BANX Options History — November 2023

In November 2023, BANX traded between $16.65 and $17.50. ATM implied volatility averaged 35.2%, placing in the 10.2% IV rank vs the trailing year. The 30-day expected move averaged 11.1%. IV traded above realized volatility by 18.2% (HV 20d: 17.1%). Max pain ranged from $17.08 to $17.08. Net GEX was positive for 8 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 0.83.

Notable Days

2023-11-09: Highest Volume — 50 contracts
2023-11-29: Largest IV spike — 163.2% change
2023-11-13: Highest IV Rank — 20.0%
2023-11-13: Largest Expected Move — 17.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$17.07	$16.65	$17.50	$16.90	$17.07
Max Pain	$17.08	$17.08	$17.08	$17.08	$17.08
ATM IV	35.2%	16.3%	59.3%	29.3%	37.0%
Expected Move	11.1%	4.7%	17.0%	8.4%	10.6%
HV 20d	17.1%	12.6%	21.3%	20.9%	14.1%
HV 60d	21.8%	21.3%	22.5%	21.3%	22.5%
IV Rank	10.2%	2.5%	20.0%	7.8%	10.9%
IV Percentile	24.5%	2.8%	60.7%	11.9%	31.3%
Term Structure	3.4%	-15.3%	28.6%	10.1%	28.6%
VWIV	31.4%	31.4%	31.4%	31.4%	31.4%
Skew 25d	0.6%	-26.6%	36.6%	2.1%	32.4%
Skew 10d	15.0%	-37.7%	136.3%	-1.1%	11.9%
Call IV 25d	43.2%	23.0%	63.3%	26.2%	48.6%
Put IV 25d	43.9%	27.8%	82.6%	28.3%	81.0%
Bid-Ask Spread %	124.17	113.84	133.44	113.84	123.44
Gamma HHI	0.63	0.46	0.88	0.52	0.81
Net GEX	-889	-3.4K	1.4K	1.4K	-1.6K
Net DEX	18.2K	-4.5K	34.0K	-4.5K	29.9K
Net VEX	-216	-325	-136	-166	-275
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.83	0.00	3.33	3.33	0.00
Total Volume	4.429	0	50	13	2
Total OI	95.333	71	131	71	91

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
2023-11-01	$16.90	$17.08	29.3%	8.4%	20.9%	7.8%	31.4%	2.1%	10.1%	1.4K	-4.5K	-166	3.33	113.84	N/A	N/A	3	10	34	37
2023-11-02	$16.98	$0.00	26.0%	10.5%	20.9%	6.5%	0.0%	5.8%	11.0%	862	154	-170	0.00	129.70	N/A	N/A	0	0	34	47
2023-11-03	$16.93	$0.00	25.8%	11.0%	20.8%	6.4%	0.0%	-3.5%	18.8%	546	2.5K	-168	0.00	130.31	N/A	N/A	0	0	34	47
2023-11-06	$16.84	$0.00	25.2%	13.9%	20.8%	6.2%	0.0%	-24.6%	-15.3%	1.0K	9.6K	-169	0.00	126.38	N/A	N/A	0	0	34	47
2023-11-07	$16.82	$0.00	27.0%	15.3%	20.7%	6.9%	0.0%	-21.6%	1.3%	1.3K	9.2K	-181	0.00	124.11	N/A	N/A	0	0	34	47
2023-11-08	$16.65	$0.00	45.1%	12.9%	20.9%	14.3%	0.0%	-25.9%	-14.3%	571	14.7K	-149	0.00	130.41	N/A	N/A	0	0	34	47
2023-11-09	$16.78	$0.00	35.7%	10.2%	21.2%	10.4%	0.0%	12.6%	-1.4%	1.1K	14.2K	-154	0.00	127.70	N/A	N/A	0	50	34	47
2023-11-10	$16.87	$0.00	28.9%	8.3%	21.3%	7.7%	0.0%	0.3%	12.7%	-121	34.0K	-325	0.00	133.44	N/A	N/A	0	0	34	97
2023-11-13	$16.92	$0.00	59.3%	17.0%	16.6%	20.0%	0.0%	-15.7%	-13.2%	-328	23.2K	-290	0.00	130.67	N/A	N/A	0	0	34	97
2023-11-14	$17.02	$0.00	47.3%	13.6%	16.6%	15.1%	0.0%	16.3%	-10.6%	666	20.9K	-286	0.00	125.42	N/A	N/A	25	0	34	97
2023-11-15	$17.41	$0.00	43.9%	12.6%	19.0%	13.8%	0.0%	3.1%	-6.7%	-2.6K	31.3K	-275	0.00	132.36	N/A	N/A	0	0	13	97
2023-11-16	$17.20	$0.00	36.5%	10.5%	15.3%	10.7%	0.0%	2.7%	-3.7%	-2.4K	29.7K	-253	0.00	124.67	N/A	N/A	0	0	13	97
2023-11-17	$17.21	$0.00	48.3%	13.8%	15.1%	15.5%	0.0%	-20.3%	-9.5%	-3.4K	14.5K	-211	0.00	122.92	N/A	N/A	0	0	13	97
2023-11-20	$17.30	$0.00	44.8%	12.8%	12.9%	14.1%	0.0%	-20.6%	-5.5%	-1.8K	21.8K	-223	0.00	115.44	N/A	N/A	0	0	6	84
2023-11-21	$17.35	$0.00	46.9%	13.4%	12.9%	15.0%	0.0%	-26.6%	-9.3%	-2.5K	19.3K	-199	0.00	116.47	N/A	N/A	0	0	6	84
2023-11-22	$17.30	$0.00	27.3%	7.8%	12.9%	7.0%	0.0%	10.4%	15.2%	-2.4K	22.6K	-216	0.00	118.63	N/A	N/A	0	0	6	84
2023-11-24	$17.50	$0.00	18.1%	5.2%	12.6%	3.3%	0.0%	17.1%	22.9%	-3.0K	13.6K	-136	0.00	120.06	N/A	N/A	0	0	6	84
2023-11-27	$17.19	$0.00	28.2%	8.1%	14.4%	7.4%	0.0%	18.8%	19.9%	-2.1K	19.0K	-205	0.00	119.52	N/A	N/A	0	0	6	84
2023-11-28	$17.20	$0.00	16.3%	4.7%	14.4%	2.5%	0.0%	14.0%	13.6%	-2.1K	29.6K	-242	0.00	119.77	N/A	N/A	1	0	6	84
2023-11-29	$17.09	$0.00	42.9%	12.3%	14.3%	13.4%	0.0%	36.6%	6.6%	-1.6K	26.0K	-252	0.00	122.25	N/A	N/A	0	2	7	84
2023-11-30	$17.07	$0.00	37.0%	10.6%	14.1%	10.9%	0.0%	32.4%	28.6%	-1.6K	29.9K	-275	0.00	123.44	N/A	N/A	2	0	7	84