BANX Options History — September 2024

In September 2024, BANX traded between $20.20 and $21.41. ATM implied volatility averaged 55.3%, placing in the 28.9% IV rank vs the trailing year. The 30-day expected move averaged 18.6%. IV traded above realized volatility by 42.7% (HV 20d: 12.6%). Max pain ranged from $17.50 to $22.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 6 of 20 days. Put/call ratio averaged 3.19.

Notable Days

  • 2024-09-03: Highest Volume — 152 contracts
  • 2024-09-11: Largest IV spike — 250.7% change
  • 2024-09-04: Highest IV Rank — 50.9%
  • 2024-09-04: Largest Expected Move — 24.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$20.65$20.20$21.41$20.43$20.78
Max Pain$18.38$17.50$22.50$22.50$20.00
ATM IV55.3%22.1%84.8%74.9%37.0%
Expected Move18.6%9.9%24.3%21.5%10.6%
HV 20d12.6%9.4%23.7%9.8%23.7%
HV 60d12.2%10.9%16.4%11.3%16.4%
IV Rank28.9%4.3%50.9%43.5%15.3%
IV Percentile56.3%0.8%95.6%90.5%20.2%
Term Structure-16.9%-46.8%25.2%-46.4%13.4%
VWIV56.5%32.8%80.1%80.1%32.8%
Skew 25d1.7%-33.8%25.0%-11.1%10.9%
Skew 10d-27.1%-99.3%5.0%-45.1%-99.3%
Call IV 25d46.7%18.3%133.8%44.9%18.3%
Put IV 25d48.4%29.2%103.1%33.7%29.2%
Bid-Ask Spread %133.39120.70139.07130.32120.70
Gamma HHI0.390.340.480.480.34
Net GEX9.0K5.0K14.7K7.7K6.7K
Net DEX-157.5K-315.3K-40.9K-128.2K-69.9K
Net VEX-1.1K-1.3K-547-547-1.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.190.0029.4029.401.00
Total Volume17.7501521520
Total OI364.6138436138290

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-09-03$20.43$22.5074.9%21.5%9.8%43.5%0.0%-11.1%-46.4%7.7K-128.2K-54729.40130.32N/AN/A51471326
2024-09-04$20.39$22.5084.8%24.3%9.9%50.9%0.0%-0.4%-38.2%5.0K-74.8K-1.2K0.00136.48N/AN/A00137153
2024-09-05$20.35$17.5023.2%21.2%10.0%5.1%0.0%16.0%-23.1%7.8K-132.2K-1.1K0.25136.03N/AN/A4010177153
2024-09-06$20.38$17.5022.3%20.9%9.7%4.4%0.0%-33.8%-21.7%14.7K-171.0K-1.3K0.00134.22N/AN/A040217163
2024-09-09$20.43$17.5022.2%16.0%9.7%4.4%0.0%11.2%-43.9%9.2K-154.8K-1.3K0.00135.97N/AN/A100217203
2024-09-10$20.46$17.5022.1%22.2%9.4%4.3%0.0%22.3%-26.2%8.0K-179.9K-1.2K0.00132.32N/AN/A00227203
2024-09-11$20.41$17.5077.7%22.3%9.5%45.6%0.0%15.2%-44.7%8.4K-172.2K-1.2K0.00133.11N/AN/A20227203
2024-09-12$20.30$17.5077.0%22.1%9.8%45.1%0.0%14.5%-42.2%9.6K-156.9K-1.2K0.00135.81N/AN/A20229203
2024-09-13$20.38$17.5078.9%22.6%9.6%46.5%0.0%6.6%-27.1%11.1K-174.4K-1.2K0.00132.99N/AN/A00231203
2024-09-16$20.20$17.5083.0%23.8%10.4%49.5%0.0%4.8%-46.8%11.9K-134.1K-1.2K0.00133.29N/AN/A00231203
2024-09-17$20.41$17.5064.7%18.6%9.5%36.0%0.0%25.0%-27.8%9.2K-208.0K-1.3K0.00135.66N/AN/A10231203
2024-09-18$20.63$17.5066.9%19.2%9.9%37.6%0.0%-23.7%-29.8%9.4K-210.8K-1.1K0.00133.32N/AN/A00232203
2024-09-19$21.21$17.5084.3%24.2%13.2%50.5%0.0%-30.7%-11.9%11.3K-266.1K-1.1K0.00139.07N/AN/A01232203
2024-09-20$21.31$17.5051.7%14.8%13.1%26.3%80.1%10.2%23.2%8.9K-315.3K-1.0K1.22132.96N/AN/A4150232204
2024-09-23$21.36$17.5054.0%15.5%12.5%28.0%0.0%-4.0%6.4%9.8K-168.9K-1.0K0.00136.24N/AN/A10167154
2024-09-24$21.34$17.5055.0%15.8%12.5%28.7%0.0%-31.6%-0.5%9.8K-166.1K-1.1K0.00135.06N/AN/A30166154
2024-09-25$21.41$17.5056.3%16.1%12.5%29.7%32.8%4.1%21.4%10.1K-180.0K-1.0K1.00128.94N/AN/A11169154
2024-09-26$20.32$20.0034.6%9.9%23.1%13.6%0.0%11.1%25.2%5.2K-40.9K-1.1K0.00135.98N/AN/A00135155
2024-09-27$20.55$20.0034.9%10.0%23.4%13.8%0.0%16.8%1.6%6.5K-46.6K-1.1K0.00129.38N/AN/A00135155
2024-09-30$20.78$20.0037.0%10.6%23.7%15.3%0.0%10.9%13.4%6.7K-69.9K-1.1K0.00120.70N/AN/A00135155