FEZ Options History — June 2024 In June 2024, FEZ traded between $49.92 and $53.78. ATM implied volatility averaged 20.8%, placing in the 61.5% IV rank vs the trailing year. The 30-day expected move averaged 5.2%. IV traded above realized volatility by 4.5% (HV 20d: 16.4%). Max pain ranged from $50.00 to $53.00. Net GEX was positive for 2 of 19 trading days. Term structure was in contango for 9 of 19 days. Put/call ratio averaged 30.22.
Notable Days 2024-06-21 : Highest Volume — 39,231 contracts2024-06-27 : Largest IV spike — 56.3% change2024-06-04 : Highest IV Rank — 100.0%2024-06-21 : Largest Expected Move — 7.2%Monthly Statistics Metric Avg Min Max Open Close Price $51.69 $49.92 $53.78 $53.03 $49.92 Max Pain $51.89 $50.00 $53.00 $50.00 $51.00 ATM IV 20.8% 13.0% 27.6% 20.8% 27.6% Expected Move 5.2% 3.2% 7.2% 4.8% 6.2% HV 20d 16.4% 11.2% 20.0% 11.2% 18.9% HV 60d 14.6% 12.9% 15.9% 12.9% 15.6% IV Rank 61.5% 5.5% 100.0% 66.5% 100.0% IV Percentile 81.2% 6.0% 100.0% 92.9% 100.0% Term Structure -0.4% -16.4% 12.3% -2.2% -4.2% VWIV 17.9% 11.4% 24.7% 11.4% 21.6% Skew 25d 5.6% -5.2% 25.0% 4.9% 25.0% Skew 10d 6.7% -1.9% 21.9% 6.8% 11.7% Call IV 25d 21.8% 11.5% 27.6% 27.6% 19.7% Put IV 25d 27.3% 12.6% 44.7% 32.4% 44.7% Bid-Ask Spread % 98.72 63.01 139.28 139.28 77.94 Gamma HHI 0.17 0.10 0.27 0.12 0.21 Net GEX -5.7M -21.6M 180.8K -150.9K -18.1M Net DEX 13.4M -13.4M 72.1M -11.2M 72.1M Net VEX -181.4K -453.2K -62.6K -73.4K -453.2K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 30.22 0.00 267.77 0.00 2.31 Total Volume 6,476.789 3 39,231 216 16,241 Total OI 46,911.895 21,603 117,772 21,603 117,772
Daily Data (19 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 2024-06-03 $53.03 $50.00 20.8% 4.8% 11.2% 66.5% 11.4% 4.9% -2.2% -150.9K -11.2M -73.4K 0.00 139.28 N/A N/A 216 0 4,636 16,967 2024-06-04 $52.70 $50.00 25.8% 4.4% 11.2% 100.0% 14.5% 3.0% -0.8% -80.6K -10.4M -73.8K 0.23 125.95 N/A N/A 210 49 4,844 16,967 2024-06-05 $53.50 $50.00 22.8% 4.0% 12.1% 77.9% 0.0% -2.9% 6.0% 180.8K -13.4M -62.6K 2.00 130.10 N/A N/A 1 2 4,844 17,007 2024-06-06 $53.78 $53.00 21.1% 3.2% 12.1% 65.2% 13.2% 11.0% 4.0% 122.4K -13.1M -78.7K 48.41 121.37 N/A N/A 22 1,065 4,844 17,008 2024-06-07 $53.06 $53.00 18.9% 3.9% 12.8% 48.8% 15.3% 8.8% -2.6% -168.3K -11.4M -74.6K 0.27 119.30 N/A N/A 100 27 4,877 17,149 2024-06-10 $52.67 $53.00 14.8% 5.2% 13.0% 18.4% 19.2% -2.4% 2.1% -341.7K -8.5M -98.6K 173.67 123.22 N/A N/A 3 521 4,930 17,016 2024-06-11 $52.05 $53.00 21.4% 5.1% 13.6% 67.2% 20.0% 11.3% -5.9% -750.0K -5.1M -110.1K 267.77 110.29 N/A N/A 13 3,481 4,930 17,236 2024-06-12 $52.88 $53.00 21.4% 4.1% 14.6% 67.2% 17.2% 2.3% -5.5% -462.0K -8.3M -93.5K 0.17 115.12 N/A N/A 101 17 4,942 17,732 2024-06-13 $51.83 $53.00 13.0% 4.5% 15.8% 5.5% 14.7% 12.8% 2.8% -1.1M -3.4M -110.5K 0.14 111.20 N/A N/A 635 87 4,995 17,748 2024-06-14 $50.34 $52.00 18.4% 5.4% 18.4% 45.2% 18.8% 16.2% 1.2% -708.4K 4.4M -127.4K 3.14 84.89 N/A N/A 1,846 5,796 6,623 18,819 2024-06-17 $51.23 $52.00 19.0% 5.5% 19.7% 49.7% 22.6% -5.0% 2.1% -1.8M 4.2M -164.9K 20.23 90.16 N/A N/A 703 14,220 8,167 22,457 2024-06-18 $51.38 $52.00 19.0% 5.5% 19.7% 49.6% 18.8% -0.6% 12.3% -4.0M 5.2M -179.6K 0.95 94.44 N/A N/A 244 232 8,794 35,893 2024-06-20 $51.53 $52.00 20.8% 6.0% 19.8% 62.6% 17.3% -5.2% 3.0% -2.7M 578.0K -162.2K 1.62 82.53 N/A N/A 880 1,425 8,909 36,086 2024-06-21 $51.05 $52.00 23.5% 7.2% 19.8% 83.0% 13.0% 1.2% -9.1% -1.7M 13.7M -179.9K 49.10 82.47 N/A N/A 783 38,448 9,409 37,210 2024-06-24 $50.53 $52.00 20.4% 5.9% 20.0% 59.7% 21.0% -1.8% -1.8% -17.3M 51.1M -253.1K 1.06 68.70 N/A N/A 4,247 4,503 8,473 74,925 2024-06-25 $50.52 $52.00 26.9% 5.8% 19.5% 100.0% 18.1% 8.2% -16.4% -17.2M 52.0M -361.1K 0.20 68.50 N/A N/A 918 186 12,680 79,271 2024-06-26 $50.02 $52.00 15.4% 6.0% 19.6% 21.4% 20.6% 6.5% 11.7% -21.6M 71.6M -367.6K 1.94 63.01 N/A N/A 7,419 14,378 12,979 79,468 2024-06-27 $50.09 $51.00 24.1% 6.5% 19.1% 80.7% 24.7% 12.9% -4.2% -20.1M 65.1M -421.5K 0.95 67.18 N/A N/A 2,072 1,968 21,587 93,132 2024-06-28 $49.92 $51.00 27.6% 6.2% 18.9% 100.0% 21.6% 25.0% -4.2% -18.1M 72.1M -453.2K 2.31 77.94 N/A N/A 4,909 11,332 22,815 94,957
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