BANX Options History — December 2023 In December 2023, BANX traded between $17.07 and $18.87. ATM implied volatility averaged 49.3%, placing in the 16.0% IV rank vs the trailing year. The 30-day expected move averaged 10.9%. IV traded above realized volatility by 33.3% (HV 20d: 16.1%). Max pain ranged from $17.08 to $19.58. Net GEX was positive for 2 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 0.01.
Notable Days 2023-12-14 : Highest Volume — 60 contracts2023-12-13 : Largest IV drop — 44.5% change2023-12-05 : Highest IV Rank — 25.6%2023-12-28 : Largest Expected Move — 13.9%Monthly Statistics Metric Avg Min Max Open Close Price $17.81 $17.07 $18.87 $17.20 $18.16 Max Pain $18.13 $17.08 $19.58 $17.08 $17.08 ATM IV 49.3% 37.9% 73.1% 39.3% 45.6% Expected Move 10.9% 6.5% 13.9% 11.3% 13.1% HV 20d 16.1% 13.9% 21.8% 14.2% 21.8% HV 60d 19.5% 16.9% 22.6% 22.5% 19.1% IV Rank 16.0% 11.3% 25.6% 11.9% 14.4% IV Percentile 47.7% 32.5% 78.2% 34.5% 45.2% Term Structure -2.2% -35.5% 37.3% 32.1% -28.1% VWIV 32.4% 15.0% 61.4% 38.0% 15.0% Skew 25d 21.2% -4.3% 51.2% 46.0% -0.6% Skew 10d 27.6% -12.3% 206.5% 34.0% 5.2% Call IV 25d 20.6% 14.0% 39.9% 39.9% 20.5% Put IV 25d 41.8% 19.9% 85.9% 85.9% 19.9% Bid-Ask Spread % 128.82 118.67 135.75 127.79 124.30 Gamma HHI 0.63 0.40 0.87 0.78 0.43 Net GEX -1.5K -3.4K 372 -1.9K -490 Net DEX 7.9K -90.3K 28.7K 26.8K -2.5K Net VEX -196 -284 -79 -260 -162 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.01 0.00 0.04 0.00 0.00 Total Volume 5.1 0 60 0 0 Total OI 105.75 93 155 93 119
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 2023-12-01 $17.20 $0.00 39.3% 11.3% 14.2% 11.9% 0.0% 46.0% 32.1% -1.9K 26.8K -260 0.00 127.79 N/A N/A 0 0 9 84 2023-12-04 $17.09 $17.08 55.9% 13.2% 14.4% 18.7% 0.0% 12.1% -14.5% -1.4K 26.4K -272 0.00 133.98 N/A N/A 0 0 9 84 2023-12-05 $17.18 $17.08 73.1% 12.0% 14.3% 25.6% 0.0% 31.1% -1.1% -3.4K 18.9K -185 0.00 130.77 N/A N/A 0 0 9 84 2023-12-06 $17.08 $17.08 61.8% 7.7% 14.5% 21.0% 38.0% 30.7% 19.4% -1.9K 28.7K -264 0.00 128.80 N/A N/A 0 1 9 84 2023-12-07 $17.07 $17.08 65.5% 7.2% 13.9% 22.5% 0.0% 32.0% 14.9% -1.4K 28.5K -284 0.00 126.13 N/A N/A 0 0 9 85 2023-12-08 $17.59 $17.08 54.1% 6.5% 17.2% 17.9% 0.0% 51.2% 11.9% -2.6K 19.0K -201 0.00 132.04 N/A N/A 0 0 9 85 2023-12-11 $17.63 $17.08 68.0% 6.6% 17.1% 23.5% 0.0% 20.3% 19.3% -2.3K 18.7K -204 0.00 126.80 N/A N/A 0 0 9 85 2023-12-12 $17.72 $17.08 71.9% 11.5% 17.2% 25.1% 0.0% 20.1% -9.6% -2.5K 15.4K -182 0.00 132.31 N/A N/A 0 0 9 85 2023-12-13 $17.70 $17.08 39.9% 11.4% 17.1% 12.1% 0.0% 22.9% -31.6% -1.3K 19.0K -231 0.00 128.87 N/A N/A 0 1 9 85 2023-12-14 $17.91 $17.08 42.8% 12.3% 15.8% 13.3% 0.0% 31.5% 22.1% -1.3K 16.6K -237 0.00 135.75 N/A N/A 60 0 9 86 2023-12-15 $17.98 $17.08 37.9% 10.9% 15.0% 11.3% 61.4% 19.1% -8.1% -1.2K -90.3K -217 0.00 131.09 N/A N/A 0 3 69 86 2023-12-18 $18.11 $19.58 39.8% 11.4% 15.1% 12.1% 0.0% 18.2% -13.4% -2.7K 8.9K -93 0.00 129.98 N/A N/A 0 0 9 89 2023-12-19 $18.05 $19.58 38.4% 11.0% 15.2% 11.5% 0.0% 15.8% -12.2% -2.0K 15.2K -162 0.00 130.53 N/A N/A 0 0 9 89 2023-12-20 $18.00 $19.58 42.9% 12.3% 15.3% 13.3% 15.1% 22.2% -34.2% -2.3K 18.4K -183 0.04 132.13 N/A N/A 26 1 9 89 2023-12-21 $18.02 $19.58 39.0% 11.2% 15.2% 11.8% 15.0% 11.0% -8.0% -1.3K 9.7K -191 0.00 124.94 N/A N/A 10 0 32 90 2023-12-22 $18.11 $19.58 41.6% 11.9% 14.8% 12.8% 0.0% 19.0% -14.4% -642 10.8K -212 0.00 126.24 N/A N/A 0 0 32 90 2023-12-26 $18.65 $19.58 41.8% 12.0% 16.0% 12.9% 0.0% 23.9% 37.3% 372 -14.3K -79 0.00 118.67 N/A N/A 0 0 32 90 2023-12-27 $18.87 $19.58 39.3% 11.3% 16.1% 11.9% 0.0% -4.3% 10.7% -105 -15.7K -119 0.00 126.40 N/A N/A 0 0 32 90 2023-12-28 $18.17 $19.58 48.3% 13.9% 21.8% 15.6% 0.0% 1.1% -35.5% 106 -965 -182 0.00 128.90 N/A N/A 0 0 32 90 2023-12-29 $18.16 $17.08 45.6% 13.1% 21.8% 14.4% 0.0% -0.6% -28.1% -490 -2.5K -162 0.00 124.30 N/A N/A 0 0 32 87
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