FEZ Options History — October 2022

In October 2022, FEZ traded between $30.92 and $34.74. ATM implied volatility averaged 33.5%, placing in the 38.6% IV rank vs the trailing year. The 30-day expected move averaged 9.7%. IV traded below realized volatility by 3.4% (HV 20d: 36.9%). Max pain ranged from $35.00 to $35.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 3.70.

Notable Days

  • 2022-10-28: Highest Volume — 60,764 contracts
  • 2022-10-13: Largest IV drop — 6.1% change
  • 2022-10-12: Highest IV Rank — 45.1%
  • 2022-10-12: Largest Expected Move — 10.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$32.70$30.92$34.74$31.55$34.23
Max Pain$35.00$35.00$35.00$35.00$35.00
ATM IV33.5%29.4%37.1%34.7%29.4%
Expected Move9.7%8.8%10.4%10.0%9.1%
HV 20d36.9%32.2%42.8%38.2%32.3%
HV 60d33.7%32.1%34.2%32.1%33.9%
IV Rank38.6%31.1%45.1%40.8%31.1%
IV Percentile82.0%59.1%92.9%90.1%59.1%
Term Structure-0.7%-2.4%0.5%-0.3%-0.5%
VWIV35.6%30.5%42.3%36.8%30.5%
Skew 25d7.7%5.2%9.5%9.4%5.5%
Skew 10d15.9%7.4%25.1%25.1%14.4%
Call IV 25d30.0%26.3%33.4%29.9%26.8%
Put IV 25d37.7%32.2%42.7%39.3%32.3%
Bid-Ask Spread %53.139.5280.5471.8862.51
Gamma HHI0.170.130.240.150.17
Net GEX-18.8M-26.5M-5.6M-21.4M-10.4M
Net DEX277.4M-13.4M514.9M410.0M78.1M
Net VEX-1.6M-1.8M-1.4M-1.5M-1.4M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.700.1515.911.503.00
Total Volume29,359.0485,50760,76410,6285,507
Total OI466,764.524376,748554,703376,748439,986

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-10-03$31.55$35.0034.7%10.0%38.2%40.8%36.8%9.4%-0.3%-21.4M410.0M-1.5M1.5071.88N/AN/A4,2596,36978,917297,831
2022-10-04$33.21$35.0033.4%9.8%42.6%38.4%35.1%9.0%-0.3%-19.3M283.1M-1.6M2.7345.54N/AN/A4,07411,13779,231300,509
2022-10-05$32.97$35.0032.8%9.5%42.0%37.4%33.3%8.7%-0.4%-20.5M299.2M-1.6M0.4536.40N/AN/A14,2296,43877,958304,128
2022-10-06$32.17$35.0034.5%9.8%42.8%40.4%39.8%8.8%-0.4%-21.1M366.4M-1.5M8.4129.95N/AN/A4,13234,76788,725305,771
2022-10-07$31.34$35.0034.8%10.0%41.9%40.9%36.1%8.6%-0.6%-25.6M470.1M-1.5M0.479.52N/AN/A21,47410,08788,732335,041
2022-10-10$31.35$35.0035.1%10.2%40.3%41.5%36.2%9.2%0.5%-25.0M454.3M-1.5M0.8617.78N/AN/A28,93324,951105,930334,305
2022-10-11$30.92$35.0036.9%10.3%38.4%44.7%40.5%9.5%-1.0%-25.2M514.9M-1.6M6.9872.16N/AN/A6,61546,151131,303355,286
2022-10-12$31.00$35.0037.1%10.4%35.1%45.1%42.3%9.5%-1.1%-25.6M505.4M-1.6M5.0777.13N/AN/A6,73034,133131,483357,223
2022-10-13$31.85$35.0034.8%10.0%37.0%41.0%37.5%6.9%0.1%-26.5M427.2M-1.7M0.8559.27N/AN/A24,42620,732131,496373,128
2022-10-14$31.37$35.0035.8%10.2%35.2%42.8%34.8%9.1%-0.5%-25.1M439.0M-1.8M2.8841.49N/AN/A4,08311,745181,780372,923
2022-10-17$32.42$35.0034.9%10.0%37.6%41.1%36.1%7.9%-2.4%-23.8M322.5M-1.7M2.7254.99N/AN/A7,37820,096149,998373,046
2022-10-18$32.80$35.0033.4%9.5%37.3%38.3%38.9%7.8%-0.8%-20.9M272.7M-1.8M1.3027.34N/AN/A4,3455,636153,334373,851
2022-10-19$32.37$35.0034.8%10.0%37.2%40.9%32.0%7.4%-1.9%-24.2M318.3M-1.7M0.8611.99N/AN/A5,9205,108153,481375,383
2022-10-20$32.46$35.0033.8%9.8%37.2%39.2%34.5%6.9%-2.0%-25.8M300.7M-1.7M2.4059.37N/AN/A7,86018,874153,501375,881
2022-10-21$33.15$35.0033.4%9.7%34.3%38.4%40.0%7.6%-1.7%-19.5M208.0M-1.7M6.1280.54N/AN/A6,31338,663153,513382,243
2022-10-24$33.45$35.0032.6%9.6%33.9%36.9%38.1%6.9%-0.7%-9.5M114.2M-1.7M15.9171.99N/AN/A1,84429,336148,829295,711
2022-10-25$34.26$35.0030.8%9.1%34.0%33.5%31.6%5.9%-0.1%-7.9M42.3M-1.7M1.5069.81N/AN/A14,40821,574148,833305,964
2022-10-26$34.67$35.0030.9%9.1%32.9%33.9%31.7%5.2%-0.2%-5.6M-10.9M-1.6M11.0773.47N/AN/A1,74119,266151,444309,065
2022-10-27$34.35$35.0030.0%9.0%32.3%32.1%31.4%5.7%-0.3%-6.8M23.2M-1.6M2.4966.70N/AN/A4,70811,734151,350309,278
2022-10-28$34.74$35.0029.5%8.8%32.2%31.3%30.6%5.9%0.2%-6.0M-13.4M-1.6M0.1576.00N/AN/A52,6618,103151,530314,134
2022-10-31$34.23$35.0029.4%9.1%32.3%31.1%30.5%5.5%-0.5%-10.4M78.1M-1.4M3.0062.51N/AN/A1,3764,131125,941314,045