FXI Options History — October 2024 In October 2024, FXI traded between $30.80 and $37.23. ATM implied volatility averaged 41.0%, placing in the 56.4% IV rank vs the trailing year. The 30-day expected move averaged 12.3%. IV traded below realized volatility by 25.9% (HV 20d: 66.9%). Max pain ranged from $28.00 to $31.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 7 of 23 days. Put/call ratio averaged 0.52.
Notable Days 2024-10-02 : Highest Volume — 2,823,585 contracts2024-10-09 : Largest IV drop — 23.6% change2024-10-02 : Highest IV Rank — 100.0%2024-10-07 : Largest Expected Move — 16.0%Monthly Statistics Metric Avg Min Max Open Close Price $32.75 $30.80 $37.23 $32.97 $31.57 Max Pain $30.13 $28.00 $31.00 $28.00 $30.00 ATM IV 41.0% 34.1% 61.6% 38.6% 36.0% Expected Move 12.3% 10.4% 16.0% 11.8% 12.3% HV 20d 66.9% 45.6% 79.5% 45.6% 60.1% HV 60d 44.5% 32.3% 48.2% 32.3% 48.0% IV Rank 56.4% 33.8% 100.0% 86.1% 38.3% IV Percentile 95.9% 91.3% 100.0% 99.6% 92.5% Term Structure 0.6% -4.8% 19.8% 2.8% -3.4% VWIV 44.9% 38.3% 58.7% 42.7% 47.3% Skew 25d -2.3% -9.3% 7.2% -3.1% -3.4% Skew 10d -1.1% -30.6% 16.0% 16.0% -6.6% Call IV 25d 45.1% 28.9% 75.2% 40.4% 39.1% Put IV 25d 42.8% 34.9% 76.9% 37.3% 35.7% Bid-Ask Spread % 20.29 2.98 46.15 28.15 5.71 Gamma HHI 0.07 0.05 0.09 0.09 0.06 Net GEX 146.3M 56.0M 225.4M 177.8M 121.3M Net DEX -4.93B -10.84B -2.07B -5.91B -3.20B Net VEX -22.2M -29.2M -17.6M -17.6M -19.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.52 0.07 1.33 0.24 0.31 Total Volume 570,454.783 69,307 2,823,585 372,631 69,307 Total OI 7,942,490.565 5,486,199 9,168,382 5,486,199 7,717,920
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 2024-10-01 $32.97 $28.00 38.6% 11.8% 45.6% 86.1% 42.7% -3.1% 2.8% 177.8M -5.91B -17.6M 0.24 28.15 299,560 73,071 3,796,493 1,689,706 2024-10-02 $35.31 $28.00 46.6% 14.7% 49.5% 100.0% 54.1% -8.5% -0.0% 192.6M -8.37B -21.0M 0.16 7.23 2,430,452 393,133 4,034,422 1,754,955 2024-10-03 $34.61 $28.00 46.2% 13.2% 50.6% 98.7% 46.1% -8.2% -2.4% 225.4M -8.16B -25.0M 1.26 39.31 282,127 355,917 5,160,154 2,015,061 2024-10-04 $35.69 $30.00 51.5% 14.5% 49.8% 100.0% 49.7% -9.3% -0.5% 212.2M -9.05B -28.5M 0.65 38.75 379,719 246,824 5,212,804 2,316,417 2024-10-07 $37.23 $30.00 61.6% 16.0% 50.2% 100.0% 58.7% 1.7% -3.3% 223.3M -10.84B -29.2M 0.20 43.07 1,849,620 379,203 5,276,646 2,372,411 2024-10-08 $32.64 $30.00 53.5% 13.4% 73.2% 80.5% 48.5% -1.6% -2.7% 128.2M -4.72B -25.4M 0.50 39.69 697,804 347,226 5,603,290 2,662,444 2024-10-09 $32.88 $31.00 40.9% 13.8% 73.2% 50.1% 50.1% 1.4% 19.8% 139.1M -5.30B -26.6M 0.58 45.60 316,329 183,975 5,751,610 2,742,479 2024-10-10 $33.30 $31.00 44.0% 13.6% 73.1% 57.5% 49.2% 0.3% 12.3% 164.2M -6.06B -27.2M 0.49 45.52 302,162 147,181 5,920,320 2,768,841 2024-10-11 $33.47 $31.00 42.7% 13.9% 73.1% 54.5% 51.2% -1.6% 3.1% 167.2M -6.34B -27.5M 0.26 46.15 444,588 114,775 6,002,991 2,832,221 2024-10-14 $32.72 $31.00 42.1% 12.0% 74.1% 53.0% 44.8% -4.7% -2.9% 169.0M -5.04B -24.1M 0.30 38.57 360,322 108,246 6,139,273 2,662,929 2024-10-15 $30.99 $31.00 41.5% 11.8% 77.7% 51.6% 42.8% -1.7% 1.6% 75.3M -2.48B -21.0M 0.49 44.60 248,743 121,374 6,241,731 2,716,857 2024-10-16 $31.66 $31.00 39.3% 11.3% 77.7% 46.4% 41.2% -2.7% -1.4% 106.6M -3.51B -21.7M 0.47 4.45 149,434 70,339 6,292,920 2,724,816 2024-10-17 $30.80 $31.00 36.3% 10.5% 78.1% 39.1% 38.6% -2.6% -4.8% 56.0M -2.07B -18.4M 1.33 4.86 204,788 271,500 6,319,714 2,761,186 2024-10-18 $32.20 $31.00 37.2% 10.8% 79.3% 41.2% 40.0% -4.6% -1.7% 135.7M -4.40B -21.5M 0.52 2.98 266,158 138,063 6,417,379 2,751,003 2024-10-21 $31.73 $31.00 34.1% 10.4% 79.5% 33.8% 38.5% 6.4% -0.3% 110.0M -2.95B -20.4M 0.46 3.53 378,822 174,401 5,537,214 2,221,500 2024-10-22 $32.00 $30.00 36.0% 10.8% 73.1% 38.3% 38.8% 7.2% 4.5% 136.8M -3.64B -19.8M 1.11 4.04 91,118 101,041 5,552,079 2,162,864 2024-10-23 $31.93 $30.00 34.8% 10.6% 72.3% 35.6% 38.3% -1.6% 0.2% 134.0M -3.50B -19.3M 0.07 2.98 228,493 16,693 5,567,548 2,164,972 2024-10-24 $31.70 $30.00 35.9% 10.9% 67.2% 38.2% 39.7% -2.4% -2.0% 132.8M -3.36B -19.6M 0.77 4.40 114,286 88,214 5,757,668 2,169,040 2024-10-25 $31.74 $30.00 36.5% 11.3% 67.0% 39.6% 40.6% -3.1% -0.2% 136.5M -3.42B -20.5M 0.66 4.62 140,994 92,500 5,799,160 2,210,394 2024-10-28 $32.22 $30.00 36.3% 11.7% 67.1% 39.1% 43.3% -3.3% -0.7% 150.9M -3.96B -19.8M 0.50 3.77 60,503 30,207 5,412,634 2,184,198 2024-10-29 $32.09 $30.00 35.7% 11.8% 65.7% 37.7% 43.7% -3.4% -1.6% 143.8M -3.77B -19.4M 0.36 4.28 149,533 53,210 5,439,114 2,195,031 2024-10-30 $31.70 $30.00 35.6% 12.0% 60.4% 37.4% 45.9% -3.3% -1.5% 126.6M -3.31B -18.8M 0.24 4.42 120,156 28,349 5,468,389 2,176,485 2024-10-31 $31.57 $30.00 36.0% 12.3% 60.1% 38.3% 47.3% -3.4% -3.4% 121.3M -3.20B -19.0M 0.31 5.71 52,773 16,534 5,536,666 2,181,254
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