FEZ Options History — April 2024 In April 2024, FEZ traded between $50.02 and $52.69. ATM implied volatility averaged 17.4%, placing in the 47.0% IV rank vs the trailing year. The 30-day expected move averaged 4.7%. IV traded above realized volatility by 4.0% (HV 20d: 13.4%). Max pain ranged from $48.00 to $52.00. Net GEX was positive for 5 of 22 trading days. Term structure was in contango for 13 of 22 days. Put/call ratio averaged 2.08.
Notable Days 2024-04-15 : Highest Volume — 6,431 contracts2024-04-25 : Largest IV spike — 25.4% change2024-04-30 : Highest IV Rank — 100.0%2024-04-15 : Largest Expected Move — 5.4%Monthly Statistics Metric Avg Min Max Open Close Price $51.27 $50.02 $52.69 $52.69 $50.58 Max Pain $49.55 $48.00 $52.00 $52.00 $50.00 ATM IV 17.4% 13.8% 23.6% 13.9% 23.6% Expected Move 4.7% 4.0% 5.4% 4.0% 4.9% HV 20d 13.4% 11.9% 15.7% 12.8% 15.7% HV 60d 13.6% 13.0% 13.9% 13.2% 13.9% IV Rank 47.0% 13.1% 100.0% 13.3% 100.0% IV Percentile 60.8% 15.1% 100.0% 17.1% 100.0% Term Structure 0.7% -3.1% 7.9% 0.6% -1.2% VWIV 16.5% 13.7% 21.3% 13.7% 17.4% Skew 25d 4.5% -1.4% 13.3% 2.2% 13.3% Skew 10d 8.1% -4.6% 17.3% 7.2% 15.1% Call IV 25d 17.3% 13.0% 25.8% 13.0% 24.5% Put IV 25d 21.9% 13.7% 37.9% 15.2% 37.9% Bid-Ask Spread % 86.01 65.86 111.80 95.61 111.48 Gamma HHI 0.21 0.11 0.33 0.11 0.25 Net GEX -996.1K -4.0M 958.9K -826.9K -350.8K Net DEX -6.8M -20.1M 4.5M -10.3M -6.9M Net VEX -150.6K -184.1K -122.1K -141.1K -159.8K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 2.08 0.04 17.40 0.96 1.69 Total Volume 768.091 32 6,431 92 43 Total OI 40,307.227 35,481 47,455 40,524 35,494
Daily Data (22 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 2024-04-01 $52.69 $52.00 13.9% 4.0% 12.8% 13.3% 13.7% 2.2% 0.6% -826.9K -10.3M -141.1K 0.96 95.61 N/A N/A 47 45 5,867 34,657 2024-04-02 $52.02 $52.00 14.5% 4.1% 13.8% 19.9% 14.3% 2.3% -0.2% -1.7M -3.7M -174.0K 0.56 90.74 N/A N/A 134 75 5,901 34,698 2024-04-03 $52.50 $52.00 13.8% 4.0% 13.6% 13.1% 13.9% 2.9% 0.2% -1.0M -8.5M -153.1K 0.18 88.17 N/A N/A 90 16 5,983 34,694 2024-04-04 $51.94 $48.00 15.8% 4.3% 13.5% 32.4% 14.9% 1.9% -0.1% -1.8M -6.7M -130.6K 0.27 70.09 N/A N/A 147 39 5,961 34,699 2024-04-05 $51.97 $48.00 15.4% 4.3% 12.0% 28.4% 15.7% 2.9% -0.6% -1.4M -8.1M -124.7K 1.23 66.83 N/A N/A 444 547 6,034 34,713 2024-04-08 $52.36 $48.00 14.8% 4.3% 11.9% 22.8% 14.1% 3.1% 0.2% -713.6K -10.9M -133.5K 0.63 73.57 N/A N/A 30 19 6,100 34,572 2024-04-09 $51.95 $48.00 15.4% 4.4% 12.2% 28.4% 15.7% 2.5% 0.0% -1.4M -8.9M -124.0K 0.60 70.21 N/A N/A 106 64 6,108 34,581 2024-04-10 $51.36 $48.00 15.9% 4.6% 12.2% 32.8% 17.0% 3.3% 0.1% -1.9M -4.2M -141.0K 2.21 70.75 N/A N/A 168 372 6,127 34,608 2024-04-11 $51.36 $48.00 15.6% 4.6% 12.0% 30.2% 16.3% 3.9% 0.7% -1.7M -4.8M -140.1K 0.25 65.86 N/A N/A 1,387 351 6,176 34,479 2024-04-12 $50.33 $48.00 19.6% 5.2% 13.5% 68.1% 17.6% 3.8% 0.6% -4.0M 4.5M -150.3K 3.25 71.20 N/A N/A 384 1,248 6,363 34,378 2024-04-15 $50.28 $48.00 18.6% 5.4% 13.3% 59.2% 18.0% 4.0% -1.3% -3.1M 3.1M -154.9K 1.02 73.36 N/A N/A 3,176 3,255 6,590 34,547 2024-04-16 $50.25 $50.00 19.4% 5.4% 13.2% 66.2% 19.3% 3.7% -1.9% -2.8M 4.0M -184.1K 0.54 83.54 N/A N/A 994 533 9,735 37,667 2024-04-17 $50.20 $50.00 17.9% 5.1% 13.2% 52.2% 21.3% 3.7% 2.0% -1.1M -115.0K -165.7K 17.40 71.14 N/A N/A 5 87 10,266 37,161 2024-04-18 $50.20 $50.00 17.9% 5.2% 11.9% 52.8% 18.4% 3.5% -0.6% -803.3K 1.6M -183.6K 0.04 74.23 N/A N/A 1,036 39 10,265 37,180 2024-04-19 $50.02 $50.00 20.9% 5.2% 11.9% 80.8% 18.4% 5.0% 0.4% -570.4K -191.7K -164.4K 1.28 95.70 N/A N/A 425 543 10,421 37,034 2024-04-22 $50.66 $50.00 17.4% 4.6% 12.9% 47.8% 16.3% 2.5% 7.3% -39.8K -7.7M -165.0K 0.33 100.70 N/A N/A 67 22 9,393 26,107 2024-04-23 $51.66 $50.00 19.2% 4.5% 14.8% 64.5% 16.0% 8.6% -3.1% 667.6K -15.7M -159.0K 0.52 102.55 N/A N/A 173 90 9,431 26,103 2024-04-24 $51.39 $50.00 16.8% 4.5% 14.8% 41.8% 15.8% 4.9% -2.2% 602.1K -15.4M -156.5K 0.26 100.30 N/A N/A 34 9 9,620 26,118 2024-04-25 $51.09 $50.00 21.1% 4.8% 14.6% 82.9% 16.5% 12.3% 4.3% 409.8K -12.5M -155.6K 0.36 101.05 N/A N/A 47 17 9,620 26,125 2024-04-26 $51.66 $50.00 16.0% 4.4% 15.3% 33.7% 15.8% -1.4% 2.0% 958.9K -20.1M -122.1K 5.27 103.43 N/A N/A 89 469 9,621 26,081 2024-04-29 $51.45 $50.00 18.9% 4.5% 15.3% 61.5% 17.0% 10.4% 7.9% 635.2K -17.8M -129.9K 7.00 111.80 N/A N/A 4 28 9,457 26,024 2024-04-30 $50.58 $50.00 23.6% 4.9% 15.7% 100.0% 17.4% 13.3% -1.2% -350.8K -6.9M -159.8K 1.69 111.48 N/A N/A 16 27 9,456 26,038
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