FG Options History — March 2019 In March 2019, FG traded between $7.87 and $8.65. ATM implied volatility averaged 52.3%. The 30-day expected move averaged 12.9%. IV traded above realized volatility by 31.1% (HV 20d: 21.2%). 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 3 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2019-03-01 : Highest Volume — 200 contracts2019-03-08 : Largest IV spike — 185.9% change2019-03-08 : Largest Expected Move — 41.3%Monthly Statistics Metric Avg Min Max Open Close Price $8.35 $7.87 $8.65 $8.51 $7.88 Max Pain $7.50 $7.50 $7.50 $7.50 $7.50 ATM IV 52.3% 21.3% 143.9% 88.5% 41.9% Expected Move 12.9% 5.7% 41.3% 25.4% 10.0% HV 20d 21.2% 17.1% 26.7% 21.8% 22.6% HV 60d 28.2% 24.5% 34.1% 34.1% 24.5% Term Structure -10.2% -37.1% 10.6% -37.1% -12.4% VWIV 36.3% 29.9% 46.3% 31.6% 46.3% Skew 25d 6.5% -4.8% 28.5% 13.5% 0.6% Skew 10d 13.3% -5.0% 77.1% 13.3% -0.2% Call IV 25d 24.4% 16.5% 39.4% 18.0% 26.6% Put IV 25d 30.9% 20.6% 51.7% 31.5% 27.1% Bid-Ask Spread % 98.37 37.65 143.86 111.09 143.86 Gamma HHI 0.55 0.43 0.81 0.53 0.59 Net GEX 1.5K 596 2.3K 2.0K 902 Net DEX -87.2K -125.4K -32.1K -89.7K -41.2K Net VEX -389 -590 -264 -532 -367 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 28.095 0 200 200 9 Total OI 431.333 412 466 444 417
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 2019-03-01 $8.51 $0.00 88.5% 25.4% 21.8% 0.0% 0.0% 13.5% -37.1% 2.0K -89.7K -532 0.00 111.09 N/A N/A 200 0 332 112 2019-03-04 $8.47 $0.00 54.3% 15.6% 21.0% 0.0% 0.0% 2.4% -4.4% 2.0K -110.3K -495 0.00 38.23 N/A N/A 0 0 332 112 2019-03-05 $8.55 $0.00 103.9% 29.8% 21.1% 0.0% 0.0% 2.5% -4.2% 2.0K -108.5K -590 0.00 128.75 N/A N/A 0 0 332 112 2019-03-06 $8.49 $0.00 74.7% 21.4% 20.7% 0.0% 0.0% 2.8% 2.8% 1.9K -88.3K -479 0.00 114.08 N/A N/A 0 0 332 112 2019-03-07 $8.47 $0.00 50.3% 14.4% 20.8% 0.0% 0.0% 11.2% -2.2% 1.9K -112.7K -434 0.00 43.25 N/A N/A 0 0 332 112 2019-03-08 $8.36 $0.00 143.9% 41.3% 19.5% 0.0% 0.0% 2.6% -3.0% 1.8K -107.2K -488 0.00 125.35 N/A N/A 0 0 332 112 2019-03-11 $8.40 $7.50 109.7% 8.0% 19.4% 0.0% 31.6% 2.1% -24.1% 1.6K -91.4K -338 0.00 115.70 N/A N/A 2 0 332 112 2019-03-12 $8.39 $7.50 43.0% 6.9% 19.3% 0.0% 0.0% -4.8% -33.7% 1.9K -108.9K -416 0.00 108.08 N/A N/A 0 0 334 112 2019-03-13 $8.49 $7.50 24.8% 6.3% 18.6% 0.0% 0.0% 13.6% -1.9% 2.0K -123.0K -356 0.00 77.03 N/A N/A 16 0 334 112 2019-03-14 $8.61 $7.50 41.1% 7.6% 18.9% 0.0% 0.0% 4.1% -9.6% 2.2K -121.1K -305 0.00 116.13 N/A N/A 4 0 350 112 2019-03-15 $8.62 $7.50 46.2% 8.3% 19.0% 0.0% 29.9% 3.8% -31.5% 2.3K -125.4K -370 0.00 128.49 N/A N/A 91 0 354 112 2019-03-18 $8.65 $7.50 35.7% 9.9% 19.0% 0.0% 0.0% 8.2% -11.4% 1.6K -89.0K -342 0.00 81.55 N/A N/A 50 0 300 112 2019-03-19 $8.59 $7.50 32.3% 9.1% 18.8% 0.0% 0.0% 1.8% 5.3% 1.6K -82.1K -382 0.00 82.02 N/A N/A 50 0 300 112 2019-03-20 $8.52 $7.50 34.3% 10.2% 18.1% 0.0% 0.0% 5.3% -8.8% 1.4K -80.7K -380 0.00 90.21 N/A N/A 50 0 300 112 2019-03-21 $8.52 $7.50 33.2% 6.5% 17.1% 0.0% 0.0% 1.3% -5.7% 1.5K -89.5K -264 0.00 68.22 N/A N/A 50 0 300 112 2019-03-22 $8.07 $7.50 28.9% 6.5% 26.2% 0.0% 0.0% 9.2% -12.5% 691 -60.8K -310 0.00 90.69 N/A N/A 50 0 300 112 2019-03-25 $8.10 $7.50 30.6% 5.9% 26.1% 0.0% 0.0% 28.5% -17.4% 659 -66.0K -281 0.00 139.96 N/A N/A 0 0 300 112 2019-03-26 $7.96 $7.50 26.2% 5.7% 26.7% 0.0% 0.0% 12.9% -10.8% 596 -62.8K -336 0.00 110.84 N/A N/A 0 0 300 112 2019-03-27 $7.91 $7.50 32.7% 11.9% 26.4% 0.0% 41.3% 6.8% -3.1% 829 -32.1K -353 0.00 114.56 N/A N/A 9 0 300 112 2019-03-28 $7.87 $7.50 21.3% 9.4% 24.5% 0.0% 32.7% 8.0% 10.6% 966 -39.9K -347 0.00 37.65 N/A N/A 9 0 305 112 2019-03-29 $7.88 $7.50 41.9% 10.0% 22.6% 0.0% 46.3% 0.6% -12.4% 902 -41.2K -367 0.00 143.86 N/A N/A 9 0 305 112
« Feb 2019 | All History | Apr 2019 » Home FG History March 2019