BKLN Options History — June 2024 In June 2024, BKLN traded between $21.02 and $21.19. ATM implied volatility averaged 6.3%, placing in the 5.1% IV rank vs the trailing year. The 30-day expected move averaged 1.8%. IV traded above realized volatility by 3.8% (HV 20d: 2.5%). Max pain ranged from $21.00 to $24.00. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 6 of 19 days. Put/call ratio averaged 1891.02.
Notable Days 2024-06-05 : Highest Volume — 22,250 contracts2024-06-12 : Largest IV spike — 217.4% change2024-06-12 : Highest IV Rank — 20.8%2024-06-12 : Largest Expected Move — 5.8%Monthly Statistics Metric Avg Min Max Open Close Price $21.11 $21.02 $21.19 $21.13 $21.02 Max Pain $22.53 $21.00 $24.00 $21.00 $21.00 ATM IV 6.3% 3.6% 20.1% 4.7% 5.0% Expected Move 1.8% 1.0% 5.8% 1.4% 1.4% HV 20d 2.5% 1.7% 3.0% 2.6% 2.5% HV 60d 2.6% 2.4% 2.7% 2.7% 2.6% IV Rank 5.1% 2.0% 20.8% 3.3% 3.7% IV Percentile 49.6% 8.3% 97.2% 32.5% 42.9% Term Structure -0.5% -12.8% 21.1% -1.7% -3.4% VWIV 4.7% 3.6% 5.9% 4.8% 5.3% Skew 25d 5.9% -8.4% 36.4% 1.6% 26.5% Skew 10d 36.9% -8.2% 77.4% 65.6% 77.4% Call IV 25d 8.9% 4.8% 21.4% 5.0% 5.6% Put IV 25d 14.8% 3.6% 43.4% 6.6% 32.0% Bid-Ask Spread % 135.77 127.24 139.88 137.35 137.01 Gamma HHI 1.00 0.99 1.00 1.00 1.00 Net GEX -118.6M -181.4M -74.2M -178.1M -100.9M Net DEX 139.2M 96.9M 195.1M 133.1M 96.9M Net VEX -405.2K -531.6K -276.7K -501.0K -276.7K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1891.02 0.05 22249.00 85.25 0.05 Total Volume 2,154.053 0 22,250 5,175 22 Total OI 220,147.632 137,214 251,041 250,986 137,214
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 2024-06-03 $21.13 $21.00 4.7% 1.4% 2.6% 3.3% 4.8% 1.6% -1.7% -178.1M 133.1M -501.0K 85.25 137.35 60 5,115 939 250,047 2024-06-04 $21.13 $21.00 3.9% 1.1% 2.5% 2.4% 3.7% 3.0% 4.7% -112.3M 124.3M -498.5K 108.50 129.91 2 217 999 250,042 2024-06-05 $21.14 $21.00 4.3% 1.2% 2.5% 2.8% 0.0% 2.2% 3.9% -118.4M 135.6M -512.4K 22249.00 133.71 1 22,249 999 249,966 2024-06-06 $21.16 $23.00 4.3% 2.6% 2.6% 2.8% 5.9% 15.4% -6.8% -113.6M 148.7M -531.6K 0.00 139.56 0 11,555 999 249,745 2024-06-07 $21.16 $23.00 4.3% 1.0% 2.6% 2.8% 3.6% -7.6% -0.0% -181.4M 107.7M -396.1K 163.00 138.13 1 163 999 248,170 2024-06-10 $21.18 $23.00 10.2% 1.9% 2.6% 9.5% 5.3% -8.4% -1.9% -90.2M 147.3M -463.3K 0.00 136.31 0 73 1,000 248,101 2024-06-11 $21.18 $23.00 6.3% 2.1% 2.6% 5.1% 4.9% -8.4% -0.9% -108.6M 122.2M -420.3K 17.93 138.08 40 717 1,000 248,107 2024-06-12 $21.19 $23.00 20.1% 5.8% 2.6% 20.8% 0.0% 11.7% -12.8% -74.2M 192.3M -512.5K 0.00 138.97 0 61 1,040 248,093 2024-06-13 $21.16 $23.00 5.1% 1.5% 2.6% 3.8% 0.0% -4.3% -0.6% -152.0M 137.3M -411.4K 0.97 138.26 62 60 1,040 248,118 2024-06-14 $21.09 $23.00 4.4% 1.3% 2.9% 2.9% 4.4% -6.6% 3.2% -129.8M 190.2M -479.5K 0.14 134.84 105 15 1,090 248,113 2024-06-17 $21.13 $24.00 5.8% 1.7% 3.0% 4.5% 0.0% 36.4% -2.6% -110.9M 192.0M -441.4K 0.00 139.88 0 60 998 248,118 2024-06-18 $21.13 $24.00 7.4% 2.1% 1.7% 6.4% 4.2% 13.5% -3.6% -163.9M 169.5M -379.3K 45.00 137.45 2 90 976 248,162 2024-06-20 $21.13 $24.00 7.1% 2.0% 1.7% 6.0% 4.2% 11.0% -4.3% -129.8M 195.1M -335.9K 8.10 137.32 10 81 978 248,228 2024-06-21 $21.13 $24.00 7.9% 2.3% 1.7% 6.9% 5.5% 26.4% -5.7% -156.3M 121.1M -315.1K 11.67 131.99 3 35 988 248,213 2024-06-24 $21.02 $24.00 4.3% 1.2% 2.6% 2.9% 4.3% 0.4% 2.1% -91.6M 123.5M -320.8K 0.00 127.24 0 23 842 137,749 2024-06-25 $21.02 $21.00 4.3% 1.2% 2.5% 2.8% 5.3% -0.3% 0.4% -80.0M 102.3M -298.0K 2.67 129.68 15 40 842 136,412 2024-06-26 $21.02 $21.00 6.5% 1.9% 2.5% 5.4% 0.0% 0.2% 21.1% -76.8M 105.6M -310.4K 0.00 137.81 0 0 827 136,412 2024-06-27 $21.02 $21.00 3.6% 1.0% 2.5% 2.0% 0.0% -0.5% -0.6% -85.4M 100.3M -295.5K 0.00 136.02 0 50 827 136,412 2024-06-28 $21.02 $21.00 5.0% 1.4% 2.5% 3.7% 0.0% 26.5% -3.4% -100.9M 96.9M -276.7K 0.05 137.01 21 1 827 136,387
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