FXI Options History — July 2024 In July 2024, FXI traded between $25.34 and $27.26. ATM implied volatility averaged 23.8%, placing in the 18.2% IV rank vs the trailing year. The 30-day expected move averaged 6.8%. IV traded above realized volatility by 3.7% (HV 20d: 20.0%). Max pain ranged from $26.00 to $27.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 7 of 22 days. Put/call ratio averaged 0.59.
Notable Days 2024-07-12 : Highest Volume — 266,940 contracts2024-07-23 : Largest IV drop — 4.5% change2024-07-15 : Highest IV Rank — 32.7%2024-07-15 : Largest Expected Move — 7.3%Monthly Statistics Metric Avg Min Max Open Close Price $26.19 $25.34 $27.26 $26.09 $25.70 Max Pain $26.14 $26.00 $27.00 $27.00 $26.00 ATM IV 23.8% 22.9% 25.4% 23.1% 23.0% Expected Move 6.8% 6.4% 7.3% 6.6% 6.7% HV 20d 20.0% 17.0% 22.3% 17.0% 21.3% HV 60d 22.8% 20.3% 23.6% 23.0% 20.5% IV Rank 18.2% 10.9% 32.7% 11.9% 11.6% IV Percentile 8.1% 4.4% 16.7% 4.4% 5.2% Term Structure -0.2% -1.1% 0.3% 0.1% -1.1% VWIV 24.5% 23.2% 26.4% 23.9% 24.4% Skew 25d -0.4% -1.4% 1.8% -0.3% -0.1% Skew 10d -0.1% -2.3% 7.2% -0.8% 0.9% Call IV 25d 24.5% 23.0% 26.5% 23.9% 23.6% Put IV 25d 24.2% 23.3% 27.7% 23.6% 23.6% Bid-Ask Spread % 63.15 43.42 80.07 59.64 76.73 Gamma HHI 0.09 0.07 0.12 0.09 0.07 Net GEX 45.8M 337.2K 126.5M 37.1M 14.3M Net DEX -743.2M -1.84B -38.4M -623.5M -387.3M Net VEX -12.0M -13.1M -11.1M -12.9M -11.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.59 0.09 1.97 0.15 0.52 Total Volume 104,742.318 19,112 266,940 19,112 86,007 Total OI 3,590,649 3,280,885 3,919,928 3,497,488 3,472,065
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 2024-07-01 $26.09 $27.00 23.1% 6.6% 17.0% 11.9% 23.9% -0.3% 0.1% 37.1M -623.5M -12.9M 0.15 59.64 16,676 2,436 2,084,703 1,412,785 2024-07-02 $26.43 $27.00 22.9% 6.4% 17.6% 10.9% 23.2% -0.3% 0.0% 61.3M -968.2M -12.8M 0.16 66.78 49,125 7,773 2,099,150 1,413,063 2024-07-03 $26.88 $27.00 23.5% 6.8% 18.4% 16.1% 24.2% -0.8% -0.1% 81.0M -1.46B -13.1M 0.29 65.46 65,141 18,890 2,102,846 1,416,064 2024-07-05 $26.46 $26.00 23.6% 6.6% 18.9% 16.6% 24.1% -0.5% -0.3% 66.4M -989.7M -12.7M 0.20 65.06 134,741 26,636 2,152,998 1,430,922 2024-07-08 $26.21 $26.00 23.5% 6.8% 19.1% 16.0% 25.5% -0.5% 0.3% 54.3M -704.4M -12.2M 0.19 69.34 32,705 6,318 2,204,812 1,412,729 2024-07-09 $26.48 $26.00 23.6% 6.7% 17.7% 16.8% 23.8% -0.4% -0.0% 73.1M -1.01B -12.1M 0.37 80.07 62,842 23,386 2,207,149 1,416,603 2024-07-10 $26.38 $26.00 23.3% 6.6% 17.5% 14.2% 23.5% -0.3% -0.3% 66.9M -903.6M -12.3M 0.98 77.80 35,852 35,150 2,247,678 1,433,454 2024-07-11 $26.95 $26.00 23.9% 6.7% 18.6% 19.4% 24.6% -1.4% -0.4% 112.8M -1.49B -12.3M 0.09 71.98 116,500 10,426 2,258,192 1,456,445 2024-07-12 $27.26 $26.00 24.6% 7.0% 18.9% 25.4% 26.0% 1.8% -0.2% 126.5M -1.84B -12.3M 0.12 56.10 239,167 27,773 2,303,449 1,461,609 2024-07-15 $26.62 $26.00 25.4% 7.3% 21.0% 32.7% 26.4% -1.3% -0.7% 72.2M -1.07B -11.9M 0.25 67.78 165,583 41,335 2,294,719 1,474,874 2024-07-16 $26.63 $26.00 24.5% 7.0% 20.6% 25.0% 24.9% -1.4% -0.4% 75.0M -1.10B -11.9M 0.72 57.27 56,345 40,381 2,307,327 1,483,730 2024-07-17 $26.26 $26.00 24.3% 7.0% 20.8% 23.1% 24.9% -0.9% -0.3% 45.8M -675.1M -11.8M 0.57 60.02 46,402 26,378 2,328,871 1,508,485 2024-07-18 $26.06 $26.00 24.5% 7.0% 20.9% 24.4% 25.2% -0.7% -0.1% 26.9M -494.8M -11.7M 0.44 58.13 109,190 48,151 2,348,914 1,510,520 2024-07-19 $25.84 $26.00 24.4% 7.0% 20.6% 23.5% 24.5% 0.1% -0.3% 337.2K -258.9M -11.5M 1.10 43.42 57,762 63,332 2,392,417 1,527,511 2024-07-22 $26.38 $26.00 24.3% 7.0% 21.6% 22.8% 24.8% -0.5% -0.2% 33.6M -909.1M -11.6M 0.96 53.69 89,247 85,878 1,850,656 1,430,229 2024-07-23 $25.95 $26.00 23.2% 6.7% 22.0% 13.1% 23.8% -0.7% 0.0% 15.9M -522.8M -11.6M 1.97 50.89 46,631 91,992 1,908,579 1,464,724 2024-07-24 $25.73 $26.00 23.6% 6.8% 22.0% 16.8% 23.9% -0.1% 0.2% 10.9M -348.1M -11.7M 0.51 53.44 52,392 26,602 1,923,073 1,476,098 2024-07-25 $25.45 $26.00 23.5% 6.8% 22.3% 15.6% 24.2% -0.5% 0.3% 3.2M -95.7M -11.5M 1.12 53.51 47,979 53,598 1,942,229 1,501,154 2024-07-26 $25.49 $26.00 23.5% 6.8% 20.9% 15.6% 24.0% -0.8% 0.1% 8.0M -176.5M -11.7M 0.98 58.99 29,242 28,776 1,983,683 1,485,614 2024-07-29 $25.62 $26.00 23.7% 7.0% 21.0% 17.3% 24.5% 0.2% -0.6% 15.2M -290.1M -11.5M 0.72 67.24 18,913 13,539 1,939,495 1,486,697 2024-07-30 $25.34 $26.00 23.0% 6.8% 21.2% 11.4% 23.8% 1.1% -0.7% 7.4M -38.4M -11.1M 0.58 76.02 42,585 24,554 1,945,549 1,492,414 2024-07-31 $25.70 $26.00 23.0% 6.7% 21.3% 11.6% 24.4% -0.1% -1.1% 14.3M -387.3M -11.3M 0.52 76.73 56,554 29,453 1,971,769 1,500,296
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