BANX Options History — May 2023 In May 2023, BANX traded between $14.41 and $16.93. ATM implied volatility averaged 80.1%, placing in the 31.7% IV rank vs the trailing year. The 30-day expected move averaged 22.0%. IV traded above realized volatility by 30.8% (HV 20d: 49.4%). Max pain ranged from $12.50 to $17.50. Net GEX was positive for 18 of 22 trading days. Term structure was in contango for 1 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2023-05-09 : Highest Volume — 52 contracts2023-05-02 : Largest IV spike — 195.5% change2023-05-02 : Highest IV Rank — 72.8%2023-05-02 : Largest Expected Move — 49.0%Monthly Statistics Metric Avg Min Max Open Close Price $15.99 $14.41 $16.93 $16.93 $16.73 Max Pain $15.00 $12.50 $17.50 $17.50 $15.00 ATM IV 80.1% 50.6% 171.0% 57.9% 109.1% Expected Move 22.0% 14.5% 49.0% 16.6% 31.3% HV 20d 49.4% 25.2% 55.5% 26.0% 55.3% HV 60d 37.6% 27.8% 39.8% 27.9% 39.7% IV Rank 31.7% 18.3% 72.8% 21.6% 44.8% IV Percentile 74.0% 41.7% 98.8% 56.0% 95.2% Term Structure -33.3% -78.3% 6.8% -28.9% -78.3% VWIV 54.0% 52.9% 55.1% 52.9% 55.1% Skew 25d -8.1% -51.6% 36.6% -49.4% -28.2% Skew 10d 6.5% -29.5% 174.9% -16.7% 174.9% Call IV 25d 74.8% 52.1% 114.0% 88.6% 97.4% Put IV 25d 66.7% 39.2% 128.4% 39.2% 69.1% Bid-Ask Spread % 133.18 125.15 143.28 127.45 135.85 Gamma HHI 0.51 0.34 0.60 0.56 0.50 Net GEX 882 -1.2K 4.6K -1.2K 326 Net DEX -6.0K -77.5K 39.0K 39.0K 12.6K Net VEX -189 -274 -123 -203 -123 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 4.409 0 52 0 0 Total OI 119.318 84 173 114 87
Daily Data (22 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 2023-05-01 $16.93 $17.50 57.9% 16.6% 26.0% 21.6% 0.0% -49.4% -28.9% -1.2K 39.0K -203 0.00 127.45 N/A N/A 0 0 60 54 2023-05-02 $16.84 $17.50 171.0% 49.0% 25.2% 72.8% 0.0% 36.6% -67.9% 90 14.6K -274 0.00 137.85 N/A N/A 0 0 60 54 2023-05-03 $16.21 $17.50 71.0% 20.4% 28.0% 27.6% 52.9% -51.6% -35.5% -418 29.2K -239 0.00 130.67 N/A N/A 0 5 60 54 2023-05-04 $14.41 $17.50 155.3% 36.8% 46.8% 65.7% 0.0% -24.3% -35.3% -129 35.4K -188 0.00 143.28 N/A N/A 0 15 60 54 2023-05-05 $14.78 $17.50 67.6% 16.1% 47.3% 26.0% 0.0% 1.5% -15.6% 183 30.8K -161 0.00 131.84 N/A N/A 0 0 60 39 2023-05-08 $14.90 $17.50 88.4% 16.5% 47.6% 35.5% 0.0% -14.9% -12.3% 19 29.3K -153 0.00 127.94 N/A N/A 0 0 60 39 2023-05-09 $15.66 $12.50 65.0% 16.6% 52.0% 24.9% 0.0% -2.7% -20.7% -24 22.3K -187 0.00 135.41 N/A N/A 52 0 60 40 2023-05-10 $15.30 $12.50 56.0% 16.1% 52.3% 20.8% 0.0% 14.9% -11.9% 2.4K -18.8K -217 0.00 136.28 N/A N/A 0 0 112 40 2023-05-11 $15.64 $12.50 59.2% 17.0% 51.5% 22.2% 0.0% -21.4% -7.6% 2.2K -22.0K -193 0.00 134.02 N/A N/A 1 0 112 40 2023-05-12 $15.32 $12.50 74.7% 21.4% 51.7% 29.2% 0.0% -35.3% -18.8% 1.9K -26.6K -231 0.00 142.77 N/A N/A 0 0 112 40 2023-05-15 $15.54 $12.50 65.3% 18.7% 52.3% 25.0% 0.0% 16.5% -26.1% 4.6K -30.7K -195 0.00 133.88 N/A N/A 0 0 112 40 2023-05-16 $15.70 $12.50 50.6% 14.5% 52.6% 18.3% 55.1% -8.8% 6.8% 2.4K -18.3K -146 0.00 125.41 N/A N/A 0 11 112 40 2023-05-17 $16.38 $15.00 68.0% 19.5% 55.5% 26.2% 0.0% -1.5% -38.5% 1.5K -56.3K -210 0.00 130.59 N/A N/A 10 0 112 51 2023-05-18 $16.22 $15.00 59.8% 17.1% 55.1% 22.5% 0.0% -13.8% -19.9% 603 -77.2K -188 0.00 126.77 N/A N/A 0 0 122 51 2023-05-19 $16.23 $15.00 57.6% 16.5% 55.1% 21.5% 0.0% -33.7% -16.9% 692 -77.5K -185 0.00 134.46 N/A N/A 0 0 122 51 2023-05-22 $16.40 $15.00 79.5% 22.8% 55.4% 31.4% 0.0% 3.5% -51.9% 674 -3.0K -184 0.00 136.83 N/A N/A 0 0 58 26 2023-05-23 $16.51 $15.00 78.1% 22.4% 55.5% 30.8% 0.0% -3.8% -45.5% 738 -3.7K -183 0.00 135.06 N/A N/A 2 0 58 26 2023-05-24 $16.45 $15.00 85.1% 24.4% 55.1% 34.0% 0.0% 11.8% -54.2% 714 -5.9K -193 0.00 137.06 N/A N/A 1 0 60 26 2023-05-25 $16.47 $15.00 79.3% 22.7% 55.1% 31.3% 0.0% 7.0% -47.5% 739 -4.7K -184 0.00 125.15 N/A N/A 0 0 61 26 2023-05-26 $16.32 $15.00 73.1% 21.0% 55.1% 28.5% 0.0% 16.9% -46.5% 622 2.0K -163 0.00 127.40 N/A N/A 0 0 61 26 2023-05-30 $16.74 $15.00 91.7% 26.3% 55.3% 36.9% 0.0% 1.9% -59.6% 811 -3.0K -168 0.00 133.99 N/A N/A 0 0 61 26 2023-05-31 $16.73 $15.00 109.1% 31.3% 55.3% 44.8% 0.0% -28.2% -78.3% 326 12.6K -123 0.00 135.85 N/A N/A 0 0 61 26
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