FG Options History — April 2019 In April 2019, FG traded between $7.97 and $8.60. ATM implied volatility averaged 38.0%. The 30-day expected move averaged 9.7%. IV traded above realized volatility by 17.8% (HV 20d: 20.2%). 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 7 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2019-04-03 : Highest Volume — 234 contracts2019-04-12 : Largest IV spike — 92.2% change2019-04-12 : Largest Expected Move — 13.6%Monthly Statistics Metric Avg Min Max Open Close Price $8.35 $7.97 $8.60 $7.97 $8.55 Max Pain $7.50 $7.50 $7.50 $7.50 $7.50 ATM IV 38.0% 24.2% 55.7% 52.2% 31.5% Expected Move 9.7% 7.1% 13.6% 9.2% 9.0% HV 20d 20.2% 11.1% 24.4% 23.3% 12.6% HV 60d 21.1% 19.8% 24.5% 24.5% 19.9% Term Structure -2.7% -36.2% 29.6% -36.2% -8.0% VWIV 32.0% 23.5% 44.1% 38.6% 23.5% Skew 25d 4.5% -14.7% 24.8% 1.6% -0.3% Skew 10d 9.1% -15.5% 38.0% -15.5% -0.5% Call IV 25d 28.5% 20.5% 66.9% 27.2% 22.3% Put IV 25d 33.0% 21.4% 69.4% 28.8% 22.1% Bid-Ask Spread % 65.56 26.10 122.63 122.63 26.33 Gamma HHI 0.47 0.42 0.56 0.42 0.44 Net GEX 2.3K 717 3.7K 1.1K 2.5K Net DEX -136.6K -192.2K -46.9K -61.4K -174.2K Net VEX -314 -524 -192 -461 -268 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.06 0.00 0.00 Total Volume 34.81 0 234 3 40 Total OI 494.762 411 569 417 515
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 2019-04-01 $7.97 $7.50 52.2% 9.2% 23.3% 0.0% 38.6% 1.6% -36.2% 1.1K -61.4K -461 0.00 122.63 N/A N/A 3 0 305 112 2019-04-02 $7.98 $7.50 24.2% 9.9% 22.9% 0.0% 34.1% 10.2% 16.5% 717 -46.9K -334 0.00 34.42 N/A N/A 3 0 299 112 2019-04-03 $8.14 $7.50 42.7% 12.0% 24.2% 0.0% 44.1% 4.1% -10.6% 1.1K -57.1K -358 0.00 105.34 N/A N/A 234 0 299 112 2019-04-04 $8.15 $7.50 39.3% 8.5% 24.3% 0.0% 24.7% 24.8% 29.6% 3.7K -192.2K -524 0.00 37.80 N/A N/A 174 0 457 112 2019-04-05 $8.22 $7.50 55.7% 7.4% 24.2% 0.0% 28.8% -14.7% 2.1% 2.8K -156.7K -350 0.00 56.60 N/A N/A 174 0 422 112 2019-04-08 $8.24 $7.50 55.4% 9.2% 24.1% 0.0% 0.0% 2.5% -7.9% 2.7K -132.1K -296 0.00 98.48 N/A N/A 10 0 398 112 2019-04-09 $8.18 $7.50 45.1% 9.9% 24.2% 0.0% 0.0% 2.1% 0.3% 2.8K -124.9K -383 0.00 26.10 N/A N/A 10 0 408 112 2019-04-10 $8.30 $7.50 45.9% 13.2% 24.4% 0.0% 0.0% 14.4% -8.0% 2.7K -125.5K -382 0.00 76.55 N/A N/A 10 0 408 112 2019-04-11 $8.32 $7.50 24.8% 7.1% 23.8% 0.0% 0.0% 11.5% 5.4% 2.8K -162.1K -301 0.00 53.94 N/A N/A 10 0 408 112 2019-04-12 $8.39 $7.50 47.6% 13.6% 24.1% 0.0% 0.0% 1.6% -17.6% 2.7K -129.3K -318 0.00 115.23 N/A N/A 10 0 408 112 2019-04-15 $8.44 $7.50 29.1% 8.4% 24.1% 0.0% 0.0% 11.1% -1.3% 2.4K -165.0K -261 0.00 73.15 N/A N/A 0 0 404 112 2019-04-16 $8.49 $7.50 30.4% 8.7% 24.2% 0.0% 0.0% 12.6% -4.7% 2.3K -174.2K -294 0.00 51.67 N/A N/A 0 0 404 112 2019-04-17 $8.43 $7.50 32.0% 9.2% 24.1% 0.0% 30.1% 10.1% -8.2% 2.3K -167.2K -285 0.00 53.33 N/A N/A 0 1 404 112 2019-04-18 $8.47 $7.50 34.5% 9.9% 24.2% 0.0% 23.5% 2.3% -7.5% 2.2K -160.3K -278 0.06 65.19 N/A N/A 16 1 402 113 2019-04-22 $8.49 $7.50 36.9% 10.6% 13.4% 0.0% 0.0% 2.5% 18.1% 2.2K -132.7K -283 0.00 30.06 N/A N/A 0 0 367 113 2019-04-23 $8.51 $7.50 39.8% 11.4% 13.4% 0.0% 0.0% 0.4% 7.8% 2.2K -126.4K -252 0.00 109.66 N/A N/A 0 0 367 113 2019-04-24 $8.55 $7.50 29.4% 8.4% 11.1% 0.0% 0.0% -2.1% -6.9% 2.4K -158.1K -259 0.00 51.79 N/A N/A 0 0 367 113 2019-04-25 $8.43 $7.50 33.4% 9.6% 12.3% 0.0% 0.0% -1.2% -11.7% 2.1K -138.3K -241 0.00 57.51 N/A N/A 0 0 367 113 2019-04-26 $8.49 $7.50 40.3% 11.5% 12.0% 0.0% 0.0% -1.2% -3.3% 2.2K -134.3K -274 0.00 76.33 N/A N/A 0 0 367 113 2019-04-29 $8.60 $7.50 28.1% 8.1% 12.4% 0.0% 0.0% 2.7% -3.9% 2.0K -150.6K -192 0.00 54.70 N/A N/A 35 0 367 113 2019-04-30 $8.55 $7.50 31.5% 9.0% 12.6% 0.0% 0.0% -0.3% -8.0% 2.5K -174.2K -268 0.00 26.33 N/A N/A 40 0 402 113
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