BancFirst Corporation (BANF) Options History
Historical options analytics archive for BANF with monthly max pain, implied volatility, gamma exposure, and put/call data.
69 months of complete options data available.
BANF monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for BANF. Volatility and put/call columns are averages across trading days within the month; max pain, net GEX, and net DEX are the end-of-month values (last trading day of the month).
| Month | Days | Avg ATM IV | Avg IV Rank | End Max Pain | End Net GEX | End Net DEX | Avg P/C |
|---|---|---|---|---|---|---|---|
| 2026-06 | 21 | 116.3% | 21.6% | $115.00 | $30.8K | -$188.3K | 0.66 |
| 2026-05 | 20 | 66.4% | 16.4% | $75.00 | $21.9K | -$141.8K | 0.33 |
| 2026-04 | 21 | 31.7% | 30.6% | $105.00 | $37.2K | -$194.2K | 0.72 |
| 2026-03 | 22 | 34.3% | 31.2% | $125.00 | $3.8K | $106.4K | 0.30 |
| 2026-02 | 19 | 26.1% | 15.6% | $120.00 | $2.3K | $187.1K | 0.59 |
| 2026-01 | 20 | 30.4% | 23.8% | $105.00 | -$2.4K | $127.0K | 0.25 |
This archive aggregates BANF's daily end-of-day options snapshots into monthly summaries, spanning 2020-10 through 2026-06. Each month rolls up the underlying snapshot archive, which provides continuous end-of-day coverage from 2007 to present: implied-volatility levels, IV rank, and the put/call ratio are time-averaged across the month; total call and put volume are summed; and dealer positioning (net gamma and delta exposure) and the max-pain strike are taken at the month's final trading day. The result is a long-horizon view of how BANF option pricing, volatility regime, and dealer hedging pressure evolved month over month, useful for backtesting strategy assumptions and for studying volatility-regime shifts around earnings and macro events. The most recent aggregated month (2026-06) shows an average ATM implied volatility near 116.3%, a month-end max-pain strike around $115.00, an average put/call ratio of 0.66.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2023
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2022
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2021
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2020
Frequently asked BANF history questions
- How much options history is available for BANF?
- This archive holds 69 months of BANF options analytics, spanning 2020-10 through 2026-06. Each entry is a monthly rollup of BANF's daily end-of-day options snapshot record, which provides continuous coverage from 2007 to present. Use the year-grouped links on this page to jump to any specific month within the BANF archive.
- What data does each monthly BANF aggregate contain?
- Every monthly row summarizes that month of BANF option activity: time-averaged ATM implied volatility and IV rank, the month-end max-pain strike, end-of-month net dealer gamma (GEX) and delta (DEX) exposure, the average put/call ratio, and total call and put volume. For example, 2026-06 recorded an average ATM implied volatility near 116.3%, an average IV rank of 21.6%, a month-end max-pain strike around $115.00, an average put/call ratio of 0.66.
- How is the BANF options-history archive built and how often does it update?
- The archive is derived from BANF's daily end-of-day options snapshots, which capture spot, the full listed chain, implied volatility, and dealer-positioning exposures each trading day. Those daily records are rolled up into the monthly summaries shown here and refreshed as new end-of-day data lands. Traders use the long-horizon view to backtest strategy assumptions, study how BANF's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.