BANX Options History — March 2023 In March 2023, BANX traded between $16.56 and $19.13. ATM implied volatility averaged 46.3%, placing in the 16.4% IV rank vs the trailing year. The 30-day expected move averaged 10.8%. IV traded above realized volatility by 20.7% (HV 20d: 25.6%). Max pain ranged from $17.50 to $20.00. Net GEX was positive for 13 of 23 trading days. Term structure was in contango for 15 of 23 days. Put/call ratio averaged 0.00.
Notable Days 2023-03-17 : Highest Volume — 21 contracts2023-03-13 : Largest IV spike — 79.9% change2023-03-08 : Highest IV Rank — 33.1%2023-03-02 : Largest Expected Move — 18.0%Monthly Statistics Metric Avg Min Max Open Close Price $17.73 $16.56 $19.13 $19.13 $17.78 Max Pain $18.15 $17.50 $20.00 $17.50 $17.50 ATM IV 46.3% 30.3% 83.3% 61.2% 30.9% Expected Move 10.8% 8.7% 18.0% 17.6% 8.9% HV 20d 25.6% 22.5% 34.0% 22.5% 34.0% HV 60d 23.0% 20.1% 26.3% 20.1% 26.3% IV Rank 16.4% 9.2% 33.1% 23.2% 9.4% IV Percentile 33.4% 10.7% 81.3% 60.6% 12.3% Term Structure 15.9% -24.7% 80.4% -9.8% 13.7% VWIV 46.2% 36.1% 56.2% 41.6% 36.1% Skew 25d 24.8% -28.7% 156.5% -19.1% 105.6% Skew 10d 35.2% -54.2% 226.6% -6.5% 200.8% Call IV 25d 31.6% 20.2% 48.6% 44.6% 30.3% Put IV 25d 56.4% 16.4% 187.3% 25.4% 135.8% Bid-Ask Spread % 128.06 118.69 136.52 134.88 130.13 Gamma HHI 0.52 0.48 0.66 0.51 0.51 Net GEX -330 -3.8K 705 570 -666 Net DEX 3.8K -16.2K 49.8K -14.0K 8.2K Net VEX -258 -327 -178 -316 -243 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 1.87 0 21 0 0 Total OI 90.435 77 105 94 88
Daily Data (23 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 2023-03-01 $19.13 $17.50 61.2% 17.6% 22.5% 23.2% 0.0% -19.1% -9.8% 570 -14.0K -316 0.00 134.88 N/A N/A 0 0 52 42 2023-03-02 $18.77 $17.50 62.8% 18.0% 23.6% 23.9% 0.0% -28.7% -12.4% 338 -10.4K -327 0.00 135.79 N/A N/A 0 0 52 42 2023-03-03 $18.93 $17.50 55.9% 16.0% 23.4% 20.8% 0.0% -28.2% -24.7% 392 -7.7K -292 0.00 130.98 N/A N/A 0 0 52 42 2023-03-06 $18.99 $20.00 77.5% 9.5% 23.4% 30.5% 41.6% 3.0% 10.4% 408 -8.4K -290 0.00 131.29 N/A N/A 1 0 52 42 2023-03-07 $18.61 $20.00 60.7% 11.4% 24.6% 22.9% 0.0% 17.5% -10.3% 705 -14.7K -318 0.00 126.97 N/A N/A 0 0 53 42 2023-03-08 $18.84 $20.00 83.3% 8.8% 24.9% 33.1% 0.0% 5.6% 10.2% 317 -7.7K -298 0.00 134.19 N/A N/A 0 0 53 42 2023-03-09 $18.59 $20.00 72.4% 10.9% 24.9% 28.2% 0.0% 8.1% -13.0% 457 -16.2K -323 0.00 128.16 N/A N/A 0 0 53 42 2023-03-10 $17.98 $20.00 39.2% 11.8% 27.7% 13.2% 0.0% 47.3% -0.4% -1.2K -7.5K -313 0.00 136.52 N/A N/A 0 0 53 42 2023-03-13 $17.53 $20.00 70.6% 11.8% 28.9% 27.4% 56.2% 3.6% -6.3% -779 -326 -299 0.00 127.28 N/A N/A 0 10 53 42 2023-03-14 $17.76 $17.50 50.2% 9.4% 25.3% 18.1% 0.0% 27.2% 1.1% -3.0K 21.1K -214 0.00 128.33 N/A N/A 0 0 53 52 2023-03-15 $17.34 $17.50 35.4% 10.1% 25.7% 11.4% 0.0% 156.5% -15.3% -2.2K 10.1K -284 0.00 128.23 N/A N/A 0 0 53 52 2023-03-16 $17.33 $17.50 32.1% 9.2% 23.7% 10.0% 0.0% 130.7% 58.7% -3.8K 13.6K -280 0.00 118.69 N/A N/A 0 0 53 52 2023-03-17 $17.13 $17.50 38.1% 10.9% 23.7% 12.7% 0.0% 6.6% 11.9% -29 49.8K -186 0.00 120.26 N/A N/A 0 21 53 52 2023-03-20 $17.23 $17.50 34.8% 10.0% 23.4% 11.2% 50.9% 23.6% 45.1% 280 7.4K -215 0.00 120.09 N/A N/A 0 1 53 24 2023-03-21 $17.48 $17.50 33.5% 9.6% 24.3% 10.6% 0.0% 26.8% 24.5% -43 11.4K -186 0.00 123.66 N/A N/A 0 0 53 25 2023-03-22 $17.63 $17.50 33.4% 9.6% 24.2% 10.5% 0.0% 36.6% 34.4% 197 6.3K -209 0.00 127.87 N/A N/A 0 0 53 25 2023-03-23 $17.13 $17.50 34.8% 10.0% 25.8% 11.2% 0.0% 7.6% 24.2% 261 8.1K -210 0.00 123.75 N/A N/A 0 0 53 25 2023-03-24 $16.61 $17.50 32.6% 9.4% 27.3% 10.2% 0.0% -2.5% 80.4% 235 8.2K -211 0.00 131.96 N/A N/A 0 0 53 25 2023-03-27 $16.80 $17.50 31.3% 9.0% 27.9% 9.6% 0.0% 12.7% 40.2% 71 13.9K -178 0.00 127.30 N/A N/A 0 0 53 25 2023-03-28 $16.75 $17.50 33.3% 9.5% 27.0% 10.5% 36.1% -4.0% 33.5% 406 -4.4K -242 0.00 128.65 N/A N/A 0 10 53 25 2023-03-29 $16.56 $17.50 30.4% 8.7% 26.1% 9.2% 0.0% 32.4% 36.4% -223 12.7K -244 0.00 123.78 N/A N/A 0 0 53 35 2023-03-30 $16.85 $17.50 30.3% 8.7% 27.1% 9.2% 0.0% 1.4% 33.1% -334 8.1K -257 0.00 126.53 N/A N/A 0 0 53 35 2023-03-31 $17.78 $17.50 30.9% 8.9% 34.0% 9.4% 0.0% 105.6% 13.7% -666 8.2K -243 0.00 130.13 N/A N/A 0 0 53 35
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