FXI Options History — June 2022

In June 2022, FXI traded between $31.29 and $34.22. ATM implied volatility averaged 37.5%, placing in the 51.5% IV rank vs the trailing year. The 30-day expected move averaged 10.6%. IV traded below realized volatility by 2.8% (HV 20d: 40.3%). Max pain ranged from $30.00 to $33.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 0.62.

Notable Days

2022-06-08: Highest Volume — 737,196 contracts
2022-06-06: Largest IV spike — 49.5% change
2022-06-06: Highest IV Rank — 86.0%
2022-06-13: Largest Expected Move — 12.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$32.86	$31.29	$34.22	$31.55	$33.74
Max Pain	$31.86	$30.00	$33.00	$33.00	$33.00
ATM IV	37.5%	33.7%	50.9%	34.8%	35.8%
Expected Move	10.6%	9.6%	12.0%	10.6%	10.4%
HV 20d	40.3%	33.5%	44.1%	42.1%	39.5%
HV 60d	44.8%	37.6%	57.5%	57.4%	37.6%
IV Rank	51.5%	42.1%	86.0%	44.8%	45.7%
IV Percentile	84.4%	77.0%	99.2%	81.7%	78.6%
Term Structure	-1.5%	-25.4%	0.6%	-0.1%	-0.6%
VWIV	37.4%	33.0%	41.7%	36.5%	35.7%
Skew 25d	3.8%	2.8%	5.2%	4.7%	3.0%
Skew 10d	7.4%	6.1%	10.1%	8.0%	7.0%
Call IV 25d	35.8%	32.9%	41.2%	33.7%	35.0%
Put IV 25d	39.6%	36.3%	45.1%	38.4%	38.0%
Bid-Ask Spread %	7.15	2.69	22.12	14.68	3.54
Gamma HHI	0.12	0.10	0.15	0.11	0.12
Net GEX	80.0M	29.8M	120.8M	59.4M	93.5M
Net DEX	-631.4M	-1.78B	513.4M	81.2M	-1.08B
Net VEX	-14.4M	-16.3M	-11.9M	-11.9M	-15.8M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.62	0.15	1.59	0.28	0.88
Total Volume	195,562.333	84,823	737,196	166,631	188,636
Total OI	3,545,561.81	3,107,313	4,257,758	3,281,874	3,440,055

Daily Data (21 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
2022-06-01	$31.55	$33.00	34.8%	10.6%	42.1%	44.8%	36.5%	4.7%	-0.1%	59.4M	81.2M	-11.9M	0.28	14.68	130,028	36,603	1,937,006	1,344,868
2022-06-02	$32.38	$30.00	33.8%	9.7%	43.0%	42.2%	33.0%	3.3%	0.1%	80.0M	-360.0M	-12.0M	0.46	4.04	109,194	50,732	1,908,421	1,358,945
2022-06-03	$31.91	$30.00	34.1%	9.6%	38.4%	43.0%	33.1%	3.6%	-0.5%	90.1M	-26.7M	-12.2M	0.47	16.45	70,392	32,864	1,968,780	1,394,052
2022-06-06	$32.74	$30.00	50.9%	9.6%	37.1%	86.0%	33.8%	3.1%	-25.4%	81.0M	-521.4M	-12.8M	0.15	9.56	202,407	29,556	1,953,621	1,407,763
2022-06-07	$33.26	$31.00	33.7%	9.8%	33.5%	42.1%	33.6%	3.3%	0.3%	106.2M	-1.02B	-13.3M	0.78	22.12	84,054	65,560	2,084,681	1,415,374
2022-06-08	$34.22	$32.00	35.1%	10.0%	34.3%	45.6%	35.4%	3.3%	-0.0%	120.8M	-1.78B	-14.2M	0.32	2.86	560,242	176,954	2,138,396	1,463,998
2022-06-09	$32.81	$32.00	36.1%	10.4%	38.8%	48.2%	35.8%	3.5%	-0.0%	77.8M	-422.9M	-14.3M	0.28	2.69	133,532	36,805	2,172,503	1,600,987
2022-06-10	$32.77	$32.00	37.0%	10.7%	38.8%	50.4%	37.0%	3.8%	0.6%	84.2M	-430.9M	-14.7M	0.53	2.83	62,865	33,179	2,254,795	1,617,436
2022-06-13	$31.29	$32.00	41.8%	12.0%	40.4%	62.5%	41.6%	4.1%	-1.0%	29.8M	513.4M	-13.4M	0.55	3.02	54,857	29,966	2,229,503	1,589,984
2022-06-14	$32.24	$32.00	40.4%	11.6%	41.5%	59.0%	39.4%	4.8%	-0.9%	63.5M	-58.6M	-14.0M	0.51	3.97	111,529	57,198	2,237,296	1,597,046
2022-06-15	$32.90	$32.00	39.4%	11.3%	40.9%	56.6%	40.1%	3.6%	-0.4%	92.0M	-575.1M	-14.4M	0.84	16.36	166,106	139,256	2,303,120	1,618,541
2022-06-16	$31.61	$32.00	41.4%	11.9%	42.7%	61.7%	41.7%	4.0%	-0.5%	45.9M	320.0M	-14.4M	0.74	13.08	111,209	82,829	2,408,380	1,733,954
2022-06-17	$32.19	$32.00	39.4%	11.3%	42.4%	56.4%	41.5%	5.2%	-0.7%	73.4M	-56.2M	-15.1M	1.39	12.50	115,874	161,243	2,486,026	1,771,732
2022-06-21	$33.09	$32.00	37.5%	10.9%	43.3%	51.8%	37.7%	4.9%	-0.5%	69.8M	-864.1M	-15.4M	0.61	3.13	112,408	69,054	1,765,684	1,341,629
2022-06-22	$32.44	$32.00	37.5%	10.9%	44.1%	51.6%	39.7%	4.9%	-0.1%	56.8M	-452.0M	-15.3M	0.52	3.28	104,875	54,400	1,827,712	1,364,477
2022-06-23	$32.92	$32.00	36.7%	10.8%	42.1%	49.6%	40.2%	4.6%	-0.1%	73.0M	-781.5M	-15.8M	1.59	3.19	79,336	126,201	1,889,621	1,365,364
2022-06-24	$33.76	$32.00	35.9%	10.6%	42.6%	47.2%	38.1%	3.3%	-0.2%	91.6M	-1.32B	-16.3M	0.84	3.55	77,959	65,733	1,905,612	1,443,101
2022-06-27	$34.12	$32.00	35.5%	10.6%	40.9%	45.8%	37.2%	3.2%	-0.6%	100.2M	-1.56B	-16.0M	0.58	2.95	75,758	43,626	1,901,764	1,452,864
2022-06-28	$34.19	$33.00	35.6%	10.5%	40.9%	45.2%	37.8%	3.2%	-0.4%	98.4M	-1.54B	-16.0M	0.37	3.02	109,659	40,621	1,891,753	1,478,339
2022-06-29	$33.92	$33.00	35.4%	10.5%	39.7%	44.9%	36.7%	2.8%	-0.6%	92.6M	-1.32B	-15.6M	0.40	3.28	81,169	32,340	1,894,404	1,497,211
2022-06-30	$33.74	$33.00	35.8%	10.4%	39.5%	45.7%	35.7%	3.0%	-0.6%	93.5M	-1.08B	-15.8M	0.88	3.54	100,562	88,074	1,932,723	1,507,332