BANX Options History — April 2022

In April 2022, BANX traded between $20.05 and $21.68. ATM implied volatility averaged 77.0%. The 30-day expected move averaged 14.5%. IV traded above realized volatility by 63.7% (HV 20d: 13.4%). Net GEX was positive for 19 of 20 trading days. Term structure was in contango for 6 of 20 days. Put/call ratio averaged 0.05.

Notable Days

  • 2022-04-01: Highest Volume — 11 contracts
  • 2022-04-28: Largest IV spike — 92.7% change
  • 2022-04-28: Largest Expected Move — 21.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$21.15$20.05$21.68$21.31$20.05
ATM IV77.0%38.3%190.2%67.5%71.7%
Expected Move14.5%11.0%21.5%14.2%20.6%
HV 20d13.4%11.6%15.0%11.6%14.9%
Term Structure-7.1%-21.5%20.0%-9.4%-21.3%
Skew 25d-6.9%-26.2%37.1%-26.2%6.2%
Skew 10d-11.3%-80.4%16.9%-80.4%8.0%
Call IV 25d60.2%22.4%95.9%95.9%61.8%
Put IV 25d53.3%40.8%71.3%69.7%68.0%
Bid-Ask Spread %151.04142.12157.68154.03149.13
Gamma HHI0.910.501.000.501.00
Net GEX427-1517-1412
Net DEX-8.3K-10.3K-239-239-6.8K
Net VEX-60-71-8-8-53
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.050.000.100.100.00
Total Volume100111110
Total OI11212211

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-04-01$21.31$0.0067.5%14.2%11.6%0.0%0.0%-26.2%-9.4%-1-239-80.10154.03N/AN/A10111
2022-04-04$21.53$0.0082.5%15.3%11.9%0.0%0.0%-14.7%-12.1%429-8.0K-630.10156.81N/AN/A101111
2022-04-05$21.68$0.00105.4%15.1%11.9%0.0%0.0%-15.1%-11.8%517-10.3K-710.10157.68N/AN/A101111
2022-04-06$21.67$0.00107.9%15.0%11.8%0.0%0.0%-14.8%-13.4%505-10.3K-700.10156.39N/AN/A101111
2022-04-07$21.26$0.00117.5%15.4%13.6%0.0%0.0%-17.4%-15.5%429-9.5K-700.10157.19N/AN/A101111
2022-04-08$21.31$0.0098.3%11.8%12.4%0.0%0.0%-9.6%-10.8%428-9.5K-690.10148.71N/AN/A101111
2022-04-11$21.43$0.00161.6%14.8%11.8%0.0%0.0%-9.5%-10.2%418-8.0K-620.10151.25N/AN/A101111
2022-04-12$21.10$0.00190.2%13.7%12.9%0.0%0.0%-12.8%-20.8%382-8.0K-620.10149.87N/AN/A101111
2022-04-13$21.28$0.0040.5%11.6%13.3%0.0%0.0%0.3%1.1%413-8.6K-650.10146.07N/AN/A101111
2022-04-14$21.45$0.0046.3%13.3%13.5%0.0%0.0%-9.7%3.5%506-9.5K-650.10149.27N/AN/A101111
2022-04-18$21.45$0.0047.6%13.6%13.5%0.0%0.0%-10.1%7.6%501-9.0K-620.00148.67N/AN/A100110
2022-04-19$21.44$0.0045.9%13.1%13.5%0.0%0.0%-10.2%5.5%495-9.2K-630.00148.22N/AN/A100110
2022-04-20$21.23$0.0050.4%14.5%13.9%0.0%0.0%-10.9%-18.6%470-8.1K-590.00146.63N/AN/A100110
2022-04-21$21.18$0.0042.6%12.2%13.8%0.0%0.0%-11.8%-2.5%485-8.5K-600.00148.16N/AN/A100110
2022-04-22$20.95$0.0055.3%15.9%14.1%0.0%0.0%-21.9%-13.7%481-9.0K-630.00155.65N/AN/A100110
2022-04-25$20.75$0.0057.3%16.4%14.3%0.0%0.0%3.4%-14.6%497-8.2K-600.00152.47N/AN/A100110
2022-04-26$20.89$0.0038.3%11.0%14.6%0.0%0.0%-18.7%17.6%414-9.5K-620.00142.12N/AN/A100110
2022-04-27$20.62$0.0038.8%11.1%14.7%0.0%0.0%37.1%20.0%394-7.9K-570.00147.80N/AN/A00110
2022-04-28$20.37$0.0074.8%21.5%15.0%0.0%0.0%29.3%-21.5%358-8.1K-570.00154.57N/AN/A100110
2022-04-29$20.05$0.0071.7%20.6%14.9%0.0%0.0%6.2%-21.3%412-6.8K-530.00149.13N/AN/A100110