FEZ Options History — October 2024 In October 2024, FEZ traded between $50.19 and $52.59. ATM implied volatility averaged 20.6%, placing in the 30.0% IV rank vs the trailing year. The 30-day expected move averaged 5.7%. IV traded above realized volatility by 2.3% (HV 20d: 18.3%). Max pain ranged from $50.00 to $52.00. Net GEX was positive for 11 of 23 trading days. Term structure was in contango for 6 of 23 days. Put/call ratio averaged 4.05.
Notable Days 2024-10-30 : Highest Volume — 173,340 contracts2024-10-14 : Largest IV drop — 36.2% change2024-10-03 : Highest IV Rank — 59.2%2024-10-31 : Largest Expected Move — 7.5%Monthly Statistics Metric Avg Min Max Open Close Price $51.46 $50.19 $52.59 $52.44 $50.19 Max Pain $51.43 $50.00 $52.00 $50.00 $51.50 ATM IV 20.6% 15.7% 28.7% 26.9% 23.3% Expected Move 5.7% 3.2% 7.5% 3.2% 7.5% HV 20d 18.3% 15.1% 21.1% 19.7% 15.1% HV 60d 17.8% 16.5% 18.6% 18.6% 16.7% IV Rank 30.0% 12.2% 59.2% 52.6% 39.6% IV Percentile 71.5% 42.5% 94.8% 92.9% 83.7% Term Structure -0.5% -11.5% 10.3% -1.2% -3.1% VWIV 20.4% 16.9% 26.6% 17.2% 26.6% Skew 25d 3.6% -5.5% 11.3% 2.1% 9.3% Skew 10d 5.1% -4.2% 14.8% 6.0% 14.8% Call IV 25d 21.1% 11.8% 30.4% 28.2% 20.3% Put IV 25d 24.6% 12.3% 35.2% 30.4% 29.6% Bid-Ask Spread % 101.63 81.44 126.23 126.23 87.63 Gamma HHI 0.31 0.20 0.38 0.30 0.32 Net GEX -1.3M -29.8M 1.0M 16.0K -29.8M Net DEX 2.9M -24.1M 293.3M -14.9M 293.3M Net VEX -327.3K -1.7M -216.6K -272.4K -1.7M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 4.05 0.12 33.61 1.22 5.42 Total Volume 9,104.522 30 173,340 160 1,696 Total OI 58,287.043 45,161 244,659 47,285 244,659
Daily Data (23 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 2024-10-01 $52.44 $50.00 26.9% 3.2% 19.7% 52.6% 17.2% 2.1% -1.2% 16.0K -14.9M -272.4K 1.22 126.23 N/A N/A 72 88 14,992 32,293 2024-10-02 $52.30 $50.00 21.7% 7.1% 19.7% 33.9% 16.9% 5.7% 2.5% -101.6K -12.7M -281.1K 0.87 124.19 N/A N/A 46 40 15,033 32,350 2024-10-03 $51.69 $51.00 28.7% 5.8% 20.1% 59.2% 20.2% 4.8% -11.5% 92.5K -11.7M -271.7K 1.13 112.05 N/A N/A 144 162 15,074 32,381 2024-10-04 $52.11 $51.00 18.6% 5.7% 18.9% 22.8% 19.8% 11.3% -0.9% 300.6K -18.7M -266.5K 17.73 113.34 N/A N/A 41 727 15,003 32,460 2024-10-07 $51.80 $51.00 23.5% 5.7% 19.0% 40.6% 20.1% 4.8% -4.7% 396.8K -12.4M -251.7K 0.12 105.93 N/A N/A 414 50 15,002 32,426 2024-10-08 $52.00 $51.00 16.2% 5.7% 18.7% 14.0% 19.3% 5.3% 9.0% 110.3K -19.5M -257.9K 0.33 103.44 N/A N/A 101 33 15,108 32,460 2024-10-09 $52.11 $51.00 19.0% 5.6% 18.4% 24.3% 18.4% 6.6% -0.2% 643.3K -16.6M -246.5K 0.73 98.39 N/A N/A 88 64 15,198 32,479 2024-10-10 $51.86 $51.00 18.5% 5.4% 18.4% 22.4% 20.4% 1.1% -1.7% 496.4K -13.3M -253.6K 3.00 102.07 N/A N/A 24 72 15,252 32,479 2024-10-11 $52.28 $52.00 24.5% 5.4% 18.5% 44.2% 18.5% 4.9% -6.5% 752.3K -20.0M -233.9K 1.15 102.06 N/A N/A 485 556 15,255 32,473 2024-10-14 $52.59 $52.00 15.7% 3.8% 18.6% 12.2% 20.2% 10.3% 10.3% 1.0M -24.1M -233.6K 0.95 101.00 N/A N/A 44 42 15,648 32,385 2024-10-15 $51.20 $52.00 19.7% 5.5% 21.0% 26.6% 22.0% 5.6% -1.5% -414.6K -6.7M -233.1K 2.87 96.28 N/A N/A 86 247 15,624 32,410 2024-10-16 $50.91 $52.00 19.6% 5.6% 21.1% 26.5% 19.3% -5.1% -1.5% -775.9K -4.4M -239.9K 9.95 99.75 N/A N/A 124 1,234 15,683 32,468 2024-10-17 $51.09 $52.00 18.5% 5.3% 19.3% 22.4% 0.0% -0.8% 1.4% -206.5K -8.9M -240.4K 0.35 99.29 N/A N/A 23 8 15,718 32,467 2024-10-18 $51.70 $52.00 17.9% 5.0% 19.5% 20.1% 18.9% 7.7% 1.4% 484.4K -13.9M -226.6K 0.95 98.74 N/A N/A 147 140 15,734 32,431 2024-10-21 $51.06 $52.00 18.7% 5.6% 20.0% 23.1% 19.0% 1.6% 5.7% -67.5K -4.6M -216.6K 0.81 94.86 N/A N/A 241 195 14,519 30,642 2024-10-22 $50.92 $52.00 19.9% 5.7% 19.1% 27.3% 19.0% -5.5% -0.4% -224.8K -3.7M -227.2K 4.89 89.54 N/A N/A 35 171 14,631 30,722 2024-10-23 $50.56 $52.00 20.6% 6.0% 19.0% 30.1% 24.6% 1.7% -1.3% -503.5K 707.1K -238.2K 2.16 81.44 N/A N/A 97 210 14,537 30,819 2024-10-24 $50.95 $51.50 15.8% 6.1% 15.3% 12.7% 18.8% 2.4% -0.9% -265.8K -8.7M -237.5K 0.42 96.79 N/A N/A 218 92 14,550 30,800 2024-10-25 $50.73 $51.50 20.7% 6.1% 15.3% 30.3% 23.9% 1.8% -0.4% -269.1K -2.4M -217.7K 1.10 99.89 N/A N/A 5,031 5,547 14,763 30,860 2024-10-28 $51.34 $51.50 20.2% 5.8% 15.7% 28.5% 20.2% 7.2% -2.0% 102.5K -10.6M -300.9K 1.01 102.06 N/A N/A 8,561 8,638 19,732 35,816 2024-10-29 $51.11 $51.50 20.0% 6.2% 15.1% 27.8% 22.5% -1.0% -0.4% -54.2K -5.5M -427.5K 2.33 101.86 N/A N/A 9 21 28,246 44,393 2024-10-30 $50.59 $51.50 25.7% 6.6% 15.4% 48.3% 23.3% -0.2% -4.0% -735.5K 5.9M -416.0K 33.61 100.68 N/A N/A 5,009 168,331 28,244 44,383 2024-10-31 $50.19 $51.50 23.3% 7.5% 15.1% 39.6% 26.6% 9.3% -3.1% -29.8M 293.3M -1.7M 5.42 87.63 N/A N/A 264 1,432 33,244 211,415
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