BANX Options History — February 2024 In February 2024, BANX traded between $18.23 and $18.76. ATM implied volatility averaged 52.5%, placing in the 15.1% IV rank vs the trailing year. The 30-day expected move averaged 14.4%. IV traded above realized volatility by 39.1% (HV 20d: 13.5%). Max pain ranged from $17.50 to $20.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 4 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2024-02-20 : Highest Volume — 22 contracts2024-02-15 : Largest IV spike — 137.7% change2024-02-15 : Highest IV Rank — 37.4%2024-02-15 : Largest Expected Move — 30.3%Monthly Statistics Metric Avg Min Max Open Close Price $18.50 $18.23 $18.76 $18.56 $18.76 Max Pain $18.54 $17.50 $20.00 $20.00 $17.50 ATM IV 52.5% 30.8% 105.8% 47.9% 43.7% Expected Move 14.4% 8.8% 30.3% 13.8% 12.5% HV 20d 13.5% 9.8% 15.3% 15.3% 10.3% HV 60d 16.7% 16.2% 17.2% 17.2% 16.3% IV Rank 15.1% 6.1% 37.4% 13.2% 11.4% IV Percentile 50.4% 13.9% 94.0% 47.2% 40.1% Term Structure -15.7% -44.5% 18.1% 0.4% 18.1% VWIV 31.3% 17.9% 66.8% 66.8% 18.9% Skew 25d -7.2% -50.9% 21.7% -9.6% 21.7% Skew 10d -11.4% -24.2% 4.5% -10.6% -12.1% Call IV 25d 56.9% 19.9% 133.6% 65.5% 19.9% Put IV 25d 49.7% 20.5% 102.2% 56.0% 41.6% Bid-Ask Spread % 133.63 121.15 146.17 126.88 123.94 Gamma HHI 0.48 0.39 0.64 0.42 0.51 Net GEX 1.5K 417 2.6K 854 1.5K Net DEX -36.3K -46.7K 327 -34.9K -38.5K Net VEX -469 -560 -344 -560 -400 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 2.55 0 22 0 0 Total OI 220.65 202 251 215 251
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 2024-02-01 $18.56 $0.00 47.9% 13.8% 15.3% 13.2% 0.0% -9.6% 0.4% 854 -34.9K -560 0.00 126.88 N/A N/A 0 0 89 126 2024-02-02 $18.64 $0.00 50.7% 13.5% 14.3% 14.3% 0.0% 9.6% 3.2% 1.1K -34.3K -559 0.00 121.15 N/A N/A 0 0 89 126 2024-02-05 $18.68 $0.00 61.6% 10.9% 13.8% 18.9% 0.0% -32.3% -10.1% 1.6K -38.9K -542 0.00 125.18 N/A N/A 1 0 89 126 2024-02-06 $18.55 $0.00 65.6% 13.0% 14.1% 20.6% 0.0% -16.8% -22.8% 1.5K -42.1K -480 0.00 125.24 N/A N/A 0 0 88 126 2024-02-07 $18.56 $0.00 39.7% 11.4% 14.0% 9.8% 0.0% -5.1% -17.3% 2.0K -34.0K -434 0.00 128.61 N/A N/A 0 0 88 126 2024-02-08 $18.59 $0.00 61.5% 17.6% 14.0% 18.9% 0.0% 14.1% 0.2% 1.8K -42.5K -468 0.00 129.50 N/A N/A 0 0 88 126 2024-02-09 $18.60 $0.00 41.6% 11.9% 13.9% 10.6% 0.0% -14.9% -26.3% 1.8K -37.1K -501 0.00 132.27 N/A N/A 0 0 88 126 2024-02-12 $18.58 $0.00 69.5% 19.9% 13.9% 22.2% 66.8% -21.9% -14.7% 1.9K -40.4K -440 0.00 132.60 N/A N/A 1 0 88 126 2024-02-13 $18.46 $20.00 66.1% 19.0% 14.0% 20.8% 0.0% 1.8% -0.4% 1.8K -35.3K -440 0.00 135.72 N/A N/A 0 0 89 126 2024-02-14 $18.23 $20.00 44.5% 12.8% 13.7% 11.8% 0.0% -14.7% -42.9% 1.5K -23.2K -344 0.00 143.37 N/A N/A 0 0 89 126 2024-02-15 $18.25 $20.00 105.8% 30.3% 13.4% 37.4% 0.0% -5.0% -31.3% 2.2K -40.6K -457 0.00 143.02 N/A N/A 0 0 89 126 2024-02-16 $18.27 $20.00 59.7% 17.1% 13.4% 18.1% 0.0% -50.9% -29.1% 2.6K -45.3K -440 0.00 146.17 N/A N/A 0 0 89 126 2024-02-20 $18.43 $20.00 42.6% 12.2% 13.7% 11.0% 21.8% -47.7% -2.5% 1.4K -37.7K -536 0.00 134.50 N/A N/A 0 22 88 114 2024-02-21 $18.27 $17.50 47.1% 13.5% 14.1% 12.8% 0.0% 11.1% -40.0% 1.4K -29.5K -461 0.00 142.64 N/A N/A 0 0 88 136 2024-02-22 $18.49 $17.50 39.4% 11.3% 14.7% 9.6% 0.0% 1.5% -12.8% 877 -38.2K -491 0.00 135.94 N/A N/A 0 1 88 136 2024-02-23 $18.37 $17.50 44.4% 12.7% 14.8% 11.7% 17.9% 14.0% -0.4% 417 327 -420 0.00 136.79 N/A N/A 5 0 88 137 2024-02-26 $18.53 $17.50 53.9% 15.4% 14.0% 15.7% 0.0% -2.3% -44.5% 754 -46.7K -538 0.00 137.52 N/A N/A 0 1 93 137 2024-02-27 $18.52 $17.50 34.7% 9.9% 9.8% 7.7% 18.9% -0.4% -28.8% 2.0K -41.3K -432 0.00 135.39 N/A N/A 0 20 93 138 2024-02-28 $18.60 $17.50 30.8% 8.8% 9.9% 6.1% 0.0% 3.7% -12.7% 523 -46.0K -432 0.00 136.09 N/A N/A 0 0 93 158 2024-02-29 $18.76 $17.50 43.7% 12.5% 10.3% 11.4% 0.0% 21.7% 18.1% 1.5K -38.5K -400 0.00 123.94 N/A N/A 0 0 93 158
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