FEZ Options History — March 2023 In March 2023, FEZ traded between $41.25 and $44.84. ATM implied volatility averaged 24.6%, placing in the 27.0% IV rank vs the trailing year. The 30-day expected move averaged 6.9%. IV traded above realized volatility by 2.8% (HV 20d: 21.8%). Max pain ranged from $42.00 to $43.00. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 8 of 23 days. Put/call ratio averaged 227.48.
Notable Days 2023-03-13 : Highest Volume — 239,852 contracts2023-03-15 : Largest IV spike — 35.3% change2023-03-15 : Highest IV Rank — 62.6%2023-03-15 : Largest Expected Move — 9.0%Monthly Statistics Metric Avg Min Max Open Close Price $43.08 $41.25 $44.84 $43.14 $44.84 Max Pain $42.83 $42.00 $43.00 $43.00 $43.00 ATM IV 24.6% 20.4% 33.1% 24.2% 20.4% Expected Move 6.9% 5.6% 9.0% 7.0% 5.6% HV 20d 21.8% 17.2% 26.3% 18.6% 24.3% HV 60d 19.6% 18.7% 20.5% 18.8% 19.6% IV Rank 27.0% 5.6% 62.6% 12.6% 11.2% IV Percentile 30.1% 4.0% 86.1% 24.2% 4.0% Term Structure -0.3% -1.8% 1.0% -0.1% 0.5% VWIV 28.1% 24.4% 33.3% 24.4% 27.4% Skew 25d 7.7% 4.6% 10.6% 7.9% 6.4% Skew 10d 15.3% 9.8% 20.3% 14.9% 12.7% Call IV 25d 21.6% 17.5% 30.8% 20.6% 17.5% Put IV 25d 29.3% 23.8% 38.9% 28.5% 23.8% Bid-Ask Spread % 51.94 32.05 63.95 49.72 52.66 Gamma HHI 0.20 0.12 0.29 0.29 0.12 Net GEX -27.4M -60.9M -10.0M -22.0M -10.0M Net DEX 169.3M -42.8M 490.8M 141.5M -42.8M Net VEX -1.7M -2.6M -1.1M -1.5M -1.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 227.48 3.62 3045.71 10.73 6.04 Total Volume 40,224.609 1,733 239,852 19,758 1,733 Total OI 340,278.043 246,118 506,890 246,118 301,366
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 2023-03-01 $43.14 $43.00 24.2% 7.0% 18.6% 12.6% 24.4% 7.9% -0.1% -22.0M 141.5M -1.5M 10.73 49.72 N/A N/A 1,685 18,073 34,339 211,779 2023-03-02 $43.25 $43.00 24.0% 6.7% 17.2% 12.1% 28.6% 7.5% -0.2% -22.8M 144.7M -1.6M 185.06 59.87 N/A N/A 47 8,698 35,973 227,418 2023-03-03 $43.92 $43.00 21.8% 6.2% 18.1% 7.7% 25.9% 6.6% -0.7% -19.8M 90.5M -1.4M 28.83 63.95 N/A N/A 186 5,363 35,998 226,806 2023-03-06 $44.02 $43.00 21.2% 6.0% 17.7% 6.4% 25.4% 6.5% 0.5% -19.3M 81.2M -1.4M 14.91 36.35 N/A N/A 348 5,189 35,565 225,790 2023-03-07 $43.19 $43.00 22.5% 6.4% 18.5% 9.1% 27.1% 6.6% 0.4% -24.7M 135.7M -1.5M 3045.71 50.19 N/A N/A 77 234,520 35,847 227,689 2023-03-08 $43.36 $43.00 20.8% 6.2% 18.4% 5.6% 27.1% 6.5% 0.0% -51.8M 300.5M -2.3M 14.03 63.51 N/A N/A 944 13,245 35,882 459,634 2023-03-09 $42.89 $43.00 23.9% 6.6% 18.6% 22.4% 25.8% 4.6% -1.8% -55.9M 361.6M -2.4M 5.11 56.43 N/A N/A 817 4,177 36,012 470,878 2023-03-10 $42.56 $43.00 27.2% 7.1% 18.6% 37.6% 29.5% 8.0% -0.5% -54.8M 420.3M -2.5M 19.27 54.98 N/A N/A 381 7,340 36,609 469,980 2023-03-13 $42.16 $43.00 27.8% 7.6% 18.6% 40.0% 30.0% 8.1% -1.5% -60.9M 490.8M -2.6M 1435.24 54.27 N/A N/A 167 239,685 36,811 469,378 2023-03-14 $42.80 $43.00 24.4% 6.6% 18.7% 26.2% 29.7% 6.9% -0.8% -36.2M 227.1M -1.7M 44.98 63.00 N/A N/A 614 27,619 36,821 302,058 2023-03-15 $41.25 $43.00 33.1% 9.0% 22.4% 62.6% 32.6% 10.6% -1.7% -37.1M 402.0M -2.0M 6.97 53.46 N/A N/A 17,247 120,176 36,704 306,884 2023-03-16 $42.16 $42.00 26.5% 7.3% 24.1% 40.7% 27.9% 8.6% -1.1% -31.7M 216.0M -1.7M 19.35 49.19 N/A N/A 3,007 58,180 53,486 346,124 2023-03-17 $41.59 $42.00 29.2% 8.0% 24.4% 54.0% 33.3% 9.6% -1.5% -23.0M 245.9M -1.6M 5.14 56.52 N/A N/A 3,522 18,094 55,428 299,228 2023-03-20 $42.27 $42.00 25.9% 7.4% 25.3% 38.2% 29.7% 8.6% -0.3% -27.2M 186.1M -1.7M 5.18 47.88 N/A N/A 6,954 36,043 43,564 297,035 2023-03-21 $43.22 $42.00 24.9% 7.1% 26.3% 33.0% 24.4% 8.4% -0.0% -16.4M 77.1M -1.4M 3.62 46.78 N/A N/A 3,900 14,132 44,181 254,951 2023-03-22 $43.30 $43.00 23.3% 6.7% 26.2% 25.2% 26.4% 8.0% -0.0% -16.4M 61.2M -1.4M 12.68 57.12 N/A N/A 605 7,673 47,686 266,480 2023-03-23 $43.16 $43.00 26.5% 7.6% 25.9% 40.8% 29.2% 9.6% -0.4% -18.9M 108.9M -1.5M 18.86 32.05 N/A N/A 381 7,184 47,594 272,659 2023-03-24 $42.73 $43.00 26.7% 7.7% 24.2% 42.0% 31.7% 9.2% -0.5% -20.2M 119.3M -1.5M 5.44 49.12 N/A N/A 1,463 7,960 47,451 270,524 2023-03-27 $43.14 $43.00 24.3% 7.1% 23.5% 30.5% 29.1% 8.3% 0.7% -18.8M 84.5M -1.4M 309.24 55.44 N/A N/A 68 21,028 49,176 246,279 2023-03-28 $43.19 $43.00 24.0% 6.9% 23.4% 28.6% 29.4% 7.8% 0.5% -18.4M 67.8M -1.3M 10.90 39.11 N/A N/A 1,125 12,267 49,234 244,660 2023-03-29 $44.03 $43.00 21.5% 6.2% 24.3% 16.8% 25.4% 7.1% 1.0% -13.5M 6.2M -1.2M 12.32 41.68 N/A N/A 518 6,384 50,192 246,013 2023-03-30 $44.72 $43.00 21.8% 6.2% 24.9% 17.9% 25.3% 6.5% 0.6% -10.4M -33.0M -1.1M 12.33 61.40 N/A N/A 476 5,871 50,175 248,054 2023-03-31 $44.84 $43.00 20.4% 5.6% 24.3% 11.2% 27.4% 6.4% 0.5% -10.0M -42.8M -1.1M 6.04 52.66 N/A N/A 246 1,487 50,173 251,193
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