BANX Options History — August 2022

In August 2022, BANX traded between $18.14 and $25.74. ATM implied volatility averaged 56.8%. The 30-day expected move averaged 16.0%. IV traded below realized volatility by 12.9% (HV 20d: 69.7%). Max pain ranged from $17.50 to $20.00. Net GEX was positive for 10 of 23 trading days. Term structure was in contango for 4 of 23 days. Put/call ratio averaged 1.00.

Notable Days

  • 2022-08-31: Highest Volume — 16 contracts
  • 2022-08-17: Largest IV spike — 121.8% change
  • 2022-08-17: Largest Expected Move — 31.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$19.36$18.14$25.74$18.20$19.95
Max Pain$18.50$17.50$20.00$17.50$20.00
ATM IV56.8%31.4%110.4%47.1%31.4%
Expected Move16.0%9.0%31.7%13.5%9.0%
HV 20d69.7%6.0%137.4%15.6%137.4%
HV 60d52.4%24.9%81.1%30.4%81.1%
Term Structure-10.0%-32.5%17.3%-22.3%8.8%
VWIV26.8%22.1%35.7%22.2%31.4%
Skew 25d-13.2%-49.8%20.9%-29.4%2.6%
Skew 10d6.2%-20.4%57.2%55.0%5.4%
Call IV 25d68.4%46.0%103.6%81.3%47.2%
Put IV 25d55.2%25.0%88.9%51.9%49.9%
Bid-Ask Spread %137.66127.48142.38134.03127.48
Gamma HHI0.570.440.840.560.44
Net GEX-43-474327-325136
Net DEX-1.6K-22.6K5.1K2.7K-3.4K
Net VEX-46-77-26-50-60
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.000.002.331.001.67
Total Volume2.435016416
Total OI23.43516282528

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-08-01$18.20$17.5047.1%13.5%15.6%0.0%22.2%-29.4%-22.3%-3252.7K-501.00134.03N/AN/A221312
2022-08-02$18.18$17.5046.1%13.2%11.6%0.0%22.6%-49.8%-23.1%-3272.9K-501.00138.37N/AN/A221312
2022-08-03$18.24$17.5048.0%13.8%11.7%0.0%22.1%-47.7%-25.6%-3082.6K-481.00139.77N/AN/A221312
2022-08-04$18.22$0.0048.8%14.2%11.6%0.0%0.0%-16.3%-5.7%-3865.1K-371.00139.78N/AN/A221312
2022-08-05$18.14$0.0046.6%14.2%11.6%0.0%0.0%-17.2%-11.5%-4063.1K-471.00140.04N/AN/A221312
2022-08-08$18.23$0.0054.6%14.6%10.3%0.0%0.0%8.4%-6.0%-4744.8K-341.00137.17N/AN/A221312
2022-08-09$18.26$0.0058.2%10.9%6.0%0.0%0.0%-18.0%-12.0%-3533.2K-410.00138.79N/AN/A001312
2022-08-10$18.61$0.0053.3%15.3%8.8%0.0%0.0%-16.4%-10.8%-2272.4K-400.00138.52N/AN/A001312
2022-08-11$18.96$0.0047.1%13.5%10.7%0.0%0.0%-8.4%-2.3%-173563-410.00139.57N/AN/A021312
2022-08-12$19.05$0.0049.4%14.1%10.7%0.0%0.0%-4.0%-6.0%-2061.3K-490.00136.27N/AN/A001314
2022-08-15$19.72$0.0053.4%15.3%15.4%0.0%0.0%3.7%-6.4%-54-841-490.00137.41N/AN/A001314
2022-08-16$19.84$0.0049.8%14.3%15.2%0.0%0.0%-16.5%-13.7%-42-2.3K-470.00139.02N/AN/A001314
2022-08-17$25.74$0.00110.4%31.7%92.1%0.0%0.0%0.0%-9.1%171-22.6K-570.00142.38N/AN/A001314
2022-08-18$19.68$0.0061.3%17.6%137.0%0.0%0.0%1.8%-14.6%-38-1.8K-460.00134.91N/AN/A001314
2022-08-19$19.71$0.0076.9%22.0%137.0%0.0%0.0%-4.0%-25.8%314-7.3K-430.00140.47N/AN/A011314
2022-08-22$19.56$0.0079.8%22.9%137.1%0.0%0.0%12.2%-25.2%230-5.8K-470.00139.25N/AN/A00133
2022-08-23$19.27$0.0048.8%14.0%137.2%0.0%0.0%-25.0%17.3%195382-260.00137.08N/AN/A00133
2022-08-24$19.35$0.0048.5%13.9%137.2%0.0%0.0%-27.2%10.0%289-3.9K-430.00135.26N/AN/A00133
2022-08-25$19.55$0.0065.9%18.9%137.2%0.0%0.0%-22.3%-20.1%291-4.8K-440.00140.72N/AN/A00133
2022-08-26$19.68$0.0056.0%16.1%137.2%0.0%0.0%0.1%-10.8%310-4.4K-430.00133.76N/AN/A10133
2022-08-29$19.56$0.0054.9%15.7%137.3%0.0%35.7%20.9%16.7%327-4.8K-442.33137.83N/AN/A37143
2022-08-30$19.60$20.0071.2%20.4%137.3%0.0%0.0%-37.5%-32.5%74-3.7K-770.00138.20N/AN/A201710
2022-08-31$19.95$20.0031.4%9.0%137.4%0.0%31.4%2.6%8.8%136-3.4K-601.67127.48N/AN/A6101810