FG Options History — January 2019 In January 2019, FG traded between $6.86 and $7.91. ATM implied volatility averaged 43.3%. The 30-day expected move averaged 10.3%. IV traded above realized volatility by 5.5% (HV 20d: 37.9%). Max pain ranged from $7.50 to $7.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 3.13.
Notable Days 2019-01-17 : Highest Volume — 28 contracts2019-01-29 : Largest IV spike — 116.7% change2019-01-29 : Largest Expected Move — 19.0%Monthly Statistics Metric Avg Min Max Open Close Price $7.53 $6.86 $7.91 $6.86 $7.91 Max Pain $7.50 $7.50 $7.50 $7.50 $7.50 ATM IV 43.3% 19.3% 80.4% 45.1% 52.2% Expected Move 10.3% 5.5% 19.0% 12.9% 7.1% HV 20d 37.9% 26.6% 46.6% 46.2% 26.6% Term Structure 5.7% -16.1% 99.9% -6.5% 8.1% VWIV 24.2% 22.0% 27.3% 27.3% 22.0% Skew 25d 9.7% -18.5% 34.2% -18.5% 11.0% Skew 10d 7.0% -32.8% 30.1% -32.8% -1.0% Call IV 25d 30.6% 18.2% 50.8% 50.8% 23.0% Put IV 25d 40.3% 31.1% 55.4% 32.2% 34.0% Bid-Ask Spread % 121.12 64.60 156.89 131.44 123.82 Gamma HHI 0.92 0.66 1.00 0.99 0.83 Net GEX 5.4K 3.4K 8.0K 3.4K 4.7K Net DEX -92.0K -140.9K -10.9K -10.9K -131.0K Net VEX -528 -576 -421 -421 -490 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 3.13 0.00 20.00 0.00 2.50 Total Volume 10.381 0 28 0 0 Total OI 554.333 519 570 519 570
Daily Data (21 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 2019-01-02 $6.86 $0.00 45.1% 12.9% 46.2% 0.0% 0.0% -18.5% -6.5% 3.4K -10.9K -421 0.00 131.44 N/A N/A 0 0 427 92 2019-01-03 $6.87 $7.50 44.4% 8.7% 44.4% 0.0% 0.0% 2.9% -5.3% 3.4K -16.9K -446 0.00 119.24 N/A N/A 20 0 427 92 2019-01-04 $7.11 $7.50 77.9% 8.1% 46.6% 0.0% 0.0% 8.7% 12.3% 4.7K -39.2K -517 0.00 131.90 N/A N/A 20 0 447 92 2019-01-07 $7.26 $7.50 80.4% 14.9% 42.9% 0.0% 0.0% 0.0% -10.0% 3.6K -78.1K -576 0.00 156.89 N/A N/A 0 0 447 92 2019-01-08 $7.08 $7.50 65.1% 9.2% 43.6% 0.0% 0.0% 8.1% -2.7% 4.4K -40.3K -505 0.00 126.61 N/A N/A 0 0 447 92 2019-01-09 $7.38 $7.50 27.7% 7.9% 43.4% 0.0% 0.0% 5.4% 15.7% 5.8K -66.9K -538 0.00 129.57 N/A N/A 7 0 447 92 2019-01-10 $7.55 $7.50 26.5% 7.6% 41.5% 0.0% 0.0% 3.4% 13.3% 6.3K -99.4K -562 0.00 133.68 N/A N/A 7 0 454 92 2019-01-11 $7.54 $7.50 27.6% 7.9% 41.1% 0.0% 0.0% 5.9% 7.2% 5.9K -98.4K -559 0.00 113.81 N/A N/A 7 0 454 92 2019-01-14 $7.53 $7.50 27.3% 7.8% 40.3% 0.0% 0.0% 14.9% 6.3% 6.0K -94.2K -547 0.00 108.82 N/A N/A 0 20 454 92 2019-01-15 $7.52 $7.50 41.1% 11.8% 40.3% 0.0% 0.0% 10.6% 2.3% 5.9K -95.9K -567 0.00 117.39 N/A N/A 0 20 454 112 2019-01-16 $7.68 $7.50 32.2% 9.2% 40.3% 0.0% 27.3% 34.2% 7.2% 6.2K -119.4K -549 20.00 125.02 N/A N/A 1 20 454 112 2019-01-17 $7.82 $7.50 25.0% 7.2% 40.5% 0.0% 23.2% 12.2% 5.2% 6.8K -129.6K -546 2.50 85.48 N/A N/A 8 20 455 112 2019-01-18 $7.80 $7.50 19.3% 5.5% 36.5% 0.0% 22.0% 16.3% 6.4% 7.1K -140.9K -503 2.50 132.76 N/A N/A 8 20 448 112 2019-01-22 $7.67 $7.50 22.1% 6.3% 37.7% 0.0% 0.0% 25.6% 99.9% 8.0K -102.6K -519 0.00 128.72 N/A N/A 0 10 448 112 2019-01-23 $7.59 $7.50 24.3% 7.0% 34.6% 0.0% 0.0% 6.9% 16.4% 7.4K -93.0K -548 0.00 104.71 N/A N/A 0 10 448 122 2019-01-24 $7.72 $7.50 46.6% 13.4% 32.2% 0.0% 0.0% 11.1% -11.2% 4.6K -104.7K -551 0.00 94.95 N/A N/A 0 10 448 122 2019-01-25 $7.79 $7.50 62.9% 18.0% 32.2% 0.0% 0.0% 7.0% -15.7% 4.1K -116.5K -570 0.00 133.75 N/A N/A 0 10 448 122 2019-01-28 $7.74 $7.50 30.6% 8.8% 28.3% 0.0% 0.0% 10.6% 3.2% 6.5K -116.2K -513 0.00 64.60 N/A N/A 0 0 448 122 2019-01-29 $7.76 $7.50 66.3% 19.0% 28.2% 0.0% 0.0% 8.3% -16.0% 4.2K -112.4K -541 0.00 141.34 N/A N/A 0 0 448 122 2019-01-30 $7.88 $7.50 65.2% 18.7% 28.0% 0.0% 0.0% 9.2% -16.1% 4.3K -125.5K -529 0.00 139.08 N/A N/A 0 0 448 122 2019-01-31 $7.91 $0.00 52.2% 7.1% 26.6% 0.0% 0.0% 11.0% 8.1% 4.7K -131.0K -490 0.00 123.82 N/A N/A 0 0 448 122
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