FXI Options History — June 2021 In June 2021, FXI traded between $44.97 and $47.51. ATM implied volatility averaged 18.3%, placing in the 5.8% IV rank vs the trailing year. The 30-day expected move averaged 5.2%. IV traded below realized volatility by 0.1% (HV 20d: 18.3%). Max pain ranged from $46.00 to $47.00. Net GEX was positive for 8 of 22 trading days. Term structure was in contango for 18 of 22 days. Put/call ratio averaged 1.38.
Notable Days 2021-06-03 : Highest Volume — 180,524 contracts2021-06-10 : Largest IV drop — 4.5% change2021-06-07 : Highest IV Rank — 13.3%2021-06-07 : Largest Expected Move — 5.7%Monthly Statistics Metric Avg Min Max Open Close Price $46.19 $44.97 $47.51 $47.51 $46.31 Max Pain $46.09 $46.00 $47.00 $47.00 $46.00 ATM IV 18.3% 17.2% 19.5% 18.7% 18.4% Expected Move 5.2% 4.9% 5.7% 5.4% 5.2% HV 20d 18.3% 15.3% 21.7% 20.1% 15.7% HV 60d 19.2% 17.2% 22.9% 22.9% 17.8% IV Rank 5.8% 0.0% 13.3% 7.5% 8.6% IV Percentile 2.9% 0.0% 7.5% 2.0% 6.3% Term Structure 0.2% -1.0% 0.6% -0.1% 0.3% VWIV 19.8% 17.1% 24.8% 19.0% 18.0% Skew 25d 1.4% 0.2% 2.6% 0.7% 1.3% Skew 10d 3.5% -0.3% 6.7% 2.1% 3.5% Call IV 25d 18.4% 17.0% 20.1% 19.1% 18.6% Put IV 25d 19.8% 18.3% 21.0% 19.8% 19.9% Bid-Ask Spread % 24.02 3.19 53.50 37.47 39.25 Gamma HHI 0.12 0.09 0.19 0.13 0.11 Net GEX -3.9M -102.9M 115.5M 115.5M -1.9M Net DEX 367.4M -705.0M 1.41B -705.0M 213.1M Net VEX -10.2M -10.7M -9.5M -10.0M -10.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.38 0.24 8.24 0.24 0.29 Total Volume 72,944.273 24,576 180,524 139,069 44,312 Total OI 2,082,489.591 1,525,209 2,459,154 2,244,336 1,754,143
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 Vol Put Vol Call OI Put OI 2021-06-01 $47.51 $47.00 18.7% 5.4% 20.1% 7.5% 19.0% 0.7% -0.1% 115.5M -705.0M -10.0M 0.24 37.47 111,927 27,142 1,180,667 1,063,669 2021-06-02 $47.25 $47.00 18.9% 5.5% 19.7% 9.0% 20.0% 1.0% 0.0% 87.3M -448.3M -9.8M 1.67 18.65 13,667 22,795 1,127,993 1,074,965 2021-06-03 $46.32 $46.00 19.4% 5.6% 21.1% 13.0% 20.6% 0.3% -0.4% 31.5M 221.7M -9.5M 0.45 20.19 124,136 56,388 1,132,803 1,084,940 2021-06-04 $46.77 $46.00 18.8% 5.5% 21.4% 7.8% 19.5% 0.2% -0.2% 38.0M -62.4M -10.2M 0.92 23.61 20,640 19,073 1,106,652 1,119,755 2021-06-07 $46.31 $46.00 19.5% 5.7% 21.7% 13.3% 20.4% 1.2% 0.2% 4.6M 296.1M -10.0M 1.32 11.82 45,867 60,470 1,097,396 1,105,465 2021-06-08 $46.10 $46.00 18.9% 5.5% 19.3% 8.5% 20.1% 0.8% 0.3% -11.1M 448.2M -10.5M 1.66 33.58 15,339 25,433 1,132,448 1,156,046 2021-06-09 $46.03 $46.00 18.8% 5.5% 19.3% 8.1% 20.8% 0.6% 0.2% -22.0M 526.5M -10.3M 0.57 19.71 51,968 29,650 1,133,859 1,174,647 2021-06-10 $46.15 $46.00 18.0% 5.3% 18.6% 1.4% 18.7% 0.9% 0.4% -8.4M 511.3M -10.7M 1.53 14.47 22,085 33,756 1,150,768 1,196,244 2021-06-11 $46.05 $46.00 17.5% 5.1% 17.8% 0.0% 18.1% 0.9% 0.3% -12.4M 604.2M -10.6M 0.69 20.99 29,825 20,645 1,166,496 1,214,990 2021-06-14 $46.17 $46.00 18.0% 5.2% 17.3% 4.0% 18.8% 1.8% 0.1% -6.1M 596.5M -10.5M 0.84 3.19 13,389 11,187 1,161,691 1,224,352 2021-06-15 $45.57 $46.00 17.7% 5.1% 17.9% 1.5% 18.5% 1.5% 0.3% -68.6M 1.09B -10.1M 0.33 37.82 84,955 28,232 1,164,973 1,226,544 2021-06-16 $44.97 $46.00 18.2% 5.2% 18.2% 5.3% 18.7% 1.9% 0.4% -102.9M 1.41B -9.8M 1.27 39.25 18,831 23,980 1,176,109 1,230,866 2021-06-17 $45.51 $46.00 17.5% 5.0% 18.7% 0.0% 23.9% 2.2% 0.6% -68.5M 1.04B -9.9M 1.76 42.80 27,743 48,847 1,188,564 1,245,411 2021-06-18 $45.55 $46.00 18.2% 5.2% 18.1% 5.5% 20.3% 2.6% 0.6% -41.5M 1.01B -10.1M 8.24 37.47 7,992 65,840 1,201,025 1,258,129 2021-06-21 $45.50 $46.00 18.3% 5.2% 17.6% 6.5% 19.6% 2.5% 0.1% -40.8M 576.5M -9.9M 0.37 6.18 45,191 16,732 659,908 865,301 2021-06-22 $45.25 $46.00 17.9% 5.1% 17.8% 3.6% 24.8% 2.6% 0.3% -47.6M 687.8M -9.9M 0.95 4.23 39,237 37,425 689,880 877,961 2021-06-23 $45.76 $46.00 17.2% 4.9% 16.3% 0.0% 19.0% 2.3% 0.4% -17.6M 401.2M -10.5M 1.90 17.62 42,973 81,453 719,331 904,103 2021-06-24 $46.14 $46.00 17.6% 5.0% 16.4% 2.5% 17.1% 1.6% 0.3% -5.1M 252.4M -10.5M 1.89 15.88 11,782 22,315 727,646 947,765 2021-06-25 $47.00 $46.00 17.8% 5.0% 17.7% 4.4% 20.3% 0.7% -1.0% 28.4M -188.4M -10.5M 1.73 53.50 38,031 65,871 735,007 949,466 2021-06-28 $47.16 $46.00 18.4% 5.3% 17.7% 9.2% 19.4% 1.0% 0.2% 40.7M -318.2M -10.4M 0.73 5.24 26,348 19,313 751,999 986,079 2021-06-29 $46.86 $46.00 18.3% 5.2% 15.3% 8.1% 19.6% 1.3% 0.3% 22.1M -82.6M -10.5M 0.96 25.45 26,553 25,436 753,072 995,643 2021-06-30 $46.31 $46.00 18.4% 5.2% 15.7% 8.6% 18.0% 1.3% 0.3% -1.9M 213.1M -10.3M 0.29 39.25 34,246 10,066 756,255 997,888
« May 2021 | All History | Jul 2021 » Home FXI History June 2021