BANX Options History — June 2022

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

In June 2022, BANX traded between $18.07 and $20.00. ATM implied volatility averaged 67.2%. The 30-day expected move averaged 17.2%. IV traded above realized volatility by 33.8% (HV 20d: 33.4%). 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 3 of 21 days. Put/call ratio averaged 0.17.

Notable Days

2022-06-30: Highest Volume — 20 contracts
2022-06-13: Largest IV spike — 132.2% change
2022-06-13: Largest Expected Move — 26.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$19.00	$18.07	$20.00	$19.90	$19.25
Max Pain	$17.50	$17.50	$17.50	$17.50	$17.50
ATM IV	67.2%	28.0%	93.4%	78.3%	73.7%
Expected Move	17.2%	8.0%	26.8%	22.4%	21.1%
HV 20d	33.4%	28.9%	37.3%	37.3%	35.2%
HV 60d	26.9%	24.0%	30.5%	24.2%	30.5%
Term Structure	-15.2%	-64.8%	30.4%	-21.0%	30.4%
VWIV	75.9%	75.9%	75.9%	75.9%	75.9%
Skew 25d	4.0%	-31.5%	57.4%	57.4%	-20.5%
Skew 10d	1.5%	-40.8%	50.3%	13.1%	-12.7%
Call IV 25d	64.3%	19.6%	134.7%	19.6%	131.9%
Put IV 25d	68.3%	40.8%	111.6%	77.0%	111.4%
Bid-Ask Spread %	151.92	142.94	161.88	144.96	155.51
Gamma HHI	0.84	0.58	1.00	0.78	1.00
Net GEX	273	126	420	396	371
Net DEX	-3.3K	-5.5K	-1.8K	-3.6K	-3.5K
Net VEX	-33	-48	-19	-40	-31
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.17	0.00	1.00	0.20	1.00
Total Volume	11.714	10	20	12	20
Total OI	12.238	11	13	13	11

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
2022-06-01	$19.90	$17.50	78.3%	22.4%	37.3%	0.0%	75.9%	57.4%	-21.0%	396	-3.6K	-40	0.20	144.96	N/A	N/A	10	2	11	2
2022-06-02	$20.00	$0.00	68.2%	12.5%	36.7%	0.0%	0.0%	-13.4%	-11.8%	420	-3.5K	-40	0.20	154.94	N/A	N/A	10	2	11	2
2022-06-03	$19.98	$0.00	92.1%	16.5%	36.7%	0.0%	0.0%	-16.1%	-17.8%	379	-5.0K	-46	0.20	161.88	N/A	N/A	10	2	11	2
2022-06-06	$19.75	$0.00	87.3%	14.5%	36.9%	0.0%	0.0%	3.4%	-9.5%	310	-5.5K	-48	0.20	152.40	N/A	N/A	10	2	11	2
2022-06-07	$19.94	$0.00	83.7%	8.9%	36.1%	0.0%	0.0%	26.2%	-7.1%	338	-3.6K	-39	0.20	146.54	N/A	N/A	10	2	11	2
2022-06-08	$19.70	$0.00	29.6%	8.5%	36.4%	0.0%	0.0%	15.4%	-1.1%	316	-3.7K	-38	0.20	149.72	N/A	N/A	10	2	11	2
2022-06-09	$19.99	$0.00	28.0%	8.0%	34.9%	0.0%	0.0%	15.2%	9.2%	322	-3.2K	-36	0.20	145.28	N/A	N/A	10	2	11	2
2022-06-10	$19.80	$0.00	40.2%	11.5%	33.1%	0.0%	0.0%	20.8%	-0.7%	301	-4.1K	-39	0.20	147.52	N/A	N/A	10	2	11	2
2022-06-13	$18.55	$0.00	93.4%	26.8%	34.1%	0.0%	0.0%	-31.5%	-48.8%	205	-2.0K	-33	0.20	154.44	N/A	N/A	10	2	11	2
2022-06-14	$18.70	$0.00	58.5%	16.8%	34.1%	0.0%	0.0%	-5.7%	-27.4%	200	-2.7K	-34	0.20	156.29	N/A	N/A	10	2	11	2
2022-06-15	$18.55	$0.00	58.1%	16.7%	30.8%	0.0%	0.0%	5.2%	-43.0%	126	-1.8K	-28	0.20	146.47	N/A	N/A	10	2	11	2
2022-06-16	$18.25	$0.00	87.9%	25.2%	28.9%	0.0%	0.0%	57.3%	-13.4%	145	-3.0K	-34	0.20	154.69	N/A	N/A	10	2	11	2
2022-06-17	$18.42	$0.00	81.4%	23.3%	29.1%	0.0%	0.0%	-19.1%	-2.0%	217	-4.7K	-36	0.20	153.74	N/A	N/A	10	2	11	2
2022-06-21	$18.77	$0.00	54.7%	15.7%	29.3%	0.0%	0.0%	5.7%	13.2%	243	-2.4K	-23	0.00	150.73	N/A	N/A	10	0	11	0
2022-06-22	$18.12	$0.00	57.5%	16.5%	31.5%	0.0%	0.0%	13.4%	-16.7%	250	-2.9K	-28	0.00	153.08	N/A	N/A	10	0	11	0
2022-06-23	$18.16	$0.00	51.8%	14.8%	31.5%	0.0%	0.0%	2.2%	-22.5%	243	-2.4K	-22	0.00	148.32	N/A	N/A	10	0	11	0
2022-06-24	$18.10	$0.00	66.7%	19.1%	31.3%	0.0%	0.0%	-18.1%	-2.0%	244	-3.7K	-32	0.00	158.97	N/A	N/A	10	0	11	0
2022-06-27	$18.18	$0.00	71.7%	20.6%	31.4%	0.0%	0.0%	-23.9%	-24.9%	242	-3.9K	-31	0.00	158.95	N/A	N/A	10	0	11	0
2022-06-28	$18.07	$0.00	57.6%	16.5%	31.1%	0.0%	0.0%	2.3%	-37.4%	210	-1.9K	-19	0.00	142.94	N/A	N/A	10	0	11	0
2022-06-29	$18.88	$0.00	90.3%	25.9%	34.4%	0.0%	0.0%	8.1%	-64.8%	251	-2.4K	-22	0.00	152.98	N/A	N/A	10	0	11	0
2022-06-30	$19.25	$0.00	73.7%	21.1%	35.2%	0.0%	0.0%	-20.5%	30.4%	371	-3.5K	-31	1.00	155.51	N/A	N/A	10	10	11	0