8%	76.8%	17.2%	6.1%	-2.3%	-108.8M	563.1M	-1.5M	2.13	106.69	22,892	48,650	24,828	744,868
2022-03-18	$21.68	$20.00	13.0%	3.6%	6.9%	65.9%	20.4%	6.2%	0.3%	-106.7M	536.1M	-1.4M	1.51	95.34	23,085	34,853	24,736	737,518
2022-03-21	$21.67	$20.00	12.7%	3.4%	6.8%	64.1%	20.0%	8.9%	-0.5%	-92.8M	500.5M	-1.6M	1.48	93.15	23,078	34,222	24,450	676,781
2022-03-22	$21.69	$20.00	13.7%	3.6%	6.8%	70.4%	18.0%	8.0%	-1.4%	-94.0M	485.5M	-1.5M	1.73	112.01	23,089	39,977	24,305	677,465
2022-03-23	$21.64	$21.00	12.0%	2.8%	6.8%	59.6%	13.8%	6.3%	-1.4%	-98.9M	452.2M	-1.1M	1.41	103.09	22,731	31,975	24,316	668,834
2022-03-24	$21.61	$21.00	11.7%	2.7%	6.8%	57.5%	19.2%	6.6%	-0.7%	-93.1M	453.1M	-1.1M	1.13	98.62	22,720	25,639	24,311	669,486
2022-03-25	$21.61	$21.00	10.8%	2.8%	6.7%	51.3%	11.9%	11.2%	3.1%	-90.7M	483.1M	-1.4M	1.11	97.15	22,720	25,332	24,323	669,772
2022-03-28	$21.70	$21.00	12.7%	3.1%	6.9%	64.2%	14.1%	5.7%	-2.4%	-95.3M	423.7M	-1.1M	1.10	83.47	22,720	24,939	24,323	670,009
2022-03-29	$21.80	$21.00	11.3%	2.8%	7.1%	54.9%	9.8%	71.3%	-1.8%	-98.7M	397.2M	-1.1M	1.10	90.77	22,793	24,994	24,323	670,480
2022-03-30	$21.77	$21.00	11.9%	2.5%	7.1%	58.7%	11.4%	6.7%	-0.9%	-97.3M	405.3M	-1.1M	1.80	64.79	22,735	41,003	24,407	670,909
2022-03-31	$21.76	$21.00	11.0%	2.5%	7.1%	53.0%	8.6%	5.0%	-3.1%	-92.9M	401.4M	-1.0M	1.55	100.98	22,736	35,340	24,435	670,609