BANX Options History — November 2022 In November 2022, BANX traded between $16.81 and $17.58. ATM implied volatility averaged 63.9%, placing in the 20.3% IV rank vs the trailing year. The 30-day expected move averaged 16.5%. IV traded above realized volatility by 45.0% (HV 20d: 18.9%). Max pain ranged from $20.00 to $20.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 3.38.
Notable Days 2022-11-09 : Highest Volume — 85 contracts2022-11-23 : Largest IV spike — 62.6% change2022-11-08 : Highest IV Rank — 40.7%2022-11-01 : Largest Expected Move — 25.1%Monthly Statistics Metric Avg Min Max Open Close Price $17.20 $16.81 $17.58 $17.10 $17.46 Max Pain $20.00 $20.00 $20.00 $20.00 $20.00 ATM IV 63.9% 42.5% 106.6% 87.5% 44.6% Expected Move 16.5% 12.2% 25.1% 25.1% 12.8% HV 20d 18.9% 11.1% 25.9% 25.9% 11.1% HV 60d 83.1% 70.5% 105.2% 105.2% 70.5% IV Rank 20.3% 10.1% 40.7% 31.6% 11.1% IV Percentile 51.7% 17.8% 91.2% 82.4% 20.0% Term Structure -36.5% -60.9% 23.5% -24.9% -48.7% Skew 25d -0.2% -35.1% 53.3% 39.0% -8.8% Skew 10d -0.5% -19.4% 38.4% 10.4% 15.2% Call IV 25d 61.1% 27.8% 100.1% 31.9% 73.2% Put IV 25d 60.9% 28.2% 87.6% 70.9% 64.3% Bid-Ask Spread % 137.11 128.36 143.20 128.36 140.33 Gamma HHI 0.88 0.80 0.94 0.88 0.87 Net GEX -4.0K -5.2K -2.8K -2.9K -5.2K Net DEX 38.7K 27.3K 49.5K 36.0K 30.6K Net VEX -268 -298 -228 -298 -228 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 3.38 2.82 4.00 2.82 2.82 Total Volume 60.333 0 85 65 1 Total OI 107.476 100 121 101 101
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 2022-11-01 $17.10 $20.00 87.5% 25.1% 25.9% 31.6% 0.0% 39.0% -24.9% -2.9K 36.0K -298 2.82 128.36 N/A N/A 17 48 32 69 2022-11-02 $16.95 $20.00 58.7% 16.8% 25.9% 17.8% 0.0% 53.3% 23.5% -2.8K 39.9K -285 2.82 134.47 N/A N/A 17 48 32 69 2022-11-03 $17.00 $0.00 66.9% 16.2% 24.9% 21.8% 0.0% 5.5% -33.5% -2.8K 37.9K -286 2.82 137.65 N/A N/A 17 48 32 69 2022-11-04 $16.93 $0.00 87.3% 16.4% 24.4% 31.5% 0.0% 14.6% -44.4% -3.0K 42.3K -277 2.82 137.31 N/A N/A 17 48 32 69 2022-11-07 $16.81 $0.00 104.1% 17.4% 21.5% 39.5% 0.0% -16.1% -45.1% -3.1K 46.4K -281 2.82 140.70 N/A N/A 17 48 32 69 2022-11-08 $16.98 $0.00 106.6% 16.2% 21.8% 40.7% 0.0% 11.8% -40.5% -3.2K 44.2K -275 2.82 138.10 N/A N/A 17 48 32 69 2022-11-09 $16.91 $0.00 56.9% 16.3% 21.8% 17.0% 0.0% 18.1% -40.3% -3.1K 44.4K -270 4.00 136.54 N/A N/A 17 68 32 69 2022-11-10 $17.09 $0.00 56.2% 16.1% 20.7% 16.6% 0.0% -14.1% -41.7% -3.8K 49.5K -298 4.00 138.93 N/A N/A 17 68 32 89 2022-11-11 $17.20 $0.00 53.8% 15.4% 20.8% 15.5% 0.0% 16.8% -37.0% -4.0K 42.7K -287 4.00 134.13 N/A N/A 17 68 32 89 2022-11-14 $17.29 $0.00 56.2% 16.1% 20.8% 16.7% 0.0% 26.9% -40.4% -4.2K 41.2K -279 4.00 134.44 N/A N/A 17 68 32 89 2022-11-15 $17.30 $0.00 50.8% 14.6% 20.6% 14.1% 0.0% -24.1% -33.1% -4.4K 41.8K -276 4.00 135.47 N/A N/A 17 68 32 89 2022-11-16 $17.44 $0.00 52.2% 15.0% 20.7% 14.8% 0.0% -1.9% -30.7% -4.6K 36.5K -271 4.00 135.84 N/A N/A 17 68 32 89 2022-11-17 $17.40 $0.00 53.1% 15.2% 20.7% 15.2% 0.0% -13.7% -33.2% -4.6K 37.4K -268 4.00 142.71 N/A N/A 17 68 32 89 2022-11-18 $17.42 $0.00 57.4% 16.5% 19.0% 17.2% 0.0% -14.5% -37.5% -4.3K 32.8K -264 4.00 143.20 N/A N/A 17 68 32 89 2022-11-21 $17.21 $0.00 50.4% 14.4% 16.4% 13.9% 0.0% -28.9% -24.3% -4.0K 38.9K -252 2.82 134.87 N/A N/A 17 48 31 69 2022-11-22 $17.24 $0.00 42.5% 12.2% 12.0% 10.1% 0.0% -10.3% -36.0% -4.7K 39.0K -254 2.82 135.51 N/A N/A 17 48 31 69 2022-11-23 $17.34 $0.00 69.1% 19.8% 12.1% 22.8% 0.0% -20.9% -60.9% -4.4K 35.0K -257 2.82 142.09 N/A N/A 17 48 31 69 2022-11-25 $17.30 $0.00 58.5% 16.8% 12.0% 17.8% 0.0% -3.8% -45.3% -4.5K 33.9K -238 0.00 138.48 N/A N/A 0 1 31 69 2022-11-28 $17.34 $0.00 67.4% 19.3% 11.7% 22.0% 0.0% -35.1% -50.0% -4.5K 34.0K -234 0.00 133.50 N/A N/A 0 0 31 70 2022-11-29 $17.58 $0.00 61.4% 17.6% 11.3% 19.1% 0.0% 1.4% -42.2% -5.1K 27.3K -242 0.00 136.77 N/A N/A 0 0 31 70 2022-11-30 $17.46 $0.00 44.6% 12.8% 11.1% 11.1% 0.0% -8.8% -48.7% -5.2K 30.6K -228 0.00 140.33 N/A N/A 0 1 31 70
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