BANX Options History — March 2024

In March 2024, BANX traded between $18.59 and $19.38. ATM implied volatility averaged 63.9%, placing in the 19.9% IV rank vs the trailing year. The 30-day expected move averaged 16.2%. IV traded above realized volatility by 53.0% (HV 20d: 10.9%). Max pain ranged from $17.08 to $17.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 11 of 20 days. Put/call ratio averaged 0.01.

Notable Days

2024-03-14: Highest Volume — 44 contracts
2024-03-12: Largest IV spike — 59.9% change
2024-03-12: Highest IV Rank — 38.7%
2024-03-19: Largest Expected Move — 22.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$18.88	$18.59	$19.38	$18.81	$19.00
Max Pain	$17.10	$17.08	$17.50	$17.50	$17.08
ATM IV	63.9%	40.1%	109.0%	47.2%	44.7%
Expected Move	16.2%	11.2%	22.1%	13.5%	12.8%
HV 20d	10.9%	9.5%	13.4%	10.2%	13.1%
HV 60d	15.0%	12.1%	16.2%	16.2%	12.8%
IV Rank	19.9%	9.9%	38.7%	12.9%	11.9%
IV Percentile	65.5%	31.0%	94.4%	47.6%	40.9%
Term Structure	5.0%	-58.3%	62.8%	12.3%	42.3%
Skew 25d	1.6%	-25.8%	22.3%	-8.2%	-1.3%
Skew 10d	-3.1%	-57.2%	17.4%	-29.6%	-23.4%
Call IV 25d	32.8%	18.1%	55.5%	36.3%	25.8%
Put IV 25d	34.4%	14.4%	47.7%	28.1%	24.4%
Bid-Ask Spread %	133.45	122.63	139.47	122.63	135.31
Gamma HHI	0.52	0.45	0.60	0.53	0.59
Net GEX	3.0K	780	6.3K	2.1K	5.9K
Net DEX	-43.3K	-74.6K	-20.4K	-20.4K	-73.3K
Net VEX	-556	-763	-342	-342	-725
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.01	0.00	0.08	0.00	0.00
Total Volume	5.65	0	44	2	0
Total OI	278.8	251	311	251	304

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
2024-03-01	$18.81	$17.50	47.2%	13.5%	10.2%	12.9%	0.0%	-8.2%	12.3%	2.1K	-20.4K	-342	0.00	122.63	N/A	N/A	0	2	93	158
2024-03-04	$18.70	$17.08	65.7%	12.7%	10.3%	20.6%	0.0%	16.3%	18.4%	1.8K	-34.7K	-454	0.00	136.54	N/A	N/A	5	0	93	159
2024-03-05	$18.74	$17.08	65.7%	13.6%	10.3%	20.6%	0.0%	13.7%	10.4%	1.8K	-33.9K	-451	0.00	134.67	N/A	N/A	0	10	98	159
2024-03-06	$18.71	$17.08	73.3%	13.2%	10.0%	23.8%	0.0%	16.9%	13.7%	1.8K	-37.2K	-509	0.00	134.46	N/A	N/A	0	0	98	169
2024-03-07	$18.63	$17.08	75.3%	20.2%	10.2%	24.6%	0.0%	-14.8%	-26.7%	780	-26.1K	-450	0.00	134.32	N/A	N/A	0	0	98	169
2024-03-08	$18.68	$17.08	82.7%	20.4%	10.2%	27.7%	0.0%	-17.8%	-48.9%	2.0K	-38.0K	-468	0.00	136.33	N/A	N/A	0	0	98	169
2024-03-11	$18.87	$17.08	68.2%	20.2%	10.8%	21.7%	0.0%	-17.8%	-58.3%	1.3K	-39.4K	-437	0.00	135.38	N/A	N/A	0	0	98	169
2024-03-12	$18.87	$17.08	109.0%	11.2%	10.8%	38.7%	0.0%	14.8%	-5.2%	1.9K	-28.4K	-409	0.00	136.30	N/A	N/A	0	0	98	169
2024-03-13	$19.04	$17.08	47.0%	13.5%	10.8%	12.8%	0.0%	22.3%	-5.6%	2.7K	-33.9K	-416	0.00	129.81	N/A	N/A	0	0	98	169
2024-03-14	$19.16	$17.08	71.7%	20.5%	9.5%	23.1%	0.0%	1.8%	7.6%	3.0K	-38.9K	-397	0.00	133.43	N/A	N/A	0	44	98	169
2024-03-15	$19.38	$17.08	71.3%	20.4%	10.0%	22.9%	0.0%	11.2%	-12.1%	3.5K	-50.2K	-549	0.00	135.82	N/A	N/A	3	0	98	213
2024-03-18	$19.19	$17.08	75.9%	21.8%	11.0%	24.9%	0.0%	4.1%	-28.3%	3.0K	-43.6K	-548	0.00	129.91	N/A	N/A	27	0	95	161
2024-03-19	$19.16	$17.08	77.2%	22.1%	10.8%	25.4%	0.0%	3.1%	-19.8%	3.8K	-55.9K	-627	0.00	132.47	N/A	N/A	0	7	122	161
2024-03-20	$18.95	$17.08	47.6%	13.6%	11.1%	13.1%	0.0%	17.8%	39.2%	4.3K	-58.0K	-681	0.00	130.49	N/A	N/A	1	0	122	168
2024-03-21	$18.90	$17.08	45.4%	13.0%	10.6%	12.2%	0.0%	-3.7%	40.9%	6.3K	-74.6K	-704	0.08	135.17	N/A	N/A	12	1	123	168
2024-03-22	$18.63	$17.08	54.0%	15.5%	11.6%	15.7%	0.0%	-10.7%	22.9%	2.8K	-37.6K	-763	0.00	139.47	N/A	N/A	0	0	135	168
2024-03-25	$18.59	$17.08	72.0%	20.6%	11.3%	23.2%	0.0%	-25.8%	-6.5%	2.3K	-32.2K	-755	0.00	135.69	N/A	N/A	0	0	135	168
2024-03-26	$18.59	$17.08	40.1%	11.5%	11.3%	9.9%	0.0%	-0.9%	41.6%	3.3K	-44.4K	-716	0.00	130.24	N/A	N/A	0	0	135	168
2024-03-27	$18.98	$17.08	44.0%	12.6%	13.4%	11.6%	0.0%	10.3%	62.8%	5.6K	-65.6K	-725	0.00	130.45	N/A	N/A	1	0	135	168
2024-03-28	$19.00	$17.08	44.7%	12.8%	13.1%	11.9%	0.0%	-1.3%	42.3%	5.9K	-73.3K	-725	0.00	135.31	N/A	N/A	0	0	136	168