BKLN Options History — April 2023

In April 2023, BKLN traded between $20.80 and $21.02. ATM implied volatility averaged 27.7%, placing in the 22.5% IV rank vs the trailing year. The 30-day expected move averaged 3.0%. IV traded above realized volatility by 21.8% (HV 20d: 5.9%). Max pain ranged from $21.00 to $22.00. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 13 of 19 days. Put/call ratio averaged 209.72.

Notable Days

2023-04-10: Highest Volume — 42,124 contracts
2023-04-06: Largest IV spike — 571.8% change
2023-04-14: Highest IV Rank — 62.6%
2023-04-14: Largest Expected Move — 9.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$20.91	$20.80	$21.02	$20.82	$20.88
Max Pain	$21.84	$21.00	$22.00	$21.00	$22.00
ATM IV	27.7%	6.8%	66.2%	11.6%	38.8%
Expected Move	3.0%	1.5%	9.6%	3.0%	1.5%
HV 20d	5.9%	3.6%	8.9%	8.9%	3.6%
HV 60d	6.1%	6.0%	6.5%	6.5%	6.1%
IV Rank	22.5%	0.6%	62.6%	5.6%	34.0%
IV Percentile	59.6%	0.4%	99.2%	20.6%	90.5%
Term Structure	4.0%	-32.0%	73.1%	0.3%	3.2%
VWIV	10.8%	8.0%	13.8%	10.4%	13.8%
Skew 25d	10.0%	1.3%	33.1%	5.5%	2.1%
Skew 10d	16.4%	-0.4%	46.1%	5.9%	21.3%
Call IV 25d	14.9%	5.5%	108.6%	7.8%	13.4%
Put IV 25d	25.0%	9.0%	110.3%	13.3%	15.5%
Bid-Ask Spread %	85.05	31.71	131.59	95.78	80.68
Gamma HHI	0.55	0.32	0.87	0.38	0.32
Net GEX	-33.1M	-89.1M	-13.0M	-27.7M	-13.2M
Net DEX	93.3M	54.7M	123.1M	115.5M	80.0M
Net VEX	-368.2K	-504.7K	-230.3K	-504.7K	-368.4K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	209.72	0.65	1327.30	1.71	87.36
Total Volume	4,134.158	4	42,124	879	5,125
Total OI	285,754	167,968	356,239	314,652	168,125

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
2023-04-03	$20.82	$21.00	11.6%	3.0%	8.9%	5.6%	10.4%	5.5%	0.3%	-27.7M	115.5M	-504.7K	1.71	95.78	324	555	10,746	303,906
2023-04-04	$20.84	$21.00	22.7%	2.6%	8.9%	17.2%	12.3%	5.0%	0.9%	-27.5M	111.4M	-491.8K	119.16	32.48	19	2,264	11,066	304,408
2023-04-05	$20.86	$21.00	9.8%	2.0%	8.9%	3.8%	0.0%	4.4%	-0.5%	-27.5M	101.3M	-419.2K	0.00	31.71	0	8	11,071	305,375
2023-04-06	$20.84	$22.00	65.8%	3.2%	8.9%	62.2%	0.0%	1.7%	-11.0%	-25.8M	96.1M	-399.1K	636.00	114.87	1	636	11,071	305,377
2023-04-10	$20.91	$22.00	28.5%	2.8%	8.9%	23.3%	9.9%	1.4%	1.6%	-23.7M	93.5M	-368.0K	0.00	119.76	0	42,124	11,054	305,428
2023-04-11	$20.95	$22.00	10.1%	2.8%	7.3%	4.1%	0.0%	6.3%	4.7%	-43.7M	123.1M	-412.3K	0.00	47.92	0	4	11,054	334,770
2023-04-12	$20.95	$22.00	26.2%	3.2%	6.9%	20.8%	0.0%	1.5%	-7.9%	-31.1M	120.4M	-466.9K	3.91	82.09	11	43	11,054	318,773
2023-04-13	$21.01	$22.00	20.4%	3.0%	5.7%	14.8%	0.0%	1.5%	-1.8%	-30.1M	86.1M	-364.3K	31.00	110.71	1	31	11,065	318,791
2023-04-14	$20.96	$22.00	66.2%	9.6%	5.6%	62.6%	0.0%	22.4%	-32.0%	-20.3M	70.7M	-241.8K	0.00	118.98	0	19	11,064	318,796
2023-04-17	$20.99	$22.00	7.4%	2.1%	5.3%	1.3%	0.0%	24.7%	-0.1%	-69.8M	114.1M	-396.9K	2.00	54.16	15	30	11,001	318,388
2023-04-18	$21.01	$22.00	8.0%	2.1%	4.7%	1.9%	10.2%	1.9%	2.4%	-39.0M	74.2M	-330.1K	0.00	87.62	0	42	11,006	318,418
2023-04-19	$21.02	$22.00	6.8%	1.9%	4.0%	0.6%	0.0%	8.8%	2.4%	-36.9M	93.3M	-370.9K	3.50	131.59	60	210	11,006	318,438
2023-04-20	$20.96	$22.00	21.4%	2.9%	4.2%	15.9%	0.0%	33.1%	2.3%	-64.6M	100.1M	-267.0K	1327.30	110.14	20	26,546	11,061	318,638
2023-04-21	$20.99	$22.00	29.3%	2.2%	3.8%	24.1%	8.0%	30.8%	0.1%	-89.1M	120.0M	-413.5K	0.00	118.89	0	105	11,061	345,178
2023-04-24	$20.88	$22.00	8.0%	1.7%	4.2%	1.8%	0.0%	1.3%	0.3%	-13.0M	54.7M	-236.5K	0.00	60.25	0	21	456	167,512
2023-04-25	$20.80	$22.00	48.6%	5.4%	4.3%	44.3%	0.0%	19.1%	36.3%	-13.4M	84.3M	-397.0K	94.33	91.78	3	283	456	167,517
2023-04-26	$20.81	$22.00	53.2%	2.4%	4.3%	49.1%	0.0%	6.2%	73.1%	-14.6M	71.4M	-316.2K	0.65	83.50	17	11	457	167,635
2023-04-27	$20.88	$22.00	44.0%	2.0%	4.0%	39.5%	0.0%	12.8%	1.1%	-18.0M	61.7M	-230.3K	0.00	43.10	0	21	474	167,630
2023-04-28	$20.88	$22.00	38.8%	1.5%	3.6%	34.0%	13.8%	2.1%	3.2%	-13.2M	80.0M	-368.4K	87.36	80.68	58	5,067	474	167,651