FEZ Options History — August 2023 In August 2023, FEZ traded between $43.64 and $46.33. ATM implied volatility averaged 18.4%, placing in the 22.4% IV rank vs the trailing year. The 30-day expected move averaged 5.2%. IV traded above realized volatility by 1.9% (HV 20d: 16.5%). Max pain ranged from $44.50 to $46.00. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 10 of 23 days. Put/call ratio averaged 215.31.
Notable Days 2023-08-31 : Highest Volume — 30,071 contracts2023-08-31 : Largest IV drop — 21.3% change2023-08-21 : Highest IV Rank — 28.5%2023-08-02 : Largest Expected Move — 5.7%Monthly Statistics Metric Avg Min Max Open Close Price $44.83 $43.64 $46.33 $46.33 $44.64 Max Pain $45.50 $44.50 $46.00 $46.00 $44.50 ATM IV 18.4% 15.6% 20.0% 16.2% 15.6% Expected Move 5.2% 4.6% 5.7% 4.7% 4.6% HV 20d 16.5% 14.3% 20.1% 19.5% 15.6% HV 60d 18.1% 17.6% 18.7% 17.6% 17.9% IV Rank 22.4% 11.4% 28.5% 13.7% 11.4% IV Percentile 25.1% 6.7% 38.1% 11.1% 6.7% Term Structure 0.1% -1.8% 2.8% -0.7% -0.2% VWIV 18.8% 15.8% 21.6% 17.8% 18.0% Skew 25d 5.5% 2.9% 12.0% 3.6% 4.5% Skew 10d 11.4% 3.1% 25.4% 25.4% 8.6% Call IV 25d 16.2% 14.1% 22.0% 14.6% 14.1% Put IV 25d 21.7% 18.2% 33.9% 18.2% 18.6% Bid-Ask Spread % 72.32 60.55 111.68 88.50 71.93 Gamma HHI 0.31 0.20 0.78 0.20 0.30 Net GEX -8.3M -38.4M -2.7M -2.7M -4.7M Net DEX -15.6M -52.8M 35.8M -52.8M -23.5M Net VEX -544.3K -606.0K -444.7K -482.6K -508.6K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 215.31 0.72 4294.86 9.24 4294.86 Total Volume 3,633.217 186 30,071 1,342 30,071 Total OI 110,523.652 95,154 129,509 116,679 96,546
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 2023-08-01 $46.33 $46.00 16.2% 4.7% 19.5% 13.7% 17.8% 3.6% -0.7% -2.7M -52.8M -482.6K 9.24 88.50 N/A N/A 131 1,211 28,992 87,687 2023-08-02 $45.27 $46.00 18.8% 5.7% 20.1% 24.0% 20.8% 2.9% -0.6% -6.1M -18.5M -558.9K 13.23 75.98 N/A N/A 43 569 28,971 88,649 2023-08-03 $45.08 $46.00 19.8% 5.4% 18.1% 27.7% 21.6% 7.4% -1.1% -6.8M -15.4M -561.9K 3.86 72.69 N/A N/A 216 834 28,993 88,792 2023-08-04 $45.25 $46.00 19.1% 5.4% 17.8% 25.1% 18.9% 5.3% -0.4% -6.0M -22.7M -544.7K 62.94 66.62 N/A N/A 17 1,070 29,075 88,287 2023-08-07 $45.72 $46.00 17.9% 5.0% 18.0% 20.4% 17.7% 5.1% -0.3% -4.5M -35.6M -533.1K 2.52 66.33 N/A N/A 220 554 28,917 88,301 2023-08-08 $45.22 $46.00 18.9% 5.4% 18.2% 24.1% 21.4% 5.8% -0.2% -6.5M -23.1M -544.6K 94.04 61.89 N/A N/A 26 2,445 29,122 88,591 2023-08-09 $45.45 $46.00 18.0% 5.4% 15.6% 20.8% 21.2% 5.5% 0.9% -5.6M -29.3M -532.2K 44.65 70.78 N/A N/A 23 1,027 29,115 88,339 2023-08-10 $45.80 $46.00 17.4% 5.0% 14.3% 18.6% 19.8% 6.0% -0.0% -4.2M -36.3M -524.2K 1.44 66.76 N/A N/A 703 1,011 29,134 89,187 2023-08-11 $45.30 $46.00 17.5% 5.3% 14.6% 19.0% 20.2% 5.4% 1.1% -6.5M -25.6M -537.5K 19.69 68.63 N/A N/A 35 689 29,773 89,989 2023-08-14 $45.25 $46.00 17.9% 5.1% 14.6% 20.4% 18.0% 5.6% 1.4% -6.1M -28.9M -514.7K 5.33 75.26 N/A N/A 43 229 29,733 89,911 2023-08-15 $44.55 $46.00 18.4% 5.2% 15.4% 22.1% 20.3% 5.9% 2.8% -10.4M -5.4M -553.5K 2.76 70.68 N/A N/A 120 331 29,737 89,737 2023-08-16 $44.39 $46.00 19.6% 5.6% 15.3% 27.0% 16.6% 5.9% -0.4% -11.5M -450.8K -556.2K 227.90 75.56 N/A N/A 50 11,395 29,747 89,614 2023-08-17 $43.78 $46.00 19.4% 5.5% 15.7% 26.1% 19.3% 6.1% 0.6% -21.7M 35.8M -606.0K 5.58 72.88 N/A N/A 314 1,752 29,748 99,367 2023-08-18 $43.95 $45.00 19.2% 5.4% 15.5% 25.4% 20.8% 6.5% 1.1% -38.4M 21.2M -600.6K 32.38 69.01 N/A N/A 253 8,193 30,024 99,485 2023-08-21 $44.25 $45.00 20.0% 5.6% 15.9% 28.5% 16.2% 4.6% -1.1% -6.4M -5.9M -568.1K 0.72 61.99 N/A N/A 266 191 26,237 68,917 2023-08-22 $44.08 $45.00 19.5% 5.4% 15.9% 26.5% 18.0% 5.3% -0.7% -6.6M -1.9M -584.3K 35.65 60.55 N/A N/A 23 820 26,462 69,055 2023-08-23 $44.42 $45.00 18.5% 5.2% 16.3% 22.8% 21.3% 5.6% 0.2% -6.3M -11.1M -562.2K 67.04 67.90 N/A N/A 117 7,844 26,467 69,745 2023-08-24 $43.64 $45.00 19.7% 5.4% 17.1% 27.3% 16.2% 5.2% -0.2% -7.7M 9.3M -585.4K 4.82 67.67 N/A N/A 129 622 26,526 69,350 2023-08-25 $44.03 $45.00 18.1% 5.1% 16.2% 21.3% 18.1% 4.5% 0.2% -7.7M -3.0M -559.1K 3.46 71.91 N/A N/A 101 349 26,716 69,945 2023-08-28 $44.50 $45.00 17.2% 5.0% 16.9% 17.7% 18.0% 5.1% 1.3% -6.6M -14.9M -544.6K 10.98 73.54 N/A N/A 726 7,969 26,628 70,138 2023-08-29 $45.14 $44.50 17.2% 4.7% 17.3% 17.4% 15.8% 3.1% 0.1% -3.6M -32.0M -512.3K 7.50 74.52 N/A N/A 76 570 27,324 68,565 2023-08-30 $45.09 $44.50 19.8% 4.7% 15.3% 27.9% 16.9% 12.0% -1.8% -3.4M -38.3M -444.7K 1.55 111.68 N/A N/A 73 113 27,374 69,032 2023-08-31 $44.64 $44.50 15.6% 4.6% 15.6% 11.4% 18.0% 4.5% -0.2% -4.7M -23.5M -508.6K 4294.86 71.93 N/A N/A 7 30,064 27,446 69,100
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