BANX Options History — July 2023 In July 2023, BANX traded between $16.26 and $16.86. ATM implied volatility averaged 60.0%, placing in the 20.3% IV rank vs the trailing year. The 30-day expected move averaged 19.3%. IV traded above realized volatility by 37.9% (HV 20d: 22.1%). Max pain ranged from $15.00 to $17.50. Net GEX was positive for 4 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2023-07-26 : Highest Volume — 20 contracts2023-07-12 : Largest IV spike — 117.2% change2023-07-27 : Highest IV Rank — 30.6%2023-07-27 : Largest Expected Move — 24.5%Monthly Statistics Metric Avg Min Max Open Close Price $16.61 $16.26 $16.86 $16.81 $16.64 Max Pain $16.82 $15.00 $17.50 $17.50 $15.00 ATM IV 60.0% 27.4% 85.3% 29.1% 75.6% Expected Move 19.3% 7.9% 24.5% 8.3% 21.7% HV 20d 22.1% 15.8% 26.2% 23.9% 15.8% HV 60d 36.5% 35.0% 37.1% 37.1% 35.0% IV Rank 20.3% 7.1% 30.6% 7.7% 26.7% IV Percentile 57.6% 7.1% 86.9% 12.7% 78.6% Term Structure 1.8% -19.7% 44.8% 29.6% 3.7% VWIV 31.1% 23.1% 45.9% 23.1% 24.4% Skew 25d -14.4% -56.8% 10.9% 0.8% -51.4% Skew 10d 1.6% -13.4% 27.8% -0.2% -11.7% Call IV 25d 70.5% 28.1% 100.5% 29.9% 80.9% Put IV 25d 56.1% 26.4% 80.5% 30.6% 29.5% Bid-Ask Spread % 138.39 125.43 144.20 131.02 138.86 Gamma HHI 0.50 0.40 0.64 0.40 0.63 Net GEX -2.1K -3.8K 156 -2.9K -434 Net DEX 25.4K -3.3K 44.4K 30.7K 5.1K Net VEX -55 -95 -23 -84 -50 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 1.5 0 20 0 0 Total OI 106.8 7 148 143 29
Daily Data (20 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 2023-07-03 $16.81 $17.50 29.1% 8.3% 23.9% 7.7% 0.0% 0.8% 29.6% -2.9K 30.7K -84 0.00 131.02 N/A N/A 0 0 57 86 2023-07-05 $16.86 $17.50 27.4% 7.9% 23.7% 7.1% 0.0% 5.6% 44.8% -3.0K 29.5K -66 0.00 125.43 N/A N/A 0 0 57 86 2023-07-06 $16.35 $0.00 30.4% 20.5% 25.9% 8.3% 0.0% -15.4% -19.7% -3.5K 42.2K -95 0.00 139.50 N/A N/A 0 0 57 86 2023-07-07 $16.44 $0.00 34.2% 20.2% 26.0% 9.8% 0.0% -1.7% -10.1% -3.4K 40.2K -88 0.00 141.40 N/A N/A 0 0 57 86 2023-07-10 $16.36 $0.00 33.0% 17.1% 25.4% 9.3% 0.0% -20.0% 31.1% -3.6K 42.0K -79 0.00 144.20 N/A N/A 1 0 57 86 2023-07-11 $16.26 $0.00 32.0% 21.4% 25.1% 8.9% 0.0% 2.9% -14.5% -3.8K 44.4K -80 0.00 142.62 N/A N/A 0 0 58 86 2023-07-12 $16.59 $0.00 69.5% 19.9% 26.2% 24.2% 0.0% 2.5% -5.8% -3.4K 34.9K -65 0.00 139.49 N/A N/A 0 0 58 86 2023-07-13 $16.56 $0.00 71.7% 20.6% 26.1% 25.1% 0.0% -5.6% -13.1% -2.7K 34.5K -40 0.00 139.66 N/A N/A 0 0 58 86 2023-07-14 $16.58 $0.00 72.7% 20.8% 26.1% 25.5% 0.0% -3.6% -9.8% -3.3K 36.1K -65 0.00 140.34 N/A N/A 0 0 58 86 2023-07-17 $16.56 $0.00 76.0% 21.8% 24.9% 26.8% 0.0% -3.8% -12.9% -3.2K 37.4K -61 0.00 138.62 N/A N/A 1 0 58 86 2023-07-18 $16.70 $0.00 49.9% 14.3% 23.5% 16.2% 23.1% 10.9% 37.0% -3.1K 32.0K -39 0.00 137.87 N/A N/A 4 0 59 86 2023-07-19 $16.81 $17.50 76.9% 22.0% 22.7% 27.2% 0.0% -3.5% -15.2% -2.9K 27.8K -41 0.00 139.07 N/A N/A 0 3 62 86 2023-07-20 $16.64 $17.50 71.7% 20.5% 19.9% 25.0% 0.0% -5.7% 29.6% -3.2K 31.9K -41 0.00 139.04 N/A N/A 0 0 62 86 2023-07-21 $16.75 $17.50 57.3% 16.4% 19.5% 19.2% 0.0% -33.7% 10.3% 119 36.7K -24 0.00 137.37 N/A N/A 0 0 62 86 2023-07-24 $16.61 $17.50 63.5% 18.2% 19.4% 21.7% 45.9% -40.1% 19.9% 108 -1.4K -23 0.00 138.27 N/A N/A 1 0 5 2 2023-07-25 $16.74 $17.50 82.4% 23.6% 17.9% 29.4% 0.0% -2.5% -16.3% 142 -3.3K -29 0.00 138.91 N/A N/A 0 0 7 2 2023-07-26 $16.66 $17.50 78.9% 22.6% 17.5% 28.0% 24.4% -54.9% -17.2% 156 -2.7K -27 0.00 141.39 N/A N/A 0 20 7 2 2023-07-27 $16.66 $15.00 85.3% 24.5% 16.2% 30.6% 0.0% -12.1% -17.4% -370 5.9K -56 0.00 134.96 N/A N/A 0 0 7 22 2023-07-28 $16.59 $15.00 82.6% 23.7% 15.8% 29.5% 0.0% -56.8% -18.0% -418 5.2K -54 0.00 139.78 N/A N/A 0 0 7 22 2023-07-31 $16.64 $15.00 75.6% 21.7% 15.8% 26.7% 0.0% -51.4% 3.7% -434 5.1K -50 0.00 138.86 N/A N/A 0 0 7 22
« Jun 2023 | All History | Aug 2023 » Home BANX History July 2023