FG Options History — November 2018

Name: FG Options Analytics - November 2018
Creator: Options Analysis Suite

In November 2018, FG traded between $8.02 and $8.03. ATM implied volatility averaged 25.1%. The 30-day expected move averaged 7.2%. Max pain ranged from $7.50 to $7.50. Net GEX was positive for 1 of 2 trading days. Term structure was in contango for 0 of 2 days. Put/call ratio averaged 0.99.

Notable Days

2018-11-29: Highest Volume — 203 contracts
2018-11-30: Largest IV drop — 19.8% change
2018-11-29: Largest Expected Move — 8.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$8.02	$8.02	$8.03	$8.02	$8.03
Max Pain	$7.50	$7.50	$7.50	$7.50	$7.50
ATM IV	25.1%	22.3%	27.9%	27.9%	22.3%
Expected Move	7.2%	6.4%	8.0%	8.0%	6.4%
Term Structure	-7.5%	-8.7%	-6.4%	-8.7%	-6.4%
VWIV	23.5%	19.8%	27.1%	27.1%	19.8%
Bid-Ask Spread %	116.78	111.46	122.10	122.10	111.46
Gamma HHI	0.78	0.55	1.00	1.00	0.55
Net GEX	-33	-342	277	-342	277
Net DEX	-27.0K	-29.0K	-25.1K	-29.0K	-25.1K
Net VEX	-340	-361	-318	-318	-361
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.99	0.92	1.07	0.92	1.07
Total Volume	195.5	188	203	203	188
Total OI	234	184	284	184	284

Daily Data (2 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
2018-11-29	$8.02	$7.50	27.9%	8.0%	0.0%	0.0%	27.1%	0.0%	-8.7%	-342	-29.0K	-318	0.92	122.10	N/A	N/A	106	97	87	97
2018-11-30	$8.03	$7.50	22.3%	6.4%	0.0%	0.0%	19.8%	0.0%	-6.4%	277	-25.1K	-361	1.07	111.46	N/A	N/A	91	97	187	97