BANX Options History — October 2022

In October 2022, BANX traded between $16.45 and $17.80. ATM implied volatility averaged 62.4%, placing in the 19.6% IV rank vs the trailing year. The 30-day expected move averaged 20.6%. IV traded below realized volatility by 1.3% (HV 20d: 63.8%). Max pain ranged from $17.50 to $20.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 2.98.

Notable Days

  • 2022-10-21: Highest Volume — 100 contracts
  • 2022-10-12: Largest IV spike — 227.6% change
  • 2022-10-19: Highest IV Rank — 46.0%
  • 2022-10-19: Largest Expected Move — 33.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$16.95$16.45$17.80$17.19$16.91
Max Pain$19.64$17.50$20.00$17.50$20.00
ATM IV62.4%28.3%117.6%32.8%55.1%
Expected Move20.6%8.3%33.7%9.4%15.8%
HV 20d63.8%27.7%121.7%120.2%28.7%
HV 60d104.7%104.1%105.2%104.1%105.2%
IV Rank19.6%3.3%46.0%5.5%16.1%
IV Percentile48.9%4.1%94.2%8.3%45.1%
Term Structure-23.0%-99.2%58.0%58.0%-27.3%
VWIV83.5%40.0%145.5%40.0%145.5%
Skew 25d30.7%-32.4%72.9%38.1%21.8%
Skew 10d6.7%-33.9%51.9%51.9%48.9%
Call IV 25d55.9%24.8%143.7%24.8%51.2%
Put IV 25d86.6%62.9%123.0%62.9%73.1%
Bid-Ask Spread %137.08123.94145.31123.94129.19
Gamma HHI0.920.820.990.980.83
Net GEX-6.2K-12.4K-2.2K-8.3K-2.5K
Net DEX116.9K32.6K199.8K126.0K38.4K
Net VEX-323-408-245-403-291
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.982.824.352.872.82
Total Volume65.905581005865
Total OI155.42995182174101

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-10-03$17.19$17.5032.8%9.4%120.2%5.5%40.0%38.1%58.0%-8.3K126.0K-4032.87123.94N/AN/A154329145
2022-10-04$17.80$17.5028.9%8.3%120.9%3.6%65.2%11.3%36.2%-10.2K93.6K-4082.87141.06N/AN/A154329145
2022-10-05$17.68$17.5031.1%8.9%120.9%4.7%145.5%-32.4%36.9%-9.4K101.4K-4052.87144.57N/AN/A154329145
2022-10-06$17.29$20.0028.3%18.5%121.1%3.3%0.0%26.9%-34.9%-5.5K111.5K-4022.87142.15N/AN/A154329145
2022-10-07$17.50$20.0028.3%19.3%121.2%3.3%0.0%20.3%-34.1%-12.4K116.5K-3892.87142.96N/AN/A154329145
2022-10-10$16.93$20.0032.2%22.9%121.7%5.2%0.0%23.9%-61.1%-9.4K143.5K-3532.87145.31N/AN/A154329145
2022-10-11$16.90$20.0032.5%31.0%121.7%5.3%0.0%-20.8%-85.3%-9.3K145.3K-3473.00142.90N/AN/A164829145
2022-10-12$16.80$20.00106.3%30.5%84.9%40.6%0.0%-8.8%-82.4%-8.4K149.4K-3493.06144.91N/AN/A164930150
2022-10-13$16.47$20.0069.8%20.0%33.9%23.2%0.0%41.7%-37.7%-7.3K163.6K-3233.06135.98N/AN/A164930151
2022-10-14$16.52$20.0068.9%19.8%33.8%22.7%0.0%49.3%-32.0%-7.3K162.0K-3153.06142.55N/AN/A164930151
2022-10-17$16.55$20.0072.7%20.8%33.1%24.5%0.0%46.0%-39.4%-8.2K171.5K-2893.06133.51N/AN/A164930151
2022-10-18$16.45$20.0070.7%20.3%32.8%23.6%0.0%48.2%-39.0%-7.4K168.1K-2863.06132.51N/AN/A164930151
2022-10-19$16.50$20.00117.6%33.7%32.6%46.0%0.0%16.6%-99.2%-7.9K173.8K-2712.88141.60N/AN/A174930151
2022-10-20$16.58$20.0062.8%18.0%32.7%19.8%0.0%57.0%-0.3%-2.4K199.8K-2454.35137.09N/AN/A177431151
2022-10-21$16.99$20.0049.8%14.3%33.9%13.6%0.0%38.7%21.2%-2.7K198.3K-2502.85134.14N/AN/A267431151
2022-10-24$16.52$20.00100.6%28.8%27.7%37.8%0.0%46.2%-10.7%-2.2K51.8K-2722.82139.46N/AN/A17482669
2022-10-25$17.06$20.0073.8%21.1%29.9%25.0%0.0%72.9%-11.6%-2.6K37.4K-2952.82133.15N/AN/A17483169
2022-10-26$17.09$20.0076.7%22.0%29.9%26.5%0.0%53.9%-16.1%-2.6K35.1K-3012.82134.02N/AN/A17483169
2022-10-27$17.01$20.0078.6%22.5%28.7%27.3%0.0%54.6%-19.2%-2.5K35.3K-2912.82129.41N/AN/A17483169
2022-10-28$17.15$20.0093.3%26.8%28.3%34.4%0.0%38.8%-4.5%-2.7K32.6K-2992.82128.33N/AN/A17483269
2022-10-31$16.91$20.0055.1%15.8%28.7%16.1%0.0%21.8%-27.3%-2.5K38.4K-2912.82129.19N/AN/A17483269