FXI Options History — August 2022

In August 2022, FXI traded between $29.15 and $30.87. ATM implied volatility averaged 28.2%, placing in the 18.4% IV rank vs the trailing year. The 30-day expected move averaged 8.1%. IV traded above realized volatility by 6.4% (HV 20d: 21.8%). Max pain ranged from $32.00 to $32.00. Net GEX was positive for 4 of 23 trading days. Term structure was in contango for 7 of 23 days. Put/call ratio averaged 0.99.

Notable Days

2022-08-25: Highest Volume — 470,943 contracts
2022-08-25: Largest IV spike — 6.6% change
2022-08-01: Highest IV Rank — 32.5%
2022-08-01: Largest Expected Move — 9.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$29.91	$29.15	$30.87	$29.97	$30.27
Max Pain	$32.00	$32.00	$32.00	$32.00	$32.00
ATM IV	28.2%	25.8%	32.8%	32.8%	29.1%
Expected Move	8.1%	7.4%	9.9%	9.9%	8.4%
HV 20d	21.8%	17.7%	26.2%	26.0%	24.8%
HV 60d	31.8%	29.4%	36.5%	36.5%	29.9%
IV Rank	18.4%	10.7%	32.5%	32.5%	20.3%
IV Percentile	40.4%	20.2%	64.7%	64.7%	49.6%
Term Structure	-0.2%	-0.9%	0.4%	-0.8%	-0.4%
VWIV	28.9%	25.3%	35.3%	35.3%	29.8%
Skew 25d	3.9%	2.3%	5.6%	5.6%	3.2%
Skew 10d	8.0%	3.6%	11.1%	11.1%	6.9%
Call IV 25d	26.9%	24.8%	30.7%	30.7%	28.4%
Put IV 25d	30.8%	28.2%	36.3%	36.3%	31.6%
Bid-Ask Spread %	5.18	1.86	14.76	2.31	9.06
Gamma HHI	0.14	0.10	0.20	0.12	0.10
Net GEX	-34.9M	-65.3M	16.6M	-38.1M	7.6M
Net DEX	1.30B	421.9M	1.90B	1.40B	710.6M
Net VEX	-9.4M	-10.7M	-8.4M	-10.1M	-10.4M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.99	0.10	4.03	0.74	0.18
Total Volume	150,165.609	39,014	470,943	220,672	431,935
Total OI	3,390,349.826	2,780,032	3,727,826	3,352,324	3,367,984

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 Vol	Put Vol	Call OI	Put OI
2022-08-01	$29.97	$32.00	32.8%	9.9%	26.0%	32.5%	35.3%	5.6%	-0.8%	-38.1M	1.40B	-10.1M	0.74	2.31	126,632	94,040	1,884,415	1,467,909
2022-08-02	$29.88	$32.00	31.9%	9.5%	26.0%	29.9%	34.6%	5.0%	-0.9%	-34.0M	1.39B	-10.3M	0.48	2.94	102,149	48,960	1,960,323	1,522,390
2022-08-03	$30.03	$32.00	30.0%	8.7%	26.2%	24.5%	30.3%	5.3%	-0.3%	-30.4M	1.35B	-10.1M	1.03	3.00	47,041	48,546	2,028,332	1,527,437
2022-08-04	$30.41	$32.00	28.9%	8.4%	25.4%	21.3%	28.3%	4.8%	-0.5%	-14.7M	1.14B	-10.3M	1.21	2.69	42,357	51,120	2,029,343	1,529,351
2022-08-05	$30.13	$32.00	27.9%	8.0%	25.4%	18.4%	29.2%	4.6%	-0.5%	-47.3M	1.41B	-9.6M	1.26	2.56	62,724	78,812	2,033,715	1,559,001
2022-08-08	$29.88	$32.00	28.2%	8.0%	20.7%	19.2%	29.3%	4.8%	-0.3%	-54.3M	1.54B	-9.4M	0.68	2.07	175,010	119,548	1,958,362	1,506,520
2022-08-09	$29.71	$32.00	28.6%	8.0%	20.6%	20.3%	27.5%	4.3%	-0.7%	-51.5M	1.61B	-9.3M	0.10	1.95	54,934	5,344	2,012,108	1,519,588
2022-08-10	$29.48	$32.00	28.1%	8.2%	20.7%	18.9%	29.2%	4.0%	0.4%	-59.0M	1.74B	-8.8M	1.39	10.38	27,117	37,728	2,014,811	1,515,362
2022-08-11	$30.04	$32.00	27.7%	8.0%	21.6%	17.7%	28.5%	3.5%	0.3%	-44.2M	1.38B	-9.4M	0.44	10.13	149,008	65,431	2,018,831	1,515,646
2022-08-12	$30.20	$32.00	27.2%	7.9%	21.6%	16.4%	26.4%	3.7%	0.4%	-38.8M	1.27B	-9.5M	0.54	6.16	46,343	24,819	2,077,624	1,519,769
2022-08-15	$30.11	$32.00	27.1%	7.8%	20.2%	16.1%	30.2%	4.7%	-0.0%	-38.6M	1.35B	-9.1M	0.22	1.97	116,445	25,956	2,054,681	1,510,899
2022-08-16	$29.79	$32.00	26.7%	7.6%	19.6%	13.3%	26.3%	3.9%	0.3%	-46.7M	1.52B	-9.1M	0.52	3.02	52,616	27,512	2,094,511	1,523,854
2022-08-17	$29.65	$32.00	25.8%	7.4%	19.6%	10.7%	27.9%	3.4%	0.3%	-50.5M	1.58B	-8.8M	3.93	14.76	30,176	118,692	2,121,386	1,537,824
2022-08-18	$29.38	$32.00	26.3%	7.6%	19.3%	12.1%	25.3%	3.2%	-0.4%	-65.3M	1.82B	-8.5M	4.03	6.01	30,390	122,492	2,134,790	1,591,711
2022-08-19	$29.15	$32.00	26.5%	7.6%	18.3%	12.8%	28.1%	3.3%	-0.2%	-61.7M	1.90B	-8.4M	1.35	1.86	17,881	24,173	2,156,476	1,571,350
2022-08-22	$29.38	$32.00	27.0%	7.8%	18.4%	14.3%	28.3%	3.9%	-0.0%	-42.7M	1.38B	-8.5M	1.01	2.34	26,934	27,078	1,438,702	1,341,330
2022-08-23	$29.35	$32.00	26.2%	7.4%	18.4%	11.8%	25.9%	3.8%	-0.1%	-47.4M	1.44B	-8.4M	1.46	2.73	28,576	41,859	1,459,277	1,360,706
2022-08-24	$29.51	$32.00	26.3%	7.5%	17.7%	12.0%	26.6%	3.3%	0.0%	-45.9M	1.36B	-8.7M	0.38	6.98	52,093	19,758	1,480,220	1,397,233
2022-08-25	$30.87	$32.00	28.0%	8.2%	24.4%	17.1%	29.1%	3.0%	-0.2%	1.7M	476.4M	-10.0M	0.17	8.28	402,894	68,049	1,519,652	1,405,893
2022-08-26	$30.68	$32.00	28.8%	8.1%	21.4%	19.6%	28.8%	2.3%	-0.1%	16.6M	421.9M	-10.7M	0.75	7.77	70,176	52,381	1,764,686	1,437,397
2022-08-29	$30.48	$32.00	29.2%	8.3%	20.9%	20.7%	29.2%	2.9%	-0.3%	10.2M	577.1M	-10.4M	0.19	4.11	32,799	6,215	1,783,084	1,461,534
2022-08-30	$29.60	$32.00	29.8%	8.8%	23.5%	22.4%	30.2%	3.2%	0.0%	-27.0M	1.20B	-9.6M	0.78	6.13	123,139	95,927	1,796,955	1,465,074
2022-08-31	$30.27	$32.00	29.1%	8.4%	24.8%	20.3%	29.8%	3.2%	-0.4%	7.6M	710.6M	-10.4M	0.18	9.06	365,534	66,401	1,879,787	1,488,197