FG Options History — May 2019 In May 2019, FG traded between $7.95 and $8.86. ATM implied volatility averaged 51.6%. The 30-day expected move averaged 10.8%. IV traded above realized volatility by 27.9% (HV 20d: 23.6%). Max pain ranged from $7.50 to $10.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2019-05-14 : Highest Volume — 52 contracts2019-05-23 : Largest IV spike — 128.6% change2019-05-08 : Largest Expected Move — 16.4%Monthly Statistics Metric Avg Min Max Open Close Price $8.56 $7.95 $8.86 $8.44 $7.95 Max Pain $9.66 $7.50 $10.00 $7.50 $10.00 ATM IV 51.6% 23.5% 112.0% 41.9% 33.0% Expected Move 10.8% 6.7% 16.4% 12.0% 9.5% HV 20d 23.6% 12.6% 33.5% 13.9% 33.5% HV 60d 22.1% 19.6% 24.7% 20.1% 24.7% Term Structure -7.8% -45.6% 24.0% -24.2% -16.6% VWIV 29.9% 22.5% 44.7% 22.9% 22.9% Skew 25d 3.2% -18.1% 26.6% -1.3% -18.1% Skew 10d 5.9% -18.4% 29.7% 7.2% -18.4% Call IV 25d 29.4% 21.9% 45.3% 32.1% 41.3% Put IV 25d 32.6% 23.2% 55.6% 30.8% 23.2% Bid-Ask Spread % 67.85 10.85 122.91 33.42 110.25 Gamma HHI 0.47 0.37 0.64 0.41 0.47 Net GEX 2.6K 1.7K 3.0K 2.8K 1.7K Net DEX -125.0K -207.4K -42.7K -162.0K -42.7K Net VEX -261 -427 -144 -341 -147 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.02 0.00 0.00 Total Volume 12.091 0 52 40 6 Total OI 428.818 287 537 520 287
Daily Data (22 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 2019-05-01 $8.44 $7.50 41.9% 12.0% 13.9% 0.0% 0.0% -1.3% -24.2% 2.8K -162.0K -341 0.00 33.42 N/A N/A 40 0 407 113 2019-05-02 $8.39 $7.50 36.6% 10.5% 12.6% 0.0% 0.0% 1.3% -11.9% 2.5K -162.1K -282 0.00 33.56 N/A N/A 40 0 407 113 2019-05-03 $8.49 $7.50 52.3% 15.0% 13.2% 0.0% 0.0% -3.2% -18.8% 2.6K -154.8K -306 0.00 24.28 N/A N/A 40 0 407 113 2019-05-06 $8.61 $10.00 61.6% 9.0% 13.7% 0.0% 22.9% 6.6% -9.8% 3.0K -170.9K -344 0.00 110.31 N/A N/A 1 0 407 113 2019-05-07 $8.39 $10.00 59.7% 11.0% 16.9% 0.0% 22.5% 4.6% -6.5% 2.7K -155.9K -335 0.00 105.42 N/A N/A 1 0 408 113 2019-05-08 $8.74 $10.00 78.4% 16.4% 21.8% 0.0% 44.7% 10.3% -10.0% 2.9K -176.1K -427 0.00 122.37 N/A N/A 7 0 408 113 2019-05-09 $8.62 $10.00 77.3% 8.4% 22.2% 0.0% 43.0% -9.3% -2.4% 2.9K -164.7K -320 0.00 93.01 N/A N/A 7 0 414 113 2019-05-10 $8.49 $10.00 87.3% 8.3% 23.0% 0.0% 0.0% 4.3% 6.7% 2.8K -154.6K -322 0.00 122.91 N/A N/A 0 0 414 113 2019-05-13 $8.43 $10.00 73.5% 7.6% 23.0% 0.0% 23.7% 2.9% 9.7% 2.5K -167.7K -255 0.00 44.48 N/A N/A 10 0 414 113 2019-05-14 $8.53 $10.00 112.0% 9.8% 23.3% 0.0% 22.9% 4.6% -2.9% 2.6K -180.7K -261 0.02 108.33 N/A N/A 51 1 424 113 2019-05-15 $8.59 $10.00 25.7% 7.4% 23.3% 0.0% 0.0% 4.3% 0.9% 2.4K -179.0K -241 0.00 14.47 N/A N/A 0 0 424 113 2019-05-16 $8.86 $10.00 34.3% 9.8% 25.4% 0.0% 0.0% 13.6% -0.4% 3.0K -189.7K -232 0.00 66.81 N/A N/A 0 0 424 113 2019-05-17 $8.69 $10.00 47.4% 13.6% 26.6% 0.0% 0.0% 7.7% -4.5% 2.7K -207.4K -373 0.00 75.17 N/A N/A 0 0 424 113 2019-05-20 $8.73 $10.00 38.6% 11.1% 26.6% 0.0% 0.0% 6.1% 24.0% 2.6K -58.6K -173 0.00 51.20 N/A N/A 0 0 287 0 2019-05-21 $8.86 $10.00 26.5% 7.6% 27.0% 0.0% 0.0% 6.3% 1.0% 3.0K -75.6K -276 0.00 41.74 N/A N/A 0 0 287 0 2019-05-22 $8.84 $10.00 23.5% 6.7% 27.0% 0.0% 0.0% -0.8% -1.4% 2.7K -61.5K -178 0.00 10.85 N/A N/A 0 0 287 0 2019-05-23 $8.57 $10.00 53.8% 15.4% 28.9% 0.0% 0.0% 2.4% -39.2% 2.5K -59.6K -190 0.00 112.67 N/A N/A 25 0 287 0 2019-05-24 $8.68 $10.00 38.8% 11.1% 29.2% 0.0% 0.0% 26.6% -0.6% 2.6K -62.2K -205 0.00 42.40 N/A N/A 25 0 287 0 2019-05-28 $8.57 $10.00 55.8% 16.0% 29.2% 0.0% 0.0% 4.8% -45.6% 2.6K -66.0K -237 0.00 70.31 N/A N/A 0 0 287 0 2019-05-29 $8.51 $10.00 36.9% 10.6% 29.3% 0.0% 0.0% 3.1% -7.9% 2.0K -51.5K -147 0.00 39.09 N/A N/A 6 0 287 0 2019-05-30 $8.27 $10.00 40.3% 11.5% 30.7% 0.0% 0.0% -6.9% -12.0% 1.8K -46.6K -144 0.00 59.71 N/A N/A 6 0 287 0 2019-05-31 $7.95 $10.00 33.0% 9.5% 33.5% 0.0% 0.0% -18.1% -16.6% 1.7K -42.7K -147 0.00 110.25 N/A N/A 6 0 287 0
« Apr 2019 | All History | Jun 2019 » Home FG History May 2019