BKLN Options History — November 2024

In November 2024, BKLN traded between $21.02 and $21.18. ATM implied volatility averaged 9.7%, placing in the 15.2% IV rank vs the trailing year. The 30-day expected move averaged 3.7%. IV traded above realized volatility by 7.0% (HV 20d: 2.7%). Max pain ranged from $20.00 to $21.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 9 of 20 days. Put/call ratio averaged 2.27.

Notable Days

2024-11-14: Highest Volume — 2,501 contracts
2024-11-19: Largest IV spike — 138.0% change
2024-11-12: Highest IV Rank — 45.7%
2024-11-06: Largest Expected Move — 11.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$21.10	$21.02	$21.18	$21.02	$21.12
Max Pain	$20.55	$20.00	$21.00	$21.00	$21.00
ATM IV	9.7%	4.2%	25.6%	4.4%	4.6%
Expected Move	3.7%	1.2%	11.4%	1.3%	1.3%
HV 20d	2.7%	2.0%	3.3%	3.0%	2.1%
HV 60d	3.0%	2.8%	3.3%	3.2%	2.8%
IV Rank	15.2%	4.6%	45.7%	5.0%	5.3%
IV Percentile	60.6%	23.8%	99.2%	32.5%	33.3%
Term Structure	-7.9%	-36.6%	11.7%	-0.2%	11.7%
VWIV	9.5%	3.7%	25.3%	9.7%	25.3%
Skew 25d	3.1%	-11.2%	14.2%	-11.2%	4.0%
Skew 10d	5.5%	-2.6%	30.3%	30.3%	8.3%
Call IV 25d	12.0%	4.0%	53.9%	53.9%	4.4%
Put IV 25d	15.1%	4.0%	42.8%	42.8%	8.4%
Bid-Ask Spread %	139.10	113.61	150.18	143.16	141.45
Gamma HHI	0.64	0.48	0.93	0.83	0.53
Net GEX	-2.3M	-5.5M	-694.9K	-5.5M	-909.5K
Net DEX	6.9M	4.8M	9.3M	8.5M	4.8M
Net VEX	-47.4K	-64.0K	-29.3K	-53.9K	-32.8K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	2.27	0.00	6.11	6.11	1.00
Total Volume	201.65	0	2,501	0	20
Total OI	18,225.6	13,785	23,994	21,478	14,061

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
2024-11-01	$21.02	$21.00	4.4%	1.3%	3.0%	5.0%	0.0%	-11.2%	-0.2%	-5.5M	8.5M	-53.9K	0.00	143.16	0	0	1,875	19,603
2024-11-04	$21.02	$21.00	5.1%	1.8%	3.0%	6.2%	0.0%	9.0%	3.1%	-4.4M	8.9M	-48.5K	0.00	150.18	0	21	1,875	19,604
2024-11-05	$21.02	$21.00	5.3%	3.0%	3.0%	6.7%	9.7%	1.2%	-6.4%	-4.4M	7.5M	-34.4K	6.11	113.61	9	55	1,875	19,604
2024-11-06	$21.09	$20.00	5.4%	11.4%	3.2%	6.8%	0.0%	-3.4%	-34.2%	-4.1M	7.7M	-45.9K	0.00	149.97	1	0	1,867	19,659
2024-11-07	$21.13	$20.00	5.5%	7.5%	3.2%	7.0%	0.0%	2.0%	-34.7%	-3.8M	5.9M	-40.7K	0.00	149.88	0	10	1,868	19,659
2024-11-08	$21.16	$20.00	5.5%	6.9%	3.3%	7.0%	0.0%	2.2%	-21.3%	-3.3M	5.1M	-38.9K	3.52	141.06	23	81	1,868	19,661
2024-11-11	$21.18	$20.00	12.8%	1.9%	3.3%	21.1%	0.0%	9.2%	0.8%	-3.2M	5.7M	-29.3K	5.17	147.21	6	31	1,870	19,631
2024-11-12	$21.16	$20.00	25.6%	4.8%	3.3%	45.7%	0.0%	5.6%	-18.8%	-2.3M	7.5M	-38.9K	0.00	144.73	1	0	1,870	19,630
2024-11-13	$21.16	$20.00	25.2%	7.2%	3.3%	44.9%	0.0%	7.8%	-36.6%	-2.4M	7.7M	-36.0K	0.60	139.33	50	30	1,870	19,630
2024-11-14	$21.16	$20.00	20.9%	6.0%	3.3%	36.6%	0.0%	14.2%	-22.8%	-2.3M	7.5M	-30.8K	0.00	147.03	0	2,501	1,854	19,640
2024-11-15	$21.16	$20.00	24.4%	7.0%	3.3%	43.3%	0.0%	4.7%	-28.9%	-3.1M	9.3M	-47.5K	0.00	148.42	351	0	1,854	22,140
2024-11-18	$21.09	$20.00	4.2%	1.2%	2.1%	4.6%	3.7%	-0.4%	8.8%	-777.2K	6.0M	-61.0K	5.00	125.93	5	25	1,659	12,126
2024-11-19	$21.07	$21.00	10.1%	2.9%	2.1%	15.9%	0.0%	0.3%	0.5%	-933.0K	6.1M	-57.0K	0.00	133.70	0	1	1,658	12,151
2024-11-20	$21.06	$21.00	4.6%	1.3%	2.1%	5.3%	3.8%	4.5%	-0.2%	-730.9K	6.6M	-64.0K	0.00	125.22	120	0	1,658	12,152
2024-11-21	$21.07	$21.00	5.6%	1.6%	2.0%	7.3%	7.8%	3.1%	8.8%	-931.0K	5.6M	-55.3K	0.00	127.25	0	4	1,778	12,152
2024-11-22	$21.09	$21.00	11.7%	3.3%	2.1%	18.9%	11.3%	1.1%	-12.3%	-881.8K	6.2M	-54.1K	5.49	138.95	43	236	1,778	12,153
2024-11-25	$21.07	$21.00	4.7%	1.3%	2.1%	5.5%	4.6%	2.4%	10.5%	-694.9K	7.0M	-62.0K	0.30	135.42	120	36	1,777	12,284
2024-11-26	$21.07	$21.00	4.4%	1.3%	2.1%	5.0%	0.0%	3.2%	11.2%	-697.1K	7.1M	-59.9K	0.00	142.20	0	103	1,727	12,299
2024-11-27	$21.09	$21.00	4.5%	1.3%	2.1%	5.1%	25.3%	2.0%	2.6%	-766.6K	6.7M	-57.1K	0.00	137.34	0	150	1,727	12,365
2024-11-29	$21.12	$21.00	4.6%	1.3%	2.1%	5.3%	0.0%	4.0%	11.7%	-909.5K	4.8M	-32.8K	1.00	141.45	10	10	1,727	12,334