FXI Options History — November 2024

In November 2024, FXI traded between $29.52 and $33.41. ATM implied volatility averaged 30.7%, placing in the 25.6% IV rank vs the trailing year. The 30-day expected move averaged 9.9%. IV traded below realized volatility by 8.7% (HV 20d: 39.4%). Max pain ranged from $29.00 to $30.00. Net GEX was positive for 18 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 0.60.

Notable Days

  • 2024-11-12: Highest Volume — 1,277,971 contracts
  • 2024-11-22: Largest IV spike — 26.4% change
  • 2024-11-07: Highest IV Rank — 42.2%
  • 2024-11-27: Largest Expected Move — 13.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$30.83$29.52$33.41$31.68$30.27
Max Pain$29.80$29.00$30.00$30.00$30.00
ATM IV30.7%24.1%37.6%35.2%25.0%
Expected Move9.9%8.4%13.0%11.9%9.0%
HV 20d39.4%33.1%58.8%58.8%37.1%
HV 60d50.3%47.9%51.2%47.9%51.2%
IV Rank25.6%9.7%42.2%36.5%12.0%
IV Percentile73.5%25.4%94.8%90.5%33.7%
Term Structure1.1%-6.3%18.6%-3.7%-0.5%
VWIV33.3%28.0%43.4%43.4%31.3%
Skew 25d-2.1%-9.3%8.7%-3.5%-0.2%
Skew 10d-0.4%-8.7%19.6%-6.6%-3.2%
Call IV 25d31.7%20.3%42.4%38.7%29.2%
Put IV 25d29.6%20.4%38.2%35.2%29.0%
Bid-Ask Spread %29.877.1154.327.1154.32
Gamma HHI0.070.050.110.070.06
Net GEX59.4M-34.5M238.9M124.6M30.5M
Net DEX-2.01B-5.94B-334.3M-3.30B-1.19B
Net VEX-14.5M-20.0M-11.1M-19.2M-11.9M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.600.081.870.520.83
Total Volume310,976.3557,1021,277,971163,35886,177
Total OI6,462,182.24,859,9108,096,7617,728,7225,166,584

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-11-01$31.68$30.0035.2%11.9%58.8%36.5%43.4%-3.5%-3.7%124.6M-3.30B-19.2M0.527.11107,40555,9535,544,6302,184,092
2024-11-04$31.88$29.0036.2%11.0%56.2%38.8%40.1%-4.0%-0.7%135.1M-3.57B-18.9M0.6016.52241,855145,4765,271,1432,129,474
2024-11-05$32.64$29.0028.8%10.9%33.1%21.1%38.9%1.7%18.6%183.0M-4.64B-19.4M0.1918.55334,59462,2745,375,6532,116,216
2024-11-06$31.73$29.0033.4%10.5%34.4%32.1%37.7%-0.1%-0.2%146.2M-3.44B-17.6M0.0825.59725,89260,5025,607,9132,169,721
2024-11-07$33.41$29.0037.6%11.4%39.1%42.2%40.7%-5.4%-3.6%238.9M-5.94B-20.0M0.3721.20419,436153,6375,459,2612,165,209
2024-11-08$31.55$30.0029.7%9.8%44.0%23.2%34.7%-3.1%-1.2%57.7M-2.91B-16.3M0.8519.43304,830258,7635,554,2172,271,840
2024-11-11$31.48$30.0028.3%9.1%43.4%19.8%32.2%-3.5%4.5%78.1M-2.74B-15.3M0.7416.11154,298114,4525,495,4172,360,391
2024-11-12$30.38$30.0029.8%9.3%40.8%23.4%32.8%-3.1%3.0%15.2M-1.36B-14.8M0.1917.611,070,986206,9855,494,5672,376,144
2024-11-13$30.27$30.0029.6%9.3%39.9%22.9%32.4%-2.7%2.9%-823.1K-1.18B-14.9M0.6916.6077,83153,9685,619,6762,477,085
2024-11-14$29.98$30.0029.2%9.3%38.9%22.0%33.0%-1.9%4.9%-34.5M-730.5M-13.4M1.8720.51173,905324,9454,962,0502,467,290
2024-11-15$30.14$30.0029.0%8.9%35.1%21.6%30.8%-1.7%2.7%15.0M-1.21B-12.9M1.2117.6184,643102,6885,001,5482,408,950
2024-11-18$30.68$30.0030.5%9.0%35.6%25.1%31.0%-0.4%-1.9%40.3M-1.45B-12.7M0.4727.3443,42220,2523,077,2551,782,655
2024-11-19$30.41$30.0030.1%8.7%35.5%24.2%30.7%-1.7%6.1%33.5M-1.24B-12.3M0.2742.09115,33431,2583,097,7701,792,332
2024-11-20$30.49$30.0032.6%9.3%35.5%30.1%29.5%-9.3%-1.2%37.2M-1.28B-12.3M0.7048.7743,28630,1753,104,7831,805,344
2024-11-21$30.32$30.0029.1%8.4%35.5%21.7%29.6%-8.4%-2.6%28.9M-1.19B-12.0M0.5152.9737,77519,3273,118,0751,809,539
2024-11-22$29.69$30.0036.7%11.7%36.1%40.2%28.0%8.7%-2.1%4.2M-562.5M-11.2M0.4147.6655,23122,5133,137,7251,818,290
2024-11-25$29.74$30.0030.0%8.9%35.5%24.0%30.0%-1.7%-6.3%10.0M-655.6M-11.1M0.6345.85100,97263,1533,113,6561,808,427
2024-11-26$29.52$30.0024.1%8.4%35.5%9.7%28.5%0.4%5.4%130.9K-334.3M-11.4M0.4641.6785,53239,5233,188,2511,839,619
2024-11-27$30.36$30.0029.0%13.0%37.1%21.5%30.6%-2.6%-2.5%44.9M-1.31B-11.9M0.4239.95133,73456,5453,219,8371,851,015
2024-11-29$30.27$30.0025.0%9.0%37.1%12.0%31.3%-0.2%-0.5%30.5M-1.19B-11.9M0.8354.3247,07139,1063,273,8991,892,685