BANX Options History — December 2024

In December 2024, BANX traded between $20.61 and $21.49. ATM implied volatility averaged 82.5%, placing in the 42.8% IV rank vs the trailing year. The 30-day expected move averaged 21.6%. IV traded above realized volatility by 69.3% (HV 20d: 13.2%). Max pain ranged from $17.30 to $22.50. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 1.00.

Notable Days

  • 2024-12-09: Highest Volume — 82 contracts
  • 2024-12-30: Largest IV spike — 45.2% change
  • 2024-12-31: Highest IV Rank — 58.7%
  • 2024-12-31: Largest Expected Move — 30.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$20.84$20.61$21.49$20.76$20.94
Max Pain$18.22$17.30$22.50$22.50$17.30
ATM IV82.5%54.0%104.8%65.4%104.8%
Expected Move21.6%12.5%30.0%18.7%30.0%
HV 20d13.2%8.5%18.3%18.3%18.1%
HV 60d22.7%20.2%23.8%23.7%21.9%
IV Rank42.8%22.6%58.7%30.7%58.7%
IV Percentile81.3%49.6%94.8%65.5%94.8%
Term Structure-20.4%-44.6%36.0%-6.4%-44.6%
VWIV68.6%13.9%101.1%13.9%101.1%
Skew 25d-19.9%-78.3%27.6%-18.8%4.8%
Skew 10d-51.4%-103.8%18.7%-6.7%-63.8%
Call IV 25d74.2%28.3%153.0%52.9%65.5%
Put IV 25d54.3%34.2%74.6%34.2%70.3%
Bid-Ask Spread %138.74129.53145.92144.16129.53
Gamma HHI0.380.340.510.400.51
Net GEX2.3K06.4K5.6K1.9K
Net DEX-109.9K-194.1K0-143.0K-70.0K
Net VEX-1.1K-1.3K0-645-986
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.000.005.000.005.00
Total Volume5.7140822012
Total OI356.6670401342324

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-12-02$20.76$22.5065.4%18.7%18.3%30.7%0.0%-18.8%-6.4%5.6K-143.0K-6450.00144.16N/AN/A020156186
2024-12-03$20.76$22.5089.2%25.6%16.9%47.6%0.0%-42.1%-36.3%1.0K-89.4K-1.1K0.00144.16N/AN/A00156206
2024-12-04$20.61$22.5087.9%25.2%17.0%46.7%0.0%6.4%-40.7%1.1K-73.1K-1.1K0.00145.92N/AN/A00156206
2024-12-05$20.84$17.5087.7%17.6%14.9%46.5%0.0%21.1%-27.5%6.4K-98.1K-7650.00133.05N/AN/A00156206
2024-12-06$20.81$17.5091.7%18.0%14.5%49.3%0.0%6.2%-30.8%1.2K-90.5K-1.1K0.00137.93N/AN/A00156206
2024-12-09$20.84$17.5098.8%12.5%12.2%54.4%13.9%27.6%34.8%1.2K-91.9K-1.0K0.00136.13N/AN/A820156204
2024-12-10$20.88$17.50103.4%17.7%12.2%57.7%0.0%5.2%-31.6%3.0K-140.1K-1.3K0.00142.18N/AN/A00197204
2024-12-11$20.76$17.5066.9%19.2%12.4%31.8%0.0%2.6%-35.2%2.6K-132.4K-1.3K0.00141.73N/AN/A00197204
2024-12-12$20.71$17.5081.0%23.2%11.3%41.8%0.0%-49.4%-32.3%2.0K-119.6K-1.3K0.00141.47N/AN/A00197204
2024-12-13$20.76$17.5064.7%18.6%9.5%30.2%0.0%0.5%-33.0%2.6K-133.2K-1.3K0.00141.71N/AN/A00197204
2024-12-16$20.91$17.5087.6%25.1%9.5%46.4%0.0%-17.2%-39.5%2.2K-145.5K-1.2K0.00141.92N/AN/A00197204
2024-12-17$20.72$17.5084.0%24.1%10.1%43.9%0.0%-46.0%-34.2%945-127.5K-1.2K0.00138.89N/AN/A00197204
2024-12-18$20.69$17.5087.7%25.1%10.2%46.5%0.0%-51.2%-36.7%2.0K-115.2K-1.2K0.00138.32N/AN/A00197204
2024-12-19$20.73$17.5089.1%25.5%8.5%47.5%0.0%-49.5%-19.4%2.3K-131.8K-1.2K0.00138.55N/AN/A00197204
2024-12-20$20.70$17.5080.5%23.1%8.6%41.4%0.0%-13.2%-18.2%3.0K-141.1K-1.2K0.00136.82N/AN/A00197204
2024-12-23$20.77$17.5089.8%25.7%8.6%48.0%0.0%11.4%-18.7%3.2K-150.1K-1.1K0.00137.69N/AN/A00197184
2024-12-24$21.49$17.5054.0%15.5%14.4%22.6%83.6%8.0%36.0%4.5K-194.1K-1.1K0.00136.76N/AN/A20197184
2024-12-26$21.07$0.0059.0%16.9%16.1%26.2%96.3%-76.8%11.7%0000.00136.62N/AN/A1000
2024-12-27$21.18$17.3064.8%18.6%16.1%30.2%48.0%-78.3%1.1%1.2K-63.4K-1.2K0.00138.70N/AN/A02138184
2024-12-30$20.75$17.3094.0%26.9%17.8%51.0%0.0%-69.6%-26.2%378-56.8K-9810.00131.35N/AN/A10138185
2024-12-31$20.94$17.30104.8%30.0%18.1%58.7%101.1%4.8%-44.6%1.9K-70.0K-9865.00129.53N/AN/A210139185