FG Options History — February 2019 In February 2019, FG traded between $7.57 and $8.32. ATM implied volatility averaged 49.2%. The 30-day expected move averaged 13.1%. IV traded above realized volatility by 28.6% (HV 20d: 20.6%). Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 9 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2019-02-28 : Highest Volume — 200 contracts2019-02-19 : Largest IV spike — 126.3% change2019-02-28 : Largest Expected Move — 23.0%Monthly Statistics Metric Avg Min Max Open Close Price $7.96 $7.57 $8.32 $7.80 $8.32 ATM IV 49.2% 22.3% 81.7% 70.5% 80.3% Expected Move 13.1% 6.4% 23.0% 13.8% 23.0% HV 20d 20.6% 18.4% 27.5% 27.5% 20.6% HV 60d 57.4% 33.5% 64.4% 64.4% 33.9% Term Structure -4.1% -34.8% 20.5% -7.0% -34.8% Skew 25d 4.9% -8.5% 29.8% -3.5% -5.4% Skew 10d 9.7% -11.6% 62.7% -11.6% 19.1% Call IV 25d 33.3% 17.8% 52.1% 41.1% 52.1% Put IV 25d 38.2% 22.4% 52.0% 37.6% 46.6% Bid-Ask Spread % 104.30 27.35 138.29 137.07 123.17 Gamma HHI 0.96 0.68 1.00 0.71 1.00 Net GEX 3.3K 171 9.9K 4.3K 191 Net DEX -95.0K -173.7K -42.3K -116.4K -54.2K Net VEX -393 -525 -308 -525 -329 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 10.684 0 200 0 200 Total OI 432.632 244 570 570 244
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 2019-02-01 $7.80 $0.00 70.5% 13.8% 27.5% 0.0% 0.0% -3.5% -7.0% 4.3K -116.4K -525 0.00 137.07 N/A N/A 0 0 448 122 2019-02-04 $7.82 $0.00 81.7% 15.0% 25.5% 0.0% 0.0% 8.7% -10.5% 4.2K -118.7K -506 0.00 138.29 N/A N/A 0 0 448 122 2019-02-05 $7.73 $0.00 53.7% 11.2% 25.4% 0.0% 0.0% 17.3% 4.7% 5.3K -115.6K -468 0.00 118.78 N/A N/A 0 0 448 122 2019-02-06 $7.74 $0.00 39.0% 11.2% 23.1% 0.0% 0.0% 6.0% 4.7% 8.7K -139.8K -431 0.00 45.36 N/A N/A 0 0 448 122 2019-02-07 $7.57 $0.00 38.5% 11.0% 20.5% 0.0% 0.0% 9.8% 9.1% 8.9K -87.8K -465 0.00 65.83 N/A N/A 0 0 448 122 2019-02-08 $7.60 $0.00 35.7% 10.2% 18.9% 0.0% 0.0% -8.2% -22.8% 7.7K -93.1K -459 0.00 75.44 N/A N/A 0 0 448 122 2019-02-11 $7.70 $0.00 43.0% 12.3% 19.4% 0.0% 0.0% 15.8% -7.8% 9.9K -115.6K -421 0.00 82.86 N/A N/A 0 0 448 122 2019-02-12 $7.86 $0.00 34.5% 9.9% 20.6% 0.0% 0.0% -0.1% 9.8% 5.2K -129.6K -416 0.00 53.93 N/A N/A 0 0 448 122 2019-02-13 $7.89 $0.00 22.3% 6.4% 20.5% 0.0% 0.0% 0.0% 20.5% 5.9K -139.2K -390 0.00 124.24 N/A N/A 1 0 448 122 2019-02-14 $7.93 $0.00 32.9% 9.4% 19.4% 0.0% 0.0% 13.1% 15.9% 1.3K -164.8K -373 0.00 119.98 N/A N/A 1 0 447 122 2019-02-15 $7.97 $0.00 27.0% 7.7% 18.4% 0.0% 0.0% 15.5% 7.2% 239 -173.7K -361 0.00 122.87 N/A N/A 1 0 447 122 2019-02-19 $8.10 $0.00 61.0% 17.5% 19.1% 0.0% 0.0% 6.9% 2.3% 200 -44.9K -355 0.00 129.16 N/A N/A 0 0 132 112 2019-02-20 $8.26 $0.00 46.4% 13.3% 18.8% 0.0% 0.0% 29.8% 2.7% 263 -56.9K -308 0.00 126.98 N/A N/A 0 0 132 112 2019-02-21 $8.14 $0.00 33.1% 9.5% 19.2% 0.0% 0.0% -8.5% -2.0% 244 -54.1K -322 0.00 27.35 N/A N/A 0 0 132 112 2019-02-22 $8.20 $0.00 40.7% 11.7% 18.6% 0.0% 0.0% -3.0% -12.1% 247 -55.9K -321 0.00 128.64 N/A N/A 0 0 132 112 2019-02-25 $8.26 $0.00 74.1% 21.3% 18.6% 0.0% 0.0% -0.5% -21.8% 207 -52.3K -333 0.00 125.35 N/A N/A 0 0 132 112 2019-02-26 $8.22 $0.00 74.9% 21.5% 18.5% 0.0% 0.0% -1.1% -22.6% 205 -50.1K -331 0.00 127.19 N/A N/A 0 0 132 112 2019-02-27 $8.11 $0.00 46.1% 13.2% 19.4% 0.0% 0.0% -5.5% -13.2% 171 -42.3K -349 0.00 109.25 N/A N/A 0 0 132 112 2019-02-28 $8.32 $0.00 80.3% 23.0% 20.6% 0.0% 0.0% -5.4% -34.8% 191 -54.2K -329 0.00 123.17 N/A N/A 200 0 132 112
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