BANX Options History — April 2023 In April 2023, BANX traded between $17.38 and $18.84. ATM implied volatility averaged 53.4%, placing in the 19.6% IV rank vs the trailing year. The 30-day expected move averaged 14.7%. IV traded above realized volatility by 20.1% (HV 20d: 33.3%). Max pain ranged from $17.50 to $17.50. Net GEX was positive for 5 of 19 trading days. Term structure was in contango for 3 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2023-04-12 : Highest Volume — 40 contracts2023-04-05 : Largest IV spike — 67.4% change2023-04-11 : Highest IV Rank — 30.0%2023-04-27 : Largest Expected Move — 19.8%Monthly Statistics Metric Avg Min Max Open Close Price $18.19 $17.38 $18.84 $18.05 $17.38 Max Pain $17.50 $17.50 $17.50 $17.50 $17.50 ATM IV 53.4% 35.2% 76.2% 35.9% 56.4% Expected Move 14.7% 10.1% 19.8% 10.3% 16.2% HV 20d 33.3% 30.3% 35.7% 34.6% 31.3% HV 60d 26.8% 25.9% 27.6% 25.9% 27.5% IV Rank 19.6% 11.4% 30.0% 11.7% 21.0% IV Percentile 46.4% 18.7% 77.0% 19.8% 53.6% Term Structure -18.6% -41.4% 18.9% 14.1% -18.1% VWIV 58.5% 40.8% 79.8% 40.8% 69.1% Skew 25d -9.6% -43.7% 28.4% 11.1% -9.1% Skew 10d -6.2% -30.4% 33.2% -11.6% -0.6% Call IV 25d 59.8% 28.6% 97.7% 30.8% 97.7% Put IV 25d 50.2% 33.1% 88.6% 41.9% 88.6% Bid-Ask Spread % 134.49 126.39 140.31 130.28 140.31 Gamma HHI 0.51 0.50 0.55 0.50 0.55 Net GEX -485 -1.7K 724 -337 -1.2K Net DEX 4.2K -16.0K 33.2K 4.6K 33.2K Net VEX -268 -334 -212 -235 -212 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 2.895 0 40 1 0 Total OI 103.684 88 118 88 114
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 2023-04-03 $18.05 $17.50 35.9% 10.3% 34.6% 11.7% 40.8% 11.1% 14.1% -337 4.6K -235 0.00 130.28 N/A N/A 0 1 53 35 2023-04-04 $17.95 $17.50 35.2% 10.1% 34.0% 11.4% 0.0% 28.4% 18.9% 74 -8.5K -278 0.00 132.98 N/A N/A 0 0 53 35 2023-04-05 $18.45 $17.50 58.9% 16.9% 35.2% 22.1% 0.0% 12.3% -25.2% 672 -16.0K -275 0.00 132.08 N/A N/A 0 0 53 35 2023-04-06 $18.83 $0.00 58.4% 16.5% 35.7% 21.9% 0.0% -8.6% -38.6% 724 -15.2K -272 0.00 138.75 N/A N/A 0 0 53 35 2023-04-10 $18.43 $0.00 68.9% 14.9% 34.4% 26.6% 0.0% 18.5% -24.2% -139 -2.3K -219 0.00 136.61 N/A N/A 0 0 53 35 2023-04-11 $18.52 $0.00 76.2% 15.1% 33.0% 30.0% 0.0% 3.5% -28.6% 305 -10.9K -256 0.00 139.55 N/A N/A 0 0 53 35 2023-04-12 $18.28 $0.00 49.5% 14.2% 33.2% 17.8% 44.4% -12.0% -29.9% -32 -10.3K -261 0.00 134.52 N/A N/A 0 40 53 35 2023-04-13 $18.84 $17.50 64.1% 18.4% 33.2% 24.4% 0.0% -12.2% -41.4% 73 -7.9K -334 0.00 138.18 N/A N/A 0 0 53 65 2023-04-14 $18.58 $17.50 44.3% 12.7% 33.8% 15.5% 0.0% -32.1% -32.7% -1.0K -5.3K -320 0.00 133.35 N/A N/A 0 0 53 65 2023-04-17 $18.25 $17.50 56.0% 16.0% 34.3% 20.8% 0.0% -20.2% -36.6% -797 8.1K -311 0.00 138.84 N/A N/A 0 0 53 65 2023-04-18 $18.18 $17.50 54.0% 15.5% 34.3% 19.9% 0.0% -15.1% -27.0% -1.2K 25.9K -260 0.00 137.93 N/A N/A 0 0 53 65 2023-04-19 $18.20 $17.50 44.2% 12.7% 34.1% 15.5% 0.0% -3.5% -38.8% -1.7K 6.4K -301 0.00 135.48 N/A N/A 0 0 53 65 2023-04-20 $18.44 $17.50 44.4% 12.7% 34.2% 15.5% 0.0% -38.1% 7.8% -1.1K -832 -292 0.00 131.16 N/A N/A 0 0 53 65 2023-04-21 $18.27 $17.50 44.7% 12.8% 32.5% 15.7% 0.0% -18.0% -11.6% -890 7.6K -253 0.00 126.39 N/A N/A 0 0 53 65 2023-04-24 $18.13 $17.50 45.0% 12.9% 30.3% 15.8% 79.8% -43.7% -8.7% -1.1K 9.6K -246 0.00 131.92 N/A N/A 3 0 49 51 2023-04-25 $17.88 $17.50 50.3% 14.4% 30.8% 18.2% 69.1% -10.8% -15.4% -738 24.3K -227 0.00 131.96 N/A N/A 1 0 52 51 2023-04-26 $17.51 $17.50 58.7% 16.8% 31.9% 22.0% 0.0% -4.8% -14.3% -382 17.8K -262 0.00 128.20 N/A N/A 0 3 53 51 2023-04-27 $17.38 $17.50 69.1% 19.8% 31.7% 26.7% 0.0% -28.0% -4.0% -319 19.6K -278 0.00 136.75 N/A N/A 7 0 53 54 2023-04-28 $17.38 $17.50 56.4% 16.2% 31.3% 21.0% 0.0% -9.1% -18.1% -1.2K 33.2K -212 0.00 140.31 N/A N/A 0 0 60 54
« Mar 2023 | All History | May 2023 » Home BANX History April 2023