BANX Options History — November 2024

In November 2024, BANX traded between $20.20 and $21.10. ATM implied volatility averaged 90.4%, placing in the 52.5% IV rank vs the trailing year. The 30-day expected move averaged 19.5%. IV traded above realized volatility by 65.8% (HV 20d: 24.6%). Max pain ranged from $17.50 to $22.50. Net GEX was positive for 17 of 20 trading days. Term structure was in contango for 2 of 20 days. Put/call ratio averaged 0.00.

Notable Days

2024-11-15: Highest Volume — 22 contracts
2024-11-14: Largest IV spike — 91.3% change
2024-11-12: Highest IV Rank — 100.0%
2024-11-01: Largest Expected Move — 27.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$20.65	$20.20	$21.10	$20.66	$20.67
Max Pain	$22.25	$17.50	$22.50	$17.50	$22.50
ATM IV	90.4%	33.8%	163.0%	94.5%	77.0%
Expected Move	19.5%	9.7%	27.1%	27.1%	22.1%
HV 20d	24.6%	18.3%	31.1%	28.6%	18.3%
HV 60d	23.3%	22.1%	23.7%	22.1%	23.7%
IV Rank	52.5%	11.9%	100.0%	58.0%	38.9%
IV Percentile	82.1%	9.1%	100.0%	95.6%	81.3%
Term Structure	-21.2%	-52.0%	41.0%	-45.3%	-32.0%
VWIV	83.7%	83.7%	83.7%	83.7%	83.7%
Skew 25d	-7.1%	-73.8%	12.0%	3.2%	-2.2%
Skew 10d	-18.0%	-102.5%	6.0%	-15.0%	-20.6%
Call IV 25d	53.1%	28.6%	128.2%	43.8%	55.3%
Put IV 25d	46.0%	30.0%	78.6%	47.0%	53.1%
Bid-Ask Spread %	148.05	141.60	153.98	145.11	146.09
Gamma HHI	0.35	0.33	0.39	0.33	0.34
Net GEX	2.2K	-802	6.2K	3.8K	2.2K
Net DEX	-77.9K	-115.5K	-44.9K	-79.1K	-114.1K
Net VEX	-1.1K	-1.2K	-882	-1.2K	-882
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	1.9	0	22	0	4
Total OI	334.7	325	338	325	338

Daily Data (20 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2024-11-01	$20.66	$17.50	94.5%	27.1%	28.6%	58.0%	0.0%	3.2%	-45.3%	3.8K	-79.1K	-1.2K	145.11	N/A	N/A	0	0	152	173
2024-11-04	$21.06	$22.50	110.4%	16.8%	29.4%	69.9%	0.0%	-54.3%	-37.8%	1.8K	-115.2K	-949	152.74	N/A	N/A	0	0	152	173
2024-11-05	$21.10	$22.50	95.4%	16.5%	29.4%	58.8%	0.0%	9.8%	-17.0%	2.9K	-115.5K	-966	145.66	N/A	N/A	0	10	152	173
2024-11-06	$20.57	$22.50	115.4%	21.6%	30.9%	73.6%	0.0%	-14.7%	-12.8%	717	-65.8K	-983	151.25	N/A	N/A	0	0	152	183
2024-11-07	$20.39	$22.50	117.8%	17.9%	30.7%	75.4%	0.0%	-5.0%	-15.2%	3.0K	-54.6K	-1.2K	148.22	N/A	N/A	0	0	152	183
2024-11-08	$20.85	$22.50	130.5%	18.0%	31.1%	84.8%	0.0%	1.9%	-15.3%	6.2K	-81.8K	-1.1K	150.14	N/A	N/A	0	0	152	183
2024-11-11	$20.80	$22.50	144.3%	13.8%	30.8%	95.1%	0.0%	7.1%	-11.7%	5.1K	-72.0K	-1.1K	153.98	N/A	N/A	0	0	152	183
2024-11-12	$20.81	$22.50	163.0%	18.3%	27.2%	100.0%	0.0%	-0.3%	-19.1%	4.3K	-78.1K	-974	150.18	N/A	N/A	0	0	152	183
2024-11-13	$20.52	$22.50	33.8%	9.7%	26.8%	11.9%	0.0%	12.0%	41.0%	5.0K	-52.2K	-1.1K	141.60	N/A	N/A	1	0	152	183
2024-11-14	$20.20	$22.50	64.6%	18.5%	26.4%	32.9%	0.0%	10.6%	-18.2%	1.4K	-44.9K	-1.1K	153.72	N/A	N/A	0	0	153	183
2024-11-15	$20.35	$22.50	80.0%	22.9%	26.6%	43.4%	0.0%	3.8%	-44.4%	1.8K	-60.3K	-1.1K	145.77	N/A	N/A	0	22	153	183
2024-11-18	$20.30	$22.50	76.2%	21.9%	23.0%	40.8%	0.0%	-8.0%	-18.6%	-179	-54.3K	-1.2K	142.74	N/A	N/A	0	0	152	185
2024-11-19	$20.34	$22.50	85.0%	24.4%	20.0%	46.8%	0.0%	-0.5%	-52.0%	-802	-65.8K	-1.1K	149.27	N/A	N/A	0	0	152	185
2024-11-20	$20.66	$22.50	65.2%	18.7%	19.1%	33.3%	0.0%	-14.3%	-21.2%	1.4K	-85.4K	-1.2K	144.56	N/A	N/A	0	0	152	185
2024-11-21	$20.66	$22.50	69.7%	20.0%	19.1%	36.4%	0.0%	7.3%	-23.4%	1.7K	-80.2K	-1.2K	143.21	N/A	N/A	0	0	152	185
2024-11-22	$20.66	$22.50	53.2%	15.3%	19.1%	25.2%	83.7%	11.3%	13.8%	717	-73.3K	-1.1K	145.59	N/A	N/A	0	1	152	185
2024-11-25	$20.88	$22.50	79.8%	22.9%	18.9%	43.3%	0.0%	-29.4%	-26.2%	1.8K	-90.0K	-1.2K	151.51	N/A	N/A	0	0	152	186
2024-11-26	$20.74	$22.50	80.0%	23.0%	19.0%	43.5%	0.0%	-73.8%	-27.2%	-644	-91.1K	-1.0K	149.61	N/A	N/A	0	0	152	186
2024-11-27	$20.70	$22.50	73.1%	21.0%	18.5%	38.7%	0.0%	-7.2%	-41.7%	1.9K	-84.2K	-1.2K	149.96	N/A	N/A	0	0	152	186
2024-11-29	$20.67	$22.50	77.0%	22.1%	18.3%	38.9%	0.0%	-2.2%	-32.0%	2.2K	-114.1K	-882	146.09	N/A	N/A	4	0	152	186