BANX Options History — October 2023

In October 2023, BANX traded between $16.77 and $18.03. ATM implied volatility averaged 48.0%, placing in the 15.4% IV rank vs the trailing year. The 30-day expected move averaged 15.2%. IV traded above realized volatility by 22.5% (HV 20d: 25.5%). Max pain ranged from $17.08 to $17.50. Net GEX was positive for 20 of 22 trading days. Term structure was in contango for 8 of 22 days. Put/call ratio averaged 0.00.

Notable Days

2023-10-26: Highest Volume — 34 contracts
2023-10-24: Largest IV spike — 89.5% change
2023-10-24: Highest IV Rank — 26.1%
2023-10-24: Largest Expected Move — 21.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$17.27	$16.77	$18.03	$17.51	$16.77
Max Pain	$17.34	$17.08	$17.50	$17.50	$17.08
ATM IV	48.0%	28.3%	74.4%	30.2%	29.4%
Expected Move	15.2%	8.2%	21.3%	8.7%	8.4%
HV 20d	25.5%	20.8%	30.6%	29.6%	20.8%
HV 60d	19.6%	18.2%	21.2%	18.4%	21.2%
IV Rank	15.4%	7.4%	26.1%	8.2%	7.9%
IV Percentile	39.4%	10.3%	75.8%	13.1%	11.9%
Term Structure	-3.8%	-23.9%	37.3%	12.4%	7.3%
VWIV	34.3%	23.3%	47.4%	23.3%	37.2%
Skew 25d	3.8%	-51.7%	36.4%	33.3%	15.5%
Skew 10d	12.9%	-14.9%	58.0%	47.0%	17.6%
Call IV 25d	44.3%	24.1%	89.4%	25.2%	27.4%
Put IV 25d	48.1%	27.7%	87.7%	58.5%	43.0%
Bid-Ask Spread %	128.78	117.63	136.59	127.11	117.63
Gamma HHI	0.68	0.52	0.82	0.65	0.58
Net GEX	930	-324	1.9K	-324	1.5K
Net DEX	-18.8K	-37.2K	1.4K	1.4K	-1.7K
Net VEX	-97	-186	0	-55	-179
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	4.091	0	34	24	0
Total OI	49.136	0	71	27	71

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	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2023-10-02	$17.51	$17.50	30.2%	8.7%	29.6%	8.2%	23.3%	33.3%	12.4%	-324	1.4K	-55	127.11	N/A	N/A	24	0	13	14
2023-10-03	$17.21	$17.50	35.0%	10.0%	30.4%	10.1%	32.4%	29.8%	9.2%	804	-16.3K	-110	129.22	N/A	N/A	4	0	37	14
2023-10-04	$17.32	$17.50	28.6%	8.2%	30.5%	7.5%	0.0%	36.4%	37.3%	779	-21.5K	-116	120.72	N/A	N/A	0	0	41	14
2023-10-05	$17.22	$17.50	37.2%	17.3%	30.5%	11.0%	0.0%	-23.4%	-10.7%	761	-20.5K	-114	135.01	N/A	N/A	0	0	41	14
2023-10-06	$17.32	$17.50	28.3%	17.5%	30.5%	7.4%	0.0%	-19.0%	-17.5%	677	-17.9K	-111	133.62	N/A	N/A	0	0	41	14
2023-10-09	$17.23	$17.50	41.4%	19.0%	30.6%	12.7%	0.0%	-23.9%	-20.8%	769	-20.2K	-106	131.56	N/A	N/A	0	0	41	14
2023-10-10	$17.30	$17.50	36.0%	18.0%	26.6%	10.6%	0.0%	-21.3%	-17.0%	758	-19.9K	-104	129.18	N/A	N/A	0	0	41	14
2023-10-11	$17.28	$17.50	62.6%	18.0%	24.3%	21.4%	0.0%	-21.2%	-18.0%	776	-19.8K	-101	134.23	N/A	N/A	0	0	41	14
2023-10-12	$17.26	$17.50	66.5%	19.1%	24.3%	22.9%	0.0%	-51.7%	-21.4%	717	-19.5K	-98	135.25	N/A	N/A	0	0	41	14
2023-10-13	$17.32	$17.50	64.3%	18.4%	24.4%	22.1%	0.0%	-17.9%	-16.8%	777	-20.4K	-97	133.57	N/A	N/A	0	0	41	14
2023-10-16	$17.93	$17.50	62.1%	17.8%	26.6%	21.2%	0.0%	-12.6%	-19.4%	897	-32.8K	-87	132.21	N/A	N/A	0	10	41	14
2023-10-17	$18.03	$17.50	64.3%	18.4%	26.5%	22.0%	0.0%	14.9%	-16.8%	1.0K	-37.2K	-86	133.09	N/A	N/A	10	0	41	13
2023-10-18	$18.00	$17.50	67.3%	19.3%	26.0%	23.3%	0.0%	22.1%	-20.1%	471	-28.3K	-80	132.15	N/A	N/A	0	2	35	13
2023-10-19	$17.40	$0.00	70.6%	20.2%	23.2%	24.6%	0.0%	16.6%	-23.9%	0	0	0	133.99	N/A	N/A	0	1	0	0
2023-10-20	$17.28	$17.08	70.8%	20.3%	23.2%	24.7%	31.0%	23.8%	23.2%	929	-31.4K	-69	136.59	N/A	N/A	3	0	35	14
2023-10-23	$16.91	$17.08	39.2%	11.3%	22.7%	11.9%	47.4%	31.7%	30.2%	1.5K	-22.9K	-67	126.81	N/A	N/A	0	1	33	2
2023-10-24	$16.95	$17.08	74.4%	21.3%	22.6%	26.1%	0.0%	-2.0%	-15.7%	1.1K	-23.4K	-69	126.68	N/A	N/A	0	0	33	3
2023-10-25	$17.02	$17.08	45.5%	13.0%	22.0%	14.4%	0.0%	6.2%	-14.4%	1.8K	-30.1K	-62	120.21	N/A	N/A	1	0	33	3
2023-10-26	$16.83	$17.08	34.3%	9.8%	22.0%	9.9%	37.2%	27.3%	0.3%	1.9K	-19.6K	-65	126.66	N/A	N/A	0	34	34	3
2023-10-27	$16.88	$17.08	36.4%	10.4%	21.5%	10.7%	0.0%	-4.8%	-4.7%	1.3K	-5.2K	-186	117.81	N/A	N/A	0	0	34	37
2023-10-30	$16.91	$17.08	31.0%	8.9%	21.4%	8.5%	0.0%	24.8%	33.5%	1.4K	-6.3K	-176	119.91	N/A	N/A	0	0	34	37
2023-10-31	$16.77	$17.08	29.4%	8.4%	20.8%	7.9%	0.0%	15.5%	7.3%	1.5K	-1.7K	-179	117.63	N/A	N/A	0	0	34	37