BANX Options History — March 2022

Name: BANX Options Analytics - March 2022
Creator: Options Analysis Suite

In March 2022, BANX traded between $21.25 and $21.80. ATM implied volatility averaged 51.6%. The 30-day expected move averaged 17.3%. IV traded above realized volatility by 40.8% (HV 20d: 10.8%). Net GEX was positive for 0 of 18 trading days. Term structure was in contango for 13 of 18 days. Put/call ratio averaged 1.00.

Notable Days

2022-03-08: Highest Volume — 2 contracts
2022-03-30: Largest IV spike — 44.4% change
2022-03-08: Largest Expected Move — 30.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$21.59	$21.25	$21.80	$21.57	$21.29
ATM IV	51.6%	38.7%	65.1%	43.4%	65.1%
Expected Move	17.3%	11.7%	30.0%	30.0%	14.3%
HV 20d	10.8%	10.2%	11.9%	10.2%	11.9%
Term Structure	9.0%	-25.5%	30.7%	-0.5%	1.7%
Skew 25d	-6.1%	-32.9%	29.5%	10.9%	-27.1%
Skew 10d	-28.6%	-79.1%	19.1%	3.3%	-79.1%
Call IV 25d	59.1%	22.9%	93.7%	43.3%	92.6%
Put IV 25d	53.0%	24.3%	71.5%	54.2%	65.6%
Bid-Ask Spread %	153.59	133.28	162.21	153.35	148.93
Gamma HHI	0.55	0.51	1.00	1.00	0.52
Net GEX	-19	-43	-13	-43	-16
Net DEX	-464	-933	649	649	-339
Net VEX	-8	-9	-2	-2	-8
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.00	1.00	1.00	1.00	1.00
Total Volume	2	2	2	2	2
Total OI	1.944	1	2	1	2

Daily Data (18 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 Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2022-03-08	$21.57	$0.00	43.4%	30.0%	0.0%	0.0%	0.0%	10.9%	-0.5%	-43	649	-2	1.00	153.35	N/A	N/A	1	1	0	1
2022-03-09	$21.65	$0.00	48.2%	24.7%	0.0%	0.0%	0.0%	5.2%	-3.3%	-16	-502	-9	1.00	156.32	N/A	N/A	1	1	1	1
2022-03-10	$21.60	$0.00	60.6%	22.3%	0.0%	0.0%	0.0%	-26.3%	-25.5%	-23	-552	-9	1.00	159.06	N/A	N/A	1	1	1	1
2022-03-11	$21.25	$0.00	53.6%	23.6%	0.0%	0.0%	0.0%	-5.1%	-24.2%	-16	-332	-9	1.00	156.02	N/A	N/A	1	1	1	1
2022-03-14	$21.50	$0.00	45.9%	13.9%	0.0%	0.0%	0.0%	3.2%	10.9%	-22	-452	-9	1.00	133.28	N/A	N/A	1	1	1	1
2022-03-15	$21.55	$0.00	57.9%	14.0%	0.0%	0.0%	0.0%	0.1%	9.1%	-21	-508	-9	1.00	139.38	N/A	N/A	1	1	1	1
2022-03-16	$21.63	$0.00	57.5%	11.7%	0.0%	0.0%	0.0%	-14.9%	-7.5%	-25	-714	-8	1.00	162.21	N/A	N/A	1	1	1	1
2022-03-17	$21.71	$0.00	50.4%	19.6%	0.0%	0.0%	0.0%	1.2%	30.5%	-14	-513	-9	1.00	158.67	N/A	N/A	1	1	1	1
2022-03-18	$21.70	$0.00	38.7%	15.5%	0.0%	0.0%	0.0%	29.5%	30.7%	-20	-933	-8	1.00	156.38	N/A	N/A	1	1	1	1
2022-03-21	$21.65	$0.00	51.0%	13.9%	0.0%	0.0%	0.0%	-9.8%	14.5%	-20	-532	-8	1.00	157.65	N/A	N/A	1	1	1	1
2022-03-22	$21.55	$0.00	52.1%	15.5%	0.0%	0.0%	0.0%	3.0%	18.0%	-13	-438	-8	1.00	151.71	N/A	N/A	1	1	1	1
2022-03-23	$21.60	$0.00	54.5%	18.7%	0.0%	0.0%	0.0%	-18.6%	30.3%	-13	-459	-8	1.00	159.76	N/A	N/A	1	1	1	1
2022-03-24	$21.70	$0.00	46.1%	14.6%	0.0%	0.0%	0.0%	0.9%	9.6%	-18	-552	-8	1.00	152.88	N/A	N/A	1	1	1	1
2022-03-25	$21.60	$0.00	54.6%	18.7%	0.0%	0.0%	0.0%	-20.8%	29.6%	-13	-458	-8	1.00	158.16	N/A	N/A	1	1	1	1
2022-03-28	$21.65	$0.00	47.9%	12.4%	0.0%	0.0%	0.0%	-32.9%	3.6%	-21	-569	-8	1.00	153.14	N/A	N/A	1	1	1	1
2022-03-29	$21.80	$0.00	41.7%	13.7%	10.2%	0.0%	0.0%	14.1%	27.8%	-21	-664	-8	1.00	151.02	N/A	N/A	1	1	1	1
2022-03-30	$21.65	$0.00	60.3%	14.4%	10.3%	0.0%	0.0%	-22.3%	6.3%	-13	-487	-8	1.00	156.73	N/A	N/A	1	1	1	1
2022-03-31	$21.29	$0.00	65.1%	14.3%	11.9%	0.0%	0.0%	-27.1%	1.7%	-16	-339	-8	1.00	148.93	N/A	N/A	1	1	1	1