BANX Options History — July 2022 In July 2022, BANX traded between $18.09 and $19.01. ATM implied volatility averaged 77.4%. The 30-day expected move averaged 14.7%. IV traded above realized volatility by 48.5% (HV 20d: 28.9%). Max pain ranged from $17.50 to $17.50. Net GEX was positive for 2 of 20 trading days. Term structure was in contango for 6 of 20 days. Put/call ratio averaged 3.80.
Notable Days 2022-07-01 : Highest Volume — 20 contracts2022-07-13 : Largest IV drop — 75.8% change2022-07-01 : Largest Expected Move — 25.0%Monthly Statistics Metric Avg Min Max Open Close Price $18.29 $18.09 $19.01 $19.01 $18.11 Max Pain $17.50 $17.50 $17.50 $17.50 $17.50 ATM IV 77.4% 35.9% 230.9% 87.1% 44.0% Expected Move 14.7% 10.3% 25.0% 25.0% 12.6% HV 20d 28.9% 15.7% 36.8% 35.3% 15.7% HV 60d 30.9% 30.5% 31.2% 30.5% 30.6% Term Structure -9.5% -24.5% 9.7% -19.2% -21.0% VWIV 30.0% 17.3% 82.6% 29.0% 19.6% Skew 25d -30.7% -65.7% 2.2% -0.6% -41.1% Skew 10d 12.2% -41.1% 55.2% 6.4% 51.5% Call IV 25d 79.3% 32.1% 129.5% 83.9% 92.6% Put IV 25d 48.6% 23.0% 101.7% 83.3% 51.4% Bid-Ask Spread % 139.85 132.31 157.92 157.92 138.48 Gamma HHI 0.56 0.50 0.67 0.51 0.56 Net GEX -256 -683 101 -71 -305 Net DEX 1.4K -3.1K 4.7K 741 3.3K Net VEX -53 -66 -39 -58 -52 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 3.80 1.00 5.00 1.00 1.00 Total Volume 10.4 4 20 20 4 Total OI 23.2 21 25 21 25
Daily Data (20 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 2022-07-01 $19.01 $0.00 87.1% 25.0% 35.3% 0.0% 0.0% -0.6% -19.2% -71 741 -58 1.00 157.92 N/A N/A 10 10 11 10 2022-07-05 $18.45 $17.50 99.1% 14.8% 36.6% 0.0% 29.0% -39.3% -16.1% -337 2.4K -45 5.00 141.50 N/A N/A 2 10 11 10 2022-07-06 $18.48 $17.50 77.4% 13.8% 36.6% 0.0% 23.9% -16.1% -14.4% -10 644 -65 5.00 142.81 N/A N/A 2 10 13 10 2022-07-07 $18.38 $17.50 103.9% 14.8% 36.2% 0.0% 29.0% -34.3% -19.5% -318 2.2K -50 5.00 136.40 N/A N/A 2 10 13 10 2022-07-08 $18.32 $17.50 164.7% 15.8% 36.1% 0.0% 40.1% -36.5% -12.5% -92 857 -45 5.00 139.04 N/A N/A 2 10 13 10 2022-07-11 $18.60 $17.50 211.5% 22.6% 36.2% 0.0% 82.6% -27.8% -21.0% 101 -74 -66 5.00 145.39 N/A N/A 2 10 13 10 2022-07-12 $18.17 $17.50 230.9% 23.0% 36.8% 0.0% 80.2% 2.2% -24.5% 52 4.2K -49 5.00 144.45 N/A N/A 2 10 13 10 2022-07-13 $18.13 $17.50 55.9% 16.0% 28.9% 0.0% 30.0% -30.1% -22.7% -413 -661 -63 5.00 136.38 N/A N/A 2 10 13 10 2022-07-14 $18.09 $17.50 53.3% 15.3% 28.7% 0.0% 23.2% -36.4% -3.4% -11 245 -63 5.00 144.90 N/A N/A 2 10 13 10 2022-07-15 $18.11 $17.50 50.9% 14.6% 28.6% 0.0% 26.8% -65.7% 5.5% -507 -1.2K -61 5.00 139.46 N/A N/A 2 10 13 10 2022-07-18 $18.32 $17.50 50.1% 14.4% 28.4% 0.0% 31.5% -25.8% 9.4% -300 -3.1K -60 5.00 136.47 N/A N/A 2 10 13 10 2022-07-19 $18.27 $17.50 39.2% 11.2% 28.2% 0.0% 21.1% -44.4% 3.7% -621 806 -41 5.00 133.34 N/A N/A 2 10 13 10 2022-07-20 $18.23 $17.50 37.6% 10.8% 27.2% 0.0% 17.6% -24.2% 8.0% -154 1.3K -54 5.00 139.10 N/A N/A 2 10 13 10 2022-07-21 $18.20 $17.50 37.8% 10.8% 24.2% 0.0% 17.6% -28.1% 5.0% -169 1.4K -54 5.00 138.32 N/A N/A 2 10 13 10 2022-07-22 $18.20 $17.50 35.9% 10.3% 24.1% 0.0% 17.9% -41.0% 9.7% -222 2.3K -50 5.00 134.95 N/A N/A 2 10 13 10 2022-07-25 $18.19 $17.50 42.2% 12.1% 24.1% 0.0% 23.2% -56.8% -10.2% -683 1.4K -39 1.00 136.47 N/A N/A 2 2 13 10 2022-07-26 $18.15 $17.50 41.0% 11.7% 24.1% 0.0% 17.3% -36.0% -12.6% -324 4.7K -47 1.00 140.88 N/A N/A 2 2 13 12 2022-07-27 $18.20 $17.50 41.7% 12.0% 24.0% 0.0% 19.7% 1.2% -17.4% -374 2.5K -53 1.00 138.40 N/A N/A 2 2 13 12 2022-07-28 $18.15 $17.50 42.8% 12.3% 17.7% 0.0% 19.6% -33.6% -17.7% -356 4.4K -47 1.00 132.31 N/A N/A 2 2 13 12 2022-07-29 $18.11 $17.50 44.0% 12.6% 15.7% 0.0% 19.6% -41.1% -21.0% -305 3.3K -52 1.00 138.48 N/A N/A 2 2 13 12
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