BKLN Options History — February 2023

In February 2023, BKLN traded between $20.86 and $21.20. ATM implied volatility averaged 16.2%, placing in the 12.2% IV rank vs the trailing year. The 30-day expected move averaged 2.4%. IV traded above realized volatility by 12.2% (HV 20d: 3.9%). Max pain ranged from $21.00 to $21.00. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 8 of 19 days. Put/call ratio averaged 1714.21.

Notable Days

2023-02-09: Highest Volume — 50,069 contracts
2023-02-21: Largest IV spike — 380.1% change
2023-02-07: Highest IV Rank — 46.4%
2023-02-01: Largest Expected Move — 3.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$21.07	$20.86	$21.20	$21.16	$20.95
Max Pain	$21.00	$21.00	$21.00	$21.00	$21.00
ATM IV	16.2%	7.9%	49.5%	10.8%	10.6%
Expected Move	2.4%	1.7%	3.4%	3.4%	1.8%
HV 20d	3.9%	2.9%	4.9%	4.7%	4.9%
HV 60d	6.4%	5.9%	7.1%	7.1%	6.1%
IV Rank	12.2%	3.8%	46.4%	6.9%	5.5%
IV Percentile	40.4%	4.0%	96.4%	19.8%	13.9%
Term Structure	5.9%	-88.5%	85.3%	79.8%	-0.6%
VWIV	17.0%	5.8%	62.5%	9.3%	10.8%
Skew 25d	-13.1%	-97.1%	38.5%	-50.7%	3.8%
Skew 10d	8.0%	-71.3%	70.9%	70.9%	2.3%
Call IV 25d	37.6%	4.8%	118.9%	116.0%	5.5%
Put IV 25d	24.5%	6.4%	96.9%	65.3%	9.3%
Bid-Ask Spread %	87.71	33.06	126.48	120.31	33.06
Gamma HHI	0.47	0.35	0.76	0.49	0.65
Net GEX	-25.2M	-34.1M	-18.7M	-25.7M	-21.8M
Net DEX	91.2M	66.4M	114.4M	91.9M	70.1M
Net VEX	-517.2K	-692.5K	-310.2K	-624.1K	-319.7K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1714.21	0.23	20000.00	106.50	16.30
Total Volume	6,504.211	4	50,069	430	10
Total OI	338,449.579	316,704	353,787	344,504	347,032

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
2023-02-01	$21.16	$21.00	10.8%	3.4%	4.7%	6.9%	9.3%	-50.7%	79.8%	-25.7M	91.9M	-624.1K	106.50	120.31	4	426	1,358	343,146
2023-02-02	$21.16	$21.00	21.2%	2.9%	4.7%	17.4%	8.7%	-3.0%	-3.8%	-27.7M	97.7M	-626.9K	0.64	68.96	61	39	1,362	343,564
2023-02-03	$21.16	$21.00	13.2%	2.6%	4.7%	9.3%	8.8%	-97.1%	6.4%	-24.5M	95.2M	-595.7K	1692.65	122.92	17	28,775	1,359	343,561
2023-02-06	$21.16	$21.00	11.3%	2.8%	3.5%	7.3%	40.6%	0.1%	-2.0%	-25.7M	99.4M	-617.4K	12.75	98.86	4	51	1,375	315,329
2023-02-07	$21.20	$21.00	49.5%	2.3%	3.2%	46.4%	0.0%	-2.0%	-88.5%	-18.7M	77.8M	-516.7K	0.44	95.59	9	4	1,378	318,342
2023-02-08	$21.13	$21.00	10.3%	2.4%	3.3%	6.4%	0.0%	-0.7%	-4.8%	-19.2M	100.0M	-644.8K	0.00	62.27	0	4	1,382	318,339
2023-02-09	$21.12	$21.00	9.9%	2.3%	3.2%	5.9%	0.0%	-45.1%	-4.5%	-24.9M	66.4M	-402.6K	1787.18	85.91	28	50,041	1,382	318,339
2023-02-10	$21.13	$21.00	9.9%	1.9%	2.9%	5.9%	5.8%	-92.7%	-7.2%	-24.3M	87.8M	-503.4K	3.30	59.08	10	33	1,382	318,334
2023-02-13	$21.13	$21.00	10.0%	2.8%	2.9%	6.0%	0.0%	-1.5%	-0.5%	-21.6M	107.0M	-521.3K	20000.00	89.11	1	20,000	1,313	318,334
2023-02-14	$21.19	$21.00	21.8%	1.7%	3.1%	18.0%	7.6%	20.8%	85.3%	-21.5M	73.3M	-408.2K	61.38	119.55	156	9,576	1,314	333,208
2023-02-15	$21.13	$21.00	9.7%	2.8%	3.2%	5.7%	62.5%	3.3%	76.9%	-30.9M	114.4M	-692.5K	2.33	91.34	12	28	10,970	342,773
2023-02-16	$21.13	$21.00	8.4%	1.9%	3.1%	4.3%	0.0%	27.9%	8.7%	-23.1M	87.9M	-566.2K	0.00	126.48	0	69	10,982	342,764
2023-02-17	$21.11	$21.00	7.9%	1.8%	3.1%	3.8%	8.6%	6.0%	7.0%	-33.8M	98.1M	-494.1K	8.50	116.41	34	289	10,982	342,805
2023-02-21	$20.88	$21.00	37.9%	2.1%	4.8%	34.5%	7.5%	-62.8%	-35.8%	-23.0M	94.5M	-518.7K	306.79	110.26	43	13,192	10,873	338,136
2023-02-22	$20.86	$21.00	15.6%	3.2%	4.8%	11.8%	16.6%	-4.1%	-4.0%	-34.1M	114.3M	-558.0K	0.23	116.18	200	46	10,902	337,728
2023-02-23	$20.91	$21.00	13.5%	2.0%	4.9%	9.6%	10.8%	38.5%	1.0%	-29.0M	101.7M	-534.1K	16.30	42.35	10	163	11,082	335,673
2023-02-24	$20.89	$21.00	25.3%	2.1%	4.8%	21.7%	0.0%	9.3%	-1.0%	-28.9M	85.1M	-372.5K	0.00	69.80	0	45	11,082	335,826
2023-02-27	$20.93	$21.00	10.0%	2.0%	4.9%	6.0%	0.0%	0.3%	0.4%	-21.0M	69.5M	-310.2K	0.00	38.01	0	200	11,070	335,761
2023-02-28	$20.95	$21.00	10.6%	1.8%	4.9%	5.5%	0.0%	3.8%	-0.6%	-21.8M	70.1M	-319.7K	0.00	33.06	0	10	11,070	335,962