FEX Options History — May 2022

Name: FEX Options Analytics - May 2022
Creator: Options Analysis Suite

In May 2022, FEX traded between $79.71 and $86.33. ATM implied volatility averaged 29.2%, placing in the 44.4% IV rank vs the trailing year. The 30-day expected move averaged 7.9%. IV traded above realized volatility by 0.9% (HV 20d: 28.3%). Max pain ranged from $92.00 to $92.00. Net GEX was positive for 1 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 2.00.

Notable Days

2022-05-24: Highest Volume — 3 contracts
2022-05-09: Largest IV spike — 62.4% change
2022-05-09: Highest IV Rank — 91.0%
2022-05-10: Largest Expected Move — 9.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$82.24	$79.71	$86.33	$82.74	$84.80
Max Pain	$92.00	$92.00	$92.00	$92.00	$92.00
ATM IV	29.2%	22.2%	50.6%	27.4%	31.4%
Expected Move	7.9%	6.4%	9.5%	7.8%	9.0%
HV 20d	28.3%	20.2%	31.9%	20.2%	30.7%
HV 60d	22.9%	20.3%	24.5%	20.3%	23.6%
IV Rank	44.4%	29.1%	91.0%	40.4%	49.1%
IV Percentile	83.7%	61.1%	99.6%	86.1%	92.9%
Term Structure	-2.1%	-6.2%	10.3%	2.0%	-5.7%
VWIV	29.2%	19.2%	39.5%	19.2%	32.6%
Skew 25d	8.7%	0.4%	23.3%	5.7%	19.9%
Skew 10d	14.8%	0.3%	27.2%	18.4%	1.5%
Call IV 25d	25.6%	14.9%	33.9%	25.4%	14.9%
Put IV 25d	34.3%	23.9%	46.6%	31.1%	34.8%
Bid-Ask Spread %	113.55	95.17	130.00	108.54	120.34
Gamma HHI	0.91	0.50	1.00	1.00	0.51
Net GEX	-126	-301	47	-154	-55
Net DEX	6.7K	2.7K	8.0K	7.7K	2.7K
Net VEX	-9	-31	-1	-4	-30
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	2.00	2.00	2.00	2.00	2.00
Total Volume	2.048	2	3	2	2
Total OI	1.19	1	2	1	2

Daily Data (21 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 Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2022-05-02	$82.74	$0.00	27.4%	7.8%	20.2%	40.4%	0.0%	5.7%	2.0%	-154	7.7K	-4	0.00	108.54	N/A	N/A	0	2	0	1
2022-05-03	$83.80	$0.00	27.3%	7.8%	20.9%	40.2%	0.0%	7.2%	-4.3%	-250	7.0K	-7	0.00	129.11	N/A	N/A	0	2	0	1
2022-05-04	$86.33	$0.00	28.4%	8.1%	23.6%	42.6%	0.0%	12.8%	-4.4%	-301	7.2K	-8	0.00	128.15	N/A	N/A	0	2	0	1
2022-05-05	$83.54	$92.00	29.4%	7.5%	26.2%	44.8%	19.2%	3.8%	-3.7%	-204	7.4K	-5	0.00	119.48	N/A	N/A	0	2	0	1
2022-05-06	$83.39	$92.00	31.2%	7.7%	25.9%	48.7%	24.6%	7.0%	-3.4%	-209	7.2K	-6	0.00	112.11	N/A	N/A	0	2	0	1
2022-05-09	$80.91	$92.00	50.6%	9.3%	27.5%	91.0%	22.9%	20.9%	-5.5%	-154	7.3K	-5	0.00	104.89	N/A	N/A	0	2	0	1
2022-05-10	$80.53	$92.00	41.6%	9.5%	27.4%	71.5%	29.3%	23.3%	-4.2%	-144	7.2K	-5	0.00	108.04	N/A	N/A	0	2	0	1
2022-05-11	$80.02	$92.00	29.2%	8.4%	27.4%	44.4%	32.7%	10.3%	-4.2%	-106	7.6K	-2	0.00	105.69	N/A	N/A	0	2	0	1
2022-05-12	$79.71	$92.00	29.9%	8.6%	26.7%	46.0%	28.0%	2.8%	-1.5%	-112	7.4K	-3	0.00	105.55	N/A	N/A	0	2	0	1
2022-05-13	$81.95	$92.00	24.0%	6.9%	29.1%	33.0%	25.9%	3.8%	-0.9%	-145	7.6K	-3	0.00	95.17	N/A	N/A	0	2	0	1
2022-05-16	$81.82	$92.00	26.6%	7.6%	29.1%	38.7%	23.3%	5.7%	1.7%	-135	7.7K	-3	0.00	114.22	N/A	N/A	0	2	0	1
2022-05-17	$83.47	$92.00	22.2%	6.4%	29.3%	29.1%	27.3%	5.5%	-6.2%	-131	8.0K	-2	0.00	102.36	N/A	N/A	0	2	0	1
2022-05-18	$80.24	$92.00	27.0%	7.7%	31.7%	39.6%	39.5%	8.7%	3.2%	-136	7.5K	-3	0.00	114.17	N/A	N/A	0	2	0	1
2022-05-19	$80.21	$92.00	22.8%	6.5%	31.4%	30.5%	30.5%	3.4%	0.8%	-88	7.7K	-2	0.00	114.75	N/A	N/A	0	2	0	1
2022-05-20	$79.73	$92.00	31.9%	9.1%	30.6%	50.3%	34.8%	2.6%	-2.8%	-69	7.7K	-1	0.00	108.62	N/A	N/A	0	2	0	1
2022-05-23	$81.28	$92.00	23.0%	6.6%	31.6%	30.8%	29.3%	16.7%	10.3%	-100	7.8K	-2	0.00	96.45	N/A	N/A	0	2	0	1
2022-05-24	$81.16	$92.00	24.8%	7.1%	31.2%	34.8%	30.6%	0.4%	-4.3%	-154	7.0K	-5	2.00	115.28	N/A	N/A	1	2	0	1
2022-05-25	$82.18	$92.00	28.4%	8.2%	31.6%	42.7%	31.4%	4.5%	-4.6%	47	4.3K	-27	0.00	125.93	N/A	N/A	0	2	1	1
2022-05-26	$83.87	$92.00	25.0%	7.2%	31.9%	35.2%	32.8%	6.4%	0.4%	-6	3.7K	-29	0.00	125.79	N/A	N/A	0	2	1	1
2022-05-27	$85.31	$92.00	31.8%	9.1%	30.7%	50.0%	30.4%	11.0%	-6.0%	-42	2.7K	-31	0.00	130.00	N/A	N/A	0	2	1	1
2022-05-31	$84.80	$92.00	31.4%	9.0%	30.7%	49.1%	32.6%	19.9%	-5.7%	-55	2.7K	-30	0.00	120.34	N/A	N/A	0	2	1	1