BANX Options History — January 2023 In January 2023, BANX traded between $17.42 and $18.91. ATM implied volatility averaged 42.8%, placing in the 14.8% IV rank vs the trailing year. The 30-day expected move averaged 11.0%. IV traded above realized volatility by 19.7% (HV 20d: 23.1%). Max pain ranged from $17.50 to $17.50. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 4 of 20 days. Put/call ratio averaged 5.86.
Notable Days 2023-01-13 : Highest Volume — 101 contracts2023-01-05 : Largest IV spike — 171.5% change2023-01-10 : Highest IV Rank — 27.6%2023-01-31 : Largest Expected Move — 15.0%Monthly Statistics Metric Avg Min Max Open Close Price $18.37 $17.42 $18.91 $17.42 $18.15 Max Pain $17.50 $17.50 $17.50 $17.50 $17.50 ATM IV 42.8% 16.4% 71.1% 16.9% 52.2% Expected Move 11.0% 4.7% 15.0% 4.8% 15.0% HV 20d 23.1% 19.1% 25.8% 19.1% 20.8% HV 60d 18.0% 16.6% 19.0% 18.8% 16.6% IV Rank 14.8% 2.9% 27.6% 3.1% 19.1% IV Percentile 27.4% 3.4% 67.5% 3.4% 42.9% Term Structure -9.3% -35.2% 31.9% 30.8% -35.2% VWIV 17.4% 17.4% 17.4% 17.4% 17.4% Skew 25d -2.6% -27.2% 26.6% 6.3% -3.6% Skew 10d 1.7% -16.5% 42.8% 6.6% 1.8% Call IV 25d 40.0% 18.2% 67.4% 51.4% 48.8% Put IV 25d 37.4% 12.5% 57.7% 57.7% 45.1% Bid-Ask Spread % 135.85 123.12 140.92 123.12 131.92 Gamma HHI 0.81 0.59 1.00 1.00 0.62 Net GEX -6.6K -32.5K -425 -32.5K -568 Net DEX 50.1K 8.4K 149.4K 149.4K 12.5K Net VEX -149 -253 -29 -253 -121 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 5.86 0.00 21.00 0.00 0.00 Total Volume 8.65 0 101 1 0 Total OI 97.8 26 176 175 28
Daily Data (20 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 2023-01-03 $17.42 $17.50 16.9% 4.8% 19.1% 3.1% 17.4% 6.3% 30.8% -32.5K 149.4K -253 0.00 123.12 N/A N/A 1 0 5 170 2023-01-04 $17.50 $17.50 16.4% 4.7% 19.1% 2.9% 0.0% 26.6% 31.9% -30.4K 135.2K -247 0.00 125.27 N/A N/A 0 0 6 170 2023-01-05 $17.98 $0.00 44.6% 8.4% 21.0% 15.6% 0.0% -11.1% -10.0% -10.7K 108.5K -237 0.00 135.98 N/A N/A 0 0 6 170 2023-01-06 $18.09 $0.00 50.3% 10.2% 21.1% 18.2% 0.0% -5.9% -10.1% -9.9K 104.7K -231 0.00 137.42 N/A N/A 0 1 6 170 2023-01-09 $18.56 $0.00 61.2% 11.7% 22.7% 23.1% 0.0% 4.5% -18.6% -8.4K 86.7K -196 0.00 139.14 N/A N/A 0 23 6 170 2023-01-10 $18.91 $0.00 71.1% 9.3% 23.0% 27.6% 0.0% 1.0% 1.9% -6.6K 62.2K -148 0.00 138.39 N/A N/A 1 0 6 147 2023-01-11 $18.91 $0.00 37.4% 10.7% 22.9% 12.4% 0.0% -2.4% 1.7% -6.3K 67.8K -149 20.00 140.25 N/A N/A 1 20 5 147 2023-01-12 $18.70 $0.00 43.3% 12.4% 23.6% 15.0% 0.0% 0.4% -17.6% -7.8K 62.7K -136 0.00 139.38 N/A N/A 0 0 6 147 2023-01-13 $18.72 $0.00 39.7% 11.4% 23.6% 13.4% 0.0% 1.6% -9.9% -6.9K 70.2K -136 0.00 140.92 N/A N/A 0 101 6 147 2023-01-17 $18.60 $0.00 35.3% 10.1% 23.9% 11.4% 0.0% 7.0% -9.5% -2.7K 10.8K -29 21.00 139.26 N/A N/A 1 21 6 46 2023-01-18 $18.75 $0.00 48.5% 13.9% 23.8% 17.4% 0.0% -2.4% -23.9% -2.6K 27.9K -131 0.00 139.50 N/A N/A 0 0 7 67 2023-01-19 $18.30 $0.00 45.2% 13.0% 25.8% 15.9% 0.0% 12.3% -13.1% -3.3K 32.9K -128 0.00 139.28 N/A N/A 1 0 7 67 2023-01-20 $18.36 $0.00 47.1% 13.5% 25.8% 16.8% 0.0% -3.5% -16.1% -425 9.2K -121 0.00 137.07 N/A N/A 0 0 8 67 2023-01-23 $18.41 $0.00 30.4% 8.7% 25.7% 9.2% 0.0% -8.7% -5.6% -515 8.8K -116 0.00 137.87 N/A N/A 1 0 5 21 2023-01-24 $18.35 $0.00 49.5% 14.2% 25.3% 17.9% 0.0% -12.6% -20.5% -477 8.4K -121 0.00 137.16 N/A N/A 0 0 6 21 2023-01-25 $18.48 $0.00 26.6% 7.6% 25.2% 7.5% 0.0% -27.2% -17.1% -744 12.0K -117 0.00 128.50 N/A N/A 0 0 6 21 2023-01-26 $18.57 $0.00 50.9% 14.6% 24.9% 18.5% 0.0% -22.4% -15.3% -864 11.1K -114 0.00 135.06 N/A N/A 1 0 6 21 2023-01-27 $18.38 $0.00 52.1% 14.9% 22.2% 19.0% 0.0% -6.3% -24.8% -665 11.1K -123 0.00 137.74 N/A N/A 0 0 7 21 2023-01-30 $18.23 $0.00 36.6% 10.5% 22.2% 12.0% 0.0% -5.0% -4.0% -469 10.6K -123 0.00 133.85 N/A N/A 0 0 7 21 2023-01-31 $18.15 $0.00 52.2% 15.0% 20.8% 19.1% 0.0% -3.6% -35.2% -568 12.5K -121 0.00 131.92 N/A N/A 0 0 7 21
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