BANX Options History — September 2023 In September 2023, BANX traded between $16.64 and $18.59. ATM implied volatility averaged 47.2%, placing in the 15.1% IV rank vs the trailing year. The 30-day expected move averaged 11.8%. IV traded above realized volatility by 29.0% (HV 20d: 18.2%). Max pain ranged from $17.50 to $17.50. Net GEX was positive for 13 of 20 trading days. Term structure was in contango for 11 of 20 days. Put/call ratio averaged 0.83.
Notable Days 2023-09-21 : Highest Volume — 13 contracts2023-09-08 : Largest IV spike — 61.5% change2023-09-12 : Highest IV Rank — 32.1%2023-09-15 : Largest Expected Move — 19.0%Monthly Statistics Metric Avg Min Max Open Close Price $17.43 $16.64 $18.59 $16.75 $17.67 Max Pain $17.50 $17.50 $17.50 $17.50 $17.50 ATM IV 47.2% 22.3% 88.9% 54.4% 31.0% Expected Move 11.8% 6.4% 19.0% 15.6% 8.9% HV 20d 18.2% 5.9% 29.4% 5.9% 29.3% HV 60d 17.3% 15.8% 19.3% 16.6% 18.3% IV Rank 15.1% 5.0% 32.1% 18.0% 8.5% IV Percentile 37.4% 6.0% 84.5% 47.2% 16.3% Term Structure 12.5% -12.5% 63.0% 63.0% 32.2% VWIV 41.8% 23.4% 74.6% 49.3% 31.5% Skew 25d 20.7% -53.5% 205.8% 15.5% 25.7% Skew 10d 27.5% -41.8% 277.7% -19.5% 42.0% Call IV 25d 45.3% 26.4% 101.9% 96.5% 26.4% Put IV 25d 66.0% 39.1% 232.8% 112.0% 52.1% Bid-Ask Spread % 134.55 123.62 143.64 141.58 131.16 Gamma HHI 0.59 0.50 0.77 0.51 0.66 Net GEX -60 -567 342 10 -365 Net DEX -200 -8.0K 6.3K 501 -123 Net VEX -33 -58 -14 -17 -57 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.83 0.00 3.33 0.00 0.00 Total Volume 1.3 0 13 0 0 Total OI 12.55 5 27 5 27
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 2023-09-01 $16.75 $0.00 54.4% 15.6% 5.9% 18.0% 0.0% 15.5% 63.0% 10 501 -17 0.00 141.58 N/A N/A 0 0 3 2 2023-09-05 $16.72 $0.00 64.1% 16.5% 5.9% 22.0% 0.0% -24.3% -7.2% 21 -36 -19 0.00 140.97 N/A N/A 0 0 3 2 2023-09-06 $16.74 $0.00 53.4% 14.7% 5.9% 17.6% 0.0% -16.7% -12.1% 20 146 -19 0.00 139.45 N/A N/A 0 0 3 2 2023-09-07 $16.64 $0.00 38.1% 11.4% 6.1% 11.4% 0.0% 6.1% 28.7% 17 393 -18 0.00 138.23 N/A N/A 0 0 3 2 2023-09-08 $16.69 $0.00 61.5% 13.6% 6.1% 20.9% 0.0% -10.9% -11.2% -10 1.4K -14 0.00 140.20 N/A N/A 0 0 3 2 2023-09-11 $16.66 $0.00 75.5% 9.6% 6.1% 26.6% 0.0% 23.5% 38.0% 11 543 -17 0.00 134.57 N/A N/A 0 0 3 2 2023-09-12 $17.38 $0.00 88.9% 9.3% 16.2% 32.1% 0.0% 5.8% 19.4% 28 -185 -19 0.00 132.37 N/A N/A 0 0 3 2 2023-09-13 $17.88 $0.00 44.5% 12.7% 18.2% 14.0% 49.3% 5.1% -12.5% 37 -303 -19 0.00 134.97 N/A N/A 3 0 3 2 2023-09-14 $17.91 $17.50 62.8% 18.0% 18.2% 21.4% 0.0% -53.5% -12.4% 129 -3.6K -27 0.00 141.83 N/A N/A 0 0 6 2 2023-09-15 $17.85 $17.50 66.4% 19.0% 18.3% 22.9% 74.6% 19.1% -7.5% 91 -4.3K -27 0.00 143.64 N/A N/A 0 1 6 2 2023-09-18 $18.19 $17.50 34.9% 10.0% 19.1% 10.1% 0.0% 5.4% -7.8% 96 -1.8K -27 0.00 133.47 N/A N/A 0 0 5 3 2023-09-19 $18.37 $17.50 41.7% 12.0% 19.2% 12.9% 44.2% 5.1% -10.2% 106 -2.0K -27 0.00 136.85 N/A N/A 4 0 5 3 2023-09-20 $18.59 $17.50 57.3% 16.4% 19.3% 19.2% 0.0% 33.7% -1.5% 254 -8.0K -36 0.00 137.01 N/A N/A 0 0 9 3 2023-09-21 $17.73 $17.50 27.5% 7.9% 26.8% 7.1% 28.2% 97.4% 20.4% 342 -3.7K -31 3.33 129.51 N/A N/A 3 10 8 3 2023-09-22 $17.66 $17.50 23.8% 6.8% 26.9% 5.6% 23.4% 12.3% 2.3% -567 2.0K -51 0.00 125.26 N/A N/A 3 0 10 13 2023-09-25 $17.21 $17.50 22.3% 6.4% 28.7% 5.0% 0.0% 205.8% 33.9% -447 6.3K -55 0.00 123.62 N/A N/A 0 0 13 13 2023-09-26 $17.08 $17.50 27.3% 7.8% 28.9% 7.0% 31.5% 24.0% 34.9% -287 4.3K -55 0.00 129.77 N/A N/A 0 2 13 13 2023-09-27 $17.32 $17.50 30.4% 8.7% 29.2% 8.3% 0.0% 18.8% 30.6% -372 2.8K -58 0.00 131.49 N/A N/A 0 0 13 14 2023-09-28 $17.48 $17.50 38.6% 11.1% 29.4% 11.6% 0.0% 16.9% 28.9% -308 1.6K -58 0.00 125.12 N/A N/A 0 0 13 14 2023-09-29 $17.67 $17.50 31.0% 8.9% 29.3% 8.5% 0.0% 25.7% 32.2% -365 -123 -57 0.00 131.16 N/A N/A 0 0 13 14
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