BANX Options History — August 2024

In August 2024, BANX traded between $19.00 and $20.62. ATM implied volatility averaged 79.9%, placing in the 48.1% IV rank vs the trailing year. The 30-day expected move averaged 20.1%. IV traded above realized volatility by 67.2% (HV 20d: 12.7%). Max pain ranged from $20.00 to $22.50. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 0.40.

Notable Days

2024-08-02: Highest Volume — 45 contracts
2024-08-05: Largest IV spike — 65.0% change
2024-08-12: Highest IV Rank — 100.0%
2024-08-15: Largest Expected Move — 28.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$19.74	$19.00	$20.62	$19.44	$20.62
Max Pain	$21.67	$20.00	$22.50	$20.00	$22.50
ATM IV	79.9%	36.0%	150.9%	60.1%	76.1%
Expected Move	20.1%	10.3%	28.6%	17.2%	21.8%
HV 20d	12.7%	10.2%	13.9%	11.8%	10.2%
HV 60d	11.1%	10.6%	11.7%	10.6%	11.1%
IV Rank	48.1%	14.6%	100.0%	29.0%	44.4%
IV Percentile	84.6%	17.5%	100.0%	71.8%	92.9%
Term Structure	-16.0%	-71.8%	56.9%	41.6%	-29.0%
VWIV	22.6%	22.6%	22.6%	22.6%	22.6%
Skew 25d	-5.1%	-26.6%	20.3%	20.3%	-16.6%
Skew 10d	-8.1%	-24.0%	14.0%	10.8%	-23.9%
Call IV 25d	44.3%	24.7%	51.9%	37.4%	51.9%
Put IV 25d	39.2%	19.0%	66.1%	57.7%	35.3%
Bid-Ask Spread %	135.27	131.18	139.74	134.01	136.43
Gamma HHI	0.42	0.33	0.51	0.38	0.48
Net GEX	4.6K	-77	8.9K	-77	8.9K
Net DEX	-92.4K	-134.9K	-22.8K	-22.8K	-134.9K
Net VEX	-557	-686	-309	-309	-522
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.40	0.00	2.00	0.00	0.00
Total Volume	4.364	0	45	30	0
Total OI	171.227	132	219	133	138

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
2024-08-01	$19.44	$20.00	60.1%	17.2%	11.8%	29.0%	0.0%	20.3%	41.6%	-77	-22.8K	-309	0.00	134.01	N/A	N/A	30	0	64	69
2024-08-02	$19.22	$20.00	56.7%	16.2%	12.6%	26.7%	0.0%	-0.2%	56.9%	776	-27.1K	-403	0.00	132.25	N/A	N/A	45	0	94	69
2024-08-05	$19.00	$0.00	93.5%	19.6%	13.4%	51.2%	0.0%	15.0%	-11.7%	3.7K	-41.4K	-553	0.00	133.55	N/A	N/A	0	0	139	69
2024-08-06	$19.14	$0.00	83.0%	17.8%	13.6%	44.2%	0.0%	-5.7%	-7.3%	2.2K	-73.7K	-668	0.00	137.20	N/A	N/A	0	0	139	69
2024-08-07	$19.19	$0.00	70.8%	18.2%	13.6%	47.0%	0.0%	-0.4%	-7.8%	4.0K	-52.6K	-545	0.00	136.47	N/A	N/A	0	0	139	69
2024-08-08	$19.38	$0.00	89.0%	18.0%	13.9%	62.7%	0.0%	1.3%	-8.8%	1.7K	-91.3K	-686	0.00	135.96	N/A	N/A	0	4	139	69
2024-08-09	$19.37	$0.00	97.4%	19.7%	13.7%	70.0%	0.0%	-3.0%	-20.5%	2.4K	-84.7K	-652	0.00	137.81	N/A	N/A	0	0	139	70
2024-08-12	$19.30	$0.00	134.7%	23.2%	13.3%	100.0%	0.0%	2.1%	-25.2%	1.8K	-86.8K	-643	0.00	139.74	N/A	N/A	0	4	139	70
2024-08-13	$19.41	$0.00	150.9%	27.9%	13.3%	100.0%	0.0%	-3.3%	-65.7%	2.3K	-84.3K	-622	2.00	136.47	N/A	N/A	1	2	139	74
2024-08-14	$19.52	$0.00	75.0%	21.5%	12.7%	43.6%	0.0%	-0.7%	-12.2%	1.6K	-95.6K	-649	0.00	136.24	N/A	N/A	0	0	139	76
2024-08-15	$19.45	$0.00	99.7%	28.6%	12.6%	62.0%	0.0%	-4.2%	-50.7%	1.6K	-93.6K	-634	0.00	136.35	N/A	N/A	0	4	139	76
2024-08-16	$19.49	$0.00	69.8%	20.0%	12.6%	39.8%	0.0%	-1.3%	-10.8%	3.6K	-111.7K	-604	0.00	139.53	N/A	N/A	0	0	139	80
2024-08-19	$19.81	$0.00	64.3%	18.4%	13.7%	35.6%	0.0%	-24.6%	-68.6%	6.9K	-99.4K	-479	0.00	136.05	N/A	N/A	0	0	126	6
2024-08-20	$19.94	$0.00	66.2%	19.0%	12.7%	37.1%	0.0%	-21.7%	-71.8%	7.1K	-104.5K	-472	0.00	131.18	N/A	N/A	0	0	126	6
2024-08-21	$19.83	$0.00	82.0%	23.5%	12.9%	48.8%	0.0%	-26.6%	-31.0%	7.2K	-93.3K	-492	0.00	134.75	N/A	N/A	5	0	126	6
2024-08-22	$19.99	$0.00	86.6%	24.8%	12.8%	52.2%	0.0%	-22.2%	-15.9%	7.4K	-108.4K	-549	0.00	136.56	N/A	N/A	0	0	131	6
2024-08-23	$20.25	$0.00	74.7%	21.4%	12.4%	43.4%	0.0%	-8.3%	3.2%	8.1K	-118.4K	-539	0.00	133.46	N/A	N/A	0	0	131	6
2024-08-26	$20.37	$0.00	36.0%	10.3%	12.3%	14.6%	22.6%	1.0%	24.0%	7.9K	-124.8K	-547	0.00	132.73	N/A	N/A	1	0	131	6
2024-08-27	$20.40	$22.50	53.2%	15.2%	12.2%	27.4%	0.0%	7.4%	10.9%	8.3K	-125.5K	-547	0.00	133.44	N/A	N/A	0	0	132	6
2024-08-28	$20.50	$22.50	67.3%	19.3%	11.9%	37.9%	0.0%	-2.5%	-24.9%	6.1K	-124.2K	-582	0.00	133.99	N/A	N/A	0	0	132	6
2024-08-29	$20.56	$22.50	71.3%	20.4%	11.5%	40.8%	0.0%	-17.3%	-26.9%	8.0K	-134.0K	-551	0.00	131.79	N/A	N/A	0	0	132	6
2024-08-30	$20.62	$22.50	76.1%	21.8%	10.2%	44.4%	0.0%	-16.6%	-29.0%	8.9K	-134.9K	-522	0.00	136.43	N/A	N/A	0	0	132	6