FXI Options History — August 2024

In August 2024, FXI traded between $24.86 and $26.59. ATM implied volatility averaged 22.3%, placing in the 8.5% IV rank vs the trailing year. The 30-day expected move averaged 6.4%. IV traded above realized volatility by 2.0% (HV 20d: 20.2%). Max pain ranged from $26.00 to $26.00. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 1.12.

Notable Days

2024-08-13: Highest Volume — 279,924 contracts
2024-08-02: Largest IV spike — 8.7% change
2024-08-05: Highest IV Rank — 43.4%
2024-08-05: Largest Expected Move — 7.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$25.83	$24.86	$26.59	$25.30	$26.45
Max Pain	$26.00	$26.00	$26.00	$26.00	$26.00
ATM IV	22.3%	20.1%	26.6%	22.9%	20.1%
Expected Move	6.4%	5.7%	7.6%	6.6%	5.7%
HV 20d	20.2%	17.9%	21.7%	20.7%	20.6%
HV 60d	19.9%	18.6%	20.7%	20.7%	19.9%
IV Rank	8.5%	0.0%	43.4%	10.2%	0.0%
IV Percentile	5.1%	0.0%	36.1%	4.0%	0.0%
Term Structure	-0.1%	-0.9%	0.7%	-0.6%	0.3%
VWIV	22.8%	19.8%	26.3%	23.6%	19.8%
Skew 25d	0.5%	-1.0%	3.1%	-0.0%	-0.1%
Skew 10d	2.1%	-5.2%	11.1%	0.6%	0.5%
Call IV 25d	22.6%	20.6%	25.6%	23.5%	20.6%
Put IV 25d	23.1%	20.6%	26.8%	23.5%	20.6%
Bid-Ask Spread %	54.33	22.82	65.93	65.93	41.34
Gamma HHI	0.08	0.06	0.11	0.07	0.09
Net GEX	17.1M	-20.7M	46.7M	9.3M	34.3M
Net DEX	-380.7M	-1.05B	423.0M	-44.8M	-819.2M
Net VEX	-10.2M	-11.3M	-9.6M	-11.3M	-9.7M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.12	0.25	4.46	0.61	0.78
Total Volume	85,959.773	19,387	279,924	33,616	134,367
Total OI	3,243,426.045	2,732,596	3,598,975	3,546,046	2,989,339

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
2024-08-01	$25.30	$26.00	22.9%	6.6%	20.7%	10.2%	23.6%	-0.0%	-0.6%	9.3M	-44.8M	-11.3M	0.61	65.93	20,892	12,724	2,031,297	1,514,749
2024-08-02	$25.16	$26.00	24.8%	7.5%	20.2%	27.7%	26.3%	1.0%	-0.9%	1.8M	126.7M	-11.3M	0.42	64.85	31,062	13,155	2,042,657	1,523,251
2024-08-05	$25.04	$26.00	26.6%	7.6%	20.1%	43.4%	26.3%	0.1%	-0.4%	5.5M	247.9M	-11.1M	1.50	62.20	33,484	50,202	2,024,385	1,520,162
2024-08-06	$24.86	$26.00	24.5%	7.1%	19.6%	25.6%	25.0%	3.1%	-0.3%	1.8M	423.0M	-10.6M	1.25	62.87	20,006	24,907	2,021,496	1,504,314
2024-08-07	$24.91	$26.00	24.2%	6.9%	19.6%	22.2%	24.0%	2.5%	0.1%	775.0K	418.8M	-10.6M	0.83	59.12	10,603	8,784	2,030,445	1,522,583
2024-08-08	$25.45	$26.00	23.4%	6.8%	19.7%	15.0%	23.7%	1.8%	0.7%	8.3M	-104.8M	-10.9M	0.27	54.44	69,913	18,555	2,036,878	1,528,095
2024-08-09	$25.38	$26.00	22.6%	6.6%	18.9%	7.9%	23.1%	1.2%	-0.5%	2.2M	-30.7M	-10.5M	0.52	63.19	28,073	14,593	2,005,603	1,552,149
2024-08-12	$25.64	$26.00	22.6%	6.4%	17.9%	8.3%	23.8%	0.8%	-0.4%	5.5M	-236.9M	-10.3M	1.09	58.99	21,040	22,945	2,014,286	1,555,621
2024-08-13	$25.80	$26.00	22.0%	6.4%	18.1%	3.0%	22.7%	0.9%	0.6%	9.4M	-451.1M	-10.1M	0.37	59.56	204,860	75,064	2,027,448	1,571,527
2024-08-14	$25.30	$26.00	22.2%	6.4%	18.7%	4.2%	22.6%	1.4%	0.2%	-20.7M	237.1M	-9.8M	1.02	65.56	54,323	55,358	1,900,072	1,529,243
2024-08-15	$25.84	$26.00	21.3%	6.1%	20.3%	0.0%	21.7%	0.2%	0.1%	6.5M	-363.8M	-10.1M	0.73	57.04	59,438	43,415	1,928,710	1,539,777
2024-08-16	$26.37	$26.00	21.8%	6.3%	21.3%	4.3%	22.8%	0.6%	0.5%	36.5M	-1.01B	-9.9M	0.59	50.72	102,188	60,763	1,928,105	1,544,539
2024-08-19	$26.59	$26.00	21.1%	6.1%	20.2%	0.0%	21.6%	-1.0%	-0.1%	42.7M	-1.05B	-9.6M	0.62	22.82	61,171	38,182	1,463,310	1,269,286
2024-08-20	$26.02	$26.00	21.7%	6.2%	20.9%	4.6%	22.7%	0.3%	0.1%	25.2M	-546.5M	-9.9M	2.62	48.03	65,126	170,346	1,481,265	1,295,658
2024-08-21	$26.27	$26.00	21.3%	6.1%	20.9%	1.6%	21.5%	-0.2%	0.1%	27.4M	-711.1M	-10.1M	0.25	59.05	48,527	12,013	1,513,509	1,380,222
2024-08-22	$26.06	$26.00	21.5%	6.2%	20.7%	3.3%	22.0%	-0.2%	0.1%	18.5M	-559.6M	-10.0M	1.24	62.98	13,091	16,206	1,516,951	1,394,202
2024-08-23	$26.48	$26.00	20.9%	6.0%	21.3%	0.0%	21.6%	-0.2%	0.3%	46.7M	-874.5M	-10.0M	3.38	59.10	16,138	54,501	1,527,546	1,400,653
2024-08-26	$26.27	$26.00	21.3%	6.2%	21.6%	3.5%	21.8%	-0.9%	-0.7%	26.0M	-697.4M	-9.8M	0.56	59.10	28,741	16,057	1,514,739	1,382,833
2024-08-27	$26.55	$26.00	20.9%	6.0%	21.3%	0.0%	21.0%	-0.1%	-0.6%	35.7M	-958.5M	-9.6M	0.51	42.93	39,195	20,038	1,521,079	1,388,471
2024-08-28	$26.16	$26.00	21.3%	6.0%	21.7%	3.3%	22.0%	0.0%	-0.9%	22.2M	-587.7M	-9.8M	4.46	36.31	11,076	49,354	1,549,209	1,406,069
2024-08-29	$26.34	$26.00	20.6%	5.9%	20.8%	0.0%	21.2%	0.8%	-0.1%	30.7M	-778.1M	-10.1M	1.09	39.04	19,490	21,149	1,548,726	1,414,914
2024-08-30	$26.45	$26.00	20.1%	5.7%	20.6%	0.0%	19.8%	-0.1%	0.3%	34.3M	-819.2M	-9.7M	0.78	41.34	75,688	58,679	1,556,950	1,432,389