BKLN Options History — September 2024

In September 2024, BKLN traded between $20.95 and $21.14. ATM implied volatility averaged 6.1%, placing in the 8.1% IV rank vs the trailing year. The 30-day expected move averaged 1.8%. IV traded above realized volatility by 3.0% (HV 20d: 3.1%). Max pain ranged from $21.00 to $22.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 14 of 20 days. Put/call ratio averaged 141.30.

Notable Days

2024-09-18: Highest Volume — 10,458 contracts
2024-09-05: Largest IV spike — 90.2% change
2024-09-18: Highest IV Rank — 19.2%
2024-09-18: Largest Expected Move — 3.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$21.05	$20.95	$21.14	$21.02	$20.98
Max Pain	$21.65	$21.00	$22.00	$21.00	$21.00
ATM IV	6.1%	3.1%	11.8%	5.0%	3.1%
Expected Move	1.8%	0.9%	3.4%	1.4%	0.9%
HV 20d	3.1%	1.7%	4.6%	4.6%	3.1%
HV 60d	4.0%	3.8%	4.1%	4.0%	4.1%
IV Rank	8.1%	2.5%	19.2%	3.6%	2.5%
IV Percentile	56.6%	4.8%	92.9%	48.4%	4.8%
Term Structure	3.2%	-7.6%	16.3%	-0.0%	3.3%
VWIV	8.9%	3.6%	20.7%	5.0%	8.1%
Skew 25d	16.7%	-4.2%	57.7%	0.9%	57.7%
Skew 10d	36.4%	1.0%	104.4%	2.3%	104.4%
Call IV 25d	10.6%	5.3%	43.3%	6.1%	5.8%
Put IV 25d	27.3%	5.3%	63.5%	6.9%	63.5%
Bid-Ask Spread %	140.73	130.41	146.71	138.59	138.69
Gamma HHI	0.87	0.75	0.99	0.81	0.93
Net GEX	-10.1M	-31.5M	-1.4M	-1.4M	-22.6M
Net DEX	19.1M	9.5M	36.8M	10.2M	34.5M
Net VEX	-72.5K	-118.9K	-41.8K	-44.4K	-91.6K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	141.30	0.00	2000.00	0.11	17.40
Total Volume	1,678.4	5	10,458	366	92
Total OI	27,395.35	14,710	46,586	14,710	44,830

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
2024-09-03	$21.02	$21.00	5.0%	1.4%	4.6%	3.6%	5.0%	0.9%	-0.0%	-1.4M	10.2M	-44.4K	0.11	138.59	331	35	1,643	13,067
2024-09-04	$21.02	$21.00	3.6%	1.0%	3.6%	3.3%	0.0%	-0.4%	11.7%	-2.2M	10.9M	-53.8K	7.50	140.17	2	15	1,974	13,054
2024-09-05	$21.04	$22.00	6.8%	2.5%	3.6%	9.5%	0.0%	-4.2%	-4.6%	-1.8M	10.5M	-41.9K	8.00	138.82	1	8	1,975	13,050
2024-09-06	$21.02	$22.00	4.5%	2.0%	3.4%	5.1%	14.1%	7.4%	2.4%	-2.4M	10.5M	-51.7K	33.20	145.01	5	166	1,976	13,057
2024-09-09	$21.06	$22.00	5.3%	1.5%	3.5%	6.7%	0.0%	42.0%	-0.1%	-1.7M	10.5M	-53.6K	1.61	143.85	23	37	1,981	12,998
2024-09-10	$21.07	$22.00	5.2%	1.7%	3.5%	6.4%	8.2%	36.2%	-0.2%	-1.9M	10.2M	-55.8K	0.00	144.19	0	136	1,990	13,008
2024-09-11	$21.07	$22.00	5.2%	1.5%	3.4%	6.5%	16.9%	36.5%	4.2%	-1.5M	10.3M	-54.3K	0.00	140.80	0	1,228	1,990	13,008
2024-09-12	$21.11	$22.00	7.6%	2.2%	3.5%	11.0%	6.6%	30.7%	4.1%	-1.5M	11.1M	-57.6K	13.52	142.31	21	284	1,990	13,884
2024-09-13	$21.09	$22.00	9.2%	2.6%	3.5%	14.2%	9.3%	-0.2%	-3.0%	-1.5M	10.9M	-56.0K	0.40	146.71	89	36	2,011	14,100
2024-09-16	$21.12	$22.00	11.4%	3.3%	3.5%	18.4%	0.0%	6.9%	16.3%	-3.1M	9.5M	-41.8K	23.00	145.96	1	23	2,100	14,136
2024-09-17	$21.13	$22.00	6.8%	2.0%	1.7%	9.6%	10.8%	45.7%	2.3%	-1.9M	10.2M	-49.5K	125.94	141.35	80	10,075	2,101	14,157
2024-09-18	$21.12	$22.00	11.8%	3.4%	1.7%	19.2%	20.7%	9.3%	3.0%	-3.2M	19.9M	-63.1K	28.05	144.88	360	10,098	2,181	24,232
2024-09-19	$21.14	$22.00	7.2%	2.1%	1.7%	10.4%	3.6%	-1.1%	-7.6%	-31.5M	16.1M	-66.8K	2000.00	132.77	5	10,000	2,299	34,282
2024-09-20	$21.13	$22.00	7.3%	2.1%	1.7%	10.6%	7.0%	32.0%	4.0%	-17.3M	32.2M	-109.8K	0.38	135.42	175	66	2,304	44,282
2024-09-23	$20.98	$22.00	5.0%	1.4%	3.2%	6.2%	5.2%	0.9%	2.8%	-17.4M	28.0M	-108.7K	0.67	130.41	60	40	2,176	42,833
2024-09-24	$20.95	$21.00	5.1%	1.5%	3.2%	6.2%	5.6%	1.2%	6.1%	-19.0M	29.6M	-118.9K	0.00	139.73	23	0	2,176	42,611
2024-09-25	$20.95	$21.00	3.5%	1.0%	3.2%	3.2%	3.6%	17.5%	8.5%	-25.3M	36.2M	-113.3K	0.00	139.98	0	5	2,199	42,611
2024-09-26	$20.96	$21.00	3.6%	1.0%	3.1%	3.5%	0.0%	13.6%	7.5%	-31.5M	34.6M	-111.2K	0.00	143.34	0	28	2,199	42,611
2024-09-27	$20.95	$21.00	5.0%	1.4%	3.0%	6.1%	8.1%	0.4%	4.0%	-14.3M	36.8M	-106.5K	1.00	141.65	10	10	2,199	42,632
2024-09-30	$20.98	$21.00	3.1%	0.9%	3.1%	2.5%	0.0%	57.7%	3.3%	-22.6M	34.5M	-91.6K	17.40	138.69	5	87	2,198	42,632