BANX Options History — May 2022

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

In May 2022, BANX traded between $18.01 and $19.87. ATM implied volatility averaged 82.9%. The 30-day expected move averaged 21.1%. IV traded above realized volatility by 55.6% (HV 20d: 27.2%). Max pain ranged from $17.50 to $17.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 0.16.

Notable Days

2022-05-06: Highest Volume — 12 contracts
2022-05-09: Largest IV spike — 70.3% change
2022-05-10: Largest Expected Move — 28.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$19.24	$18.01	$19.87	$19.73	$19.87
Max Pain	$17.50	$17.50	$17.50	$17.50	$17.50
ATM IV	82.9%	49.0%	170.2%	78.1%	87.8%
Expected Move	21.1%	10.0%	28.3%	22.4%	25.2%
HV 20d	27.2%	14.5%	37.5%	15.5%	37.5%
HV 60d	23.1%	15.6%	25.1%	15.6%	24.4%
Term Structure	-14.2%	-33.5%	22.4%	-16.1%	-25.1%
VWIV	71.9%	54.9%	86.8%	60.0%	86.8%
Skew 25d	4.2%	-29.3%	55.2%	4.4%	45.0%
Skew 10d	5.6%	-47.8%	76.4%	-10.3%	-16.9%
Call IV 25d	72.4%	19.9%	133.0%	70.4%	42.3%
Put IV 25d	76.6%	32.4%	108.1%	74.8%	87.4%
Bid-Ask Spread %	146.84	128.66	153.63	152.84	148.20
Gamma HHI	0.79	0.58	1.00	1.00	0.77
Net GEX	264	164	373	349	339
Net DEX	-4.8K	-7.2K	-2.1K	-5.5K	-5.4K
Net VEX	-48	-57	-34	-47	-50
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.16	0.00	0.20	0.00	0.20
Total Volume	11.619	10	12	10	12
Total OI	12.524	11	13	11	13

Daily Data (21 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
2022-05-02	$19.73	$0.00	78.1%	22.4%	15.5%	0.0%	0.0%	4.4%	-16.1%	349	-5.5K	-47	0.00	152.84	N/A	N/A	10	0	11	0
2022-05-03	$19.58	$0.00	83.8%	24.0%	14.7%	0.0%	0.0%	-6.8%	-33.5%	316	-6.6K	-52	0.00	151.59	N/A	N/A	10	0	11	0
2022-05-04	$19.24	$0.00	63.8%	18.3%	14.6%	0.0%	0.0%	-20.6%	-6.5%	275	-6.3K	-50	0.00	146.57	N/A	N/A	10	0	11	0
2022-05-05	$19.39	$0.00	60.8%	10.0%	15.3%	0.0%	0.0%	-2.2%	-7.7%	373	-4.6K	-44	0.00	128.66	N/A	N/A	10	0	11	0
2022-05-06	$19.27	$0.00	92.2%	16.3%	14.5%	0.0%	60.0%	-3.9%	22.4%	297	-7.2K	-54	0.20	144.48	N/A	N/A	10	2	11	0
2022-05-09	$18.90	$17.50	156.9%	26.9%	15.1%	0.0%	84.5%	-25.1%	-21.2%	268	-3.2K	-47	0.20	146.78	N/A	N/A	10	2	11	2
2022-05-10	$19.08	$17.50	170.2%	28.3%	15.5%	0.0%	84.7%	-27.8%	-22.4%	209	-6.2K	-57	0.20	151.40	N/A	N/A	10	2	11	2
2022-05-11	$18.55	$17.50	86.9%	24.9%	17.1%	0.0%	84.1%	-29.3%	-18.6%	237	-3.0K	-43	0.20	153.63	N/A	N/A	10	2	11	2
2022-05-12	$18.01	$17.50	82.7%	23.7%	18.0%	0.0%	82.9%	-28.7%	-18.9%	164	-3.5K	-45	0.20	150.90	N/A	N/A	10	2	11	2
2022-05-13	$19.20	$17.50	69.9%	20.0%	31.0%	0.0%	74.2%	4.8%	-12.4%	249	-5.1K	-53	0.20	149.14	N/A	N/A	10	2	11	2
2022-05-16	$19.00	$17.50	96.4%	27.6%	31.0%	0.0%	83.2%	5.1%	-24.5%	249	-4.5K	-49	0.20	152.22	N/A	N/A	10	2	11	2
2022-05-17	$19.75	$17.50	67.2%	19.3%	34.8%	0.0%	69.1%	-14.2%	-11.2%	266	-6.2K	-54	0.20	146.34	N/A	N/A	10	2	11	2
2022-05-18	$19.06	$17.50	70.1%	20.1%	36.5%	0.0%	60.2%	-20.7%	-22.9%	272	-3.5K	-46	0.20	150.53	N/A	N/A	10	2	11	2
2022-05-19	$19.10	$17.50	71.6%	20.5%	36.6%	0.0%	64.1%	-7.1%	-11.1%	258	-5.4K	-51	0.20	148.00	N/A	N/A	10	2	11	2
2022-05-20	$19.43	$17.50	64.9%	18.6%	37.4%	0.0%	54.9%	0.1%	-14.3%	208	-2.1K	-34	0.20	148.89	N/A	N/A	10	2	11	2
2022-05-23	$19.50	$17.50	49.0%	14.1%	37.4%	0.0%	56.4%	23.9%	14.6%	198	-6.3K	-50	0.20	142.60	N/A	N/A	10	2	11	2
2022-05-24	$19.31	$17.50	76.6%	22.0%	37.3%	0.0%	69.6%	51.2%	-20.5%	207	-2.4K	-35	0.20	143.73	N/A	N/A	10	2	11	2
2022-05-25	$19.40	$17.50	74.9%	21.5%	37.3%	0.0%	73.3%	55.2%	-18.4%	314	-2.9K	-41	0.20	140.77	N/A	N/A	10	2	11	2
2022-05-26	$19.27	$17.50	67.7%	19.4%	37.1%	0.0%	68.2%	43.8%	-11.1%	224	-6.0K	-50	0.20	144.56	N/A	N/A	10	2	11	2
2022-05-27	$19.45	$17.50	68.2%	19.6%	37.0%	0.0%	66.7%	41.6%	-19.2%	270	-5.2K	-50	0.20	141.70	N/A	N/A	10	2	11	2
2022-05-31	$19.87	$17.50	87.8%	25.2%	37.5%	0.0%	86.8%	45.0%	-25.1%	339	-5.4K	-50	0.20	148.20	N/A	N/A	10	2	11	2