BKLN Options History — June 2023

In June 2023, BKLN traded between $20.66 and $21.02. ATM implied volatility averaged 15.1%, placing in the 9.0% IV rank vs the trailing year. The 30-day expected move averaged 2.2%. IV traded above realized volatility by 11.2% (HV 20d: 3.9%). Max pain ranged from $21.00 to $23.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 208.63.

Notable Days

2023-06-15: Highest Volume — 16,457 contracts
2023-06-09: Largest IV spike — 275.2% change
2023-06-14: Highest IV Rank — 44.9%
2023-06-12: Largest Expected Move — 6.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$20.85	$20.66	$21.02	$20.66	$21.02
Max Pain	$22.81	$21.00	$23.00	$21.00	$23.00
ATM IV	15.1%	5.2%	52.9%	9.2%	6.8%
Expected Move	2.2%	1.2%	6.6%	2.2%	1.6%
HV 20d	3.9%	3.4%	4.7%	3.4%	4.1%
HV 60d	4.4%	3.6%	5.9%	5.8%	3.8%
IV Rank	9.0%	0.0%	44.9%	2.9%	1.6%
IV Percentile	27.2%	0.0%	94.0%	7.1%	3.2%
Term Structure	0.7%	-3.0%	6.5%	0.9%	-0.6%
VWIV	8.4%	5.1%	16.4%	7.7%	5.6%
Skew 25d	1.8%	-60.7%	28.5%	5.6%	28.5%
Skew 10d	11.6%	-2.7%	47.5%	24.7%	43.1%
Call IV 25d	15.6%	5.0%	102.6%	5.2%	8.9%
Put IV 25d	17.5%	7.6%	41.8%	10.8%	37.4%
Bid-Ask Spread %	64.19	20.97	116.49	20.97	24.78
Gamma HHI	0.52	0.31	0.87	0.31	0.71
Net GEX	-7.7M	-15.3M	-2.6M	-13.4M	-4.5M
Net DEX	36.6M	26.1M	54.8M	54.8M	31.3M
Net VEX	-128.8K	-167.9K	-72.6K	-123.2K	-113.8K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	208.63	0.61	2350.00	8.46	6.00
Total Volume	1,016.476	0	16,457	246	35
Total OI	129,191.19	56,706	183,762	183,390	56,735

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
2023-06-01	$20.66	$21.00	9.2%	2.2%	3.4%	2.9%	7.7%	5.6%	0.9%	-13.4M	54.8M	-123.2K	8.46	20.97	26	220	882	182,508
2023-06-02	$20.77	$21.00	7.4%	1.2%	3.8%	1.2%	0.0%	3.8%	0.3%	-10.8M	46.1M	-167.9K	2.88	23.71	26	75	908	182,605
2023-06-05	$20.76	$23.00	22.7%	2.4%	3.8%	15.8%	0.0%	-60.7%	6.5%	-10.3M	44.1M	-148.6K	0.00	78.09	0	56	870	182,644
2023-06-06	$20.80	$23.00	7.3%	2.4%	3.9%	1.0%	8.6%	4.0%	-1.9%	-10.0M	45.2M	-155.3K	11.00	52.21	1	11	870	182,699
2023-06-07	$20.80	$23.00	7.3%	2.1%	3.8%	1.1%	12.2%	2.9%	-0.9%	-10.5M	43.4M	-125.9K	5.50	59.65	2	11	870	182,691
2023-06-08	$20.84	$23.00	8.3%	2.0%	3.9%	2.0%	0.0%	6.9%	0.2%	-8.9M	39.5M	-134.3K	0.00	49.56	0	0	872	182,700
2023-06-09	$20.84	$23.00	31.0%	2.3%	3.8%	23.9%	11.2%	-0.9%	-3.0%	-10.0M	39.6M	-144.5K	14.42	116.49	26	375	872	182,700
2023-06-12	$20.88	$23.00	41.3%	6.6%	3.9%	33.7%	16.4%	-0.9%	4.3%	-9.0M	38.0M	-136.5K	1.00	67.13	35	35	571	182,682
2023-06-13	$20.94	$23.00	27.6%	4.3%	3.9%	20.5%	0.0%	5.2%	5.0%	-11.2M	37.0M	-122.7K	0.00	91.41	0	55	606	182,713
2023-06-14	$20.94	$23.00	52.9%	2.0%	3.8%	44.9%	0.0%	2.4%	2.2%	-11.8M	37.1M	-131.1K	0.00	105.17	0	24	606	182,708
2023-06-15	$20.95	$23.00	33.6%	1.9%	3.8%	26.3%	6.2%	2.3%	1.9%	-15.3M	38.4M	-142.7K	2350.00	102.02	7	16,450	601	182,722
2023-06-16	$20.98	$23.00	5.2%	1.5%	3.7%	0.0%	5.1%	24.1%	0.1%	-2.6M	26.1M	-136.4K	676.80	54.22	5	3,384	601	183,161
2023-06-20	$20.82	$23.00	7.4%	1.5%	4.7%	2.1%	5.6%	2.4%	1.1%	-4.2M	31.6M	-127.6K	39.60	76.23	5	198	298	56,495
2023-06-21	$20.80	$23.00	7.9%	2.3%	4.3%	2.6%	7.4%	-0.4%	-0.5%	-4.2M	31.2M	-121.0K	0.75	53.62	12	9	303	56,556
2023-06-22	$20.81	$23.00	7.0%	2.0%	4.0%	1.7%	0.0%	0.2%	-0.1%	-4.0M	30.8M	-122.7K	2.87	81.21	15	43	315	56,565
2023-06-23	$20.80	$23.00	6.2%	1.6%	4.0%	1.0%	0.0%	1.5%	-0.2%	-4.1M	31.3M	-124.4K	0.00	69.14	0	52	330	56,592
2023-06-26	$20.80	$23.00	6.7%	1.7%	3.9%	1.5%	0.0%	0.8%	1.1%	-4.1M	32.2M	-114.9K	0.00	28.08	0	6	296	56,577
2023-06-27	$20.84	$23.00	7.5%	1.7%	3.8%	2.2%	0.0%	3.1%	1.3%	-5.0M	31.6M	-72.6K	0.61	64.38	18	11	296	56,582
2023-06-28	$20.91	$23.00	7.8%	1.8%	4.0%	2.5%	0.0%	6.7%	-1.4%	-5.2M	32.7M	-108.5K	8.67	101.44	3	26	314	56,393
2023-06-29	$20.98	$23.00	6.1%	1.8%	4.1%	0.9%	6.2%	1.5%	-1.5%	-3.5M	27.6M	-131.1K	0.89	28.48	47	42	317	56,389
2023-06-30	$21.02	$23.00	6.8%	1.6%	4.1%	1.6%	5.6%	28.5%	-0.6%	-4.5M	31.3M	-113.8K	6.00	24.78	5	30	359	56,376