BANX Options History — April 2024 In April 2024, BANX traded between $18.10 and $18.73. ATM implied volatility averaged 56.7%, placing in the 16.8% IV rank vs the trailing year. The 30-day expected move averaged 15.0%. IV traded above realized volatility by 43.6% (HV 20d: 13.1%). Max pain ranged from $17.08 to $20.00. Net GEX was positive for 20 of 22 trading days. Term structure was in contango for 2 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2024-04-23 : Highest Volume — 10 contracts2024-04-08 : Largest IV spike — 69.9% change2024-04-04 : Highest IV Rank — 28.5%2024-04-02 : Largest Expected Move — 23.4%Monthly Statistics Metric Avg Min Max Open Close Price $18.47 $18.10 $18.73 $18.70 $18.32 Max Pain $19.03 $17.08 $20.00 $17.08 $17.50 ATM IV 56.7% 37.6% 84.5% 75.6% 48.1% Expected Move 15.0% 10.8% 23.4% 21.7% 13.8% HV 20d 13.1% 10.8% 14.3% 14.3% 10.8% HV 60d 12.5% 11.7% 13.2% 13.2% 11.7% IV Rank 16.8% 8.9% 28.5% 24.8% 13.3% IV Percentile 54.0% 22.2% 86.9% 81.7% 46.8% Term Structure -22.4% -49.0% 34.1% -39.5% -37.8% Skew 25d -11.8% -57.9% 26.4% -42.3% 15.3% Skew 10d -7.9% -57.0% 69.4% -3.0% 69.4% Call IV 25d 56.4% 18.4% 105.0% 62.8% 24.9% Put IV 25d 44.5% 20.5% 84.8% 20.5% 40.2% Bid-Ask Spread % 137.00 129.56 148.89 129.56 130.68 Gamma HHI 0.55 0.41 0.65 0.50 0.57 Net GEX 4.5K -966 7.0K 3.2K 4.6K Net DEX -35.5K -81.9K 20.6K -40.1K -10.3K Net VEX -615 -731 -362 -678 -503 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 0.864 0 10 0 0 Total OI 276.455 198 312 304 209
Daily Data (22 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 2024-04-01 $18.70 $17.08 75.6% 21.7% 14.3% 24.8% 0.0% -42.3% -39.5% 3.2K -40.1K -678 0.00 129.56 N/A N/A 0 0 136 168 2024-04-02 $18.73 $17.08 81.7% 23.4% 14.2% 27.3% 0.0% -28.7% -20.3% 7.0K -81.9K -708 0.00 129.97 N/A N/A 0 0 136 168 2024-04-03 $18.71 $17.08 52.4% 15.0% 14.1% 15.1% 0.0% 6.0% 34.1% 3.5K -41.8K -660 0.00 130.90 N/A N/A 0 0 136 168 2024-04-04 $18.68 $20.00 84.5% 13.9% 14.1% 28.5% 0.0% -13.1% -14.4% 4.5K -59.6K -731 0.00 143.43 N/A N/A 0 0 136 168 2024-04-05 $18.70 $20.00 47.2% 14.7% 14.1% 12.9% 0.0% -31.4% -21.5% 7.0K -80.8K -686 0.00 135.29 N/A N/A 8 0 136 168 2024-04-08 $18.60 $20.00 80.3% 12.8% 14.2% 26.7% 0.0% -37.9% -23.3% 3.9K -38.3K -692 0.00 132.46 N/A N/A 0 0 144 168 2024-04-09 $18.61 $20.00 66.8% 12.0% 13.6% 21.1% 0.0% -37.6% -11.3% 4.6K -40.6K -661 0.00 138.38 N/A N/A 0 0 144 168 2024-04-10 $18.46 $20.00 58.8% 16.9% 13.9% 17.7% 0.0% 13.3% -25.6% 3.7K -27.5K -660 0.00 142.49 N/A N/A 0 0 144 168 2024-04-11 $18.42 $20.00 44.1% 12.6% 13.4% 11.6% 0.0% -2.1% -26.0% 4.6K -38.8K -664 0.00 140.30 N/A N/A 0 0 144 168 2024-04-12 $18.48 $20.00 41.2% 11.8% 13.2% 10.4% 0.0% 7.3% -3.2% 5.3K -42.0K -662 0.00 148.89 N/A N/A 0 0 144 168 2024-04-15 $18.41 $20.00 42.8% 12.3% 12.2% 11.0% 0.0% -6.7% -27.4% 3.7K -23.7K -643 0.00 132.52 N/A N/A 0 0 144 168 2024-04-16 $18.33 $20.00 69.6% 20.0% 11.9% 22.2% 0.0% -20.2% -49.0% -96 12.6K -423 0.00 140.57 N/A N/A 0 0 144 168 2024-04-17 $18.10 $20.00 63.3% 18.1% 12.5% 19.6% 0.0% 7.3% -41.2% -966 20.6K -362 0.00 142.65 N/A N/A 0 0 144 168 2024-04-18 $18.19 $20.00 60.3% 17.3% 12.4% 18.4% 0.0% -27.6% 7.7% 3.2K -14.5K -622 0.00 141.66 N/A N/A 0 0 144 168 2024-04-19 $18.37 $20.00 64.6% 18.5% 13.1% 20.2% 0.0% -36.6% -14.8% 5.6K -32.6K -594 0.00 140.19 N/A N/A 0 0 144 168 2024-04-22 $18.65 $20.00 40.9% 11.7% 13.4% 10.3% 0.0% -57.9% -22.1% 6.9K -43.6K -597 0.00 139.22 N/A N/A 1 0 143 55 2024-04-23 $18.57 $20.00 37.6% 10.8% 13.5% 8.9% 0.0% -39.6% -11.9% 5.8K -31.3K -548 0.00 139.80 N/A N/A 0 10 144 55 2024-04-24 $18.32 $17.50 46.3% 13.3% 14.3% 12.5% 0.0% 24.3% -41.7% 6.3K -38.1K -606 0.00 134.52 N/A N/A 0 0 144 65 2024-04-25 $18.36 $17.50 48.9% 14.0% 11.9% 13.6% 0.0% 26.4% -33.2% 5.7K -27.4K -576 0.00 134.57 N/A N/A 0 0 144 65 2024-04-26 $18.40 $17.50 44.5% 12.8% 11.9% 11.8% 0.0% 12.5% -33.7% 5.4K -63.9K -666 0.00 133.32 N/A N/A 0 0 144 65 2024-04-29 $18.30 $17.50 46.9% 13.4% 10.8% 12.8% 0.0% 9.0% -36.0% 4.9K -37.3K -586 0.00 132.70 N/A N/A 0 0 144 65 2024-04-30 $18.32 $17.50 48.1% 13.8% 10.8% 13.3% 0.0% 15.3% -37.8% 4.6K -10.3K -503 0.00 130.68 N/A N/A 0 0 144 65
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