BANX Options History — October 2024 In October 2024, BANX traded between $19.73 and $20.87. ATM implied volatility averaged 75.9%, placing in the 44.3% IV rank vs the trailing year. The 30-day expected move averaged 21.4%. IV traded above realized volatility by 48.5% (HV 20d: 27.4%). Max pain ranged from $17.50 to $22.50. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 0 of 23 days. Put/call ratio averaged 0.00.
Notable Days 2024-10-03 : Highest Volume — 20 contracts2024-10-22 : Largest IV spike — 67.4% change2024-10-30 : Highest IV Rank — 73.1%2024-10-30 : Largest Expected Move — 32.9%Monthly Statistics Metric Avg Min Max Open Close Price $20.37 $19.73 $20.87 $20.45 $20.71 Max Pain $19.58 $17.50 $22.50 $20.00 $17.50 ATM IV 75.9% 32.4% 114.7% 32.4% 87.2% Expected Move 21.4% 9.3% 32.9% 9.3% 25.0% HV 20d 27.4% 24.2% 34.2% 24.2% 28.7% HV 60d 19.3% 16.7% 22.2% 16.8% 22.1% IV Rank 44.3% 11.9% 73.1% 11.9% 52.7% IV Percentile 81.1% 12.7% 98.8% 12.7% 94.0% Term Structure -41.0% -85.7% -4.2% -4.7% -67.0% VWIV 34.4% 34.4% 34.4% 34.4% 34.4% Skew 25d -9.1% -72.9% 36.6% 2.0% -1.9% Skew 10d -19.5% -137.5% 49.7% 19.8% -47.7% Call IV 25d 63.6% 19.9% 147.8% 26.4% 41.5% Put IV 25d 54.5% 21.0% 137.2% 28.4% 39.6% Bid-Ask Spread % 149.54 126.18 160.48 126.18 142.80 Gamma HHI 0.34 0.33 0.36 0.34 0.34 Net GEX 3.9K 1.1K 6.3K 6.1K 2.1K Net DEX -65.9K -100.3K -29.9K -54.6K -79.9K Net VEX -1.2K -1.2K -1.0K -1.1K -1.1K 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 1.913 0 20 0 0 Total OI 310.739 290 325 290 325
Daily Data (23 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 2024-10-01 $20.45 $20.00 32.4% 9.3% 24.2% 11.9% 0.0% 2.0% -4.7% 6.1K -54.6K -1.1K 0.00 126.18 N/A N/A 0 0 135 155 2024-10-02 $20.41 $20.00 53.2% 15.2% 24.2% 27.4% 0.0% 36.6% -4.2% 5.6K -55.6K -1.1K 0.00 127.66 N/A N/A 0 0 135 155 2024-10-03 $20.41 $0.00 54.9% 12.2% 24.2% 28.7% 0.0% -0.5% -25.0% 5.3K -48.1K -1.1K 0.00 141.20 N/A N/A 20 0 135 155 2024-10-04 $20.34 $0.00 73.0% 19.9% 24.2% 42.1% 0.0% -64.5% -46.3% 6.1K -84.8K -1.2K 0.00 146.64 N/A N/A 0 0 155 155 2024-10-07 $20.43 $0.00 60.5% 15.0% 24.2% 32.8% 0.0% -6.9% -46.2% 6.3K -72.8K -1.2K 0.00 143.81 N/A N/A 0 0 155 155 2024-10-08 $20.48 $0.00 83.1% 21.9% 24.3% 49.6% 0.0% -5.7% -56.6% 4.7K -76.8K -1.1K 0.00 157.80 N/A N/A 0 0 155 155 2024-10-09 $20.46 $0.00 70.0% 20.1% 24.2% 39.9% 0.0% -8.0% -61.7% 5.5K -68.1K -1.2K 0.00 158.06 N/A N/A 0 0 155 155 2024-10-10 $20.20 $0.00 79.2% 22.7% 24.6% 46.7% 0.0% 1.6% -60.0% 3.5K -49.3K -1.2K 0.00 155.82 N/A N/A 0 0 155 155 2024-10-11 $19.91 $0.00 79.9% 22.9% 25.1% 47.3% 0.0% -8.0% -57.8% 2.7K -39.5K -1.2K 0.00 160.48 N/A N/A 0 1 155 155 2024-10-14 $19.73 $0.00 96.2% 27.6% 25.1% 59.3% 0.0% 3.4% -85.7% 2.0K -29.9K -1.2K 0.00 150.33 N/A N/A 0 0 155 156 2024-10-15 $20.57 $0.00 80.0% 22.9% 29.1% 47.3% 0.0% 13.3% -23.5% 6.0K -81.0K -1.2K 0.00 148.50 N/A N/A 1 0 155 156 2024-10-16 $20.19 $0.00 74.5% 21.4% 29.6% 43.2% 0.0% -43.0% -30.9% 3.5K -56.3K -1.2K 0.00 159.70 N/A N/A 0 0 155 156 2024-10-17 $20.59 $0.00 44.1% 12.6% 28.7% 20.6% 34.4% 20.6% -10.5% 5.0K -80.2K -1.2K 0.00 144.19 N/A N/A 1 0 155 156 2024-10-18 $20.67 $22.50 54.9% 15.7% 28.7% 28.6% 0.0% 6.2% -19.9% 2.3K -100.3K -1.0K 0.00 154.76 N/A N/A 0 0 156 156 2024-10-21 $19.93 $22.50 55.0% 15.8% 31.2% 28.7% 0.0% -4.9% -50.7% 3.4K -55.6K -1.2K 0.00 155.60 N/A N/A 0 0 152 152 2024-10-22 $20.57 $22.50 92.1% 26.4% 33.6% 56.3% 0.0% -53.1% -45.5% 3.0K -83.7K -1.1K 0.00 155.43 N/A N/A 0 0 152 152 2024-10-23 $20.13 $22.50 83.9% 24.1% 34.2% 50.2% 0.0% -36.3% -20.1% 3.6K -58.6K -1.2K 0.00 155.29 N/A N/A 0 20 152 152 2024-10-24 $20.22 $17.50 97.3% 27.9% 28.9% 60.1% 0.0% 19.3% -51.6% 1.1K -54.8K -1.2K 0.00 153.44 N/A N/A 0 1 152 172 2024-10-25 $20.23 $17.50 87.6% 25.1% 28.6% 52.9% 0.0% 1.5% -57.1% 2.6K -56.2K -1.2K 0.00 152.68 N/A N/A 0 0 152 173 2024-10-28 $20.48 $17.50 81.1% 23.2% 28.7% 48.1% 0.0% 3.2% -34.2% 1.5K -64.9K -1.1K 0.00 148.93 N/A N/A 0 0 152 173 2024-10-29 $20.61 $17.50 110.7% 31.7% 28.2% 70.1% 0.0% -10.6% -41.5% 4.0K -73.4K -1.2K 0.00 153.06 N/A N/A 0 0 152 173 2024-10-30 $20.87 $17.50 114.7% 32.9% 28.5% 73.1% 0.0% -72.9% -41.8% 4.6K -90.2K -1.2K 0.00 147.11 N/A N/A 0 0 152 173 2024-10-31 $20.71 $17.50 87.2% 25.0% 28.7% 52.7% 0.0% -1.9% -67.0% 2.1K -79.9K -1.1K 0.00 142.80 N/A N/A 0 0 152 173
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