FG Options History — December 2018

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

In December 2018, FG traded between $6.09 and $7.90. ATM implied volatility averaged 59.7%. The 30-day expected move averaged 16.0%. IV traded below realized volatility by 17.1% (HV 20d: 76.7%). Max pain ranged from $7.50 to $7.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 0.07.

Notable Days

2018-12-07: Highest Volume — 186 contracts
2018-12-07: Largest IV spike — 150.3% change
2018-12-07: Largest Expected Move — 27.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$6.75	$6.09	$7.90	$7.90	$6.64
Max Pain	$7.50	$7.50	$7.50	$7.50	$7.50
ATM IV	59.7%	22.6%	115.0%	22.6%	48.5%
Expected Move	16.0%	6.5%	27.3%	6.5%	13.9%
HV 20d	76.7%	43.8%	91.8%	91.8%	43.8%
Term Structure	-3.1%	-59.8%	42.4%	1.2%	-18.9%
VWIV	54.1%	22.2%	110.9%	22.2%	110.9%
Skew 25d	11.9%	2.3%	23.3%	19.2%	3.0%
Skew 10d	22.8%	5.8%	40.2%	24.4%	5.8%
Call IV 25d	35.8%	29.4%	47.7%	33.3%	29.4%
Put IV 25d	47.8%	32.4%	56.3%	52.4%	32.4%
Bid-Ask Spread %	124.96	102.79	144.19	109.17	102.79
Gamma HHI	0.81	0.52	0.99	0.52	0.94
Net GEX	2.2K	214	3.6K	214	2.6K
Net DEX	-17.7K	-125.8K	23.7K	-16.5K	-8.4K
Net VEX	-438	-705	-273	-374	-408
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.07	0.00	0.25	0.00	0.00
Total Volume	26.2	0	186	50	0
Total OI	532.45	334	600	334	519

Daily Data (20 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
2018-12-03	$7.90	$7.50	22.6%	6.5%	0.0%	0.0%	22.2%	0.0%	1.2%	214	-16.5K	-374	0.00	109.17	N/A	N/A	50	0	237	97
2018-12-04	$7.58	$7.50	23.0%	6.6%	0.0%	0.0%	27.6%	0.0%	-2.5%	2.2K	-28.0K	-404	0.25	123.93	N/A	N/A	40	10	287	97
2018-12-05	$7.56	$7.50	24.2%	6.9%	0.0%	0.0%	30.0%	0.0%	-4.1%	1.8K	-29.2K	-378	0.25	124.53	N/A	N/A	40	10	287	97
2018-12-06	$7.15	$0.00	36.3%	12.2%	0.0%	0.0%	0.0%	0.0%	-9.2%	2.6K	-6.4K	-401	0.00	117.88	N/A	N/A	106	0	327	107
2018-12-07	$7.06	$0.00	90.9%	27.3%	0.0%	0.0%	0.0%	0.0%	15.6%	2.7K	-114.9K	-705	0.06	144.19	N/A	N/A	176	10	463	107
2018-12-10	$6.79	$0.00	113.2%	25.0%	0.0%	0.0%	0.0%	0.0%	42.4%	2.5K	-125.8K	-667	0.00	141.13	N/A	N/A	0	0	492	107
2018-12-11	$6.57	$0.00	115.0%	16.2%	0.0%	0.0%	68.1%	0.0%	19.1%	2.9K	-25.4K	-516	0.00	121.87	N/A	N/A	0	1	492	107
2018-12-12	$6.73	$7.50	25.1%	7.2%	0.0%	0.0%	26.7%	19.2%	26.3%	3.6K	-15.9K	-493	0.00	113.95	N/A	N/A	0	1	492	108
2018-12-13	$6.61	$7.50	25.1%	7.2%	0.0%	0.0%	28.0%	23.3%	30.7%	3.1K	-15.5K	-476	0.00	120.86	N/A	N/A	0	1	492	108
2018-12-14	$6.62	$7.50	56.9%	16.3%	0.0%	0.0%	39.2%	0.0%	-10.1%	2.1K	-13.0K	-488	0.00	119.70	N/A	N/A	0	1	492	108
2018-12-17	$6.57	$7.50	51.0%	14.6%	0.0%	0.0%	0.0%	0.0%	13.4%	2.1K	91	-431	0.00	131.37	N/A	N/A	0	0	492	108
2018-12-18	$6.63	$7.50	43.6%	12.5%	0.0%	0.0%	0.0%	0.0%	20.6%	2.2K	-2.3K	-446	0.00	129.62	N/A	N/A	0	0	492	108
2018-12-19	$6.37	$7.50	89.7%	25.7%	91.8%	0.0%	0.0%	0.0%	-21.1%	1.8K	-12.5K	-467	0.00	134.92	N/A	N/A	0	0	492	108
2018-12-20	$6.47	$7.50	68.2%	19.5%	90.5%	0.0%	95.9%	0.0%	-11.8%	1.9K	12.2K	-386	0.00	128.19	N/A	N/A	0	1	492	108
2018-12-21	$6.24	$7.50	90.7%	26.0%	87.7%	0.0%	92.6%	0.0%	-59.8%	1.5K	23.7K	-310	0.00	135.54	N/A	N/A	0	1	492	108
2018-12-24	$6.09	$0.00	79.3%	22.7%	85.1%	0.0%	110.9%	0.0%	-30.5%	1.3K	22.1K	-273	0.00	133.63	N/A	N/A	0	1	402	92
2018-12-26	$6.19	$0.00	91.5%	26.2%	84.2%	0.0%	0.0%	0.0%	-31.3%	1.4K	13.4K	-314	0.00	131.21	N/A	N/A	25	0	402	92
2018-12-27	$6.54	$0.00	53.1%	15.2%	86.8%	0.0%	0.0%	0.0%	-11.1%	2.3K	-11.1K	-428	0.00	114.54	N/A	N/A	25	0	427	92
2018-12-28	$6.66	$0.00	45.2%	13.0%	43.9%	0.0%	0.0%	2.3%	-20.6%	2.7K	156	-389	0.00	120.24	N/A	N/A	25	0	427	92
2018-12-31	$6.64	$0.00	48.5%	13.9%	43.8%	0.0%	0.0%	3.0%	-18.9%	2.6K	-8.4K	-408	0.00	102.79	N/A	N/A	0	0	427	92