BANX Options History — June 2024 In June 2024, BANX traded between $18.16 and $18.84. ATM implied volatility averaged 43.6%, placing in the 14.7% IV rank vs the trailing year. The 30-day expected move averaged 11.8%. IV traded above realized volatility by 33.7% (HV 20d: 9.9%). Max pain ranged from $17.50 to $17.50. Net GEX was positive for 18 of 19 trading days. Term structure was in contango for 3 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2024-06-21 : Highest Volume — 3 contracts2024-06-07 : Largest IV spike — 58.9% change2024-06-10 : Highest IV Rank — 21.1%2024-06-03 : Largest Expected Move — 15.2%Monthly Statistics Metric Avg Min Max Open Close Price $18.47 $18.16 $18.84 $18.16 $18.45 Max Pain $17.50 $17.50 $17.50 $17.50 $17.50 ATM IV 43.6% 30.9% 67.0% 52.9% 46.1% Expected Move 11.8% 6.3% 15.2% 15.2% 13.2% HV 20d 9.9% 8.4% 11.7% 10.2% 10.3% HV 60d 11.3% 10.5% 12.1% 11.9% 10.6% IV Rank 14.7% 6.1% 21.1% 15.3% 19.8% IV Percentile 40.4% 15.5% 75.8% 58.3% 49.6% Term Structure -9.9% -36.2% 79.9% -36.2% -22.1% Skew 25d 7.7% -11.9% 23.4% 22.6% 11.2% Skew 10d 14.5% -47.4% 166.3% -47.4% 6.7% Call IV 25d 21.3% 11.2% 45.6% 20.9% 19.0% Put IV 25d 29.0% 18.7% 48.5% 43.5% 30.2% Bid-Ask Spread % 128.17 117.91 137.44 137.44 123.98 Gamma HHI 0.54 0.50 0.61 0.50 0.58 Net GEX 2.9K -2.6K 4.3K 1.4K 3.9K Net DEX -33.6K -83.5K 11.7K 11.7K -50.2K Net VEX -408 -498 -327 -426 -365 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 0.526 0 3 0 0 Total OI 228.263 198 240 237 200
Daily Data (19 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 2024-06-03 $18.16 $17.50 52.9% 15.2% 10.2% 15.3% 0.0% 22.6% -36.2% 1.4K 11.7K -426 0.00 137.44 N/A N/A 0 0 143 94 2024-06-04 $18.33 $17.50 47.3% 13.6% 10.0% 12.9% 0.0% 22.9% -22.1% 2.2K 1.1K -432 0.00 134.25 N/A N/A 1 0 143 94 2024-06-05 $18.32 $17.50 38.1% 10.9% 9.8% 9.1% 0.0% -11.9% -15.3% 1.9K -189 -428 0.00 129.12 N/A N/A 0 0 144 94 2024-06-06 $18.37 $17.50 30.9% 6.3% 9.8% 6.1% 0.0% 16.8% -0.1% -2.6K 8.6K -334 0.00 117.91 N/A N/A 0 0 144 94 2024-06-07 $18.35 $17.50 49.2% 12.6% 9.3% 13.7% 0.0% 7.8% -36.2% 2.3K -6.5K -427 0.00 126.70 N/A N/A 0 0 144 94 2024-06-10 $18.40 $17.50 67.0% 12.6% 9.3% 21.1% 0.0% 5.9% -35.5% 2.7K -11.1K -427 0.00 129.31 N/A N/A 1 0 144 94 2024-06-11 $18.44 $17.50 50.3% 12.2% 8.6% 14.2% 0.0% 22.1% -13.2% 4.3K -68.9K -498 0.00 122.68 N/A N/A 0 0 145 94 2024-06-12 $18.55 $17.50 33.0% 9.5% 8.8% 7.0% 0.0% 23.4% 1.1% 4.3K -49.4K -466 0.00 129.09 N/A N/A 0 0 145 94 2024-06-13 $18.48 $17.50 37.8% 10.8% 8.9% 9.0% 0.0% 10.3% -9.6% 2.6K -21.6K -404 0.00 127.80 N/A N/A 0 0 145 94 2024-06-14 $18.42 $17.50 42.5% 12.2% 8.8% 17.4% 0.0% 10.5% -29.2% 2.9K -18.2K -407 0.00 127.26 N/A N/A 0 1 145 94 2024-06-17 $18.41 $17.50 35.4% 10.1% 8.4% 12.6% 0.0% 9.8% -5.5% 1.8K -15.4K -364 0.00 128.23 N/A N/A 0 0 145 95 2024-06-18 $18.65 $17.50 38.7% 11.1% 9.4% 14.8% 0.0% -1.0% -34.1% 2.0K -57.8K -453 0.00 133.36 N/A N/A 0 0 145 95 2024-06-20 $18.84 $17.50 48.0% 13.8% 10.0% 21.0% 0.0% -7.6% 79.9% 4.3K -83.5K -430 0.00 130.77 N/A N/A 2 0 145 95 2024-06-21 $18.82 $17.50 45.5% 13.0% 10.0% 19.3% 0.0% -6.3% 57.9% 4.3K -81.4K -425 0.00 131.56 N/A N/A 3 0 145 95 2024-06-24 $18.55 $17.50 45.0% 12.9% 11.4% 19.0% 0.0% -2.4% -19.4% 4.0K -56.8K -397 0.00 126.71 N/A N/A 1 0 140 58 2024-06-25 $18.52 $17.50 42.4% 12.2% 11.1% 17.3% 0.0% 2.1% -9.4% 4.0K -55.2K -384 0.00 125.49 N/A N/A 0 0 141 58 2024-06-26 $18.34 $17.50 38.0% 10.9% 11.7% 14.4% 0.0% 8.0% -19.2% 3.6K -40.3K -363 0.00 126.24 N/A N/A 0 0 141 58 2024-06-27 $18.44 $17.50 39.4% 11.3% 11.7% 15.3% 0.0% 2.4% -20.6% 4.3K -42.8K -327 0.00 127.35 N/A N/A 1 0 141 58 2024-06-28 $18.45 $17.50 46.1% 13.2% 10.3% 19.8% 0.0% 11.2% -22.1% 3.9K -50.2K -365 0.00 123.98 N/A N/A 0 0 142 58
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