BKLN Options History — February 2024

In February 2024, BKLN traded between $21.02 and $21.16. ATM implied volatility averaged 5.7%, placing in the 3.5% IV rank vs the trailing year. The 30-day expected move averaged 1.8%. IV traded above realized volatility by 3.1% (HV 20d: 2.6%). Max pain ranged from $21.00 to $21.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 12 of 20 days. Put/call ratio averaged 19.18.

Notable Days

2024-02-20: Highest Volume — 12,319 contracts
2024-02-07: Largest IV spike — 102.5% change
2024-02-16: Highest IV Rank — 8.1%
2024-02-16: Largest Expected Move — 3.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$21.08	$21.02	$21.16	$21.02	$21.13
Max Pain	$21.00	$21.00	$21.00	$21.00	$21.00
ATM IV	5.7%	3.6%	10.6%	4.0%	6.6%
Expected Move	1.8%	1.3%	3.0%	2.2%	1.9%
HV 20d	2.6%	2.2%	3.0%	2.4%	2.9%
HV 60d	2.8%	2.5%	2.9%	2.9%	2.8%
IV Rank	3.5%	1.7%	8.1%	2.0%	4.4%
IV Percentile	36.3%	6.7%	74.6%	10.7%	57.5%
Term Structure	-0.1%	-6.2%	2.5%	0.7%	-1.6%
VWIV	5.9%	4.5%	8.7%	8.7%	6.5%
Skew 25d	17.6%	-0.4%	43.4%	2.8%	1.1%
Skew 10d	33.9%	-0.5%	76.3%	0.2%	9.6%
Call IV 25d	9.3%	6.7%	32.8%	7.3%	7.6%
Put IV 25d	26.9%	8.4%	53.1%	10.1%	8.8%
Bid-Ask Spread %	100.57	65.23	142.30	87.56	94.08
Gamma HHI	0.87	0.62	0.96	0.95	0.93
Net GEX	-8.7M	-18.2M	-1.7M	-10.4M	-7.9M
Net DEX	13.3M	1.7M	20.8M	17.1M	7.0M
Net VEX	-105.3K	-124.1K	-74.9K	-100.4K	-74.9K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	19.18	0.00	182.45	14.14	0.82
Total Volume	1,723.05	0	12,319	110	235
Total OI	44,637.15	21,692	54,807	47,751	38,369

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
2024-02-01	$21.02	$21.00	4.0%	2.2%	2.4%	2.0%	0.0%	2.8%	0.7%	-10.4M	17.1M	-100.4K	0.00	87.56	0	110	11,515	36,236
2024-02-02	$21.02	$21.00	4.3%	2.0%	2.3%	2.3%	0.0%	22.6%	-0.2%	-11.8M	20.8M	-108.0K	14.14	104.56	7	99	11,515	36,286
2024-02-05	$21.02	$21.00	5.2%	1.8%	2.3%	3.2%	0.0%	1.8%	2.4%	-9.4M	20.7M	-100.2K	0.00	142.30	0	133	11,522	36,385
2024-02-06	$21.05	$21.00	3.6%	2.2%	2.3%	1.7%	0.0%	20.6%	-3.3%	-12.5M	11.7M	-89.7K	0.00	98.19	0	451	11,522	36,492
2024-02-07	$21.06	$21.00	7.3%	2.1%	2.3%	5.1%	8.7%	30.0%	1.2%	-13.3M	9.5M	-99.8K	46.46	95.26	221	10,267	11,522	36,930
2024-02-08	$21.07	$21.00	5.2%	1.5%	2.2%	3.1%	5.2%	25.0%	2.0%	-14.3M	12.1M	-124.1K	4.20	114.69	127	533	11,731	42,589
2024-02-09	$21.09	$21.00	4.5%	1.3%	2.3%	2.5%	0.0%	18.9%	2.5%	-12.4M	7.6M	-122.9K	10.56	93.31	34	359	11,857	42,795
2024-02-12	$21.07	$21.00	6.3%	1.8%	2.3%	4.1%	6.3%	27.7%	0.2%	-14.9M	17.4M	-107.9K	0.00	91.34	0	59	11,849	42,929
2024-02-13	$21.05	$21.00	5.5%	1.6%	2.3%	3.4%	0.0%	25.2%	0.2%	-18.2M	19.5M	-116.8K	182.45	91.86	20	3,649	11,849	42,958
2024-02-14	$21.09	$21.00	5.3%	1.5%	2.4%	3.2%	4.5%	28.0%	0.8%	-13.7M	8.8M	-105.3K	0.18	94.19	11	2	11,849	40,611
2024-02-15	$21.12	$21.00	5.3%	1.5%	2.5%	3.2%	5.3%	0.5%	1.8%	-9.2M	1.7M	-104.6K	2.00	121.51	47	94	11,859	40,609
2024-02-16	$21.16	$21.00	10.6%	3.0%	2.6%	8.1%	0.0%	31.2%	-6.2%	-8.8M	9.0M	-96.6K	0.00	126.45	19	0	11,873	40,702
2024-02-20	$21.02	$21.00	5.4%	1.6%	3.0%	3.3%	5.4%	28.2%	0.2%	-1.7M	19.5M	-102.4K	1.02	119.40	6,100	6,219	1,774	19,918
2024-02-21	$21.05	$21.00	5.8%	1.6%	3.0%	3.6%	5.8%	43.4%	-0.1%	-3.8M	18.0M	-109.4K	3.64	113.44	14	51	7,843	25,966
2024-02-22	$21.07	$21.00	5.2%	1.5%	3.0%	3.1%	5.3%	-0.4%	1.4%	-2.2M	14.3M	-107.3K	0.99	97.62	321	319	7,850	26,001
2024-02-23	$21.09	$21.00	5.9%	1.7%	3.0%	3.8%	5.9%	29.6%	-2.2%	-2.6M	15.2M	-112.2K	1.03	65.23	2,352	2,426	8,003	26,070
2024-02-26	$21.12	$21.00	6.5%	1.9%	3.0%	4.3%	6.5%	1.3%	-1.1%	-2.5M	11.8M	-110.1K	0.99	70.32	72	71	10,217	28,009
2024-02-27	$21.12	$21.00	6.2%	1.8%	3.0%	4.1%	0.0%	2.1%	-0.8%	-2.7M	11.9M	-103.8K	0.00	99.88	0	39	10,289	28,080
2024-02-28	$21.12	$21.00	4.7%	1.3%	3.0%	2.6%	0.0%	12.2%	0.9%	-2.7M	11.6M	-110.1K	0.00	90.30	0	0	10,289	28,080
2024-02-29	$21.13	$21.00	6.6%	1.9%	2.9%	4.4%	0.0%	1.1%	-1.6%	-7.9M	7.0M	-74.9K	0.82	94.08	129	106	10,289	28,080