FXI Options History — October 2022

In October 2022, FXI traded between $21.04 and $27.26. ATM implied volatility averaged 39.9%, placing in the 51.6% IV rank vs the trailing year. The 30-day expected move averaged 11.5%. IV traded above realized volatility by 4.9% (HV 20d: 35.0%). Max pain ranged from $25.00 to $28.00. Net GEX was positive for 18 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 0.46.

Notable Days

2022-10-26: Highest Volume — 602,716 contracts
2022-10-24: Largest IV spike — 12.5% change
2022-10-24: Highest IV Rank — 70.4%
2022-10-24: Largest Expected Move — 13.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$24.28	$21.04	$27.26	$26.04	$21.04
Max Pain	$27.38	$25.00	$28.00	$28.00	$25.00
ATM IV	39.9%	35.5%	46.3%	37.8%	42.9%
Expected Move	11.5%	10.1%	13.7%	10.8%	12.9%
HV 20d	35.0%	27.2%	49.4%	27.7%	49.3%
HV 60d	29.1%	25.7%	35.7%	26.0%	35.7%
IV Rank	51.6%	38.9%	70.4%	45.6%	60.5%
IV Percentile	88.3%	71.0%	98.0%	83.7%	95.6%
Term Structure	-0.4%	-1.4%	1.3%	0.2%	0.3%
VWIV	40.1%	35.9%	47.6%	36.3%	44.1%
Skew 25d	5.7%	3.0%	7.9%	6.4%	6.4%
Skew 10d	10.1%	-4.2%	15.9%	7.4%	11.9%
Call IV 25d	38.2%	33.9%	43.0%	35.8%	40.6%
Put IV 25d	43.8%	39.9%	50.5%	42.2%	47.0%
Bid-Ask Spread %	2.90	2.20	6.79	2.32	3.03
Gamma HHI	0.10	0.07	0.14	0.12	0.10
Net GEX	26.6M	-5.7M	88.3M	28.7M	-4.5M
Net DEX	1.33B	85.8M	1.90B	1.08B	1.74B
Net VEX	-6.8M	-10.7M	-3.6M	-8.1M	-4.7M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.46	0.10	0.94	0.11	0.56
Total Volume	296,701.048	163,971	602,716	312,462	190,533
Total OI	4,241,382.238	3,588,344	4,645,145	3,588,344	4,272,202

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
2022-10-03	$26.04	$28.00	37.8%	10.8%	27.7%	45.6%	36.3%	6.4%	0.2%	28.7M	1.08B	-8.1M	0.11	2.32	282,410	30,052	2,532,434	1,055,910
2022-10-04	$26.94	$28.00	37.6%	10.8%	30.6%	45.2%	37.0%	5.4%	-0.2%	71.3M	373.6M	-9.9M	0.10	3.90	311,476	32,669	2,716,343	1,055,914
2022-10-05	$27.26	$28.00	37.3%	10.6%	30.6%	44.3%	36.6%	5.2%	-0.2%	88.3M	85.8M	-10.7M	0.10	2.69	383,225	38,602	2,884,201	1,066,629
2022-10-06	$27.06	$28.00	36.5%	10.3%	30.3%	41.9%	36.2%	5.5%	-0.5%	85.0M	269.2M	-10.4M	0.44	2.44	159,137	69,485	2,977,547	1,085,396
2022-10-07	$26.37	$28.00	37.6%	10.7%	29.5%	45.2%	36.6%	5.0%	0.1%	62.1M	743.8M	-9.7M	0.20	2.51	299,986	61,323	3,089,302	1,128,003
2022-10-10	$25.64	$28.00	39.5%	11.0%	29.7%	50.7%	41.2%	5.8%	-1.0%	44.8M	1.15B	-8.3M	0.94	2.58	154,508	145,603	3,134,536	1,137,103
2022-10-11	$24.91	$28.00	40.1%	11.5%	27.7%	52.3%	38.5%	6.7%	-0.1%	31.5M	1.45B	-7.2M	0.26	2.32	198,061	51,691	3,202,977	1,150,575
2022-10-12	$24.76	$28.00	40.4%	11.4%	27.5%	53.2%	38.7%	7.9%	1.3%	33.8M	1.44B	-7.3M	0.34	2.42	124,874	42,425	3,333,760	1,161,882
2022-10-13	$24.57	$28.00	39.9%	11.1%	27.4%	51.7%	38.8%	5.9%	-1.4%	25.4M	1.59B	-6.5M	0.17	2.63	247,553	42,854	3,353,860	1,163,319
2022-10-14	$24.23	$28.00	40.5%	11.6%	27.2%	53.6%	39.0%	3.0%	-0.1%	21.9M	1.65B	-6.1M	0.43	2.74	177,280	75,877	3,328,423	1,150,749
2022-10-17	$24.94	$28.00	37.7%	10.8%	29.9%	45.4%	37.1%	5.5%	-1.3%	37.9M	1.50B	-6.7M	0.63	2.20	134,736	84,741	3,320,255	1,177,186
2022-10-18	$24.71	$28.00	35.5%	10.1%	29.9%	38.9%	35.9%	6.0%	0.3%	17.9M	1.71B	-6.0M	0.34	2.49	122,457	41,514	3,261,960	1,219,782
2022-10-19	$23.64	$28.00	38.4%	11.0%	31.9%	47.4%	39.5%	5.1%	-0.5%	5.9M	1.90B	-5.0M	0.58	2.98	135,300	78,351	3,293,787	1,210,252
2022-10-20	$23.76	$27.00	38.6%	11.1%	32.2%	47.9%	40.4%	4.0%	-1.4%	5.7M	1.75B	-5.3M	0.88	2.34	157,352	138,480	3,320,039	1,195,743
2022-10-21	$23.90	$27.00	41.1%	11.9%	32.2%	55.4%	42.4%	4.2%	-1.4%	2.4M	1.67B	-6.1M	0.53	2.92	184,830	97,187	3,395,612	1,249,533
2022-10-24	$21.61	$27.00	46.3%	13.7%	46.2%	70.4%	47.6%	7.5%	-1.2%	-5.7M	1.78B	-3.6M	0.77	3.79	233,146	178,896	2,641,583	1,096,754
2022-10-25	$21.94	$27.00	42.8%	12.9%	47.1%	60.2%	45.7%	6.4%	-0.2%	1.8M	1.61B	-4.1M	0.57	2.22	247,486	141,024	2,765,225	1,101,498
2022-10-26	$22.74	$27.00	41.0%	12.1%	49.2%	55.0%	43.0%	5.3%	-0.9%	4.6M	1.38B	-5.1M	0.66	2.82	363,379	239,337	2,832,088	1,149,860
2022-10-27	$22.23	$26.00	41.1%	12.4%	48.7%	55.0%	41.7%	5.0%	-0.5%	3.9M	1.46B	-5.7M	0.52	2.81	210,318	110,134	3,053,398	1,314,884
2022-10-28	$21.52	$25.00	44.3%	13.3%	49.4%	64.4%	45.7%	6.7%	-0.7%	-4.7M	1.69B	-5.4M	0.62	6.79	131,044	81,386	3,117,002	1,371,521
2022-10-31	$21.04	$25.00	42.9%	12.9%	49.3%	60.5%	44.1%	6.4%	0.3%	-4.5M	1.74B	-4.7M	0.56	3.03	121,851	68,682	2,942,282	1,329,920