BANX Options History — September 2022

In September 2022, BANX traded between $16.54 and $23.26. ATM implied volatility averaged 63.8%, placing in the 17.2% IV rank vs the trailing year. The 30-day expected move averaged 14.3%. IV traded below realized volatility by 65.8% (HV 20d: 129.6%). Max pain ranged from $17.50 to $22.50. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 3.57.

Notable Days

  • 2022-09-29: Highest Volume — 77 contracts
  • 2022-09-20: Largest IV spike — 93.0% change
  • 2022-09-14: Highest IV Rank — 71.9%
  • 2022-09-14: Largest Expected Move — 49.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$18.40$16.54$23.26$19.50$17.23
Max Pain$18.69$17.50$22.50$20.00$17.50
ATM IV63.8%21.3%174.0%72.8%30.8%
Expected Move14.3%6.1%49.9%20.9%8.8%
HV 20d129.6%118.0%160.0%137.7%120.2%
HV 60d94.5%80.0%104.1%81.2%104.1%
IV Rank17.2%0.0%71.9%42.3%4.5%
IV Percentile36.5%0.0%97.7%93.7%6.3%
Term Structure4.6%-48.8%53.0%-33.0%22.5%
VWIV43.3%19.0%86.6%24.0%73.5%
Skew 25d1.7%-37.7%31.1%-37.7%3.8%
Skew 10d8.0%-30.0%58.1%-30.0%0.9%
Call IV 25d51.1%23.8%118.0%109.4%51.6%
Put IV 25d52.9%31.8%89.5%71.7%55.3%
Bid-Ask Spread %140.76126.12158.86132.43126.12
Gamma HHI0.770.460.980.510.98
Net GEX-3.5K-9.3K-53-302-9.3K
Net DEX50.8K686129.0K1.4K122.8K
Net VEX-230-420-108-108-420
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.570.0012.001.672.87
Total Volume26.619077058
Total OI93.7623717437174

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-09-01$19.50$20.0072.8%20.9%137.7%0.0%0.0%-37.7%-33.0%-3021.4K-1080.00132.43N/AN/A001819
2022-09-02$19.53$20.0084.3%24.2%137.7%0.0%0.0%-28.5%-32.8%-329686-1110.00140.33N/AN/A001819
2022-09-06$19.13$22.5084.3%15.4%137.9%0.0%24.0%22.2%-31.2%-533.2K-1171.67155.93N/AN/A6101819
2022-09-07$19.02$22.50113.9%16.9%138.0%42.3%24.3%31.1%-33.4%-2603.9K-1142.00158.86N/AN/A5101819
2022-09-08$18.88$22.5074.9%14.3%137.9%23.1%0.0%21.8%-30.6%-934.3K-1120.00158.46N/AN/A001819
2022-09-09$18.69$22.5086.7%15.6%137.7%28.9%52.9%10.3%-13.5%-1834.6K-1100.00153.00N/AN/A0201819
2022-09-12$18.62$17.50128.7%14.3%137.7%49.6%36.3%-34.5%-48.8%-1.3K17.9K-1370.00149.62N/AN/A0501839
2022-09-13$18.50$17.50107.3%11.3%137.1%39.1%31.5%-21.5%-31.9%-2.8K28.2K-17212.00135.74N/AN/A5601861
2022-09-14$23.26$17.50174.0%49.9%160.0%71.9%86.6%23.4%-5.1%-3994.5K-2260.00138.00N/AN/A051861
2022-09-15$18.57$17.5051.5%14.8%151.0%11.6%0.0%-8.5%9.5%-2.7K32.7K-1940.00140.47N/AN/A011866
2022-09-16$18.68$17.5054.3%15.6%118.0%12.9%25.7%-6.2%10.9%-2.3K31.7K-1990.40150.05N/AN/A521867
2022-09-19$18.22$17.5028.5%8.2%118.3%0.2%38.3%21.5%41.3%-3.0K39.8K-1947.50133.76N/AN/A2151767
2022-09-20$18.38$17.5054.9%15.7%118.4%13.3%0.0%-4.8%13.9%-4.3K41.0K-2010.00148.49N/AN/A001982
2022-09-21$18.09$17.5028.0%8.0%118.4%0.0%0.0%-9.5%38.0%-5.5K53.1K-2040.00140.04N/AN/A0421982
2022-09-22$17.89$17.5027.6%7.9%118.4%0.0%0.0%-12.9%32.7%-8.6K86.8K-3770.00134.24N/AN/A0019124
2022-09-23$17.64$17.5028.9%8.3%118.3%0.6%0.0%-6.9%53.0%-7.5K98.8K-3790.00138.63N/AN/A10019124
2022-09-26$16.59$17.5021.3%6.1%119.9%0.0%19.0%16.4%41.5%-6.0K129.0K-3582.93136.29N/AN/A154429124
2022-09-27$16.55$17.5032.2%9.2%119.9%5.2%52.8%17.4%40.6%-5.3K128.2K-3522.93127.14N/AN/A154429125
2022-09-28$16.54$17.5027.9%8.0%119.8%3.2%70.5%28.4%27.9%-5.4K125.2K-3612.87128.18N/AN/A154329126
2022-09-29$16.95$17.5027.9%8.0%120.1%3.2%27.7%11.0%25.0%-7.8K110.1K-3844.13130.14N/AN/A156229126
2022-09-30$17.23$17.5030.8%8.8%120.2%4.5%73.5%3.8%22.5%-9.3K122.8K-4202.87126.12N/AN/A154329145