BANX Options History — December 2022

Name: BANX Options Analytics - December 2022
Creator: Options Analysis Suite

In December 2022, BANX traded between $17.01 and $18.05. ATM implied volatility averaged 48.5%, placing in the 14.7% IV rank vs the trailing year. The 30-day expected move averaged 6.2%. IV traded above realized volatility by 37.8% (HV 20d: 10.7%). 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 19 of 21 days.

Notable Days

2022-12-20: Highest Volume — 140 contracts
2022-12-14: Largest IV drop — 86.3% change
2022-12-13: Highest IV Rank — 58.1%
2022-12-02: Largest Expected Move — 20.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$17.41	$17.01	$18.05	$17.53	$17.01
Max Pain	$17.63	$17.50	$20.00	$17.50	$17.50
ATM IV	48.5%	10.1%	143.1%	49.5%	13.2%
Expected Move	6.2%	2.9%	20.3%	14.2%	3.8%
HV 20d	10.7%	8.2%	16.8%	10.5%	16.8%
HV 60d	34.2%	18.4%	70.5%	70.5%	18.7%
IV Rank	14.7%	0.0%	58.1%	13.5%	1.4%
IV Percentile	33.1%	0.0%	95.9%	29.6%	0.5%
Term Structure	21.9%	-51.4%	53.9%	-50.1%	24.4%
VWIV	19.0%	13.1%	27.9%	14.8%	13.1%
Skew 25d	80.9%	0.7%	174.2%	8.9%	24.6%
Skew 10d	111.3%	2.4%	231.8%	22.7%	6.0%
Call IV 25d	32.4%	17.1%	50.9%	50.9%	17.1%
Put IV 25d	113.4%	33.3%	203.1%	59.8%	41.7%
Bid-Ask Spread %	122.18	114.45	139.08	133.37	123.76
Gamma HHI	0.91	0.81	1.00	0.87	1.00
Net GEX	-13.8K	-48.7K	-4.6K	-4.9K	-23.9K
Net DEX	64.0K	24.8K	206.8K	24.8K	206.8K
Net VEX	-230	-360	-181	-235	-197
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
Total Volume	8.857	0	140	0	10
Total OI	128.619	102	202	102	165

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	Spread %	Call Wall	Put Wall	Put Vol	Call OI	Put OI
2022-12-01	$17.53	$0.00	49.5%	14.2%	10.5%	13.5%	0.0%	8.9%	-50.1%	-4.9K	24.8K	-235	133.37	N/A	N/A	0	31	71
2022-12-02	$17.48	$0.00	70.7%	20.3%	10.6%	23.6%	0.0%	39.3%	-51.4%	-5.4K	30.5K	-227	139.08	N/A	N/A	0	31	71
2022-12-05	$17.40	$17.50	94.5%	5.9%	10.7%	34.9%	0.0%	103.9%	25.7%	-5.3K	34.2K	-224	127.93	N/A	N/A	0	31	71
2022-12-06	$17.27	$17.50	65.3%	6.3%	10.7%	21.0%	0.0%	93.1%	27.9%	-4.6K	35.4K	-211	114.45	N/A	N/A	0	31	71
2022-12-07	$17.32	$17.50	88.4%	6.3%	10.2%	32.0%	0.0%	92.7%	26.0%	-4.9K	36.3K	-212	118.91	N/A	N/A	0	31	71
2022-12-08	$17.38	$17.50	94.8%	5.9%	10.1%	35.1%	0.0%	92.8%	25.6%	-5.6K	36.2K	-205	118.23	N/A	N/A	0	31	71
2022-12-09	$17.26	$17.50	93.7%	5.8%	9.9%	34.6%	0.0%	101.6%	25.5%	-5.4K	42.5K	-199	118.81	N/A	N/A	0	31	71
2022-12-12	$17.22	$17.50	125.7%	6.1%	9.7%	49.8%	0.0%	108.4%	41.0%	-4.9K	45.7K	-203	118.00	N/A	N/A	0	31	71
2022-12-13	$17.24	$17.50	143.1%	5.1%	9.5%	58.1%	0.0%	116.7%	28.8%	-6.4K	49.6K	-200	119.63	N/A	N/A	0	31	71
2022-12-14	$17.32	$17.50	19.6%	5.6%	9.6%	0.0%	0.0%	133.5%	27.4%	-6.4K	43.9K	-206	124.39	N/A	N/A	0	31	71
2022-12-15	$17.40	$17.50	19.5%	5.6%	9.3%	0.0%	0.0%	96.5%	33.2%	-6.7K	36.0K	-181	118.81	N/A	N/A	0	31	71
2022-12-16	$17.36	$17.50	19.5%	5.6%	9.3%	0.0%	0.0%	134.5%	39.6%	-6.6K	39.0K	-183	123.76	N/A	N/A	0	31	71
2022-12-19	$17.38	$17.50	15.7%	4.5%	9.3%	0.0%	0.0%	174.2%	53.9%	-9.0K	44.3K	-197	129.11	N/A	N/A	0	31	71
2022-12-20	$17.44	$17.50	14.8%	4.3%	8.2%	0.0%	14.8%	119.5%	36.4%	-10.9K	42.1K	-187	122.25	N/A	N/A	140	31	71
2022-12-21	$17.36	$17.50	17.5%	5.0%	8.4%	1.3%	27.9%	9.7%	36.6%	-11.4K	96.9K	-360	124.42	N/A	N/A	22	31	150
2022-12-22	$17.64	$17.50	15.9%	4.6%	10.0%	0.5%	0.0%	82.7%	14.9%	-36.7K	106.7K	-313	120.64	N/A	N/A	0	31	171
2022-12-23	$17.80	$17.50	14.1%	4.0%	10.3%	0.0%	16.7%	51.9%	18.2%	-48.7K	60.4K	-272	120.12	N/A	N/A	10	31	171
2022-12-27	$18.05	$17.50	17.6%	5.1%	11.2%	1.6%	26.5%	0.7%	26.0%	-13.2K	43.1K	-274	114.87	N/A	N/A	2	31	161
2022-12-28	$17.50	$20.00	15.2%	4.4%	15.4%	0.5%	15.3%	0.9%	21.8%	-28.2K	127.7K	-277	115.99	N/A	N/A	2	5	161
2022-12-29	$17.34	$17.50	10.1%	2.9%	15.6%	0.0%	0.0%	113.4%	29.1%	-41.9K	161.5K	-263	119.17	N/A	N/A	0	5	160
2022-12-30	$17.01	$17.50	13.2%	3.8%	16.8%	1.4%	13.1%	24.6%	24.4%	-23.9K	206.8K	-197	123.76	N/A	N/A	10	5	160