BKLN Options History — June 2022

In June 2022, BKLN traded between $20.29 and $21.24. ATM implied volatility averaged 16.8%, placing in the 78.2% IV rank vs the trailing year. The 30-day expected move averaged 4.7%. IV traded above realized volatility by 4.7% (HV 20d: 12.1%). Max pain ranged from $22.00 to $22.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 10.57.

Notable Days

2022-06-16: Highest Volume — 384,086 contracts
2022-06-13: Largest IV spike — 43.8% change
2022-06-17: Highest IV Rank — 100.0%
2022-06-17: Largest Expected Move — 6.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$20.78	$20.29	$21.24	$21.15	$20.29
Max Pain	$22.00	$22.00	$22.00	$22.00	$22.00
ATM IV	16.8%	12.6%	21.7%	17.4%	17.8%
Expected Move	4.7%	3.6%	6.2%	5.0%	5.1%
HV 20d	12.1%	7.8%	14.9%	9.1%	13.9%
HV 60d	8.7%	6.9%	10.0%	7.2%	9.9%
IV Rank	78.2%	57.1%	100.0%	86.0%	79.5%
IV Percentile	95.0%	85.7%	100.0%	98.8%	96.4%
Term Structure	1.9%	-3.9%	53.2%	-3.9%	0.7%
VWIV	17.6%	9.9%	38.3%	19.3%	17.9%
Skew 25d	5.0%	1.3%	11.9%	9.8%	4.0%
Skew 10d	4.2%	-17.8%	14.0%	11.6%	0.2%
Call IV 25d	14.1%	8.2%	20.1%	10.9%	12.2%
Put IV 25d	19.1%	14.6%	26.1%	20.7%	16.2%
Bid-Ask Spread %	78.83	35.01	104.75	66.60	85.59
Gamma HHI	0.46	0.40	0.51	0.49	0.50
Net GEX	-112.1M	-151.6M	-80.0M	-102.7M	-151.6M
Net DEX	696.6M	340.9M	1.12B	407.5M	1.12B
Net VEX	-2.5M	-3.5M	-1.4M	-1.7M	-3.2M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	10.57	0.68	83.44	2.29	8.52
Total Volume	65,331.381	14,777	384,086	21,961	53,217
Total OI	1,089,896.095	865,080	1,398,432	865,080	1,398,432

Daily Data (21 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
2022-06-01	$21.15	$22.00	17.4%	5.0%	9.1%	86.0%	19.3%	9.8%	-3.9%	-102.7M	407.5M	-1.7M	2.29	66.60	6,667	15,294	31,754	833,326
2022-06-02	$21.21	$22.00	15.5%	3.9%	9.1%	74.5%	13.5%	2.9%	-1.0%	-91.4M	396.3M	-1.8M	2.18	73.67	6,674	14,565	38,260	833,336
2022-06-03	$21.20	$22.00	16.1%	4.1%	9.0%	77.9%	18.3%	4.2%	53.2%	-92.6M	455.2M	-2.0M	6.55	88.33	6,679	43,745	38,270	833,269
2022-06-06	$21.22	$22.00	16.2%	3.7%	8.8%	78.4%	13.1%	2.2%	0.6%	-104.1M	351.3M	-1.5M	83.44	89.24	175	14,602	38,276	862,568
2022-06-07	$21.24	$22.00	15.6%	3.7%	8.5%	75.2%	13.0%	1.8%	-0.2%	-105.0M	362.5M	-1.6M	1.40	88.23	10,293	14,371	38,277	862,537
2022-06-08	$21.24	$22.00	12.6%	3.6%	8.5%	57.1%	12.8%	1.9%	0.0%	-83.0M	340.9M	-1.4M	1.02	35.01	14,893	15,156	43,393	862,527
2022-06-09	$21.16	$22.00	12.9%	3.7%	7.8%	58.8%	13.0%	6.9%	0.1%	-103.4M	376.4M	-1.4M	0.68	82.01	14,892	10,169	48,114	867,467
2022-06-10	$20.91	$22.00	13.0%	3.7%	8.4%	59.3%	13.3%	6.5%	-0.1%	-112.6M	488.5M	-1.7M	1.37	90.65	14,892	20,398	43,400	862,745
2022-06-13	$20.34	$22.00	18.6%	5.3%	12.6%	93.1%	16.7%	4.4%	0.1%	-103.6M	809.0M	-2.1M	1.50	80.17	14,900	22,400	43,410	871,244
2022-06-14	$20.68	$22.00	17.4%	5.0%	14.1%	85.7%	17.4%	7.0%	-0.3%	-98.4M	655.2M	-2.1M	1.31	81.73	14,792	19,369	43,410	878,087
2022-06-15	$20.80	$22.00	18.2%	5.2%	14.2%	90.6%	19.6%	3.0%	-2.0%	-98.8M	608.9M	-2.0M	3.93	104.75	14,791	58,098	43,416	878,826
2022-06-16	$20.57	$22.00	19.5%	5.6%	14.5%	98.5%	22.2%	4.0%	-1.2%	-80.0M	745.6M	-2.4M	24.28	88.04	15,191	368,895	43,413	882,597
2022-06-17	$20.69	$22.00	21.7%	6.2%	14.7%	100.0%	38.3%	11.9%	-1.8%	-105.2M	880.5M	-3.4M	17.96	100.51	5,224	93,811	43,616	1,208,214
2022-06-21	$20.67	$22.00	17.1%	4.9%	14.7%	75.5%	19.6%	8.9%	-0.2%	-125.0M	851.1M	-3.1M	19.84	89.19	5,234	103,866	43,495	1,220,744
2022-06-22	$20.53	$22.00	16.4%	4.7%	14.9%	71.7%	19.6%	5.1%	0.2%	-122.4M	952.3M	-3.5M	23.37	89.91	5,369	125,482	43,520	1,291,847
2022-06-23	$20.47	$22.00	20.7%	5.9%	14.8%	94.6%	16.3%	3.5%	-2.9%	-133.9M	970.7M	-3.4M	10.60	38.26	5,294	56,096	43,546	1,291,090
2022-06-24	$20.56	$22.00	14.7%	4.2%	14.9%	62.8%	24.3%	6.6%	-0.3%	-129.4M	919.9M	-3.4M	1.17	92.19	41,560	48,808	43,549	1,308,800
2022-06-27	$20.54	$22.00	14.5%	4.2%	14.1%	61.6%	14.4%	5.8%	0.6%	-126.1M	982.1M	-3.4M	2.39	93.44	5,595	13,398	61,819	1,323,154
2022-06-28	$20.50	$22.00	19.3%	5.5%	13.8%	87.3%	9.9%	2.8%	-0.8%	-142.7M	947.6M	-3.2M	4.45	51.95	5,589	24,887	44,128	1,308,654
2022-06-29	$20.43	$22.00	17.0%	4.9%	13.8%	74.9%	17.1%	1.3%	-0.2%	-142.9M	1.01B	-3.2M	3.76	46.04	5,592	21,036	62,127	1,329,161
2022-06-30	$20.29	$22.00	17.8%	5.1%	13.9%	79.5%	17.9%	4.0%	0.7%	-151.6M	1.12B	-3.2M	8.52	85.59	5,592	47,625	62,127	1,336,305