BANX Options History — August 2023

In August 2023, BANX traded between $16.56 and $16.80. ATM implied volatility averaged 90.1%, placing in the 32.5% IV rank vs the trailing year. The 30-day expected move averaged 23.5%. IV traded above realized volatility by 81.3% (HV 20d: 8.7%). Max pain ranged from $15.00 to $15.00. Net GEX was positive for 10 of 23 trading days. Term structure was in contango for 8 of 23 days. Put/call ratio averaged 0.00.

Notable Days

2023-08-01: Highest Volume — 1 contracts
2023-08-22: Largest IV spike — 147.6% change
2023-08-04: Highest IV Rank — 63.9%
2023-08-22: Largest Expected Move — 37.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$16.71	$16.56	$16.80	$16.70	$16.69
Max Pain	$15.00	$15.00	$15.00	$15.00	$15.00
ATM IV	90.1%	41.2%	167.2%	88.2%	41.2%
Expected Move	23.5%	11.8%	37.9%	25.3%	11.8%
HV 20d	8.7%	5.7%	15.9%	15.9%	5.7%
HV 60d	19.6%	16.6%	24.8%	24.8%	16.6%
IV Rank	32.5%	12.7%	63.9%	31.8%	12.7%
IV Percentile	76.3%	29.8%	98.4%	88.1%	29.8%
Term Structure	-7.7%	-48.0%	42.8%	-22.4%	32.1%
VWIV	87.5%	87.5%	87.5%	87.5%	87.5%
Skew 25d	-15.7%	-152.7%	43.0%	-40.4%	43.0%
Skew 10d	7.9%	-30.2%	51.4%	1.1%	20.6%
Call IV 25d	89.9%	37.2%	194.8%	69.9%	44.0%
Put IV 25d	74.2%	17.7%	134.6%	29.5%	87.0%
Bid-Ask Spread %	141.34	136.17	147.60	137.16	138.03
Gamma HHI	0.56	0.51	0.63	0.63	0.51
Net GEX	-187	-409	23	-409	14
Net DEX	2.8K	-456	6.0K	4.8K	491
Net VEX	-32	-52	-18	-51	-18
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	0.043	0	1	1	0
Total OI	20.174	5	30	29	5

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	Spread %	Call Wall	Put Wall	Call Vol	Call OI	Put OI
2023-08-01	$16.70	$15.00	88.2%	25.3%	15.9%	31.8%	87.5%	-40.4%	-22.4%	-409	4.8K	-51	137.16	N/A	N/A	1	7	22
2023-08-02	$16.61	$15.00	93.7%	26.9%	15.9%	34.0%	0.0%	-152.7%	19.0%	-337	6.0K	-51	140.59	N/A	N/A	0	8	22
2023-08-03	$16.73	$0.00	96.7%	19.6%	11.6%	35.2%	0.0%	-1.9%	-8.6%	-373	4.7K	-49	142.18	N/A	N/A	0	8	22
2023-08-04	$16.73	$0.00	167.2%	29.7%	11.5%	63.9%	0.0%	-15.4%	-31.4%	-255	5.0K	-52	147.60	N/A	N/A	0	8	22
2023-08-07	$16.69	$0.00	112.9%	20.2%	11.3%	41.8%	0.0%	-6.4%	-16.4%	-392	5.3K	-42	138.87	N/A	N/A	0	8	22
2023-08-08	$16.67	$0.00	124.3%	19.6%	11.1%	46.5%	0.0%	-4.6%	-9.9%	-371	4.6K	-44	137.84	N/A	N/A	0	8	22
2023-08-09	$16.73	$0.00	107.9%	30.9%	8.6%	39.8%	0.0%	-34.1%	-31.3%	-243	5.6K	-45	146.02	N/A	N/A	0	8	22
2023-08-10	$16.67	$0.00	109.6%	31.4%	8.7%	40.5%	0.0%	-34.7%	-32.6%	-251	5.8K	-44	147.16	N/A	N/A	0	8	22
2023-08-11	$16.63	$0.00	71.4%	20.5%	8.7%	24.9%	0.0%	-1.6%	-12.9%	-381	4.7K	-40	138.27	N/A	N/A	0	8	22
2023-08-14	$16.70	$0.00	70.1%	20.1%	8.8%	24.4%	0.0%	-46.4%	-18.6%	-356	4.5K	-36	139.23	N/A	N/A	0	8	22
2023-08-15	$16.56	$0.00	85.2%	24.4%	8.8%	30.5%	0.0%	35.3%	25.2%	-358	5.5K	-34	141.71	N/A	N/A	0	8	22
2023-08-16	$16.65	$0.00	69.8%	20.0%	8.7%	24.3%	0.0%	-3.4%	22.9%	-368	4.9K	-31	143.49	N/A	N/A	0	8	22
2023-08-17	$16.67	$0.00	102.8%	29.5%	7.9%	37.7%	0.0%	10.1%	-35.7%	-396	4.1K	-28	143.35	N/A	N/A	0	8	22
2023-08-18	$16.73	$0.00	119.8%	34.4%	7.7%	44.6%	0.0%	-79.7%	-45.2%	22	-372	-21	146.01	N/A	N/A	0	8	22
2023-08-21	$16.73	$0.00	53.4%	15.3%	7.0%	17.6%	0.0%	-60.7%	42.8%	18	-102	-20	142.41	N/A	N/A	0	3	2
2023-08-22	$16.75	$0.00	132.2%	37.9%	6.5%	49.7%	0.0%	2.9%	-48.0%	22	-310	-21	144.09	N/A	N/A	0	3	2
2023-08-23	$16.79	$0.00	97.6%	28.0%	6.3%	35.6%	0.0%	-60.7%	-26.0%	23	-232	-20	136.18	N/A	N/A	0	3	2
2023-08-24	$16.75	$0.00	97.5%	28.0%	6.3%	35.6%	0.0%	16.1%	-33.3%	11	578	-18	143.30	N/A	N/A	0	3	2
2023-08-25	$16.77	$0.00	94.3%	27.0%	6.1%	34.3%	0.0%	-6.4%	-39.0%	12	494	-18	141.64	N/A	N/A	0	3	2
2023-08-28	$16.80	$0.00	52.0%	14.9%	6.1%	17.0%	0.0%	14.3%	18.1%	23	-456	-21	139.12	N/A	N/A	0	3	2
2023-08-29	$16.75	$0.00	42.4%	12.2%	6.1%	13.2%	0.0%	28.0%	41.7%	21	-348	-20	136.17	N/A	N/A	0	3	2
2023-08-30	$16.80	$0.00	42.2%	12.1%	5.8%	13.0%	0.0%	38.6%	32.8%	20	124	-19	140.52	N/A	N/A	0	3	2
2023-08-31	$16.69	$0.00	41.2%	11.8%	5.7%	12.7%	0.0%	43.0%	32.1%	14	491	-18	138.03	N/A	N/A	0	3	2