BANX Options History — May 2024

In May 2024, BANX traded between $17.98 and $18.56. ATM implied volatility averaged 45.7%, placing in the 12.3% IV rank vs the trailing year. The 30-day expected move averaged 11.8%. IV traded above realized volatility by 34.5% (HV 20d: 11.2%). Max pain ranged from $17.50 to $17.50. Net GEX was positive for 19 of 22 trading days. Term structure was in contango for 2 of 22 days. Put/call ratio averaged 0.02.

Notable Days

2024-05-13: Highest Volume — 25 contracts
2024-05-14: Largest IV spike — 84.3% change
2024-05-14: Highest IV Rank — 42.3%
2024-05-13: Largest Expected Move — 16.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$18.30	$17.98	$18.56	$18.41	$18.05
Max Pain	$17.50	$17.50	$17.50	$17.50	$17.50
ATM IV	45.7%	23.2%	117.6%	52.4%	38.6%
Expected Move	11.8%	6.6%	16.7%	15.0%	11.1%
HV 20d	11.2%	9.3%	12.8%	11.0%	10.7%
HV 60d	11.8%	11.5%	12.2%	11.8%	11.9%
IV Rank	12.3%	2.9%	42.3%	15.1%	9.3%
IV Percentile	36.4%	1.2%	96.8%	52.0%	27.8%
Term Structure	-18.7%	-57.0%	6.2%	-36.3%	-10.7%
VWIV	32.2%	17.7%	59.8%	59.8%	45.4%
Skew 25d	-2.5%	-44.2%	24.9%	24.9%	5.7%
Skew 10d	6.6%	-14.7%	61.7%	-10.1%	26.0%
Call IV 25d	54.2%	15.3%	114.8%	21.7%	29.0%
Put IV 25d	51.6%	20.9%	78.3%	46.7%	34.7%
Bid-Ask Spread %	138.28	127.66	143.69	140.40	135.88
Gamma HHI	0.53	0.49	0.61	0.60	0.49
Net GEX	2.6K	-688	6.1K	5.2K	-688
Net DEX	3.0K	-38.8K	37.2K	-33.4K	24.2K
Net VEX	-436	-567	-337	-566	-353
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.02	0.00	0.07	0.00	0.07
Total Volume	3.591	0	25	0	16
Total OI	207.864	189	221	209	221

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
2024-05-01	$18.41	$17.50	52.4%	15.0%	11.0%	15.1%	0.0%	24.9%	-36.3%	5.2K	-33.4K	-566	0.00	140.40	N/A	N/A	0	0	144	65
2024-05-02	$18.37	$17.50	45.6%	13.1%	11.0%	12.2%	0.0%	2.7%	-31.3%	4.9K	-32.3K	-567	0.00	138.94	N/A	N/A	0	0	144	65
2024-05-03	$18.56	$17.50	53.1%	15.2%	11.7%	15.3%	0.0%	12.5%	-48.2%	6.1K	-38.8K	-553	0.00	140.96	N/A	N/A	0	0	144	65
2024-05-06	$18.34	$0.00	42.2%	15.9%	12.3%	10.8%	0.0%	-14.7%	-21.6%	4.7K	-26.3K	-515	0.00	141.40	N/A	N/A	20	0	144	65
2024-05-07	$18.44	$0.00	49.9%	11.7%	12.5%	14.0%	0.0%	-16.1%	-1.2%	4.2K	-19.8K	-465	0.00	141.56	N/A	N/A	0	0	124	65
2024-05-08	$18.44	$0.00	45.7%	12.8%	12.1%	12.3%	0.0%	9.7%	-3.4%	4.1K	-19.7K	-462	0.00	143.28	N/A	N/A	0	0	124	65
2024-05-09	$18.27	$0.00	59.8%	14.1%	12.5%	18.2%	0.0%	4.3%	-14.5%	3.3K	-7.5K	-442	0.00	143.69	N/A	N/A	0	0	124	65
2024-05-10	$18.32	$0.00	67.3%	15.5%	12.5%	21.3%	0.0%	-19.3%	-8.1%	3.6K	-8.5K	-434	0.00	142.05	N/A	N/A	0	0	124	65
2024-05-13	$18.16	$0.00	63.8%	16.7%	12.8%	19.8%	59.8%	-14.4%	-23.3%	2.6K	-1.1K	-399	0.00	142.68	N/A	N/A	0	25	124	65
2024-05-14	$18.13	$17.50	117.6%	13.7%	12.8%	42.3%	17.7%	-38.1%	-26.1%	2.1K	17.2K	-478	0.00	142.30	N/A	N/A	0	1	124	90
2024-05-15	$18.21	$17.50	23.2%	6.6%	12.0%	2.9%	0.0%	5.5%	6.2%	1.2K	14.3K	-448	0.00	136.50	N/A	N/A	0	0	124	91
2024-05-16	$18.13	$17.50	34.6%	9.9%	12.0%	7.7%	18.1%	10.8%	-21.2%	1.3K	19.0K	-443	0.00	136.91	N/A	N/A	0	5	124	91
2024-05-17	$18.27	$17.50	24.8%	7.1%	11.8%	3.5%	0.0%	-38.1%	-6.6%	2.3K	9.7K	-470	0.00	132.42	N/A	N/A	0	0	124	96
2024-05-20	$18.36	$17.50	39.0%	11.2%	10.5%	9.5%	0.0%	18.7%	-20.5%	2.7K	12.1K	-429	0.00	141.12	N/A	N/A	1	0	123	86
2024-05-21	$18.38	$17.50	29.7%	8.5%	10.4%	5.6%	0.0%	15.6%	-9.3%	2.2K	10.4K	-400	0.00	131.28	N/A	N/A	0	0	124	86
2024-05-22	$18.43	$17.50	25.4%	7.3%	9.3%	3.8%	0.0%	5.6%	3.3%	2.5K	3.8K	-415	0.00	128.28	N/A	N/A	0	0	124	86
2024-05-23	$18.41	$17.50	44.5%	12.8%	9.3%	11.8%	19.7%	20.3%	-16.9%	3.0K	16.2K	-377	0.00	141.73	N/A	N/A	0	5	124	86
2024-05-24	$18.28	$17.50	27.0%	7.7%	9.6%	4.5%	0.0%	10.9%	-1.7%	-133	27.8K	-344	0.00	132.65	N/A	N/A	0	0	124	91
2024-05-28	$18.32	$17.50	39.6%	11.3%	9.4%	9.7%	0.0%	24.3%	-22.3%	1.0K	27.6K	-350	0.00	127.66	N/A	N/A	4	0	124	91
2024-05-29	$18.24	$17.50	45.1%	12.9%	9.5%	12.0%	0.0%	-42.6%	-57.0%	655	32.9K	-337	0.00	137.27	N/A	N/A	0	0	128	91
2024-05-30	$17.98	$17.50	36.1%	10.4%	10.6%	8.3%	0.0%	-44.2%	-40.7%	-366	37.2K	-355	0.00	143.28	N/A	N/A	0	2	128	91
2024-05-31	$18.05	$17.50	38.6%	11.1%	10.7%	9.3%	45.4%	5.7%	-10.7%	-688	24.2K	-353	0.07	135.88	N/A	N/A	15	1	128	93