BKLN Options History — March 2024

In March 2024, BKLN traded between $21.05 and $21.23. ATM implied volatility averaged 7.8%, placing in the 5.5% IV rank vs the trailing year. The 30-day expected move averaged 1.7%. IV traded above realized volatility by 5.0% (HV 20d: 2.8%). 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 15 of 20 days. Put/call ratio averaged 26.54.

Notable Days

2024-03-28: Highest Volume — 5,429 contracts
2024-03-13: Largest IV drop — 64.8% change
2024-03-12: Highest IV Rank — 14.7%
2024-03-01: Largest Expected Move — 2.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$21.15	$21.05	$21.23	$21.14	$21.14
Max Pain	$21.00	$21.00	$21.00	$21.00	$21.00
ATM IV	7.8%	4.0%	17.7%	8.8%	4.0%
Expected Move	1.7%	1.1%	2.5%	2.5%	1.1%
HV 20d	2.8%	2.3%	3.3%	2.9%	2.8%
HV 60d	2.7%	2.4%	2.8%	2.8%	2.7%
IV Rank	5.5%	2.0%	14.7%	6.4%	2.0%
IV Percentile	52.3%	10.3%	85.3%	71.4%	10.3%
Term Structure	2.9%	-6.7%	27.5%	-6.7%	4.6%
VWIV	6.6%	3.0%	13.6%	8.7%	3.0%
Skew 25d	12.4%	-0.7%	44.2%	-0.7%	5.5%
Skew 10d	29.1%	-1.8%	88.3%	6.1%	13.3%
Call IV 25d	5.8%	3.2%	9.1%	8.6%	4.2%
Put IV 25d	18.2%	7.4%	49.9%	7.8%	9.7%
Bid-Ask Spread %	132.09	65.26	145.97	65.26	137.68
Gamma HHI	0.76	0.39	0.93	0.85	0.80
Net GEX	-3.6M	-6.9M	-1.2M	-3.1M	-2.9M
Net DEX	9.9M	2.0M	16.4M	2.0M	12.9M
Net VEX	-88.4K	-125.3K	-62.6K	-83.5K	-69.8K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	26.54	0.00	342.00	0.92	74.40
Total Volume	312.95	0	5,429	204	5,429
Total OI	32,432.85	24,847	38,611	38,394	24,848

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
2024-03-01	$21.14	$21.00	8.8%	2.5%	2.9%	6.4%	8.7%	-0.7%	-6.7%	-3.1M	2.0M	-83.5K	0.92	65.26	106	98	10,309	28,085
2024-03-04	$21.14	$21.00	6.0%	1.4%	2.9%	3.9%	5.0%	20.1%	1.2%	-1.7M	3.8M	-95.3K	0.64	130.10	11	7	10,331	28,139
2024-03-05	$21.14	$21.00	8.2%	2.2%	2.9%	5.9%	7.5%	31.1%	-1.8%	-6.3M	8.6M	-77.8K	0.23	125.23	26	6	10,337	28,146
2024-03-06	$21.18	$21.00	8.5%	1.6%	2.9%	6.1%	0.0%	9.9%	3.1%	-6.5M	5.0M	-62.6K	0.00	131.93	0	0	10,357	28,150
2024-03-07	$21.19	$21.00	10.4%	1.6%	2.9%	7.9%	0.0%	3.0%	2.1%	-1.7M	10.0M	-114.1K	0.20	135.29	5	1	10,357	28,150
2024-03-08	$21.20	$21.00	12.2%	1.8%	2.9%	9.6%	6.4%	15.2%	-1.5%	-1.9M	9.1M	-117.7K	1.50	143.71	4	6	10,361	28,150
2024-03-11	$21.21	$21.00	16.1%	1.9%	2.9%	13.2%	6.7%	25.9%	-0.4%	-1.7M	7.8M	-95.0K	1.06	133.80	16	17	10,362	28,154
2024-03-12	$21.23	$21.00	17.7%	1.1%	2.9%	14.7%	4.4%	12.4%	3.9%	-1.9M	6.3M	-109.3K	2.40	130.44	20	48	10,362	28,161
2024-03-13	$21.23	$21.00	6.2%	1.8%	2.8%	4.1%	8.8%	4.8%	-0.3%	-1.2M	8.8M	-125.3K	0.08	136.79	60	5	10,362	28,188
2024-03-14	$21.21	$21.00	6.6%	1.9%	2.8%	4.4%	0.0%	3.1%	4.0%	-2.5M	4.1M	-79.1K	0.00	137.22	1	0	10,417	28,193
2024-03-15	$21.20	$21.00	8.1%	2.3%	2.8%	5.8%	8.3%	29.2%	4.3%	-1.2M	11.1M	-109.7K	0.15	141.31	13	2	10,418	28,193
2024-03-18	$21.09	$21.00	5.6%	1.6%	3.3%	3.5%	0.0%	7.4%	2.5%	-4.0M	16.4M	-74.3K	0.00	136.92	0	10	4,154	21,822
2024-03-19	$21.09	$21.00	4.6%	1.3%	2.3%	2.6%	4.7%	2.4%	0.3%	-4.3M	13.7M	-63.9K	1.00	126.10	3	3	4,154	20,763
2024-03-20	$21.13	$21.00	6.1%	1.8%	2.3%	4.0%	0.0%	6.0%	27.5%	-6.7M	11.0M	-71.7K	0.00	142.49	0	2	4,156	20,765
2024-03-21	$21.13	$21.00	6.1%	1.7%	2.3%	3.9%	13.6%	5.1%	6.0%	-6.9M	12.2M	-71.1K	342.00	136.03	1	342	4,156	20,768
2024-03-22	$21.05	$21.00	5.1%	1.5%	2.7%	3.0%	4.3%	6.6%	2.4%	-3.6M	15.0M	-90.7K	0.00	136.89	10	0	4,157	20,690
2024-03-25	$21.07	$21.00	4.7%	1.4%	2.6%	2.7%	0.0%	9.4%	2.4%	-3.5M	14.4M	-85.8K	0.00	145.97	0	0	4,157	20,690
2024-03-26	$21.07	$21.00	4.8%	1.4%	2.6%	2.7%	4.7%	44.2%	1.5%	-3.9M	14.2M	-89.6K	0.00	131.58	6	0	4,157	20,690
2024-03-27	$21.11	$21.00	5.3%	1.5%	2.7%	3.2%	3.0%	7.4%	1.8%	-6.3M	12.0M	-82.0K	0.00	137.10	1	0	4,158	20,690
2024-03-28	$21.14	$21.00	4.0%	1.1%	2.8%	2.0%	0.0%	5.5%	4.6%	-2.9M	12.9M	-69.8K	74.40	137.68	72	5,357	4,158	20,690