BANX Options History — July 2024 In July 2024, BANX traded between $18.47 and $19.63. ATM implied volatility averaged 45.7%, placing in the 19.5% IV rank vs the trailing year. The 30-day expected move averaged 12.2%. IV traded above realized volatility by 35.0% (HV 20d: 10.7%). Max pain ranged from $17.50 to $20.00. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 15 of 22 days. Put/call ratio averaged 5.97.
Notable Days 2024-07-01 : Highest Volume — 50 contracts2024-07-23 : Largest IV drop — 39.5% change2024-07-09 : Highest IV Rank — 38.0%2024-07-03 : Largest Expected Move — 16.2%Monthly Statistics Metric Avg Min Max Open Close Price $19.10 $18.47 $19.63 $18.47 $19.55 Max Pain $19.63 $17.50 $20.00 $17.50 $20.00 ATM IV 45.7% 26.9% 73.6% 45.8% 55.1% Expected Move 12.2% 7.7% 16.2% 13.1% 15.8% HV 20d 10.7% 9.9% 11.8% 10.2% 11.8% HV 60d 10.6% 9.9% 10.8% 10.6% 10.8% IV Rank 19.5% 7.0% 38.0% 19.6% 25.7% IV Percentile 42.6% 4.0% 85.7% 49.2% 67.5% Term Structure 19.8% -26.1% 63.3% -26.1% 47.4% VWIV 24.2% 15.8% 49.7% 15.8% 19.0% Skew 25d 1.1% -21.0% 17.7% 6.8% 4.9% Skew 10d 3.9% -10.7% 12.3% 6.4% 1.8% Call IV 25d 31.5% 17.5% 47.4% 17.5% 34.3% Put IV 25d 32.6% 14.2% 60.7% 24.2% 39.1% Bid-Ask Spread % 131.07 121.55 140.40 125.20 132.64 Gamma HHI 0.46 0.36 0.58 0.58 0.36 Net GEX 2.5K -219 5.0K 4.2K 298 Net DEX -44.9K -87.1K -11.2K -48.6K -19.6K Net VEX -299 -450 -189 -343 -268 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 5.97 0.00 35.00 0.00 35.00 Total Volume 8.682 0 50 50 0 Total OI 199.136 55 281 200 133
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 2024-07-01 $18.47 $17.50 45.8% 13.1% 10.2% 19.6% 15.8% 6.8% -26.1% 4.2K -48.6K -343 0.00 125.20 N/A N/A 0 50 142 58 2024-07-02 $18.56 $17.50 43.2% 12.4% 10.2% 17.8% 0.0% -3.5% -15.2% 1.7K -27.3K -399 0.00 121.55 N/A N/A 0 0 142 108 2024-07-03 $18.76 $17.50 56.4% 16.2% 10.3% 26.6% 0.0% -12.9% 13.1% 2.4K -42.1K -401 0.00 123.98 N/A N/A 0 0 142 108 2024-07-05 $18.73 $0.00 55.4% 12.0% 10.3% 25.9% 0.0% -6.9% -18.2% 2.1K -40.6K -385 0.00 133.28 N/A N/A 0 44 142 108 2024-07-08 $18.73 $0.00 60.5% 9.7% 10.3% 29.3% 30.0% -21.0% -17.7% 2.2K -38.8K -346 0.00 130.72 N/A N/A 1 0 142 108 2024-07-09 $18.79 $20.00 73.6% 13.4% 10.3% 38.0% 0.0% -1.2% 35.2% 2.0K -46.8K -347 0.00 133.36 N/A N/A 0 0 143 108 2024-07-10 $18.77 $20.00 44.6% 12.8% 10.3% 18.8% 0.0% 1.1% 28.9% 2.2K -43.8K -331 0.00 130.73 N/A N/A 30 0 143 108 2024-07-11 $18.83 $20.00 40.9% 11.7% 10.4% 16.3% 0.0% 13.2% 18.4% 3.2K -65.2K -450 0.00 139.98 N/A N/A 0 0 173 108 2024-07-12 $18.98 $20.00 40.5% 11.6% 10.5% 16.0% 0.0% 2.4% 22.8% 3.7K -66.6K -405 0.00 132.83 N/A N/A 0 0 173 108 2024-07-15 $19.18 $20.00 47.8% 13.7% 10.8% 20.9% 0.0% -2.2% -2.3% 4.5K -80.6K -342 0.00 133.02 N/A N/A 0 0 173 108 2024-07-16 $19.07 $20.00 36.1% 10.4% 11.0% 13.2% 0.0% -2.2% -4.1% 4.1K -70.4K -307 0.00 132.24 N/A N/A 0 0 173 108 2024-07-17 $19.31 $20.00 41.8% 12.0% 11.6% 16.9% 0.0% 8.7% 34.0% 5.0K -87.1K -295 0.00 133.79 N/A N/A 0 0 173 108 2024-07-18 $19.23 $20.00 44.4% 12.7% 11.1% 18.6% 0.0% 4.3% 63.3% 5.0K -84.2K -265 0.00 140.40 N/A N/A 0 0 173 108 2024-07-19 $19.32 $20.00 37.6% 10.8% 10.8% 14.1% 0.0% 2.0% 52.9% 2.0K -31.9K -190 0.00 127.67 N/A N/A 0 0 173 108 2024-07-22 $19.30 $20.00 49.7% 14.2% 10.7% 22.1% 49.7% -0.3% -23.4% 1.8K -38.1K -220 0.83 133.00 N/A N/A 6 5 51 4 2024-07-23 $19.62 $20.00 30.0% 8.6% 10.3% 9.1% 0.0% 17.7% 48.4% 2.4K -33.0K -192 0.00 132.72 N/A N/A 0 0 57 9 2024-07-24 $19.63 $20.00 26.9% 7.7% 10.3% 7.0% 17.4% 14.2% 32.2% 2.5K -34.7K -196 0.00 132.29 N/A N/A 2 0 57 9 2024-07-25 $19.48 $20.00 37.2% 10.7% 9.9% 13.8% 19.6% 2.5% 30.3% 2.4K -33.6K -189 0.00 128.66 N/A N/A 2 0 59 9 2024-07-26 $19.25 $20.00 46.6% 13.4% 11.2% 20.1% 18.1% -5.7% 48.4% 1.8K -28.0K -202 35.00 128.36 N/A N/A 1 35 60 19 2024-07-29 $19.20 $20.00 38.5% 11.0% 11.3% 14.7% 19.0% -1.5% 46.7% 172 -16.7K -237 0.00 127.57 N/A N/A 0 15 61 54 2024-07-30 $19.34 $20.00 52.3% 15.0% 11.5% 23.9% 0.0% 5.1% 20.9% -219 -11.2K -257 0.00 129.49 N/A N/A 0 0 61 69 2024-07-31 $19.55 $20.00 55.1% 15.8% 11.8% 25.7% 0.0% 4.9% 47.4% 298 -19.6K -268 0.00 132.64 N/A N/A 0 0 64 69
« Jun 2024 | All History | Aug 2024 » Home BANX History July 2024