FEZ Options History — June 2022

In June 2022, FEZ traded between $34.71 and $40.14. ATM implied volatility averaged 27.4%, placing in the 28.3% IV rank vs the trailing year. The 30-day expected move averaged 7.7%. IV traded below realized volatility by 2.3% (HV 20d: 29.7%). Max pain ranged from $36.00 to $40.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 3.07.

Notable Days

  • 2022-06-10: Highest Volume — 74,148 contracts
  • 2022-06-13: Largest IV spike — 17.0% change
  • 2022-06-16: Highest IV Rank — 33.3%
  • 2022-06-16: Largest Expected Move — 8.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$36.86$34.71$40.14$39.34$34.71
Max Pain$37.57$36.00$40.00$40.00$36.00
ATM IV27.4%23.7%30.2%26.4%28.9%
Expected Move7.7%6.3%8.6%7.6%8.3%
HV 20d29.7%25.0%31.8%31.2%29.3%
HV 60d27.9%26.5%31.9%31.9%27.4%
IV Rank28.3%22.4%33.3%27.1%30.7%
IV Percentile74.6%64.3%84.1%71.8%78.2%
Term Structure0.3%-2.3%7.8%-2.3%-0.1%
VWIV26.4%18.1%31.3%31.3%29.5%
Skew 25d6.9%4.8%8.1%6.7%4.8%
Skew 10d13.5%9.0%19.8%12.8%9.0%
Call IV 25d24.2%18.7%28.4%22.8%28.1%
Put IV 25d31.1%26.6%36.2%29.5%32.9%
Bid-Ask Spread %74.6857.2287.8887.1077.29
Gamma HHI0.200.150.520.150.16
Net GEX-19.6M-39.4M-9.9M-14.5M-12.4M
Net DEX200.8M36.7M416.2M91.3M212.9M
Net VEX-830.1K-971.7K-652.0K-878.8K-839.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.070.5710.047.961.27
Total Volume31,668.4295,89174,14869,61710,049
Total OI281,942.333176,762354,270307,209199,266

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-06-01$39.34$40.0026.4%7.6%31.2%27.1%31.3%6.7%-2.3%-14.5M91.3M-878.8K7.9687.10N/AN/A7,76761,85040,476266,733
2022-06-02$40.14$39.0024.2%6.3%30.9%23.3%25.3%7.9%0.5%-17.1M43.9M-765.5K3.4468.30N/AN/A7,82326,92840,775307,734
2022-06-03$39.66$39.0023.7%6.3%27.9%22.4%25.9%7.8%0.9%-19.6M88.1M-865.8K2.9469.97N/AN/A8,12923,87840,753311,645
2022-06-06$40.03$39.0026.1%6.5%27.5%26.6%20.6%7.7%0.3%-15.7M41.7M-683.5K3.2771.99N/AN/A7,87725,73040,804312,052
2022-06-07$40.03$39.0025.5%6.4%25.0%25.5%19.7%7.7%0.4%-15.7M36.7M-652.0K3.3169.77N/AN/A7,96026,33840,848302,060
2022-06-08$39.50$39.0023.7%6.8%25.8%22.4%22.8%8.1%-0.1%-18.5M78.8M-760.0K1.8075.59N/AN/A9,61517,30741,784302,573
2022-06-09$38.40$38.0025.0%7.2%28.3%24.7%25.6%7.5%-0.1%-23.0M173.1M-862.5K2.5876.45N/AN/A10,37326,72642,784305,274
2022-06-10$37.15$38.0025.7%7.4%30.8%25.8%26.0%7.2%7.8%-30.9M307.7M-971.7K10.0487.88N/AN/A6,71967,42945,084309,186
2022-06-13$35.68$38.0030.0%8.6%31.7%33.0%31.2%7.9%-0.6%-33.5M416.2M-901.7K8.3072.31N/AN/A6,39553,08146,164294,303
2022-06-14$35.34$37.0030.1%8.6%31.8%33.1%28.1%7.5%-1.0%-28.9M408.9M-845.3K1.9457.22N/AN/A12,08123,47247,137272,046
2022-06-15$36.26$37.0027.4%7.9%31.5%28.2%18.1%6.5%-0.3%-27.8M325.9M-850.2K2.3473.55N/AN/A10,17223,78053,941275,776
2022-06-16$35.22$37.0030.2%8.6%31.1%33.3%30.0%6.3%0.4%-38.3M414.5M-814.2K2.3272.18N/AN/A10,76924,95254,122279,900
2022-06-17$35.36$37.0029.8%8.5%30.8%32.2%28.2%6.0%-0.2%-39.4M379.3M-777.7K1.5175.28N/AN/A18,31927,57654,764281,776
2022-06-21$35.22$37.0029.5%8.5%30.8%31.7%27.1%7.9%-1.0%-9.9M168.7M-845.4K1.7774.17N/AN/A8,43714,93240,039136,723
2022-06-22$34.99$37.0028.5%8.2%29.1%30.0%25.9%6.7%-0.1%-10.6M178.8M-839.2K3.1273.83N/AN/A3,39610,58040,169138,802
2022-06-23$34.80$37.0028.3%8.1%29.0%29.6%25.2%6.6%-0.1%-11.1M191.9M-814.3K1.7475.06N/AN/A8,85815,43840,188139,459
2022-06-24$35.87$37.0026.4%7.6%31.6%26.1%27.3%6.6%0.8%-10.5M146.8M-842.8K1.8978.20N/AN/A6,44612,19640,478145,530
2022-06-27$35.77$36.0027.3%7.8%30.5%27.7%29.1%5.9%0.2%-10.6M152.7M-880.8K1.6877.24N/AN/A3,2115,37943,801150,694
2022-06-28$35.43$36.0029.1%8.3%29.4%31.0%29.2%4.9%0.7%-11.1M169.3M-880.7K0.7679.29N/AN/A3,3462,54543,854153,132
2022-06-29$35.10$36.0029.0%8.3%29.4%30.7%28.6%5.8%-0.2%-11.9M190.3M-860.6K0.5775.53N/AN/A4,5782,60043,960154,200
2022-06-30$34.71$36.0028.9%8.3%29.3%30.7%29.5%4.8%-0.1%-12.4M212.9M-839.0K1.2777.29N/AN/A4,4355,61445,020154,246