BANX Options History — January 2024 In January 2024, BANX traded between $17.94 and $18.74. ATM implied volatility averaged 42.0%, placing in the 10.9% IV rank vs the trailing year. The 30-day expected move averaged 11.7%. IV traded above realized volatility by 22.3% (HV 20d: 19.7%). Max pain ranged from $17.08 to $17.50. Net GEX was positive for 15 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 15.00.
Notable Days 2024-01-05 : Highest Volume — 78 contracts2024-01-10 : Largest IV drop — 50.9% change2024-01-31 : Highest IV Rank — 17.4%2024-01-31 : Largest Expected Move — 16.6%Monthly Statistics Metric Avg Min Max Open Close Price $18.34 $17.94 $18.74 $18.07 $18.65 Max Pain $17.41 $17.08 $17.50 $17.08 $17.50 ATM IV 42.0% 27.5% 58.0% 50.3% 58.0% Expected Move 11.7% 7.9% 16.6% 14.4% 16.6% HV 20d 19.7% 15.1% 22.2% 21.9% 15.1% HV 60d 17.7% 16.1% 19.4% 19.1% 17.2% IV Rank 10.9% 4.7% 17.4% 16.4% 17.4% IV Percentile 35.0% 5.6% 61.1% 50.8% 61.1% Term Structure -17.8% -40.8% 10.3% -26.6% -40.8% VWIV 25.9% 21.1% 30.7% 21.1% 30.7% Skew 25d -4.6% -39.0% 13.3% 10.2% -7.1% Skew 10d 4.1% -37.2% 18.1% 12.1% -16.0% Call IV 25d 36.7% 18.2% 74.0% 19.6% 46.2% Put IV 25d 32.1% 18.4% 46.4% 29.8% 39.1% Bid-Ask Spread % 122.18 116.02 128.94 118.59 125.82 Gamma HHI 0.41 0.33 0.49 0.46 0.47 Net GEX 1.4K -1.1K 3.7K -1.1K 1.4K Net DEX -35.4K -64.1K 1.4K -3.7K -30.2K Net VEX -462 -614 -133 -138 -547 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 15.00 0.00 60.00 0.00 60.00 Total Volume 8.571 0 78 0 4 Total OI 191.714 119 234 119 213
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 2024-01-02 $18.07 $17.08 50.3% 14.4% 21.9% 16.4% 0.0% 10.2% -26.6% -1.1K -3.7K -138 0.00 118.59 N/A N/A 0 0 32 87 2024-01-03 $18.09 $17.08 50.0% 14.3% 21.7% 15.2% 0.0% 8.0% -35.5% -416 1.4K -184 0.00 123.34 N/A N/A 0 0 32 87 2024-01-04 $18.38 $0.00 43.1% 11.0% 22.2% 11.2% 0.0% -2.5% -26.1% -282 -7.7K -133 0.00 128.94 N/A N/A 0 0 32 87 2024-01-05 $18.58 $0.00 45.4% 12.8% 22.0% 12.2% 0.0% 11.2% -15.5% 449 -6.4K -173 0.00 128.06 N/A N/A 78 0 32 87 2024-01-08 $18.57 $0.00 47.3% 12.7% 22.0% 12.9% 0.0% 8.0% -16.5% 3.4K -53.8K -554 0.00 121.66 N/A N/A 1 0 110 87 2024-01-09 $18.64 $0.00 56.0% 11.5% 19.8% 16.6% 0.0% -5.1% -24.2% 3.4K -62.8K -541 0.00 124.98 N/A N/A 0 0 111 87 2024-01-10 $18.61 $0.00 27.5% 7.9% 19.9% 4.7% 0.0% 13.3% 10.3% 2.6K -64.1K -521 0.00 122.98 N/A N/A 0 0 111 87 2024-01-11 $18.54 $0.00 40.8% 11.7% 20.0% 10.2% 0.0% -0.1% -28.6% 3.3K -56.1K -557 0.00 127.85 N/A N/A 0 0 111 87 2024-01-12 $18.53 $0.00 38.0% 10.9% 20.0% 9.0% 0.0% 12.3% -11.7% 3.3K -56.6K -563 0.00 123.15 N/A N/A 0 0 111 87 2024-01-16 $18.45 $0.00 44.9% 12.9% 19.8% 11.9% 0.0% -9.4% -15.4% 3.7K -43.5K -521 0.00 123.71 N/A N/A 5 0 111 87 2024-01-17 $18.18 $0.00 30.7% 8.8% 20.6% 6.0% 0.0% -4.4% 5.0% 3.2K -53.9K -614 0.00 120.76 N/A N/A 0 30 116 87 2024-01-18 $18.04 $0.00 30.6% 8.8% 20.6% 6.0% 0.0% 9.5% -6.1% 3.1K -50.3K -495 0.00 123.21 N/A N/A 0 1 116 117 2024-01-19 $18.05 $0.00 41.6% 11.9% 20.6% 10.6% 0.0% 2.3% -9.6% 653 -31.6K -578 0.00 126.66 N/A N/A 0 0 116 118 2024-01-22 $18.09 $0.00 35.7% 10.2% 20.5% 8.1% 21.1% -9.6% -13.9% 790 -33.5K -509 60.00 117.94 N/A N/A 1 60 88 114 2024-01-23 $18.05 $17.50 32.8% 9.4% 20.6% 6.9% 0.0% -3.2% -9.1% -468 -27.1K -465 0.00 117.61 N/A N/A 0 0 89 124 2024-01-24 $18.03 $17.50 35.8% 10.3% 20.5% 8.1% 0.0% -29.3% -15.4% -665 -29.0K -466 0.00 116.75 N/A N/A 0 0 89 124 2024-01-25 $17.94 $17.50 38.3% 11.0% 17.3% 9.2% 0.0% -16.3% -23.6% -214 -28.8K -549 0.00 119.60 N/A N/A 0 0 89 124 2024-01-26 $18.23 $17.50 36.2% 10.4% 17.8% 8.3% 0.0% -39.0% -11.0% 1.3K -37.6K -515 0.00 117.68 N/A N/A 0 0 89 124 2024-01-29 $18.74 $17.50 48.3% 13.8% 15.2% 13.3% 0.0% -32.4% -30.1% 1.5K -36.0K -530 0.00 120.38 N/A N/A 0 0 89 124 2024-01-30 $18.70 $17.50 49.9% 14.3% 15.2% 14.0% 0.0% -12.8% -30.1% 1.5K -32.8K -557 0.00 116.02 N/A N/A 0 0 89 124 2024-01-31 $18.65 $17.50 58.0% 16.6% 15.1% 17.4% 30.7% -7.1% -40.8% 1.4K -30.2K -547 0.00 125.82 N/A N/A 0 4 89 124
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