FG Options History — June 2019 In June 2019, FG traded between $8.02 and $8.43. ATM implied volatility averaged 41.5%, placing in the 17.8% IV rank vs the trailing year. The 30-day expected move averaged 10.8%. IV traded above realized volatility by 11.0% (HV 20d: 30.4%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2019-06-07 : Highest Volume — 25 contracts2019-06-19 : Largest IV spike — 105.2% change2019-06-04 : Highest IV Rank — 43.7%2019-06-04 : Largest Expected Move — 21.1%Monthly Statistics Metric Avg Min Max Open Close Price $8.22 $8.02 $8.43 $8.15 $8.28 Max Pain $10.00 $10.00 $10.00 $10.00 $10.00 ATM IV 41.5% 22.3% 73.7% 46.5% 49.7% Expected Move 10.8% 6.4% 21.1% 13.3% 14.2% HV 20d 30.4% 21.9% 36.5% 34.6% 21.9% HV 60d 25.4% 24.1% 26.5% 25.3% 24.1% IV Rank 17.8% 2.4% 43.7% 21.8% 24.4% IV Percentile 43.9% 2.2% 82.7% 61.1% 66.2% Term Structure -3.4% -46.2% 23.2% -15.7% -46.2% Skew 25d 1.3% -13.9% 40.5% -7.3% -13.9% Skew 10d 12.9% -13.2% 66.6% -9.0% 13.2% Call IV 25d 36.7% 25.7% 67.1% 45.7% 47.6% Put IV 25d 38.0% 22.2% 81.3% 38.3% 33.7% Bid-Ask Spread % 49.23 11.84 117.96 114.03 51.69 Gamma HHI 0.49 0.46 0.53 0.49 0.52 Net GEX 2.0K 1.3K 2.4K 1.8K 1.3K Net DEX -42.6K -49.3K -36.1K -36.9K -37.5K Net VEX -152 -200 -90 -140 -90 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 3.75 0 25 0 10 Total OI 297.75 281 306 281 300
Daily Data (20 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 2019-06-03 $8.15 $10.00 46.5% 13.3% 34.6% 21.8% 0.0% -7.3% -15.7% 1.8K -36.9K -140 0.00 114.03 N/A N/A 0 0 281 0 2019-06-04 $8.43 $10.00 73.7% 21.1% 36.5% 43.7% 0.0% 40.5% -16.2% 2.0K -45.2K -141 0.00 66.71 N/A N/A 0 0 281 0 2019-06-05 $8.39 $10.00 48.8% 14.0% 35.3% 23.7% 0.0% 19.4% -33.0% 2.3K -48.1K -175 0.00 49.50 N/A N/A 0 0 281 0 2019-06-06 $8.27 $0.00 44.5% 12.3% 32.1% 20.2% 0.0% 19.5% 1.2% 2.0K -43.6K -168 0.00 117.96 N/A N/A 0 0 281 0 2019-06-07 $8.18 $0.00 41.0% 9.3% 32.0% 17.4% 0.0% -10.3% -18.0% 1.9K -43.0K -152 0.00 36.19 N/A N/A 25 0 281 0 2019-06-10 $8.32 $0.00 55.9% 9.3% 32.4% 29.4% 0.0% -7.6% -1.7% 2.4K -49.3K -200 0.00 64.21 N/A N/A 0 0 306 0 2019-06-11 $8.31 $0.00 66.3% 7.0% 32.3% 37.7% 0.0% 1.9% -2.4% 2.4K -48.0K -184 0.00 22.31 N/A N/A 0 0 306 0 2019-06-12 $8.19 $0.00 45.1% 12.9% 32.3% 20.7% 0.0% 18.2% 5.2% 2.2K -47.9K -185 0.00 63.51 N/A N/A 0 0 306 0 2019-06-13 $8.18 $0.00 40.4% 11.6% 32.1% 17.0% 0.0% 13.7% 8.6% 2.1K -44.2K -176 0.00 42.29 N/A N/A 0 0 306 0 2019-06-14 $8.11 $0.00 22.3% 6.4% 29.6% 2.4% 0.0% -5.3% 10.0% 2.0K -39.8K -150 0.00 17.49 N/A N/A 0 0 306 0 2019-06-17 $8.02 $0.00 36.4% 10.4% 29.2% 13.8% 0.0% 2.1% -1.6% 1.8K -36.3K -137 0.00 29.26 N/A N/A 0 0 306 0 2019-06-18 $8.18 $0.00 28.9% 8.3% 30.3% 7.7% 0.0% 4.4% 23.2% 2.1K -43.1K -156 0.00 43.72 N/A N/A 0 0 306 0 2019-06-19 $8.22 $0.00 59.3% 17.0% 29.7% 32.1% 0.0% -5.5% -8.1% 1.9K -40.6K -150 0.00 109.05 N/A N/A 0 0 306 0 2019-06-20 $8.30 $0.00 24.5% 7.0% 30.1% 4.2% 0.0% -6.1% 9.2% 2.3K -48.2K -172 0.00 33.96 N/A N/A 0 0 306 0 2019-06-21 $8.18 $0.00 31.9% 9.1% 28.6% 10.1% 0.0% -13.3% -2.7% 2.1K -42.8K -149 0.00 11.84 N/A N/A 0 0 306 0 2019-06-24 $8.14 $0.00 25.9% 7.4% 28.1% 5.3% 0.0% -6.9% 9.9% 2.0K -41.7K -156 0.00 23.50 N/A N/A 10 0 290 0 2019-06-25 $8.16 $0.00 27.9% 8.0% 27.9% 6.9% 0.0% -6.6% 16.9% 2.2K -42.8K -165 0.00 13.57 N/A N/A 10 0 300 0 2019-06-26 $8.18 $0.00 30.1% 8.6% 27.9% 8.7% 0.0% -5.2% -3.1% 1.4K -36.1K -96 0.00 36.73 N/A N/A 10 0 300 0 2019-06-27 $8.19 $0.00 30.6% 8.8% 26.1% 9.1% 0.0% -4.7% -3.3% 1.4K -36.6K -95 0.00 37.10 N/A N/A 10 0 300 0 2019-06-28 $8.28 $0.00 49.7% 14.2% 21.9% 24.4% 0.0% -13.9% -46.2% 1.3K -37.5K -90 0.00 51.69 N/A N/A 10 0 300 0
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