BANX Options History — February 2023 In February 2023, BANX traded between $18.16 and $18.95. ATM implied volatility averaged 52.9%, placing in the 19.4% IV rank vs the trailing year. The 30-day expected move averaged 14.6%. IV traded above realized volatility by 33.3% (HV 20d: 19.6%). Max pain ranged from $17.50 to $17.50. Net GEX was positive for 17 of 19 trading days. Term structure was in contango for 0 of 19 days.
Notable Days 2023-02-21 : Highest Volume — 11 contracts2023-02-07 : Largest IV spike — 81.6% change2023-02-07 : Highest IV Rank — 30.9%2023-02-13 : Largest Expected Move — 19.6%Monthly Statistics Metric Avg Min Max Open Close Price $18.60 $18.16 $18.95 $18.34 $18.89 Max Pain $17.50 $17.50 $17.50 $17.50 $17.50 ATM IV 52.9% 34.0% 78.4% 59.0% 57.6% Expected Move 14.6% 9.7% 19.6% 16.9% 16.5% HV 20d 19.6% 14.0% 22.6% 19.6% 22.3% HV 60d 18.5% 16.6% 20.1% 16.7% 20.0% IV Rank 19.4% 10.8% 30.9% 22.2% 21.5% IV Percentile 42.4% 14.5% 77.5% 57.3% 55.5% Term Structure -17.5% -42.6% -5.0% -37.3% -19.8% VWIV 61.6% 61.6% 61.6% 61.6% 61.6% Skew 25d 2.1% -31.9% 25.9% -0.3% -31.9% Skew 10d 3.0% -9.2% 14.9% 3.9% 13.4% Call IV 25d 45.4% 36.4% 61.4% 52.8% 47.1% Put IV 25d 47.5% 11.0% 70.3% 52.5% 15.2% Bid-Ask Spread % 135.37 128.08 141.37 133.92 130.13 Gamma HHI 0.59 0.50 0.68 0.63 0.51 Net GEX 1.0K -1.1K 2.1K -682 447 Net DEX -13.5K -27.1K 12.1K 12.1K -11.5K Net VEX -299 -351 -106 -119 -326 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 1.105 0 11 0 0 Total OI 74.316 28 94 28 94
Daily Data (19 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 2023-02-01 $18.34 $0.00 59.0% 16.9% 19.6% 22.2% 0.0% -0.3% -37.3% -682 12.1K -119 0.00 133.92 N/A N/A 0 0 7 21 2023-02-02 $18.54 $0.00 66.2% 14.8% 19.8% 25.4% 0.0% 21.1% -18.2% -1.1K 10.6K -106 0.00 131.68 N/A N/A 0 0 7 21 2023-02-03 $18.63 $0.00 71.7% 17.7% 17.6% 27.9% 0.0% 25.9% -11.8% 1.8K -27.1K -340 0.00 141.37 N/A N/A 0 0 52 21 2023-02-06 $18.59 $0.00 43.2% 15.2% 17.6% 15.0% 0.0% 7.3% -11.9% 1.7K -26.8K -339 0.00 137.23 N/A N/A 0 0 52 21 2023-02-07 $18.63 $0.00 78.4% 15.2% 15.1% 30.9% 0.0% 13.5% -8.4% 1.9K -26.4K -338 0.00 139.99 N/A N/A 0 0 52 21 2023-02-08 $18.38 $0.00 53.4% 15.3% 14.2% 19.6% 0.0% 3.9% -11.8% 1.7K -21.4K -329 0.00 137.23 N/A N/A 0 0 52 21 2023-02-09 $18.32 $0.00 52.6% 15.1% 14.2% 19.2% 0.0% 4.1% -9.1% 1.6K -21.3K -328 0.00 136.73 N/A N/A 0 0 52 21 2023-02-10 $18.16 $0.00 50.3% 14.4% 14.0% 18.2% 0.0% 2.5% -10.0% 1.3K -12.4K -301 0.00 135.57 N/A N/A 0 0 52 21 2023-02-13 $18.88 $0.00 68.5% 19.6% 20.0% 26.4% 0.0% 14.1% -42.6% 1.5K -16.7K -300 0.00 135.81 N/A N/A 0 0 52 21 2023-02-14 $18.51 $0.00 57.3% 16.4% 21.2% 21.4% 0.0% 14.9% -16.1% 1.4K -14.4K -299 0.00 136.70 N/A N/A 0 0 52 21 2023-02-15 $18.95 $0.00 46.9% 13.4% 22.6% 16.7% 0.0% 22.2% -5.0% 1.6K -18.5K -302 0.00 135.73 N/A N/A 0 0 52 21 2023-02-16 $18.71 $0.00 58.6% 16.8% 21.3% 22.0% 0.0% 23.0% -13.3% 2.1K -26.8K -314 0.00 138.56 N/A N/A 0 0 52 21 2023-02-17 $18.90 $0.00 50.9% 14.6% 21.5% 18.5% 61.6% 19.0% -8.1% 1.5K -19.4K -306 0.00 139.51 N/A N/A 0 10 52 21 2023-02-21 $18.73 $17.50 36.0% 10.3% 21.8% 11.7% 0.0% -26.1% -22.0% 1.0K -9.3K -303 0.00 130.89 N/A N/A 0 11 52 31 2023-02-22 $18.45 $17.50 34.0% 9.7% 22.5% 10.8% 0.0% -19.8% -18.9% 63 -3.8K -326 0.00 128.08 N/A N/A 0 0 52 42 2023-02-23 $18.54 $17.50 40.5% 11.6% 22.4% 13.8% 0.0% -6.9% -15.9% 313 -3.0K -329 0.00 136.85 N/A N/A 0 0 52 42 2023-02-24 $18.63 $17.50 40.5% 11.6% 22.4% 13.8% 0.0% -19.3% -22.3% 701 -15.9K -351 0.00 131.30 N/A N/A 0 0 52 42 2023-02-27 $18.63 $17.50 40.0% 11.5% 22.1% 13.5% 0.0% -26.6% -29.2% 253 -4.5K -318 0.00 134.68 N/A N/A 0 0 52 42 2023-02-28 $18.89 $17.50 57.6% 16.5% 22.3% 21.5% 0.0% -31.9% -19.8% 447 -11.5K -326 0.00 130.13 N/A N/A 0 0 52 42
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