BKLN Options History — July 2023

In July 2023, BKLN traded between $20.95 and $21.16. ATM implied volatility averaged 7.2%, placing in the 2.1% IV rank vs the trailing year. The 30-day expected move averaged 1.8%. IV traded above realized volatility by 3.5% (HV 20d: 3.7%). Max pain ranged from $21.00 to $23.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 9 of 20 days. Put/call ratio averaged 41.56.

Notable Days

2023-07-26: Highest Volume — 24,237 contracts
2023-07-21: Largest IV spike — 133.5% change
2023-07-21: Highest IV Rank — 7.6%
2023-07-03: Largest Expected Move — 2.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$21.06	$20.95	$21.16	$21.06	$21.01
Max Pain	$21.20	$21.00	$23.00	$23.00	$21.00
ATM IV	7.2%	4.8%	12.8%	7.8%	7.0%
Expected Move	1.8%	1.4%	2.1%	2.1%	1.9%
HV 20d	3.7%	2.8%	4.0%	3.7%	3.4%
HV 60d	3.7%	3.5%	3.8%	3.8%	3.7%
IV Rank	2.1%	0.0%	7.6%	2.5%	2.1%
IV Percentile	7.5%	0.0%	40.9%	7.1%	9.1%
Term Structure	-0.1%	-8.3%	7.6%	-0.4%	-1.1%
VWIV	5.6%	4.2%	7.1%	7.1%	4.2%
Skew 25d	4.6%	-10.6%	20.0%	-10.6%	2.6%
Skew 10d	12.3%	-10.5%	39.4%	-10.5%	16.6%
Call IV 25d	8.8%	5.0%	20.1%	20.1%	6.8%
Put IV 25d	13.4%	7.2%	27.6%	9.4%	9.4%
Bid-Ask Spread %	66.42	18.76	99.98	79.28	18.76
Gamma HHI	0.69	0.38	0.93	0.58	0.38
Net GEX	-6.0M	-12.5M	-2.3M	-4.9M	-4.5M
Net DEX	27.3M	12.8M	40.5M	28.9M	40.5M
Net VEX	-91.2K	-228.9K	-8.5K	-105.2K	-228.9K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	41.56	0.26	174.00	2.20	3.47
Total Volume	1,396.35	2	24,237	65	143
Total OI	56,095.65	38,797	63,924	56,649	63,757

Daily Data (20 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
2023-07-03	$21.06	$23.00	7.8%	2.1%	3.7%	2.5%	0.0%	-10.6%	-0.4%	-4.9M	28.9M	-105.2K	0.00	79.28	0	65	319	56,330
2023-07-05	$21.06	$23.00	6.8%	1.8%	3.7%	1.5%	0.0%	16.5%	3.4%	-5.2M	30.2M	-108.8K	2.20	95.97	40	88	319	56,360
2023-07-06	$21.01	$21.00	7.4%	2.0%	3.9%	2.1%	7.1%	-1.8%	-0.3%	-7.0M	28.9M	-66.6K	3.27	82.24	75	245	359	56,452
2023-07-07	$21.02	$21.00	6.3%	1.7%	3.8%	1.0%	0.0%	-3.0%	-0.4%	-6.5M	28.9M	-80.5K	1.54	82.98	13	20	424	57,809
2023-07-10	$21.04	$21.00	6.6%	2.0%	3.8%	1.3%	0.0%	1.6%	0.4%	-5.5M	31.6M	-119.8K	0.00	72.53	0	2	431	57,808
2023-07-11	$21.07	$21.00	7.2%	1.8%	3.8%	1.9%	0.0%	-1.1%	-0.7%	-6.3M	31.2M	-111.2K	4.00	99.98	3	12	431	57,810
2023-07-12	$21.16	$21.00	5.3%	1.5%	4.0%	0.2%	0.0%	2.4%	-0.1%	-3.3M	13.6M	-10.8K	0.00	90.56	0	249	431	57,817
2023-07-13	$21.16	$21.00	11.1%	1.7%	3.9%	5.6%	0.0%	4.5%	-8.3%	-7.5M	26.6M	-80.9K	0.26	98.65	84	22	431	57,888
2023-07-14	$21.16	$21.00	10.9%	1.8%	3.9%	5.4%	0.0%	0.4%	-5.6%	-5.0M	29.9M	-110.8K	0.64	94.03	85	54	515	57,900
2023-07-17	$21.13	$21.00	6.3%	1.8%	4.0%	1.0%	6.2%	15.8%	-1.6%	-3.7M	12.8M	-8.5K	0.83	33.38	12	10	415	57,877
2023-07-18	$21.13	$21.00	5.7%	1.7%	4.0%	0.5%	0.0%	14.5%	-1.2%	-12.5M	22.5M	-45.0K	0.00	37.95	0	47	425	57,887
2023-07-19	$21.09	$21.00	4.8%	1.4%	2.8%	0.0%	4.9%	15.6%	2.2%	-9.6M	25.9M	-61.7K	94.40	83.20	5	472	425	57,893
2023-07-20	$21.07	$21.00	5.5%	1.6%	2.8%	0.7%	0.0%	20.0%	1.1%	-10.1M	26.7M	-69.3K	0.00	99.92	0	135	420	58,247
2023-07-21	$21.09	$21.00	12.8%	1.4%	2.8%	7.6%	4.2%	17.7%	7.6%	-8.8M	26.9M	-59.1K	31.23	79.72	13	406	420	58,297
2023-07-24	$20.95	$21.00	6.5%	1.4%	3.8%	1.6%	0.0%	0.2%	-0.5%	-3.5M	25.1M	-66.8K	77.33	19.19	12	928	295	38,502
2023-07-25	$20.98	$21.00	6.8%	1.9%	3.8%	1.9%	0.0%	-3.2%	0.9%	-4.4M	27.1M	-78.9K	51.00	29.10	1	51	295	39,371
2023-07-26	$20.98	$21.00	6.3%	1.7%	3.8%	1.4%	0.0%	-0.6%	1.4%	-2.3M	24.8M	-120.6K	132.17	58.05	182	24,055	295	39,417
2023-07-27	$20.96	$21.00	6.5%	1.8%	3.6%	1.6%	0.0%	0.9%	1.4%	-6.0M	25.9M	-70.6K	47.00	44.50	1	47	477	63,447
2023-07-28	$20.98	$21.00	5.9%	2.0%	3.5%	1.1%	0.0%	-0.0%	0.5%	-3.8M	37.3M	-219.6K	174.00	28.34	2	348	478	63,439
2023-07-31	$21.01	$21.00	7.0%	1.9%	3.4%	2.1%	0.0%	2.6%	-1.1%	-4.5M	40.5M	-228.9K	3.47	18.76	32	111	437	63,320