BKLN Options History — July 2024

In July 2024, BKLN traded between $20.98 and $21.18. ATM implied volatility averaged 6.9%, placing in the 5.8% IV rank vs the trailing year. The 30-day expected move averaged 2.2%. IV traded above realized volatility by 4.4% (HV 20d: 2.5%). Max pain ranged from $21.00 to $21.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 2.98.

Notable Days

  • 2024-07-31: Highest Volume — 1,371 contracts
  • 2024-07-29: Largest IV spike — 145.0% change
  • 2024-07-29: Highest IV Rank — 21.0%
  • 2024-07-29: Largest Expected Move — 5.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$21.08$20.98$21.18$21.04$21.01
Max Pain$21.00$21.00$21.00$21.00$21.00
ATM IV6.9%2.3%20.3%3.7%7.6%
Expected Move2.2%0.6%5.8%1.1%2.2%
HV 20d2.5%2.1%3.2%2.5%2.7%
HV 60d2.5%2.2%2.6%2.6%2.5%
IV Rank5.8%0.5%21.0%2.1%6.6%
IV Percentile56.3%1.2%98.8%10.3%88.5%
Term Structure-0.4%-31.0%19.9%-0.3%5.7%
VWIV5.0%2.1%8.4%5.0%3.8%
Skew 25d10.1%-35.3%59.7%-0.8%-2.7%
Skew 10d28.7%-36.3%105.9%2.3%31.5%
Call IV 25d16.6%5.1%56.3%5.4%49.9%
Put IV 25d26.7%4.6%65.6%4.6%47.2%
Bid-Ask Spread %141.82127.14151.02142.32140.56
Gamma HHI0.880.651.000.990.67
Net GEX-38.8M-132.2M-934.5K-78.3M-1.1M
Net DEX61.1M9.1M124.0M102.6M9.9M
Net VEX-131.0K-274.2K-47.0K-274.2K-49.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.980.0016.0516.050.02
Total Volume95.501,3713411,371
Total OI91,756.27311,735137,492137,24611,888

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-07-01$21.04$21.003.7%1.1%2.5%2.1%5.0%-0.8%-0.3%-78.3M102.6M-274.2K16.05142.3220321848136,398
2024-07-02$21.05$21.003.1%0.9%2.5%1.4%0.0%-28.3%0.7%-132.2M88.3M-257.4K6.00127.14212848136,569
2024-07-03$21.07$21.002.3%0.6%2.5%0.5%2.1%-35.3%0.0%-111.1M44.5M-176.4K1.10139.891011850136,561
2024-07-05$21.09$21.003.7%1.4%2.5%2.2%0.0%24.9%4.0%-94.7M66.9M-205.5K0.00144.29010860136,552
2024-07-08$21.09$21.003.5%1.4%2.5%1.9%4.6%23.8%-1.2%-107.6M55.5M-167.4K0.00142.03069860136,551
2024-07-09$21.11$21.008.2%5.8%2.5%7.2%2.9%-0.5%-31.0%-60.2M98.2M-204.3K1.25142.242025860136,578
2024-07-10$21.12$21.009.6%2.8%2.5%8.9%0.0%3.1%13.3%-33.4M116.3M-209.8K0.00145.6402880136,578
2024-07-11$21.13$21.0011.7%3.3%2.5%11.2%0.0%-0.6%-4.0%-22.2M123.3M-202.6K0.00151.02020880136,578
2024-07-12$21.14$21.008.7%2.5%2.5%7.9%0.0%21.0%-0.5%-42.9M106.5M-193.5K0.00144.65020880136,578
2024-07-15$21.16$21.004.9%1.4%2.5%3.4%0.0%10.1%-1.2%-60.0M87.4M-150.3K0.00144.4100880136,578
2024-07-16$21.16$21.007.5%2.2%2.2%6.5%7.4%23.3%-2.9%-22.0M121.7M-147.5K0.00147.1603880136,578
2024-07-17$21.16$21.0012.1%3.5%2.1%11.7%0.0%22.6%-4.7%-19.1M124.0M-130.7K0.55148.632011880136,581
2024-07-18$21.18$21.006.6%1.9%2.1%5.5%0.0%7.0%-2.2%-30.0M113.6M-101.1K0.00143.8300900136,592
2024-07-19$21.18$21.008.0%2.3%2.1%7.0%0.0%31.3%-1.5%-31.5M14.8M-52.2K0.00135.0960900136,592
2024-07-22$21.04$21.005.1%1.5%3.2%3.7%5.6%7.1%4.4%-1.2M10.0M-49.9K0.31142.92451482010,915
2024-07-23$21.02$21.003.4%1.0%2.6%1.8%0.0%4.0%4.9%-1.2M9.1M-51.7K0.00128.060086410,939
2024-07-24$21.01$21.003.5%1.0%2.6%1.9%0.0%4.4%19.9%-1.3M10.2M-51.4K0.00140.630186410,939
2024-07-25$20.98$21.004.0%1.2%2.7%2.5%0.0%6.6%-1.0%-1.2M10.4M-53.1K1.55142.08111786410,940
2024-07-26$20.98$21.008.3%2.4%2.7%7.3%0.0%16.7%5.0%-1.1M10.2M-51.8K0.00135.4802087510,960
2024-07-29$20.99$21.0020.3%5.8%2.7%21.0%0.0%25.7%-18.4%-1.1M10.1M-47.0K0.00148.945087510,960
2024-07-30$20.98$21.006.4%1.8%2.6%5.2%8.4%59.7%2.9%-934.5K10.2M-53.9K6.00143.1053087910,986
2024-07-31$21.01$21.007.6%2.2%2.7%6.6%3.8%-2.7%5.7%-1.1M9.9M-49.4K0.02140.561,3403187411,014