FXI Options History — May 2024 In May 2024, FXI traded between $25.74 and $29.32. ATM implied volatility averaged 26.0%, placing in the 21.5% IV rank vs the trailing year. The 30-day expected move averaged 7.4%. IV traded below realized volatility by 0.5% (HV 20d: 26.5%). Max pain ranged from $23.00 to $25.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 0.64.
Notable Days 2024-05-02 : Highest Volume — 498,625 contracts2024-05-02 : Largest IV spike — 14.8% change2024-05-02 : Highest IV Rank — 60.7%2024-05-02 : Largest Expected Move — 9.1%Monthly Statistics Metric Avg Min Max Open Close Price $27.67 $25.74 $29.32 $25.74 $26.59 Max Pain $24.32 $23.00 $25.00 $23.00 $25.00 ATM IV 26.0% 24.3% 29.5% 25.7% 25.6% Expected Move 7.4% 6.9% 9.1% 7.6% 7.3% HV 20d 26.5% 21.6% 29.3% 21.6% 23.3% HV 60d 24.2% 23.0% 25.6% 25.6% 23.1% IV Rank 21.5% 2.0% 60.7% 17.9% 17.3% IV Percentile 16.1% 0.4% 74.2% 9.1% 11.5% Term Structure -0.7% -9.3% 1.0% 0.2% -1.0% VWIV 26.0% 23.0% 30.9% 26.8% 25.5% Skew 25d -0.5% -2.6% 1.0% -0.5% 1.0% Skew 10d 0.0% -7.6% 14.0% -0.9% 14.0% Call IV 25d 26.6% 24.1% 31.4% 26.6% 25.6% Put IV 25d 26.2% 24.4% 28.8% 26.1% 26.6% Bid-Ask Spread % 60.64 24.84 83.74 32.58 74.50 Gamma HHI 0.12 0.08 0.16 0.08 0.10 Net GEX 119.9M 77.8M 151.7M 104.2M 77.8M Net DEX -3.40B -5.68B -1.30B -2.42B -1.30B Net VEX -13.5M -14.6M -11.9M -11.9M -14.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.64 0.26 1.35 0.50 1.23 Total Volume 170,020.818 41,648 498,625 51,599 164,580 Total OI 4,102,339.364 3,682,407 4,752,599 3,717,492 4,002,371
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 2024-05-01 $25.74 $23.00 25.7% 7.6% 21.6% 17.9% 26.8% -0.5% 0.2% 104.2M -2.42B -11.9M 0.50 32.58 34,323 17,276 2,293,852 1,423,640 2024-05-02 $27.06 $23.00 29.5% 9.1% 27.1% 60.7% 30.9% -2.6% -0.8% 109.3M -3.46B -11.9M 0.36 29.44 367,053 131,572 2,309,109 1,433,496 2024-05-03 $27.31 $23.00 27.5% 8.2% 26.9% 37.8% 28.9% -0.8% -0.2% 122.1M -3.74B -12.7M 0.44 24.84 154,718 67,568 2,504,401 1,520,146 2024-05-06 $27.26 $24.00 26.9% 7.5% 27.1% 31.9% 26.6% -1.3% -9.3% 125.9M -3.67B -12.9M 0.90 65.83 64,158 57,870 2,558,301 1,540,123 2024-05-07 $26.91 $24.00 26.2% 7.4% 27.8% 23.2% 26.1% -0.3% 0.6% 124.7M -3.36B -12.9M 0.34 61.56 142,260 47,738 2,565,234 1,563,378 2024-05-08 $26.82 $24.00 24.9% 7.0% 27.7% 8.7% 24.8% -0.2% 0.2% 128.4M -3.29B -13.0M 0.74 50.87 72,954 53,766 2,598,400 1,583,114 2024-05-09 $27.38 $24.00 25.6% 7.2% 28.2% 16.4% 25.6% -0.6% -0.6% 134.3M -3.84B -13.0M 0.30 51.78 142,739 42,836 2,640,536 1,641,715 2024-05-10 $27.74 $24.00 25.8% 7.3% 23.9% 19.3% 25.7% -1.1% 0.2% 146.8M -4.21B -13.3M 0.26 62.53 216,205 55,472 2,709,686 1,659,971 2024-05-13 $28.34 $24.00 28.0% 7.7% 24.3% 44.1% 27.5% 0.3% 0.1% 143.1M -4.74B -13.1M 0.29 68.05 222,860 65,202 2,754,106 1,685,163 2024-05-14 $27.98 $24.00 26.7% 7.4% 24.9% 29.0% 25.9% -1.9% -1.6% 147.3M -4.36B -13.8M 0.31 69.36 81,356 25,463 2,788,498 1,736,705 2024-05-15 $28.29 $24.00 26.7% 7.3% 24.5% 28.7% 25.9% -0.8% -0.9% 151.7M -4.73B -13.6M 0.40 60.35 53,363 21,164 2,844,639 1,751,099 2024-05-16 $29.16 $24.00 26.4% 7.4% 25.6% 25.5% 26.1% -1.5% -0.5% 147.6M -5.57B -13.1M 0.29 66.10 294,814 84,945 2,873,382 1,760,249 2024-05-17 $29.32 $25.00 26.6% 7.3% 25.2% 28.1% 26.0% -1.8% -1.7% 124.3M -5.68B -13.5M 0.59 72.75 133,531 78,599 2,925,040 1,827,559 2024-05-20 $29.02 $25.00 26.2% 7.4% 26.0% 23.9% 26.0% -0.5% 0.1% 122.3M -3.73B -13.7M 0.63 62.29 47,070 29,425 2,347,617 1,334,790 2024-05-21 $28.56 $25.00 25.1% 7.2% 27.3% 10.7% 25.1% 0.1% 1.0% 120.3M -3.31B -14.1M 1.26 64.40 53,755 67,771 2,359,206 1,370,920 2024-05-22 $28.21 $25.00 24.3% 7.0% 27.8% 2.0% 23.0% -0.5% 0.7% 117.0M -2.97B -14.3M 0.98 63.52 87,539 85,489 2,377,251 1,387,290 2024-05-23 $27.63 $25.00 24.6% 7.0% 29.3% 5.0% 25.5% 0.3% -0.3% 104.0M -2.40B -14.5M 0.68 83.74 104,996 71,618 2,394,329 1,447,205 2024-05-24 $27.56 $25.00 24.3% 6.9% 29.0% 2.8% 24.4% 1.0% 0.9% 100.9M -2.30B -14.6M 0.53 59.70 48,603 25,784 2,426,643 1,491,660 2024-05-28 $27.54 $25.00 25.0% 7.1% 29.0% 9.8% 25.0% 0.1% -0.8% 101.2M -2.21B -14.6M 1.35 72.36 17,695 23,953 2,413,075 1,488,031 2024-05-29 $27.13 $25.00 25.4% 7.4% 28.5% 14.9% 25.5% 0.8% -1.2% 91.4M -1.82B -14.4M 0.64 66.09 69,519 44,373 2,437,374 1,499,509 2024-05-30 $27.12 $25.00 25.4% 7.3% 28.4% 14.8% 25.9% 0.8% -0.4% 92.6M -1.82B -14.5M 1.09 71.39 32,781 35,702 2,465,777 1,516,876 2024-05-31 $26.59 $25.00 25.6% 7.3% 23.3% 17.3% 25.5% 1.0% -1.0% 77.8M -1.30B -14.2M 1.23 74.50 73,871 90,709 2,483,390 1,518,981
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