BANX Options History — June 2023

In June 2023, BANX traded between $16.13 and $17.34. ATM implied volatility averaged 74.9%, placing in the 28.3% IV rank vs the trailing year. The 30-day expected move averaged 11.6%. IV traded above realized volatility by 48.4% (HV 20d: 26.5%). Max pain ranged from $15.00 to $17.50. Net GEX was positive for 12 of 21 trading days. Term structure was in contango for 19 of 21 days. Put/call ratio averaged 7.75.

Notable Days

2023-06-20: Highest Volume — 31 contracts
2023-06-14: Largest IV drop — 82.8% change
2023-06-13: Highest IV Rank — 100.0%
2023-06-02: Largest Expected Move — 27.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$16.81	$16.13	$17.34	$17.21	$16.80
Max Pain	$17.26	$15.00	$17.50	$15.00	$17.50
ATM IV	74.9%	24.6%	255.9%	95.7%	24.6%
Expected Move	11.6%	7.0%	27.9%	27.4%	7.0%
HV 20d	26.5%	19.4%	54.3%	54.3%	23.9%
HV 60d	38.9%	37.6%	40.0%	40.0%	37.6%
IV Rank	28.3%	5.9%	100.0%	38.8%	5.9%
IV Percentile	47.7%	6.0%	100.0%	92.1%	6.0%
Term Structure	28.4%	-63.4%	68.1%	-61.3%	51.8%
VWIV	61.4%	33.7%	100.1%	74.6%	100.1%
Skew 25d	24.6%	-15.5%	48.6%	-15.5%	9.6%
Skew 10d	15.4%	-80.7%	55.9%	-34.7%	6.0%
Call IV 25d	30.4%	21.4%	63.4%	60.1%	22.3%
Put IV 25d	55.0%	31.9%	74.8%	44.6%	31.9%
Bid-Ask Spread %	134.20	127.69	139.90	138.71	128.36
Gamma HHI	0.48	0.33	0.59	0.58	0.45
Net GEX	-483	-3.0K	954	921	-3.0K
Net DEX	11.6K	-11.7K	40.8K	-11.3K	30.4K
Net VEX	-132	-185	-77	-185	-77
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	7.75	0.00	30.00	0.00	0.00
Total Volume	3.238	0	31	0	0
Total OI	103.476	79	143	87	143

Daily Data (21 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
2023-06-01	$17.21	$15.00	95.7%	27.4%	54.3%	38.8%	0.0%	-15.5%	-61.3%	921	-11.3K	-185	0.00	138.71	N/A	N/A	0	0	61	26
2023-06-02	$17.13	$15.00	97.4%	27.9%	30.6%	39.5%	74.6%	-3.2%	-63.4%	865	-7.8K	-174	0.00	139.57	N/A	N/A	0	1	61	26
2023-06-05	$17.27	$17.50	109.5%	12.1%	30.0%	45.0%	0.0%	36.9%	21.5%	937	-11.7K	-177	0.00	134.56	N/A	N/A	0	0	61	26
2023-06-06	$17.22	$17.50	99.5%	12.0%	30.2%	40.5%	0.0%	46.4%	11.2%	915	-8.7K	-167	0.00	133.65	N/A	N/A	0	0	61	26
2023-06-07	$17.09	$17.50	78.3%	12.1%	26.1%	30.9%	0.0%	45.7%	25.9%	954	-8.3K	-171	0.00	133.09	N/A	N/A	0	0	61	26
2023-06-08	$16.80	$17.50	141.0%	11.3%	25.3%	59.3%	0.0%	41.4%	26.8%	714	-1.5K	-151	0.00	131.07	N/A	N/A	0	0	61	26
2023-06-09	$16.58	$17.50	175.8%	10.9%	25.2%	75.1%	0.0%	48.6%	27.4%	500	4.8K	-131	0.00	138.00	N/A	N/A	0	0	61	26
2023-06-12	$16.60	$17.50	145.2%	11.4%	23.6%	61.2%	0.0%	43.0%	28.1%	584	4.2K	-124	0.00	139.90	N/A	N/A	1	0	61	26
2023-06-13	$16.51	$17.50	255.9%	10.8%	23.5%	100.0%	0.0%	46.0%	40.4%	464	5.9K	-122	0.00	136.46	N/A	N/A	0	0	62	26
2023-06-14	$16.60	$17.50	44.0%	12.6%	23.4%	13.8%	0.0%	44.4%	33.4%	652	-526	-136	1.00	137.40	N/A	N/A	1	1	62	26
2023-06-15	$16.94	$17.50	36.5%	10.5%	19.4%	10.7%	0.0%	43.7%	68.1%	646	359	-124	0.00	136.41	N/A	N/A	0	0	63	25
2023-06-16	$17.34	$17.50	35.5%	10.2%	20.3%	10.3%	0.0%	41.9%	38.6%	631	991	-137	0.00	136.22	N/A	N/A	0	0	63	25
2023-06-20	$17.00	$17.50	30.2%	8.6%	21.9%	8.2%	50.5%	13.8%	31.0%	-406	17.8K	-85	30.00	132.25	N/A	N/A	1	30	55	24
2023-06-21	$16.47	$17.50	26.9%	7.7%	24.8%	6.8%	48.1%	21.5%	53.5%	-846	22.2K	-136	0.00	130.33	N/A	N/A	0	12	56	54
2023-06-22	$16.29	$17.50	28.4%	8.1%	24.9%	7.4%	0.0%	16.2%	39.0%	-1.8K	37.0K	-140	0.00	130.36	N/A	N/A	0	0	56	66
2023-06-23	$16.13	$17.50	35.2%	10.1%	25.1%	10.2%	0.0%	14.7%	34.2%	-2.2K	40.8K	-125	0.00	130.85	N/A	N/A	0	0	56	66
2023-06-26	$16.50	$17.50	28.3%	8.1%	26.5%	7.4%	33.7%	5.7%	48.4%	-2.3K	34.9K	-108	0.00	134.38	N/A	N/A	0	20	56	66
2023-06-27	$16.70	$17.50	28.0%	8.0%	26.6%	7.3%	0.0%	6.1%	49.1%	-3.0K	34.8K	-109	0.00	134.64	N/A	N/A	0	0	56	86
2023-06-28	$17.00	$17.50	28.5%	8.2%	25.8%	7.5%	100.1%	4.7%	49.0%	-2.5K	28.5K	-97	0.00	134.35	N/A	N/A	1	0	56	86
2023-06-29	$16.81	$17.50	28.7%	8.2%	26.1%	7.6%	0.0%	5.1%	43.7%	-2.8K	30.8K	-102	0.00	127.69	N/A	N/A	0	0	57	86
2023-06-30	$16.80	$17.50	24.6%	7.0%	23.9%	5.9%	0.0%	9.6%	51.8%	-3.0K	30.4K	-77	0.00	128.36	N/A	N/A	0	0	57	86